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Sean
2024-10-29 21:53:09 -04:00
parent c8393680ad
commit b9766266cd
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Sessions/CMT20200817.txt
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@@ -1,19 +1,19 @@
CMTSESSIONv1.00
LastUpdated=10/28/2024 9:50:07 AM
TradeDate=10/25/2024
LastUpdated=10/28/2024 9:17:46 PM
TradeDate=10/28/2024
StartDate=1/1/0001
AnalysisDate=10/28/2024
CashBalance=1828.51
NonTradeableCash=3621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=10/28/2024|BetaMonths=6|TradeDate=10/25/2024|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=10/28/2024|BetaMonths=6|TradeDate=10/28/2024|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=119.32|Exposure=1861.86|MarketValue=2625.04|GainLoss=763.18|GainLossPcnt=0.409901926030958|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=99.1302153301239|TotalRiskExposure=219.6744|RMultiple=3.47R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=9/30/2024 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=160.53|Exposure=1919.84|MarketValue=2086.89|GainLoss=167.05|GainLossPcnt=0.0870124593716142|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=149.300500087738|TotalRiskExposure=229.1328|RMultiple=0.73R|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=168.71|Exposure=933.12|MarketValue=1012.26|GainLoss=79.1399999999999|GainLossPcnt=0.0848122427983538|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=161.00221446991|TotalRiskExposure=112.3848|RMultiple=0.70R|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=69.38|Exposure=1748.01|MarketValue=2289.54|GainLoss=541.53|GainLossPcnt=0.309797998867283|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=48.4769280147553|TotalRiskExposure=203.8212|RMultiple=2.66R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=10/8/2024 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=7.3|Exposure=1363.38|MarketValue=1357.8|GainLoss=-5.58000000000015|GainLossPcnt=-0.00409276944065496|PositionRiskDecimal=0.12|R=0.8856|C=165.148|P=186.481481481481|InitialStopLimit=6.45|TrailingStopLimit=6.45|TotalRiskExposure=164.7216|RMultiple=-0.03R|Volatility=0.230236276984215|Volume=0|LastStopAdjustment=1/1/0001 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=136.19|Exposure=1234.35|MarketValue=1225.71|GainLoss=-8.6400000000001|GainLossPcnt=-0.00699963543565447|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=120.69|TotalRiskExposure=147.0852|RMultiple=-0.06R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=1/1/0001 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=120.18|Exposure=1861.86|MarketValue=2643.96|GainLoss=782.1|GainLossPcnt=0.420063807160581|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=99.1302153301239|TotalRiskExposure=219.6744|RMultiple=3.56R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=9/30/2024 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=159.9|Exposure=1919.84|MarketValue=2078.7|GainLoss=158.86|GainLossPcnt=0.0827464788732395|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=149.300500087738|TotalRiskExposure=229.1328|RMultiple=0.69R|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=169.73|Exposure=933.12|MarketValue=1018.38|GainLoss=85.2599999999998|GainLossPcnt=0.0913708847736623|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=161.00221446991|TotalRiskExposure=112.3848|RMultiple=0.76R|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=70.3|Exposure=1748.01|MarketValue=2319.9|GainLoss=571.89|GainLossPcnt=0.327166320558807|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=48.4769280147553|TotalRiskExposure=203.8212|RMultiple=2.81R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=10/8/2024 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=7.47|Exposure=1363.38|MarketValue=1389.42|GainLoss=26.0399999999997|GainLossPcnt=0.0190995907230557|PositionRiskDecimal=0.12|R=0.8856|C=165.148|P=186.481481481481|InitialStopLimit=6.45|TrailingStopLimit=6.95278570532799|TotalRiskExposure=164.7216|RMultiple=0.16R|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=137.3|Exposure=1234.35|MarketValue=1235.7|GainLoss=1.34999999999991|GainLossPcnt=0.00109369303682093|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=120.69|TotalRiskExposure=147.0852|RMultiple=0.01R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=1/1/0001 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.
@@ -200,7 +200,7 @@ Symbol=FSM|AnalysisDate=5/17/2024 12:00:00 AM|EPSSlope=0.0249999985098839|Profit
Symbol=YOU|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.104999989271164|ProfitMarginSlope=1.32192420959473|PriceSlope=0.00104181135255763|Volatility=1.3143835067749|Volume=0|Violation=False|Slope=0.00104181135255763|Score=0.303928673366468|AnnualizedReturn=1.3002238745648|SharpeRatio=-0.0705320786946808|RSquared=0.233751032658277|BetaMonths=6|Beta=0.851937276155656
Symbol=TNDM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.634999990463257|ProfitMarginSlope=0.519815444946289|PriceSlope=0.000978875307757038|Volatility=4.1880464553833|Volume=0|Violation=False|Slope=0.000978875307757038|Score=0.117573915699498|AnnualizedReturn=1.27976514106674|SharpeRatio=-0.15699734162945|RSquared=0.0918714785444894|BetaMonths=6|Beta=2.99590887075637
Symbol=DUOL|AnalysisDate=9/27/2024 12:00:00 AM|EPSSlope=0.215000003576279|ProfitMarginSlope=0.159549713134766|PriceSlope=0.000499611476279446|Volatility=24.4930515289307|Volume=0|Violation=False|Slope=0.000499611476279446|Score=0.0844076398197534|AnnualizedReturn=1.13417111844635|SharpeRatio=-0.0465441871660018|RSquared=0.0744223146286601|BetaMonths=6|Beta=1.10385627757643
TotalStopLimits=178
TotalStopLimits=179
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
@@ -379,3 +379,4 @@ Symbol=CLS|AnalysisDate=10/8/2024 12:00:00 AM|PreviousStop=46.61|NewStop=48.4769
Symbol=GDDY|AnalysisDate=10/9/2024 12:00:00 AM|PreviousStop=147.743786468506|NewStop=149.300500087738|CurrentPriceLow=159.18|CurrentPriceClose=161.21|PriceTrendIndicatorSlope=0.165323063731194
Symbol=CTLT|AnalysisDate=10/11/2024 12:00:00 AM|PreviousStop=58.2512143743038|NewStop=59.1266425776482|CurrentPriceLow=60.43|CurrentPriceClose=60.45|PriceTrendIndicatorSlope=0.0473834350705147
Symbol=LDOS|AnalysisDate=10/25/2024 12:00:00 AM|PreviousStop=149.862283878326|NewStop=161.00221446991|CurrentPriceLow=168.54|CurrentPriceClose=168.71|PriceTrendIndicatorSlope=0.341405928134918
Symbol=RYCEY|AnalysisDate=10/28/2024 12:00:00 AM|PreviousStop=6.45|NewStop=6.95278570532799|CurrentPriceLow=7.38|CurrentPriceClose=7.47|PriceTrendIndicatorSlope=0.0327443592250347