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Sean
2026-03-19 19:55:50 -04:00
parent 554f577803
commit c80e5ff7b7
2 changed files with 14 additions and 14 deletions
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Sessions/CMT20200817.TXT
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@@ -1,11 +1,11 @@
CMTSESSIONv1.00
LastUpdated=3/18/2026 9:17:57 PM
TradeDate=3/18/2026
LastUpdated=3/19/2026 7:55:00 PM
TradeDate=3/19/2026
StartDate=1/1/0001
AnalysisDate=3/18/2026
AnalysisDate=3/19/2026
CashBalance=9449.67
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/18/2026|BetaMonths=6|TradeDate=3/18/2026|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=3/19/2026|BetaMonths=6|TradeDate=3/19/2026|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=135
@@ -155,10 +155,8 @@ Symbol=FN|AnalysisDate=11/4/2025 12:00:00 AM|EPSSlope=0.0999999046325684|ProfitM
Symbol=LRCX|AnalysisDate=10/6/2025 12:00:00 AM|EPSSlope=0.284999966621399|ProfitMarginSlope=1.35325241088867|PriceSlope=0.00181712466160022|Volatility=9.07101631164551|Volume=0|Violation=False|Slope=0.00181712466160022|Score=0.897874285800376|AnnualizedReturn=1.58077528709117|SharpeRatio=-0.161869015355145|RSquared=0.567996155514667|BetaMonths=6|Beta=2.15038218212012
Symbol=FLGT|AnalysisDate=11/17/2025 12:00:00 AM|EPSSlope=0.134999990463257|ProfitMarginSlope=1.82804107666016|PriceSlope=0.00133612085034311|Volatility=2.98788475990295|Volume=0|Violation=False|Slope=0.00133612085034311|Score=0.823223622834574|AnnualizedReturn=1.40032234183431|SharpeRatio=-0.25967434073425|RSquared=0.58788151716284|BetaMonths=6|Beta=2.6999455316195
Symbol=BABA|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.559999942779541|ProfitMarginSlope=1.83212661743164|PriceSlope=0.00173546054089249|Volatility=9.1524133682251|Volume=0|Violation=False|Slope=0.00173546054089249|Score=0.723559729300678|AnnualizedReturn=1.54857639848517|SharpeRatio=0.0724524474377248|RSquared=0.46724186808508|BetaMonths=6|Beta=0.156172797273782
Symbol=ROAD|AnalysisDate=9/19/2025 12:00:00 AM|EPSSlope=0.105000019073486|ProfitMarginSlope=1.63973665237427|PriceSlope=0.00164434603625479|Volatility=4.52940130233765|Volume=0|Violation=False|Slope=0.00164434603625479|Score=0.70518000814682|AnnualizedReturn=1.51342485909754|SharpeRatio=0.167706499018902|RSquared=0.465949798503588|BetaMonths=6|Beta=1.37811621633073
Symbol=NVMI|AnalysisDate=9/30/2025 12:00:00 AM|EPSSlope=0.365000009536743|ProfitMarginSlope=0.701305389404297|PriceSlope=0.00151116356921204|Volatility=11.0952587127686|Volume=0|Violation=False|Slope=0.00151116356921204|Score=0.634761720023267|AnnualizedReturn=1.46347423134568|SharpeRatio=-0.17068064618604|RSquared=0.433736178217226|BetaMonths=6|Beta=3.21645112867293
Symbol=LGND|AnalysisDate=9/30/2025 12:00:00 AM|EPSSlope=1.55999994277954|ProfitMarginSlope=0.261482238769531|PriceSlope=0.00131115840818318|Volatility=3.33523750305176|Volume=0|Violation=False|Slope=0.00131115840818318|Score=0.566445116927072|AnnualizedReturn=1.3915412124965|SharpeRatio=0.0375984436300414|RSquared=0.407063126726114|BetaMonths=6|Beta=0.429603430352865
Symbol=PRIM|AnalysisDate=9/19/2025 12:00:00 AM|EPSSlope=0.315000057220459|ProfitMarginSlope=0.827674865722656|PriceSlope=0.00174915986971411|Volatility=4.4852933883667|Volume=0|Violation=False|Slope=0.00174915986971411|Score=0.560411044122823|AnnualizedReturn=1.55393168023759|SharpeRatio=0.261359856273027|RSquared=0.360640722658502|BetaMonths=6|Beta=2.63821547738842
