From d311da99c5c70605937aebef960c8e6e1d42312f Mon Sep 17 00:00:00 2001 From: Sean Date: Thu, 3 Apr 2025 19:49:51 -0400 Subject: [PATCH] Daily. --- Sessions/CMT20200817.txt | 10 +++++----- Sessions/MGSH20250331.TXT | 12 ++++++------ 2 files changed, 11 insertions(+), 11 deletions(-) diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index 375bd94..e2307dc 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,15 +1,15 @@ CMTSESSIONv1.00 -LastUpdated=4/3/2025 11:32:46 AM -TradeDate=4/2/2025 +LastUpdated=4/3/2025 7:49:08 PM +TradeDate=4/3/2025 StartDate=1/1/0001 AnalysisDate=4/3/2025 CashBalance=5517.05 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=4/3/2025|BetaMonths=6|TradeDate=4/2/2025|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=4/3/2025|BetaMonths=6|TradeDate=4/3/2025|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=2 -Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=208.27|Exposure=1024.5|MarketValue=1041.35|GainLoss=16.8500000000001|GainLossPcnt=0.0164470473401661|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=195.563070678711|TotalRiskExposure=122.634|RMultiple=0.14R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=3/17/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90 -Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=37.04|Exposure=3203.76|MarketValue=3111.36|GainLoss=-92.4000000000001|GainLossPcnt=-0.0288411116937599|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.7493906154784|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.9632|RMultiple=-0.24R|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=198.07|Exposure=1024.5|MarketValue=990.35|GainLoss=-34.1500000000001|GainLossPcnt=-0.0333333333333334|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=195.563070678711|TotalRiskExposure=122.634|RMultiple=-0.28R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=3/17/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90 +Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=36.68|Exposure=3203.76|MarketValue=3081.12|GainLoss=-122.64|GainLossPcnt=-0.0382800209753541|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=122 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. diff --git a/Sessions/MGSH20250331.TXT b/Sessions/MGSH20250331.TXT index dd214bf..1128a65 100644 --- a/Sessions/MGSH20250331.TXT +++ b/Sessions/MGSH20250331.TXT @@ -1,17 +1,17 @@ MGSHSESSIONv2.00 -LastUpdated=4/2/2025 9:32:29 PM -TradeDate=4/3/2025 +LastUpdated=4/3/2025 7:48:50 PM +TradeDate=4/4/2025 StartDate=3/31/2025 -AnalysisDate=4/2/2025 +AnalysisDate=4/3/2025 Cycle=0 CashBalance=6787.66 NonTradeableCash=0 HedgeCashBalance=3000 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=IDINDICATOR|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=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=57.12|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=47.93|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=.Price changed on 4/1/2025 from $60.02 to $59.91 -Slot=0|Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=45.97|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=36.61|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=.Price changed on 4/1/2025 from $46.08 to $45.76 -Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=75.67|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=59.18|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=.Price changed on 4/1/2025 from $74.43 to $73.98 +Slot=0|Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=57.89|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=47.93|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=.Price changed on 4/1/2025 from $60.02 to $59.91 +Slot=0|Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=47.23|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=36.61|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=.Price changed on 4/1/2025 from $46.08 to $45.76 +Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=75.07|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=59.18|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=.Price changed on 4/1/2025 from $74.43 to $73.98 TotalPositions=0 TotalStopLimits=0 TotalHedgePositions=0