Daily
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CMTSESSIONv1.00
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LastUpdated=6/5/2024 11:01:38 AM
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TradeDate=6/4/2024
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LastUpdated=6/5/2024 9:50:25 PM
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TradeDate=6/5/2024
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StartDate=1/1/0001
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AnalysisDate=6/5/2024
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CashBalance=2605.68
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NonTradeableCash=4621.72
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/5/2024|BetaMonths=6|TradeDate=6/4/2024|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
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/5/2024|BetaMonths=6|TradeDate=6/5/2024|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
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PricingExceptions=0
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TotalActivePositions=6
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Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=21.1|Exposure=538.2|MarketValue=633|GainLoss=94.8|GainLossPcnt=0.176142697881828|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=17.5124999642372|TotalRiskExposure=72.648|RMultiple=1.30R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=5/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=252.38|Exposure=933.68|MarketValue=1009.52|GainLoss=75.84|GainLossPcnt=0.08122697283866|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=0.68R|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
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Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=290.09|Exposure=1144|MarketValue=1160.36|GainLoss=16.3599999999999|GainLossPcnt=0.0143006993006992|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.12R|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
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Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=15.21|Exposure=833.56|MarketValue=790.92|GainLoss=-42.64|GainLossPcnt=-0.0511540860885839|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.43R|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
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Symbol=HNI|PurchaseDate=5/17/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=45.86|CurrentPrice=45.86|Exposure=2247.14|MarketValue=2247.14|GainLoss=0|GainLossPcnt=0|PositionRiskDecimal=0.12|R=5.5176|C=272.5435|P=49.3952986805858|InitialStopLimit=40.36|TrailingStopLimit=43.6133572387695|TotalRiskExposure=270.3624|RMultiple=0.00R|Volatility=1.81974124908447|Volume=0|LastStopAdjustment=6/3/2024 12:00:00 AM|Comment=Price changed on 5/20/2024 from $45.98 to $45.86
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Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=561.73|Exposure=1695.93|MarketValue=1685.19|GainLoss=-10.7399999999998|GainLossPcnt=-0.00633280854752247|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=497.47|TotalRiskExposure=202.2228|RMultiple=-0.05R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
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Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=21.3|Exposure=538.2|MarketValue=639|GainLoss=100.8|GainLossPcnt=0.187290969899665|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=17.5124999642372|TotalRiskExposure=72.648|RMultiple=1.39R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=5/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=255.74|Exposure=933.68|MarketValue=1022.96|GainLoss=89.2800000000001|GainLossPcnt=0.0956216262531061|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=0.79R|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
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Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=295.41|Exposure=1144|MarketValue=1181.64|GainLoss=37.6400000000001|GainLossPcnt=0.032902097902098|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.27R|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
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Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=15.31|Exposure=833.56|MarketValue=796.12|GainLoss=-37.4400000000001|GainLossPcnt=-0.0449157829070493|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.38R|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
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Symbol=HNI|PurchaseDate=5/17/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=45.86|CurrentPrice=45.67|Exposure=2247.14|MarketValue=2237.83|GainLoss=-9.30999999999995|GainLossPcnt=-0.00414304404709985|PositionRiskDecimal=0.12|R=5.5176|C=272.5435|P=49.3952986805858|InitialStopLimit=40.36|TrailingStopLimit=43.6133572387695|TotalRiskExposure=270.3624|RMultiple=-0.03R|Volatility=1.81974124908447|Volume=0|LastStopAdjustment=6/3/2024 12:00:00 AM|Comment=Price changed on 5/20/2024 from $45.98 to $45.86
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Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=588.14|Exposure=1695.93|MarketValue=1764.42|GainLoss=68.4900000000002|GainLossPcnt=0.0403849215474697|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=497.47|TotalRiskExposure=202.2228|RMultiple=0.34R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
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TotalPositions=99
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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.
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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.
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@@ -114,7 +114,7 @@ Symbol=CLS|PurchaseDate=1/4/2024 12:00:00 AM|SellDate=4/19/2024 12:00:00 AM|Shar
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Symbol=QLYS|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=5/8/2024 12:00:00 AM|Shares=4|PurchasePrice=169.22|CurrentPrice=151.37|Exposure=676.88|MarketValue=605.48|GainLoss=-71.4|GainLossPcnt=-0.105483985344522|PositionRiskDecimal=0.12|R=20.6532|C=102.358|P=4.95603586853369|InitialStopLimit=151.46|TrailingStopLimit=151.46|TotalRiskExposure=82.6128|RMultiple=-0.86R|Volatility=4.65934801101685|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
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Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=5/17/2024 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=36.07|Exposure=2085.16|MarketValue=2777.39|GainLoss=692.23|GainLossPcnt=0.331979320531758|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=2.78R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Manual close.
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Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=6/4/2024 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=78.42|Exposure=714|MarketValue=1097.88|GainLoss=383.88|GainLossPcnt=0.53764705882353|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=78.4481719017029|TotalRiskExposure=84.504|RMultiple=4.54R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=5/31/2024 12:00:00 AM|Comment=Closed due to trailing stop.
