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Sean
2026-03-04 20:48:17 -05:00
parent 804504da84
commit da2d87ee7f
2 changed files with 19 additions and 18 deletions
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Sessions/CMT20200817.TXT
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@@ -1,15 +1,15 @@
CMTSESSIONv1.00
LastUpdated=3/3/2026 8:14:29 PM
TradeDate=3/3/2026
LastUpdated=3/4/2026 8:31:34 PM
TradeDate=3/4/2026
StartDate=1/1/0001
AnalysisDate=3/3/2026
AnalysisDate=3/4/2026
CashBalance=4287.32
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/3/2026|BetaMonths=6|TradeDate=3/3/2026|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=3/4/2026|BetaMonths=6|TradeDate=3/4/2026|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=2
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=258.84|Exposure=2208.91|MarketValue=2847.24|GainLoss=638.33|GainLossPcnt=0.288979632488422|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=235.233001537323|TotalRiskExposure=264.3696|RMultiple=2.41R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=66.13|Exposure=1772.43|MarketValue=2711.33|GainLoss=938.9|GainLossPcnt=0.529724728198011|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=62.8357140827179|TotalRiskExposure=213.9708|RMultiple=4.39R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=260.09|Exposure=2208.91|MarketValue=2860.99|GainLoss=652.08|GainLossPcnt=0.295204422090533|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=235.233001537323|TotalRiskExposure=264.3696|RMultiple=2.47R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=65.27|Exposure=1772.43|MarketValue=2676.07|GainLoss=903.64|GainLossPcnt=0.509831135785334|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=62.8357140827179|TotalRiskExposure=213.9708|RMultiple=4.22R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
TotalPositions=133
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.
@@ -144,7 +144,7 @@ Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=11/6/2025 12:00:00 AM|S
Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=11/17/2025 12:00:00 AM|Shares=12|PurchasePrice=199.2|CurrentPrice=175.62|Exposure=2390.4|MarketValue=2107.44|GainLoss=-282.96|GainLossPcnt=-0.118373493975903|PositionRiskDecimal=0.12|R=23.4012|C=290.298|P=12.4052612686529|InitialStopLimit=175.3|TrailingStopLimit=175.3|TotalRiskExposure=280.8144|RMultiple=-1.01R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00 AM|Shares=10|PurchasePrice=114.35|CurrentPrice=105.51|Exposure=1143.5|MarketValue=1055.1|GainLoss=-88.3999999999999|GainLossPcnt=-0.0773065150852644|PositionRiskDecimal=0.12|R=148.962|C=201.1665|P=1.35045514963548|InitialStopLimit=100.62|TrailingStopLimit=105.51|TotalRiskExposure=1489.62|RMultiple=-0.06R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=11/13/2025 12:00:00 AM|Comment=Manual close.
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=2/5/2026 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=11.74|Exposure=1373.76|MarketValue=1690.56|GainLoss=316.8|GainLossPcnt=0.230607966457023|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=12.0339285671711|TotalRiskExposure=165.1968|RMultiple=1.92R|Volatility=0.164089068770409|Volume=0|LastStopAdjustment=1/28/2026 12:00:00 AM|Comment=Manual close.
TotalCandidates=127
TotalCandidates=128
Symbol=FINMY|AnalysisDate=10/2/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=2.26086616516113|PriceSlope=0.00448679936177329|Volatility=1.03268754482269|Volume=0|Violation=False|Slope=0.00448679936177329|Score=2.66255318366838|AnnualizedReturn=3.09774193858814|SharpeRatio=0.335718769738377|RSquared=0.859514199843871|BetaMonths=6|Beta=0.824935419784389
Symbol=RYCEY|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.0249999910593033|ProfitMarginSlope=2.86403560638428|PriceSlope=0.00377742185948191|Volatility=0.317665636539459|Volume=0|Violation=False|Slope=0.00377742185948191|Score=2.3960549250413|AnnualizedReturn=2.59065388368147|SharpeRatio=0.325355777751677|RSquared=0.924884231017524|BetaMonths=6|Beta=1.39611806037306
Symbol=TTMI|AnalysisDate=9/23/2025 12:00:00 AM|EPSSlope=0.0699999928474426|ProfitMarginSlope=0.416337013244629|PriceSlope=0.00365635399457596|Volatility=3.10769009590149|Volume=0|Violation=False|Slope=0.00365635399457596|Score=1.73840687121807|AnnualizedReturn=2.5128088887714|SharpeRatio=0.319624993971795|RSquared=0.691818179642002|BetaMonths=6|Beta=4.40428456309766
@@ -272,6 +272,7 @@ Symbol=ASC|AnalysisDate=2/24/2026 12:00:00 AM|EPSSlope=0.0550000071525574|Profit
Symbol=AXTI|AnalysisDate=2/25/2026 12:00:00 AM|EPSSlope=0.0100000202655792|ProfitMarginSlope=14.3379011154175|PriceSlope=0.0132443494419251|Volatility=5.61062288284302|Volume=0|Violation=False|Slope=0.0132443494419251|Score=25.5950000737303|AnnualizedReturn=28.150808051139|SharpeRatio=0.668193540464948|RSquared=0.909210138026384|BetaMonths=6|Beta=8.22958399333266
Symbol=NSSC|AnalysisDate=2/25/2026 12:00:00 AM|EPSSlope=0.0450000166893005|ProfitMarginSlope=2.89405250549316|PriceSlope=0.00303225543568594|Volatility=1.4112114906311|Volume=0|Violation=False|Slope=0.00303225543568594|Score=1.7760120012008|AnnualizedReturn=2.14712206234386|SharpeRatio=0.039693929353024|RSquared=0.82715930889465|BetaMonths=6|Beta=3.90586565038708
Symbol=LPG|AnalysisDate=2/25/2026 12:00:00 AM|EPSSlope=0.299999952316284|ProfitMarginSlope=3.59709167480469|PriceSlope=0.0014348486652486|Volatility=2.03607726097107|Volume=0|Violation=False|Slope=0.0014348486652486|Score=0.646725439489726|AnnualizedReturn=1.43559854049989|SharpeRatio=-0.0995953229975915|RSquared=0.450491847995702|BetaMonths=6|Beta=1.7235174113368
Symbol=MPC|AnalysisDate=3/4/2026 12:00:00 AM|EPSSlope=1.98000001907349|ProfitMarginSlope=1.7620415687561|PriceSlope=0.00139964028977894|Volatility=7.6709098815918|Volume=0|Violation=False|Slope=0.00139964028977894|Score=0.906034636922709|AnnualizedReturn=1.42291751665396|SharpeRatio=-0.0262963567920841|RSquared=0.636744313228555|BetaMonths=6|Beta=3.22659752171988
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=