diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index a11c640..9ac200a 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,19 +1,19 @@ CMTSESSIONv1.00 -LastUpdated=2/10/2025 10:31:22 PM -TradeDate=2/10/2025 +LastUpdated=2/11/2025 11:35:14 PM +TradeDate=2/11/2025 StartDate=1/1/0001 -AnalysisDate=2/10/2025 +AnalysisDate=2/11/2025 CashBalance=962.4514280105 NonTradeableCash=2621.72 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/10/2025|BetaMonths=6|TradeDate=2/10/2025|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=2/11/2025|BetaMonths=6|TradeDate=2/11/2025|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=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=211.57|Exposure=1919.84|MarketValue=2750.41|GainLoss=830.57|GainLossPcnt=0.432624593716143|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=191.86757270813|TotalRiskExposure=229.1328|RMultiple=3.62R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=1/24/2025 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68 -Symbol=SKYW|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=45|PurchasePrice=116.31|CurrentPrice=113.32|Exposure=5233.95|MarketValue=5099.4|GainLoss=-134.55|GainLossPcnt=-0.025707161894936|PositionRiskDecimal=0.12|R=13.9404|C=638.420571400525|P=45.7964313362977|InitialStopLimit=102.35|TrailingStopLimit=102.35|TotalRiskExposure=627.318|RMultiple=-0.21R|Volatility=2.51104688644409|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $116.17 to $116.31 -Symbol=NWPX|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=60|PurchasePrice=52.72|CurrentPrice=51.17|Exposure=3163.2|MarketValue=3070.2|GainLoss=-92.9999999999995|GainLossPcnt=-0.029400606980273|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-0.25R|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=DVA|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=10|PurchasePrice=171.14|CurrentPrice=173.52|Exposure=1711.4|MarketValue=1735.2|GainLoss=23.8000000000002|GainLossPcnt=0.0139067430174128|PositionRiskDecimal=0.12|R=20.6484|C=220.708071400525|P=10.6888703919202|InitialStopLimit=150.6|TrailingStopLimit=150.6|TotalRiskExposure=206.484|RMultiple=0.12R|Volatility=3.60059523582458|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $172.07 to $171.14 -Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=207.05|Exposure=1024.5|MarketValue=1035.25|GainLoss=10.75|GainLossPcnt=0.0104929233772572|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=180.31|TotalRiskExposure=122.634|RMultiple=0.09R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=1/1/0001 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=97.55|Exposure=672.91|MarketValue=682.85|GainLoss=9.94000000000005|GainLossPcnt=0.0147716633725165|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=84.59|TotalRiskExposure=80.262|RMultiple=0.12R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13 +Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=206.26|Exposure=1919.84|MarketValue=2681.38|GainLoss=761.54|GainLossPcnt=0.396668472372698|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=191.86757270813|TotalRiskExposure=229.1328|RMultiple=3.32R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=1/24/2025 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68 +Symbol=SKYW|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=45|PurchasePrice=116.31|CurrentPrice=110.16|Exposure=5233.95|MarketValue=4957.2|GainLoss=-276.75|GainLossPcnt=-0.0528759350012897|PositionRiskDecimal=0.12|R=13.9404|C=638.420571400525|P=45.7964313362977|InitialStopLimit=102.35|TrailingStopLimit=102.35|TotalRiskExposure=627.318|RMultiple=-0.44R|Volatility=2.51104688644409|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $116.17 to $116.31 +Symbol=NWPX|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=60|PurchasePrice=52.72|CurrentPrice=51.3|Exposure=3163.2|MarketValue=3078|GainLoss=-85.1999999999998|GainLossPcnt=-0.0269347496206373|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-0.23R|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=DVA|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=10|PurchasePrice=171.14|CurrentPrice=173.75|Exposure=1711.4|MarketValue=1737.5|GainLoss=26.1000000000001|GainLossPcnt=0.0152506719644736|PositionRiskDecimal=0.12|R=20.6484|C=220.708071400525|P=10.6888703919202|InitialStopLimit=150.6|TrailingStopLimit=160.963856563568|TotalRiskExposure=206.484|RMultiple=0.13R|Volatility=3.60059523582458|Volume=0|LastStopAdjustment=2/11/2025 12:00:00 AM|Comment=Price changed on 2/7/2025 from $172.07 to $171.14 +Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=207.62|Exposure=1024.5|MarketValue=1038.1|GainLoss=13.5999999999999|GainLossPcnt=0.0132747681795997|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=180.31|TotalRiskExposure=122.634|RMultiple=0.11R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=1/1/0001 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=97.52|Exposure=672.91|MarketValue=682.64|GainLoss=9.73000000000002|GainLossPcnt=0.0144595859773224|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=84.59|TotalRiskExposure=80.262|RMultiple=0.12R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13 TotalPositions=115 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. @@ -192,7 +192,7 @@ Symbol=KRNT|AnalysisDate=11/15/2024 12:00:00 AM|EPSSlope=0.0699999928474426|Prof Symbol=DUOL|AnalysisDate=9/27/2024 12:00:00 AM|EPSSlope=0.215000003576279|ProfitMarginSlope=0.159549713134766|PriceSlope=0.000499611476279446|Volatility=24.4930515289307|Volume=0|Violation=False|Slope=0.000499611476279446|Score=0.0844076398197534|AnnualizedReturn=1.13417111844635|SharpeRatio=-0.0465441871660018|RSquared=0.0744223146286601|BetaMonths=6|Beta=1.10385627757643 Symbol=ADTN|AnalysisDate=12/2/2024 12:00:00 AM|EPSSlope=0.264999866485596|ProfitMarginSlope=2.74630546569824|PriceSlope=-2.40720379203673E-05|Volatility=0.349551945924759|Volume=0|Violation=False|Slope=-2.40720379203673E-05|Score=-0.000133702382178567|AnnualizedReturn=-0.993952208405961|SharpeRatio=0.052345511690254|RSquared=0.000134515906346232|BetaMonths=6|Beta=0.217463192390928 Symbol=YMM|AnalysisDate=2/10/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=0.229143142700195|PriceSlope=0.0018029882430729|Volatility=0.436734020709991|Volume=0|Violation=False|Slope=0.0018029882430729|Score=0.958505124860841|AnnualizedReturn=1.57515398736561|SharpeRatio=0.075391013791245|RSquared=0.608515188069902|BetaMonths=6|Beta=2.01977136967525 -TotalStopLimits=189 +TotalStopLimits=190 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= Symbol=MASI|AnalysisDate=10/23/2020 12:00:00 AM|PreviousStop=213.34|NewStop=223.030285377502|CurrentPriceLow=240.68|CurrentPriceClose=244.77|PriceTrendIndicatorSlope=0.191601455211639|StopLimitId= @@ -382,3 +382,4 @@ Symbol=GDDY|AnalysisDate=12/9/2024 12:00:00 AM|PreviousStop=166.572000379562|New Symbol=CLS|AnalysisDate=12/9/2024 12:00:00 AM|PreviousStop=76.8990858078003|NewStop=84.6699427032471|CurrentPriceLow=89.09|CurrentPriceClose=90.42|PriceTrendIndicatorSlope=0.404090076684952|StopLimitId= Symbol=CLS|AnalysisDate=1/8/2025 12:00:00 AM|PreviousStop=84.6699427032471|NewStop=92.478657875061|CurrentPriceLow=97.71|CurrentPriceClose=102.47|PriceTrendIndicatorSlope=0.30290961265564|StopLimitId= Symbol=GDDY|AnalysisDate=1/24/2025 12:00:00 AM|PreviousStop=188.870499305725|NewStop=191.86757270813|CurrentPriceLow=205.67|CurrentPriceClose=207.3|PriceTrendIndicatorSlope=0.0774514004588127|StopLimitId= +Symbol=DVA|AnalysisDate=2/11/2025 12:00:00 AM|PreviousStop=150.6|NewStop=160.963856563568|CurrentPriceLow=172.11|CurrentPriceClose=173.75|PriceTrendIndicatorSlope=0.68302994966507|StopLimitId=