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Sean Kessler
2024-03-26 20:37:34 -04:00
parent b1aa90b997
commit e530149f5a
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Sessions/CMT20200817.txt
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CMTSESSIONv1.00
LastUpdated=3/21/2024 10:04:59 PM
TradeDate=3/21/2024
LastUpdated=3/22/2024 09:35:57 PM
TradeDate=3/22/2024
StartDate=1/1/0001
AnalysisDate=3/21/2024
AnalysisDate=3/22/2024
CashBalance=935.52
NonTradeableCash=6121.73
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/21/2024|BetaMonths=6|TradeDate=3/21/2024|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=3/22/2024|BetaMonths=6|TradeDate=3/22/2024|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=AVGO|PurchaseDate=10/13/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=890.97|CurrentPrice=1348|Exposure=890.97|MarketValue=1348|GainLoss=457.03|GainLossPcnt=0.512957787579829|PositionRiskDecimal=0.12|R=105.9816|C=109.885485794067|P=1.0368355053525|InitialStopLimit=784.05|TrailingStopLimit=1182.1635710907|TotalRiskExposure=105.9816|RMultiple=4.31R|Volatility=19.4005393981934|Volume=0|LastStopAdjustment=2/22/2024 12:00:00 AM|Comment=Price changed on 10/16/2023 from $883.18 to $890.97
Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=39|Exposure=2085.16|MarketValue=3003|GainLoss=917.84|GainLossPcnt=0.440177252584934|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=31.5525711941719|TotalRiskExposure=248.7408|RMultiple=3.69R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=2/29/2024 12:00:00 AM|Comment=Price changed on 11/9/2023 from $26.92 to $27.08
Symbol=CLS|PurchaseDate=1/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=32|PurchasePrice=27.92|CurrentPrice=47.05|Exposure=893.44|MarketValue=1505.6|GainLoss=612.16|GainLossPcnt=0.685171919770773|PositionRiskDecimal=0.12|R=3.3504|C=107.5275|P=32.0939290830946|InitialStopLimit=24.5696|TrailingStopLimit=40.0599142551422|TotalRiskExposure=107.2128|RMultiple=5.71R|Volatility=0.907680511474609|Volume=0|LastStopAdjustment=3/11/2024 12:00:00 AM
Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=64.98|Exposure=714|MarketValue=909.72|GainLoss=195.72|GainLossPcnt=0.274117647058824|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=51.4342853832245|TotalRiskExposure=84.504|RMultiple=2.32R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=2/28/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00
Symbol=NEU|PurchaseDate=2/20/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=609.01|CurrentPrice=625.73|Exposure=609.01|MarketValue=625.73|GainLoss=16.72|GainLossPcnt=0.0274543931955141|PositionRiskDecimal=0.12|R=73.0956|C=73.588|P=1.00673638358533|InitialStopLimit=535.93|TrailingStopLimit=584.230923309326|TotalRiskExposure=73.0956|RMultiple=0.23R|Volatility=10.5676956176758|Volume=0|LastStopAdjustment=2/26/2024 12:00:00 AM|Comment=Price changed on 2/21/2024 from $609.13 to $609.01
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=17.77|Exposure=538.2|MarketValue=533.1|GainLoss=-5.10000000000002|GainLossPcnt=-0.00947603121516169|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=16.3189284300804|TotalRiskExposure=72.648|RMultiple=-0.07R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=2/28/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
Symbol=AVGO|PurchaseDate=10/13/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=890.97|CurrentPrice=1353.47|Exposure=890.97|MarketValue=1353.47|GainLoss=462.5|GainLossPcnt=0.519097163765334|PositionRiskDecimal=0.12|R=105.9816|C=109.885485794067|P=1.0368355053525|InitialStopLimit=784.05|TrailingStopLimit=1182.1635710907|TotalRiskExposure=105.9816|RMultiple=4.36R|Volatility=19.4005393981934|Volume=0|LastStopAdjustment=2/22/2024 12:00:00 AM|Comment=Price changed on 10/16/2023 from $883.18 to $890.97
Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=38.9|Exposure=2085.16|MarketValue=2995.3|GainLoss=910.14|GainLossPcnt=0.436484490398818|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=31.5525711941719|TotalRiskExposure=248.7408|RMultiple=3.66R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=2/29/2024 12:00:00 AM|Comment=Price changed on 11/9/2023 from $26.92 to $27.08
Symbol=CLS|PurchaseDate=1/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=32|PurchasePrice=27.92|CurrentPrice=47.03|Exposure=893.44|MarketValue=1504.96|GainLoss=611.52|GainLossPcnt=0.68445558739255|PositionRiskDecimal=0.12|R=3.3504|C=107.5275|P=32.0939290830946|InitialStopLimit=24.5696|TrailingStopLimit=40.0599142551422|TotalRiskExposure=107.2128|RMultiple=5.70R|Volatility=0.907680511474609|Volume=0|LastStopAdjustment=3/11/2024 12:00:00 AM
Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=65.36|Exposure=714|MarketValue=915.04|GainLoss=201.04|GainLossPcnt=0.28156862745098|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=51.4342853832245|TotalRiskExposure=84.504|RMultiple=2.38R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=2/28/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00
Symbol=NEU|PurchaseDate=2/20/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=609.01|CurrentPrice=625.86|Exposure=609.01|MarketValue=625.86|GainLoss=16.85|GainLossPcnt=0.0276678543866275|PositionRiskDecimal=0.12|R=73.0956|C=73.588|P=1.00673638358533|InitialStopLimit=535.93|TrailingStopLimit=584.230923309326|TotalRiskExposure=73.0956|RMultiple=0.23R|Volatility=10.5676956176758|Volume=0|LastStopAdjustment=2/26/2024 12:00:00 AM|Comment=Price changed on 2/21/2024 from $609.13 to $609.01
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=17.5|Exposure=538.2|MarketValue=525|GainLoss=-13.2|GainLossPcnt=-0.024526198439242|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=16.3189284300804|TotalRiskExposure=72.648|RMultiple=-0.18R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=2/28/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
TotalPositions=93
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.