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Sean
2024-06-25 21:56:35 -04:00
parent 59d9c6e3c5
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Sessions/CMT20200817.txt
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@@ -1,19 +1,19 @@
CMTSESSIONv1.00
LastUpdated=6/22/2024 4:53:14 PM
TradeDate=6/21/2024
LastUpdated=6/24/2024 9:56:39 PM
TradeDate=6/24/2024
StartDate=1/1/0001
AnalysisDate=6/22/2024
AnalysisDate=6/24/2024
CashBalance=2981.59
NonTradeableCash=4621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/22/2024|BetaMonths=6|TradeDate=6/21/2024|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=6/24/2024|BetaMonths=6|TradeDate=6/24/2024|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=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.65|Exposure=538.2|MarketValue=619.5|GainLoss=81.3|GainLossPcnt=0.151059085841694|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.3692856907845|TotalRiskExposure=72.648|RMultiple=1.12R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=265.46|Exposure=933.68|MarketValue=1061.84|GainLoss=128.16|GainLossPcnt=0.137263302202039|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=1.14R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=320.33|Exposure=1144|MarketValue=1281.32|GainLoss=137.32|GainLossPcnt=0.120034965034965|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.97R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=14.67|Exposure=833.56|MarketValue=762.84|GainLoss=-70.72|GainLossPcnt=-0.0848409232688709|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.71R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=605.53|Exposure=1695.93|MarketValue=1816.59|GainLoss=120.66|GainLossPcnt=0.0711468044082009|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=525.242422332764|TotalRiskExposure=202.2228|RMultiple=0.60R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=883.88|Exposure=1760|MarketValue=1767.76|GainLoss=7.75999999999999|GainLossPcnt=0.0044090909090909|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=829.77307510376|TotalRiskExposure=207.6|RMultiple=0.04R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=6/18/2024 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.48|Exposure=538.2|MarketValue=614.4|GainLoss=76.1999999999999|GainLossPcnt=0.141583054626533|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.3692856907845|TotalRiskExposure=72.648|RMultiple=1.05R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=268.45|Exposure=933.68|MarketValue=1073.8|GainLoss=140.12|GainLossPcnt=0.15007283009168|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=247.688002071381|TotalRiskExposure=112.3104|RMultiple=1.25R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=6/24/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=316.68|Exposure=1144|MarketValue=1266.72|GainLoss=122.72|GainLossPcnt=0.107272727272727|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.87R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=14.91|Exposure=833.56|MarketValue=775.32|GainLoss=-58.24|GainLossPcnt=-0.0698689956331878|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.59R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=595.6|Exposure=1695.93|MarketValue=1786.8|GainLoss=90.8700000000003|GainLossPcnt=0.0535812209230336|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=525.242422332764|TotalRiskExposure=202.2228|RMultiple=0.45R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=890.11|Exposure=1760|MarketValue=1780.22|GainLoss=20.22|GainLossPcnt=0.0114886363636364|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=829.77307510376|TotalRiskExposure=207.6|RMultiple=0.10R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=6/18/2024 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
TotalPositions=100
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.
@@ -187,7 +187,7 @@ Symbol=ANET|AnalysisDate=6/13/2024 12:00:00 AM|EPSSlope=0.305000066757202|Profit
Symbol=STX|AnalysisDate=6/13/2024 12:00:00 AM|EPSSlope=1.10500001907349|ProfitMarginSlope=7.71608257293701|PriceSlope=0.00203696197331611|Volatility=4.06121301651001|Volume=0|Violation=False|Slope=0.00203696197331611|Score=1.48765237740016|AnnualizedReturn=1.67081982187855|SharpeRatio=-0.250784500243747|RSquared=0.890372712796493|BetaMonths=6|Beta=1.60743681717391
Symbol=CRWD|AnalysisDate=6/17/2024 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=0.189945220947266|PriceSlope=0.00424878609614124|Volatility=30.9847888946533|Volume=0|Violation=False|Slope=0.00424878609614124|Score=2.68272700801428|AnnualizedReturn=2.91740375632298|SharpeRatio=0.0681199572892702|RSquared=0.919559729159848|BetaMonths=6|Beta=2.8953073196121
Symbol=LMAT|AnalysisDate=6/18/2024 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=1.78271865844727|PriceSlope=0.00100918902376437|Volatility=1.69400203227997|Volume=0|Violation=False|Slope=0.00100918902376437|Score=0.374594219374193|AnnualizedReturn=1.28957877492989|SharpeRatio=-0.354841377650474|RSquared=0.290477965872661|BetaMonths=6|Beta=1.09453047559328
TotalStopLimits=156
TotalStopLimits=157
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
@@ -344,3 +344,4 @@ Symbol=HNI|AnalysisDate=6/3/2024 12:00:00 AM|PreviousStop=40.36|NewStop=43.61335
Symbol=KTOS|AnalysisDate=6/10/2024 12:00:00 AM|PreviousStop=17.5124999642372|NewStop=18.3692856907845|CurrentPriceLow=20.3|CurrentPriceClose=20.46|PriceTrendIndicatorSlope=0.042210541665554
Symbol=SNPS|AnalysisDate=6/10/2024 12:00:00 AM|PreviousStop=497.47|NewStop=525.242422332764|CurrentPriceLow=566.24|CurrentPriceClose=576.18|PriceTrendIndicatorSlope=0.0844282805919647
Symbol=LLY|AnalysisDate=6/18/2024 12:00:00 AM|PreviousStop=774.4|NewStop=829.77307510376|CurrentPriceLow=884|CurrentPriceClose=891.46|PriceTrendIndicatorSlope=4.99092435836792
Symbol=CSWI|AnalysisDate=6/24/2024 12:00:00 AM|PreviousStop=230.38135515213|NewStop=247.688002071381|CurrentPriceLow=265.46|CurrentPriceClose=268.45|PriceTrendIndicatorSlope=0.626187682151794