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Sean
2026-04-14 22:29:53 -04:00
parent 33bc5ab7e2
commit 9d9af75307
2 changed files with 15 additions and 13 deletions
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Sessions/CMT20200817.TXT
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@@ -1,11 +1,11 @@
CMTSESSIONv1.00
LastUpdated=4/13/2026 9:51:01 PM
TradeDate=4/13/2026
LastUpdated=4/14/2026 10:27:57 PM
TradeDate=4/14/2026
StartDate=1/1/0001
AnalysisDate=4/13/2026
AnalysisDate=4/14/2026
CashBalance=9449.67
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=4/13/2026|BetaMonths=6|TradeDate=4/13/2026|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=4/14/2026|BetaMonths=6|TradeDate=4/14/2026|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
PricingExceptions=0
TotalActivePositions=0
TotalPositions=135
@@ -144,7 +144,7 @@ Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00 AM|
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=2/5/2026 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=11.74|Exposure=1373.76|MarketValue=1690.56|GainLoss=316.8|GainLossPcnt=0.230607966457023|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=12.0339285671711|TotalRiskExposure=165.1968|RMultiple=1.92R|Volatility=0.164089068770409|Volume=0|LastStopAdjustment=1/28/2026 12:00:00 AM|Comment=Manual close.
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=3/6/2026 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=62.83|Exposure=1772.43|MarketValue=2576.03|GainLoss=803.6|GainLossPcnt=0.453388850335415|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=62.8357140827179|TotalRiskExposure=213.9708|RMultiple=3.76R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Manual close.
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=3/13/2026 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=235.12|Exposure=2208.91|MarketValue=2586.32|GainLoss=377.41|GainLossPcnt=0.170858024998755|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=235.233001537323|TotalRiskExposure=264.3696|RMultiple=1.43R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Manual close.
TotalCandidates=115
TotalCandidates=117
Symbol=FN|AnalysisDate=11/4/2025 12:00:00 AM|EPSSlope=0.0999999046325684|ProfitMarginSlope=0.0680141448974609|PriceSlope=0.00254868146461796|Volatility=18.239673614502|Volume=0|Violation=False|Slope=0.00254868146461796|Score=1.12395010145193|AnnualizedReturn=1.90078646425663|SharpeRatio=0.156706951792266|RSquared=0.591307925738777|BetaMonths=6|Beta=1.07114601199124
Symbol=FLGT|AnalysisDate=11/17/2025 12:00:00 AM|EPSSlope=0.134999990463257|ProfitMarginSlope=1.82804107666016|PriceSlope=0.00133612085034311|Volatility=2.98788475990295|Volume=0|Violation=False|Slope=0.00133612085034311|Score=0.823223622834574|AnnualizedReturn=1.40032234183431|SharpeRatio=-0.25967434073425|RSquared=0.58788151716284|BetaMonths=6|Beta=2.6999455316195
Symbol=MU|AnalysisDate=10/16/2025 12:00:00 AM|EPSSlope=1.01999998092651|ProfitMarginSlope=3.93631362915039|PriceSlope=0.0017836395604108|Volatility=12.5083780288696|Volume=0|Violation=False|Slope=0.0017836395604108|Score=0.535470880696113|AnnualizedReturn=1.56749243792573|SharpeRatio=0.131165993959009|RSquared=0.341609865374982|BetaMonths=6|Beta=3.80362957802949
@@ -260,6 +260,8 @@ Symbol=MRVL|AnalysisDate=4/8/2026 12:00:00 AM|EPSSlope=0.115000009536743|ProfitM
Symbol=VSH|AnalysisDate=4/10/2026 12:00:00 AM|EPSSlope=0.24499998986721|ProfitMarginSlope=0.035003662109375|PriceSlope=0.00116244265093169|Volatility=1.68633115291595|Volume=0|Violation=False|Slope=0.00116244265093169|Score=0.53330108350364|AnnualizedReturn=1.34035639904368|SharpeRatio=-0.0975252690439779|RSquared=0.397880059276875|BetaMonths=6|Beta=3.87598452511455
Symbol=WDC|AnalysisDate=4/13/2026 12:00:00 AM|EPSSlope=1.54999995231628|ProfitMarginSlope=2.39055442810059|PriceSlope=0.00896404168497751|Volatility=29.2560138702393|Volume=0|Violation=False|Slope=0.00896404168497751|Score=9.43807455920883|AnnualizedReturn=9.57292215890389|SharpeRatio=0.89181640396109|RSquared=0.985913642934029|BetaMonths=6|Beta=10.5216119252338
Symbol=FORM|AnalysisDate=4/13/2026 12:00:00 AM|EPSSlope=0.0850000083446503|ProfitMarginSlope=2.46608924865723|PriceSlope=0.00577764946308878|Volatility=10.9459714889526|Volume=0|Violation=False|Slope=0.00577764946308878|Score=3.73867167757253|AnnualizedReturn=4.28863141559128|SharpeRatio=0.460802589778173|RSquared=0.871763347155604|BetaMonths=6|Beta=3.58378480345316
Symbol=GOOGL|AnalysisDate=4/14/2026 12:00:00 AM|EPSSlope=0.335000038146973|ProfitMarginSlope=0.139163970947266|PriceSlope=0.00341433725010145|Volatility=18.0928821563721|Volume=0|Violation=False|Slope=0.00341433725010145|Score=2.10125210417495|AnnualizedReturn=2.36413684996771|SharpeRatio=0.259804351886015|RSquared=0.88880307593177|BetaMonths=6|Beta=3.86510140316438
Symbol=GOOG|AnalysisDate=4/14/2026 12:00:00 AM|EPSSlope=0.335000038146973|ProfitMarginSlope=0.139163970947266|PriceSlope=0.00336342720449083|Volatility=17.4607048034668|Volume=0|Violation=False|Slope=0.00336342720449083|Score=2.06497652441499|AnnualizedReturn=2.33400028397159|SharpeRatio=0.234864093530066|RSquared=0.884737049346532|BetaMonths=6|Beta=3.90881160357922
TotalStopLimits=213
Symbol=CDNS|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=97.9088|NewStop=109.599856939316|CurrentPriceLow=113.59|CurrentPriceClose=117.09|PriceTrendIndicatorSlope=0.310654103755951|StopLimitId=
Symbol=LULU|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=332.1824|NewStop=372.562428512573|CurrentPriceLow=387.08|CurrentPriceClose=398.29|PriceTrendIndicatorSlope=2.77707505226135|StopLimitId=