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Sean
2025-02-26 22:01:59 -05:00
parent fe064f497c
commit ee889a2830
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16
Sessions/CMT20200817.txt
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CMTSESSIONv1.00
LastUpdated=2/24/2025 9:34:59 PM
TradeDate=2/24/2025
LastUpdated=2/25/2025 8:30:57 PM
TradeDate=2/25/2025
StartDate=1/1/0001
AnalysisDate=2/24/2025
AnalysisDate=2/25/2025
CashBalance=4410.79
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/24/2025|BetaMonths=6|TradeDate=2/24/2025|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=2/25/2025|BetaMonths=6|TradeDate=2/25/2025|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=4
Symbol=NWPX|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=60|PurchasePrice=52.72|CurrentPrice=46.65|Exposure=3163.2|MarketValue=2799|GainLoss=-364.2|GainLossPcnt=-0.115136570561457|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-0.97R|Volatility=3.85384011268616|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $52.11 to $52.72
Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=209.69|Exposure=1024.5|MarketValue=1048.45|GainLoss=23.95|GainLossPcnt=0.0233772571986335|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.20R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90
Symbol=AZZ|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=96.13|CurrentPrice=96.15|Exposure=672.91|MarketValue=673.05|GainLoss=0.1400000000001|GainLossPcnt=0.000208051596796154|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=87.9439997005463|TotalRiskExposure=80.262|RMultiple=0.00R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=2/13/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13
Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=145.72|Exposure=1076.18|MarketValue=1020.04|GainLoss=-56.1400000000001|GainLossPcnt=-0.0521659945362301|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-0.43R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/18/2025 from $153.87 to $153.74
Symbol=NWPX|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=60|PurchasePrice=52.72|CurrentPrice=48.18|Exposure=3163.2|MarketValue=2890.8|GainLoss=-272.4|GainLossPcnt=-0.0861153262518967|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-0.73R|Volatility=3.85384011268616|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $52.11 to $52.72
Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=209.34|Exposure=1024.5|MarketValue=1046.7|GainLoss=22.2|GainLossPcnt=0.0216691068814056|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.18R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90
Symbol=AZZ|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=96.13|CurrentPrice=96.16|Exposure=672.91|MarketValue=673.12|GainLoss=0.210000000000036|GainLossPcnt=0.000312077395194062|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=87.9439997005463|TotalRiskExposure=80.262|RMultiple=0.00R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=2/13/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13
Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=153.32|Exposure=1076.18|MarketValue=1073.24|GainLoss=-2.94000000000005|GainLossPcnt=-0.0027318850006505|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-0.02R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/18/2025 from $153.87 to $153.74
TotalPositions=119
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.

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Sessions/MGSH20180131_UAT.txt
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MGSHSESSIONv2.00
LastUpdated=2/24/2025 9:36:58 PM
TradeDate=2/25/2025
LastUpdated=2/25/2025 8:32:01 PM
TradeDate=2/26/2025
StartDate=1/31/2018
AnalysisDate=2/24/2025
AnalysisDate=2/25/2025
Cycle=84
CashBalance=11932.7530941138
NonTradeableCash=0
HedgeCashBalance=3229.40000011921
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=SCOREINDICATOR|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=2
Slot=2|Symbol=VRRM|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=118|PurchasePrice=24.18|CurrentPrice=25.84|Volume=1466200|Return1D=0|CumReturn252=0|IDIndicator=8.76494023904382|Score=1.09970004434016|Velocity=0.395131086142322|PE=39.87|Beta=0.407642279627168|InitialStopLimit=19.344|TrailingStopLimit=24.8418571257591|LastStopAdjustment=1/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=4.836|Comment=
Slot=2|Symbol=CEPU|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=197|PurchasePrice=14.49|CurrentPrice=13.02|Volume=91700|Return1D=0|CumReturn252=0|IDIndicator=-2.39043824701195|Score=0.420091608332812|Velocity=0.916976456009913|PE=5.85|Beta=0.577351144363739|InitialStopLimit=11.592|TrailingStopLimit=11.592|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.898|Comment=
Slot=2|Symbol=VRRM|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=118|PurchasePrice=24.18|CurrentPrice=26.16|Volume=1466200|Return1D=0|CumReturn252=0|IDIndicator=8.76494023904382|Score=1.09970004434016|Velocity=0.395131086142322|PE=39.87|Beta=0.407642279627168|InitialStopLimit=19.344|TrailingStopLimit=24.8418571257591|LastStopAdjustment=1/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=4.836|Comment=
Slot=2|Symbol=CEPU|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=197|PurchasePrice=14.49|CurrentPrice=12.44|Volume=91700|Return1D=0|CumReturn252=0|IDIndicator=-2.39043824701195|Score=0.420091608332812|Velocity=0.916976456009913|PE=5.85|Beta=0.577351144363739|InitialStopLimit=11.592|TrailingStopLimit=11.592|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.898|Comment=
TotalPositions=143
Symbol=RFP|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=2/1/2018 12:00:00 AM|Shares=96|PurchasePrice=11.5|CurrentPrice=9.2|Volume=479697|Return1D=0|CumReturn252=0|IDIndicator=-4.38247011952191|Score=0.285782605839817|Velocity=0.955974842767296|PE=0|Beta=1.09176962827039|InitialStopLimit=9.2|TrailingStopLimit=9.2|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.3|Comment=Closed due to trailing stop.
Symbol=GSM|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=3/23/2018 12:00:00 AM|Shares=79|PurchasePrice=16.16|CurrentPrice=12.928|Volume=778501|Return1D=0|CumReturn252=0|IDIndicator=0.398406374501988|Score=1.32657996730131|Velocity=0.844036697247706|PE=0|Beta=1.69497884335029|InitialStopLimit=12.928|TrailingStopLimit=12.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.232|Comment=Closed due to trailing stop.