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Sean
2024-11-11 21:03:49 -05:00
parent 4288d99097
commit a615ba8159
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Sessions/CMT20200817.txt
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@@ -1,19 +1,19 @@
CMTSESSIONv1.00
LastUpdated=11/7/2024 8:28:15 PM
TradeDate=11/7/2024
LastUpdated=11/8/2024 10:15:01 PM
TradeDate=11/8/2024
StartDate=1/1/0001
AnalysisDate=11/7/2024
AnalysisDate=11/8/2024
CashBalance=1828.51
NonTradeableCash=3621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/7/2024|BetaMonths=6|TradeDate=11/7/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|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=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/8/2024|BetaMonths=6|TradeDate=11/8/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|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=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
PricingExceptions=0
TotalActivePositions=6
Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=140.65|Exposure=1861.86|MarketValue=3094.3|GainLoss=1232.44|GainLossPcnt=0.661940210327307|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=111.149999265671|TotalRiskExposure=219.6744|RMultiple=5.61R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63
Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=177.31|Exposure=1919.84|MarketValue=2305.03|GainLoss=385.19|GainLossPcnt=0.200636511375948|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=149.300500087738|TotalRiskExposure=229.1328|RMultiple=1.68R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=10/9/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=192.63|Exposure=933.12|MarketValue=1155.78|GainLoss=222.66|GainLossPcnt=0.238618827160494|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=161.00221446991|TotalRiskExposure=112.3848|RMultiple=1.98R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=10/25/2024 12:00:00 AM|Comment=Price changed on 9/6/2024 from $156.09 to $155.52
Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=85.33|Exposure=1748.01|MarketValue=2815.89|GainLoss=1067.88|GainLossPcnt=0.610911836888805|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=5.24R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=11/7/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
Symbol=RYCEY|PurchaseDate=10/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=186|PurchasePrice=7.33|CurrentPrice=7.32|Exposure=1363.38|MarketValue=1361.52|GainLoss=-1.86000000000013|GainLossPcnt=-0.00136425648021837|PositionRiskDecimal=0.12|R=0.8856|C=165.148|P=186.481481481481|InitialStopLimit=6.45|TrailingStopLimit=6.95278570532799|TotalRiskExposure=164.7216|RMultiple=-0.01R|Volatility=0.230236276984215|Volume=0|LastStopAdjustment=10/28/2024 12:00:00 AM|Comment=Price changed on 10/24/2024 from $7.38 to $7.33
Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=152.52|Exposure=1234.35|MarketValue=1372.68|GainLoss=138.33|GainLossPcnt=0.112067079839592|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=132.039214677811|TotalRiskExposure=147.0852|RMultiple=0.94R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 10/28/2024 from $136.19 to $137.15
Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=145.15|Exposure=1861.86|MarketValue=3193.3|GainLoss=1331.44|GainLossPcnt=0.715112844145102|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=111.149999265671|TotalRiskExposure=219.6744|RMultiple=6.06R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63
Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=177.84|Exposure=1919.84|MarketValue=2311.92|GainLoss=392.08|GainLossPcnt=0.204225352112676|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=166.572000379562|TotalRiskExposure=229.1328|RMultiple=1.71R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=11/8/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=198.42|Exposure=933.12|MarketValue=1190.52|GainLoss=257.4|GainLossPcnt=0.275848765432099|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=161.00221446991|TotalRiskExposure=112.3848|RMultiple=2.29R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=10/25/2024 12:00:00 AM|Comment=Price changed on 9/6/2024 from $156.09 to $155.52
Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=85.85|Exposure=1748.01|MarketValue=2833.05|GainLoss=1085.04|GainLossPcnt=0.620728714366622|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=5.32R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=11/7/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
Symbol=RYCEY|PurchaseDate=10/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=186|PurchasePrice=7.33|CurrentPrice=7.27|Exposure=1363.38|MarketValue=1352.22|GainLoss=-11.1600000000001|GainLossPcnt=-0.00818553888130974|PositionRiskDecimal=0.12|R=0.8856|C=165.148|P=186.481481481481|InitialStopLimit=6.45|TrailingStopLimit=6.95278570532799|TotalRiskExposure=164.7216|RMultiple=-0.07R|Volatility=0.230236276984215|Volume=0|LastStopAdjustment=10/28/2024 12:00:00 AM|Comment=Price changed on 10/24/2024 from $7.38 to $7.33
Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=153.7|Exposure=1234.35|MarketValue=1383.3|GainLoss=148.95|GainLossPcnt=0.120670798395917|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=132.039214677811|TotalRiskExposure=147.0852|RMultiple=1.01R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 10/28/2024 from $136.19 to $137.15
TotalPositions=110
Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/3/2020 12:00:00 AM|Shares=16|PurchasePrice=111.82|CurrentPrice=109.57|Exposure=1789.12|MarketValue=1753.12|GainLoss=-36|GainLossPcnt=-0.0201216240386335|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.9000913775541|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=213.6192|RMultiple=-0.17R|Volatility=2.3209912776947|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
Symbol=LULU|PurchaseDate=8/28/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=3|PurchasePrice=377.5|CurrentPrice=370.23|Exposure=1132.5|MarketValue=1110.69|GainLoss=-21.8099999999999|GainLossPcnt=-0.0192582781456953|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.01624147857723|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.8928|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
@@ -198,7 +198,7 @@ Symbol=DUOL|AnalysisDate=9/27/2024 12:00:00 AM|EPSSlope=0.215000003576279|Profit
Symbol=AYI|AnalysisDate=11/5/2024 12:00:00 AM|EPSSlope=0.574999809265137|ProfitMarginSlope=0.438583374023438|PriceSlope=0.00146922865286444|Volatility=4.79285192489624|Volume=0|Violation=False|Slope=0.00146922865286444|Score=0.864879215941605|AnnualizedReturn=1.44809025166895|SharpeRatio=0.132171751849736|RSquared=0.597255050190977|BetaMonths=6|Beta=1.36221064649616
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=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
TotalStopLimits=182
TotalStopLimits=183
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
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
Symbol=MASI|AnalysisDate=10/23/2020 12:00:00 AM|PreviousStop=213.34|NewStop=223.030285377502|CurrentPriceLow=240.68|CurrentPriceClose=244.77|PriceTrendIndicatorSlope=0.191601455211639
@@ -381,3 +381,4 @@ Symbol=RYCEY|AnalysisDate=10/28/2024 12:00:00 AM|PreviousStop=6.45|NewStop=6.952
Symbol=SFM|AnalysisDate=10/30/2024 12:00:00 AM|PreviousStop=99.1302153301239|NewStop=111.149999265671|CurrentPriceLow=118.63|CurrentPriceClose=118.84|PriceTrendIndicatorSlope=0.453751742839813
Symbol=AWI|AnalysisDate=10/30/2024 12:00:00 AM|PreviousStop=120.69|NewStop=132.039214677811|CurrentPriceLow=140.32|CurrentPriceClose=140.37|PriceTrendIndicatorSlope=0.244112625718117
Symbol=CLS|AnalysisDate=11/7/2024 12:00:00 AM|PreviousStop=48.4769280147553|NewStop=76.8990858078003|CurrentPriceLow=79.8|CurrentPriceClose=85.33|PriceTrendIndicatorSlope=1.02785730361938
Symbol=GDDY|AnalysisDate=11/8/2024 12:00:00 AM|PreviousStop=149.300500087738|NewStop=166.572000379562|CurrentPriceLow=175.37|CurrentPriceClose=177.84|PriceTrendIndicatorSlope=0.430383294820786