diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index efd2ac2..3e15ff0 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,11 +1,11 @@ CMTSESSIONv1.00 -LastUpdated=4/8/2025 8:58:41 PM -TradeDate=4/8/2025 +LastUpdated=4/10/2025 7:53:03 PM +TradeDate=4/10/2025 StartDate=1/1/0001 -AnalysisDate=4/8/2025 +AnalysisDate=4/10/2025 CashBalance=9375.6 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=4/8/2025|BetaMonths=6|TradeDate=4/8/2025|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=4/10/2025|BetaMonths=6|TradeDate=4/10/2025|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=124 @@ -133,7 +133,7 @@ Symbol=AZZ|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=3/4/2025 12:00:00 AM|Share Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=4/3/2025 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=133.24|Exposure=1076.18|MarketValue=932.68|GainLoss=-143.5|GainLossPcnt=-0.133342005984129|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-1.11R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=4/4/2025 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=189.59|Exposure=1024.5|MarketValue=947.95|GainLoss=-76.55|GainLossPcnt=-0.0747193753050268|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=195.563070678711|TotalRiskExposure=122.634|RMultiple=-0.62R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=3/17/2025 12:00:00 AM|Comment=Manual close. Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=4/4/2025 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=34.65|Exposure=3203.76|MarketValue=2910.6|GainLoss=-293.16|GainLossPcnt=-0.0915049816465654|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.7493906154784|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.9632|RMultiple=-0.76R|Volatility=0.690388977527618|Volume=0|LastStopAdjustment=3/10/2025 12:00:00 AM|Comment=Manual close. -TotalCandidates=44 +TotalCandidates=43 Symbol=DY|AnalysisDate=10/16/2024 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=1.94165134429932|PriceSlope=0.0033969090645739|Volatility=3.43753790855408|Volume=0|Violation=False|Slope=0.0033969090645739|Score=2.17204971866482|AnnualizedReturn=2.35377655817816|SharpeRatio=0.226838463949279|RSquared=0.92279350438684|BetaMonths=6|Beta=1.79626067805289 Symbol=HWKN|AnalysisDate=10/17/2024 12:00:00 AM|EPSSlope=0.134999990463257|ProfitMarginSlope=2.50229263305664|PriceSlope=0.00336771027808584|Volatility=3.29880928993225|Volume=0|Violation=False|Slope=0.00336771027808584|Score=2.15814101893551|AnnualizedReturn=2.33652081110955|SharpeRatio=0.183292132708591|RSquared=0.92365580853126|BetaMonths=6|Beta=0.127933808926812 Symbol=PBI|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.529999971389771|ProfitMarginSlope=8.23810863494873|PriceSlope=0.00328707853229042|Volatility=0.761549234390259|Volume=0|Violation=False|Slope=0.00328707853229042|Score=1.99265117484619|AnnualizedReturn=2.28952366673464|SharpeRatio=0.235874736612309|RSquared=0.870334386055131|BetaMonths=6|Beta=1.93760551933142 @@ -166,7 +166,6 @@ Symbol=ESAB|AnalysisDate=10/18/2024 12:00:00 AM|EPSSlope=0.134999990463257|Profi Symbol=AA|AnalysisDate=11/6/2024 12:00:00 AM|EPSSlope=0.659999966621399|ProfitMarginSlope=3.1422266960144|PriceSlope=0.00148765049151822|Volatility=1.29168581962585|Volume=0|Violation=False|Slope=0.00148765049151822|Score=0.64048408090798|AnnualizedReturn=1.45482835393824|SharpeRatio=0.0432325466564112|RSquared=0.440247180482964|BetaMonths=6|Beta=3.06107144503885 Symbol=GDYN|AnalysisDate=1/2/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=1.38591957092285|PriceSlope=0.00182115536676012|Volatility=1.21755516529083|Volume=0|Violation=False|Slope=0.00182115536676012|Score=0.634186508550066|AnnualizedReturn=1.58238175588329|SharpeRatio=0.0582727535453944|RSquared=0.400779714624593|BetaMonths=6|Beta=0.688236357556022 Symbol=FINMY|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.26086616516113|PriceSlope=0.000927945831124419|Volatility=0.804262280464172|Volume=0|Violation=False|Slope=0.000927945831124419|Score=0.603127428955689|AnnualizedReturn=1.26344529365249|SharpeRatio=0.116679338102526|RSquared=0.477367268678576|BetaMonths=6|Beta=1.26022875036336 -Symbol=UBER|AnalysisDate=10/11/2024 12:00:00 AM|EPSSlope=0.145000010728836|ProfitMarginSlope=0.508008003234863|PriceSlope=0.00136120161080351|Volatility=3.2347629070282|Volume=0|Violation=False|Slope=0.00136120161080351|Score=0.580140517226201|AnnualizedReturn=1.40920089968649|SharpeRatio=0.0193987778705126|RSquared=0.411680490237599|BetaMonths=6|Beta=1.60737983447606 Symbol=DAL|AnalysisDate=11/6/2024 12:00:00 AM|EPSSlope=0.125|ProfitMarginSlope=1.70647048950195|PriceSlope=0.00114160056126645|Volatility=2.17069220542908|Volume=0|Violation=False|Slope=0.00114160056126645|Score=0.569668571054962|AnnualizedReturn=1.33333502531752|SharpeRatio=0.12008925941366|RSquared=0.427250886114914|BetaMonths=6|Beta=0.355885304540506 Symbol=SRAD|AnalysisDate=11/15/2024 12:00:00 AM|EPSSlope=0.0599999949336052|ProfitMarginSlope=1.79681015014648|PriceSlope=0.000923668674413228|Volatility=2.13853359222412|Volume=0|Violation=False|Slope=0.000923668674413228|Score=0.528899890813367|AnnualizedReturn=1.2620842310042|SharpeRatio=-0.0257688743365212|RSquared=0.419068615089609|BetaMonths=6|Beta=3.18938380544079 Symbol=GBX|AnalysisDate=11/21/2024 12:00:00 AM|EPSSlope=0.585000157356262|ProfitMarginSlope=1.99640655517578|PriceSlope=0.000934495742292796|Volatility=2.32186818122864|Volume=0|Violation=False|Slope=0.000934495742292796|Score=0.485138575943357|AnnualizedReturn=1.2655324301878|SharpeRatio=0.012735256999371|RSquared=0.383347407281665|BetaMonths=6|Beta=0.74156562710119 diff --git a/Sessions/MGSH20250331.TXT b/Sessions/MGSH20250331.TXT index 51633e9..34fdf12 100644 --- a/Sessions/MGSH20250331.TXT +++ b/Sessions/MGSH20250331.TXT @@ -1,17 +1,17 @@ MGSHSESSIONv2.00 -LastUpdated=4/9/2025 8:03:20 PM -TradeDate=4/10/2025 +LastUpdated=4/10/2025 7:53:31 PM +TradeDate=4/11/2025 StartDate=3/31/2025 -AnalysisDate=4/9/2025 +AnalysisDate=4/10/2025 Cycle=0 CashBalance=6787.66 NonTradeableCash=0 HedgeCashBalance=3000 Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=GBTC,YOKU,PNY,RFMD,ASAZY|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=IDINDICATOR|IncludeTradeMasterForSymbolsHeld=True|UseStopLimits=True|StopLimitRiskPercentDecimal=0.2|StopLimitScalingVolatilityDays=30|MinDaysBetweenInitialStopAdjustment=30|MinDaysBetweenStopAdjustments=30|StopLimitPriceTrendDays=20|StopLimitATRMultiplier=3|UseHedging=True|HedgeBenchmarkSymbol=SPY|HedgeShortSymbol=SH|HedgeRiskPercentDecimal=0.12|HedgeMinDaysBetweenStopAdjustments=1|HedgeInitialCash=3000|HedgeCloseAboveSMANDays=10|HedgeBandBreakCheckDays=3|HedgeATRMultiplier=1|MaxPricingExceptions=3|UseBetaGenerator=True|UseBetaGeneratorMonths=24 TotalActivePositions=3 -Slot=0|Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=56.36|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=47.93|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=.Price changed on 4/1/2025 from $60.02 to $59.91 -Slot=0|Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=44.3|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=36.61|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=.Price changed on 4/1/2025 from $46.08 to $45.76 -Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=73.29|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=59.18|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=.Price changed on 4/1/2025 from $74.43 to $73.98 +Slot=0|Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=56.38|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=47.93|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=.Price changed on 4/1/2025 from $60.02 to $59.91 +Slot=0|Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=45.12|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=36.61|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=.Price changed on 4/1/2025 from $46.08 to $45.76 +Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=72.71|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=59.18|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=.Price changed on 4/1/2025 from $74.43 to $73.98 TotalPositions=0 TotalStopLimits=0 TotalHedgePositions=0