Symbol=BWXT|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.0299999713897705|ProfitMarginSlope=0.842325210571289|PriceSlope=0.00148142098327814|Volatility=5.46874237060547|Volume=0|Violation=False|Slope=0.00148142098327814|Score=0.535519927511107|AnnualizedReturn=1.45254630359425|SharpeRatio=0.0847391180072971|RSquared=0.368676665374447|BetaMonths=6|Beta=1.20408002256826
Symbol=MU|AnalysisDate=10/16/2025 12:00:00 AM|EPSSlope=1.01999998092651|ProfitMarginSlope=3.93631362915039|PriceSlope=0.0017836395604108|Volatility=12.5083780288696|Volume=0|Violation=False|Slope=0.0017836395604108|Score=0.535470880696113|AnnualizedReturn=1.56749243792573|SharpeRatio=0.131165993959009|RSquared=0.341609865374982|BetaMonths=6|Beta=3.80362957802949
Symbol=COLL|AnalysisDate=11/17/2025 12:00:00 AM|EPSSlope=0.285000026226044|ProfitMarginSlope=3.47329521179199|PriceSlope=0.000996351284585738|Volatility=4.86669015884399|Volume=0|Violation=False|Slope=0.000996351284585738|Score=0.498972314260969|AnnualizedReturn=1.28541358644203|SharpeRatio=-0.244881207463219|RSquared=0.388180364299792|BetaMonths=6|Beta=1.46108876190814
@@ -268,6 +266,8 @@ Symbol=PARR|AnalysisDate=3/16/2026 12:00:00 AM|EPSSlope=1.26999998092651|ProfitM
Symbol=APEI|AnalysisDate=3/16/2026 12:00:00 AM|EPSSlope=0.0200000405311584|ProfitMarginSlope=2.31499671936035|PriceSlope=0.00270619712779182|Volatility=3.81955337524414|Volume=0|Violation=False|Slope=0.00270619712779182|Score=1.78017897264139|AnnualizedReturn=1.97775364160308|SharpeRatio=0.337022937651125|RSquared=0.900101476338812|BetaMonths=6|Beta=2.45116885502937
Symbol=SWBI|AnalysisDate=3/17/2026 12:00:00 AM|EPSSlope=0.0250000059604645|ProfitMarginSlope=0.139293670654297|PriceSlope=0.00102628827256867|Volatility=1.09859049320221|Volume=0|Violation=False|Slope=0.00102628827256867|Score=0.428241509888607|AnnualizedReturn=1.29514757305667|SharpeRatio=-0.202574527432377|RSquared=0.33065074497875|BetaMonths=6|Beta=3.20154594602623
Symbol=CIEN|AnalysisDate=3/18/2026 12:00:00 AM|EPSSlope=0.360000014305115|ProfitMarginSlope=1.28827285766602|PriceSlope=0.00758298068424679|Volatility=24.0358867645264|Volume=0|Violation=False|Slope=0.00758298068424679|Score=6.50127373614592|AnnualizedReturn=6.75924456067088|SharpeRatio=0.59011178107847|RSquared=0.96183437036352|BetaMonths=6|Beta=7.9934798748407
Symbol=TSEM|AnalysisDate=3/19/2026 12:00:00 AM|EPSSlope=0.105000019073486|ProfitMarginSlope=2.60341167449951|PriceSlope=0.00657317930159045|Volatility=14.1743822097778|Volume=0|Violation=False|Slope=0.00657317930159045|Score=4.99695308154113|AnnualizedReturn=5.24062719043167|SharpeRatio=0.554823408886078|RSquared=0.953502872836396|BetaMonths=6|Beta=0.706496751203937
Symbol=CVE|AnalysisDate=3/19/2026 12:00:00 AM|EPSSlope=0.154999971389771|ProfitMarginSlope=2.86917591094971|PriceSlope=0.00231237662131626|Volatility=0.672730982303619|Volume=0|Violation=False|Slope=0.00231237662131626|Score=1.53674161452499|AnnualizedReturn=1.79090111354821|SharpeRatio=0.188930822593789|RSquared=0.85808289631376|BetaMonths=6|Beta=0.207566695511037
TotalStopLimits=213
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|StopLimitId=
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|StopLimitId=