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TotalCandidates=87
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TotalCandidates=86
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Symbol=CLS|AnalysisDate=5/23/2024 12:00:00 AM|EPSSlope=0.325000047683716|ProfitMarginSlope=0.132425308227539|PriceSlope=0.00536570113185157|Volatility=3.07577896118164|Volume=0|Violation=False|Slope=0.00536570113185157|Score=3.66444100583813|AnnualizedReturn=3.86575376080901|SharpeRatio=0.524812425738442|RSquared=0.947924061534445|BetaMonths=6|Beta=1.94408550251252
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Symbol=XPO|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.650000035762787|ProfitMarginSlope=0.792221069335938|PriceSlope=0.00470998447682055|Volatility=13.2911081314087|Volume=0|Violation=False|Slope=0.00470998447682055|Score=2.94424897260559|AnnualizedReturn=3.27695975358198|SharpeRatio=0.11096060540031|RSquared=0.898469677385352|BetaMonths=6|Beta=1.06420729450165
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Symbol=STRL|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.145000100135803|ProfitMarginSlope=0.548023700714111|PriceSlope=0.00403803166043144|Volatility=5.82334184646606|Volume=0|Violation=False|Slope=0.00403803166043144|Score=2.36464416896168|AnnualizedReturn=2.76650275286998|SharpeRatio=0.0960673149066786|RSquared=0.854741303441172|BetaMonths=6|Beta=2.83705250051472
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@@ -154,7 +154,6 @@ Symbol=MLM|AnalysisDate=2/29/2024 12:00:00 AM|EPSSlope=0.800000190734863|ProfitM
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Symbol=AMAT|AnalysisDate=2/16/2024 12:00:00 AM|EPSSlope=0.264999866485596|ProfitMarginSlope=0.235013961791992|PriceSlope=0.00151750491416847|Volatility=10.4882020950317|Volume=0|Violation=False|Slope=0.00151750491416847|Score=1.13374489144559|AnnualizedReturn=1.46581476047634|SharpeRatio=-0.276889339897599|RSquared=0.773457139343559|BetaMonths=6|Beta=1.4673190349198
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Symbol=RDNT|AnalysisDate=12/14/2023 12:00:00 AM|EPSSlope=0.120000004768372|ProfitMarginSlope=0.18272876739502|PriceSlope=0.00205618872045596|Volatility=1.74087750911713|Volume=0|Violation=False|Slope=0.00205618872045596|Score=1.12887502203638|AnnualizedReturn=1.67893482157767|SharpeRatio=-0.00993619798026283|RSquared=0.672375727472011|BetaMonths=6|Beta=2.09207410217203
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Symbol=URI|AnalysisDate=2/28/2024 12:00:00 AM|EPSSlope=0.430000305175781|ProfitMarginSlope=0.901739120483398|PriceSlope=0.002022955917901|Volatility=13.156928062439|Volume=0|Violation=False|Slope=0.002022955917901|Score=1.10877428481026|AnnualizedReturn=1.66493301486544|SharpeRatio=-0.107636746436264|RSquared=0.665957293723235|BetaMonths=6|Beta=2.44302787711302
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Symbol=AMD|AnalysisDate=12/7/2023 12:00:00 AM|EPSSlope=0.0749999955296516|ProfitMarginSlope=1.64666175842285|PriceSlope=0.00207910648359061|Volatility=2.73382687568665|Volume=0|Violation=False|Slope=0.00207910648359061|Score=1.09735936961719|AnnualizedReturn=1.68865918749998|SharpeRatio=-0.0275721429225287|RSquared=0.649840641462894|BetaMonths=6|Beta=0.944397430142836
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Symbol=RAMP|AnalysisDate=12/22/2023 12:00:00 AM|EPSSlope=0.264999985694885|ProfitMarginSlope=1.73548889160156|PriceSlope=0.00162597659240206|Volatility=1.19441902637482|Volume=0|Violation=False|Slope=0.00162597659240206|Score=1.07675768584491|AnnualizedReturn=1.50643525457804|SharpeRatio=-0.127902261843201|RSquared=0.714771964193387|BetaMonths=6|Beta=1.86540403725401
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Symbol=PRMW|AnalysisDate=5/24/2024 12:00:00 AM|EPSSlope=0.0599999874830246|ProfitMarginSlope=1.15431976318359|PriceSlope=0.00157435496869543|Volatility=0.817748606204987|Volume=0|Violation=False|Slope=0.00157435496869543|Score=1.06331977144258|AnnualizedReturn=1.48696547915033|SharpeRatio=-0.345359143262464|RSquared=0.715093784188029|BetaMonths=6|Beta=0.963908694849124
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Symbol=STRA|AnalysisDate=4/25/2024 12:00:00 AM|EPSSlope=0.430000066757202|ProfitMarginSlope=2.66930389404297|PriceSlope=0.00152479506046695|Volatility=5.0346417427063|Volume=0|Violation=False|Slope=0.00152479506046695|Score=1.05337573121181|AnnualizedReturn=1.46851010857369|SharpeRatio=-0.433925175724424|RSquared=0.717309145549506|BetaMonths=6|Beta=0.803064075389593
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