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Sean
2025-03-17 20:27:45 -04:00
parent 3b74a5ec2c
commit a811be5ade
2 changed files with 13 additions and 13 deletions
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14
Sessions/CMT20200817.txt
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CMTSESSIONv1.00
LastUpdated=3/13/2025 11:43:47 PM
TradeDate=3/13/2025
LastUpdated=3/15/2025 12:32:15 AM
TradeDate=3/14/2025
StartDate=1/1/0001
AnalysisDate=3/13/2025
AnalysisDate=3/15/2025
CashBalance=4584.37
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/13/2025|BetaMonths=6|TradeDate=3/13/2025|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=3/15/2025|BetaMonths=6|TradeDate=3/14/2025|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=3
Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=208.23|Exposure=1024.5|MarketValue=1041.15|GainLoss=16.6499999999999|GainLossPcnt=0.016251830161054|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.14R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90
Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=136|Exposure=1076.18|MarketValue=952|GainLoss=-124.18|GainLossPcnt=-0.115389618836998|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-0.96R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/18/2025 from $153.87 to $153.74
Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=36.8|Exposure=3203.76|MarketValue=3091.2|GainLoss=-112.56|GainLossPcnt=-0.0351337178814894|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.7493906154784|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.9632|RMultiple=-0.29R|Volatility=0.690388977527618|Volume=0|LastStopAdjustment=3/10/2025 12:00:00 AM|Comment=Price changed on 3/5/2025 from $38.29 to $38.14
Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=217.09|Exposure=1024.5|MarketValue=1085.45|GainLoss=60.95|GainLossPcnt=0.0594924353343095|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.50R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90
Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=140.24|Exposure=1076.18|MarketValue=981.68|GainLoss=-94.5|GainLossPcnt=-0.0878105893066216|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-0.73R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/18/2025 from $153.87 to $153.74
Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=36.65|Exposure=3203.76|MarketValue=3078.6|GainLoss=-125.16|GainLossPcnt=-0.0390665967488202|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.7493906154784|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.9632|RMultiple=-0.32R|Volatility=0.690388977527618|Volume=0|LastStopAdjustment=3/10/2025 12:00:00 AM|Comment=Price changed on 3/5/2025 from $38.29 to $38.14
TotalPositions=121
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.

12
Sessions/MGSH20180131_UAT.txt
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MGSHSESSIONv2.00
LastUpdated=3/13/2025 11:42:56 PM
TradeDate=3/14/2025
LastUpdated=3/15/2025 12:31:34 AM
TradeDate=3/17/2025
StartDate=1/31/2018
AnalysisDate=3/13/2025
AnalysisDate=3/15/2025
Cycle=84
CashBalance=11473.0030941138
NonTradeableCash=0
HedgeCashBalance=3229.40000011921
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=SCOREINDICATOR|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=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=69.63|CurrentPrice=65.36|Volume=1124430|Return1D=0|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|Velocity=0.991884580703336|PE=0|Beta=-0.502918106638706|InitialStopLimit=55.704|TrailingStopLimit=55.704|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=13.926|Comment=
Slot=0|Symbol=MIRM|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=47.57|CurrentPrice=44.56|Volume=513068|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=1.38929629908187|Velocity=0.760862354892206|PE=0|Beta=0.777833183452453|InitialStopLimit=38.056|TrailingStopLimit=38.056|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.514|Comment=
Slot=0|Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=27.41|CurrentPrice=26.09|Volume=61184300|Return1D=0|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|Velocity=1|PE=17.34|Beta=0.580345111358186|InitialStopLimit=21.928|TrailingStopLimit=21.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.482|Comment=
Slot=0|Symbol=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=69.63|CurrentPrice=61.39|Volume=1124430|Return1D=0|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|Velocity=0.991884580703336|PE=0|Beta=-0.502918106638706|InitialStopLimit=55.704|TrailingStopLimit=55.704|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=13.926|Comment=
Slot=0|Symbol=MIRM|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=47.57|CurrentPrice=44.28|Volume=513068|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=1.38929629908187|Velocity=0.760862354892206|PE=0|Beta=0.777833183452453|InitialStopLimit=38.056|TrailingStopLimit=38.056|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.514|Comment=
Slot=0|Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=27.41|CurrentPrice=26.58|Volume=61184300|Return1D=0|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|Velocity=1|PE=17.34|Beta=0.580345111358186|InitialStopLimit=21.928|TrailingStopLimit=21.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.482|Comment=
TotalPositions=145
Symbol=RFP|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=2/1/2018 12:00:00 AM|Shares=96|PurchasePrice=11.5|CurrentPrice=9.2|Volume=479697|Return1D=0|CumReturn252=0|IDIndicator=-4.38247011952191|Score=0.285782605839817|Velocity=0.955974842767296|PE=0|Beta=1.09176962827039|InitialStopLimit=9.2|TrailingStopLimit=9.2|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.3|Comment=Closed due to trailing stop.
Symbol=GSM|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=3/23/2018 12:00:00 AM|Shares=79|PurchasePrice=16.16|CurrentPrice=12.928|Volume=778501|Return1D=0|CumReturn252=0|IDIndicator=0.398406374501988|Score=1.32657996730131|Velocity=0.844036697247706|PE=0|Beta=1.69497884335029|InitialStopLimit=12.928|TrailingStopLimit=12.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.232|Comment=Closed due to trailing stop.