Portfolio

Portfolio Image

Recreation and Leisure

Created by: OmniVest
Date Created: 8/18/2014

Return:

+15%

ROAI:

+32%

Stability:

 
73

Consistency:

 
58
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
Industry Group
Bullish Market
Long
Short
Stocks
Swing Trading


How This Portfolio was Built:
This portfolio is designed to find bullish turning points among Leisure stocks.  It uses multiple trading systems based on Reversal and Reversion to Mean Trading Setups.
Open Positions
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
TLB1-L-LeisureDINLong2.48 %664/11/2024 9:30:00 AM$43.71$40.45-7.46 %Paper
TLB1-L-LeisureMARLong2.48 %125/10/2024 9:30:00 AM$238.00$236.16-0.77 %Paper
R7-L-LeisureSIXLong9.98 %4455/20/2024 9:30:00 AM$25.68$26.412.84 %Paper
TLB1-L-LeisureVACLong2.42 %285/10/2024 9:30:00 AM$99.62$92.76-6.89 %Paper
VBX1-L-LeisureWENLong9.97 %6225/16/2024 9:30:00 AM$18.42$17.87-2.99 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
5/21/2023 - 5/21/2024
58.1%
14.6%
32.4%
6.4%
5.9%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

2.3
20.6
7.9%
45.1%
$114,607

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
CHDNR7-L-Leisure9.90 %85Long$134.22$134.700.36 %
5/16/2024 9:30:00 AM
5/16/24 9:30:00
5/21/2024 9:30:00 AM
5/21/24 9:30:00
Paper
ARCOTLB1-L-Leisure2.49 %269Long$10.91$10.26-5.96 %
4/9/2024 9:30:00 AM
4/09/24 9:30:00
5/21/2024 9:30:00 AM
5/21/24 9:30:00
Paper
CMGR7-L-Leisure8.18 %3Long$3,145.23$3,219.982.38 %
5/17/2024 9:30:00 AM
5/17/24 9:30:00
5/20/2024 9:30:00 AM
5/20/24 9:30:00
Paper
CBRLTLB1-L-Leisure2.49 %50Long$57.93$48.98-15.45 %
5/15/2024 9:30:00 AM
5/15/24 9:30:00
5/20/2024 9:30:00 AM
5/20/24 9:30:00
Paper
SIXTLB1-L-Leisure2.48 %118Long$24.30$25.685.68 %
5/3/2024 9:30:00 AM
5/03/24 9:30:00
5/20/2024 9:30:00 AM
5/20/24 9:30:00
Paper
CHDNR9-L-Leisure9.90 %85Long$134.22$134.950.54 %
5/16/2024 9:30:00 AM
5/16/24 9:30:00
5/17/2024 9:30:00 AM
5/17/24 9:30:00
Paper
RCLR7-L-Leisure9.90 %81Long$142.03$143.160.80 %
5/14/2024 9:30:00 AM
5/14/24 9:30:00
5/17/2024 9:30:00 AM
5/17/24 9:30:00
Paper
CHHTLB1-L-Leisure2.37 %23Long$119.28$116.83-2.05 %
4/29/2024 9:30:00 AM
4/29/24 9:30:00
5/10/2024 9:30:00 AM
5/10/24 9:30:00
Paper
CAKER7-L-Leisure9.98 %340Long$34.02$34.551.56 %
5/6/2024 9:30:00 AM
5/06/24 9:30:00
5/7/2024 9:30:00 AM
5/07/24 9:30:00
Paper
MARR9-L-Leisure9.81 %48Long$236.35$236.820.20 %
5/2/2024 9:30:00 AM
5/02/24 9:30:00
5/7/2024 9:30:00 AM
5/07/24 9:30:00
Paper
MARR7-L-Leisure9.81 %48Long$236.35$236.820.20 %
5/2/2024 9:30:00 AM
5/02/24 9:30:00
5/7/2024 9:30:00 AM
5/07/24 9:30:00
Paper
PZZATLB1-L-Leisure2.45 %45Long$62.82$59.14-5.86 %
4/26/2024 9:30:00 AM
4/26/24 9:30:00
5/6/2024 9:30:00 AM
5/06/24 9:30:00
Paper
VACR3-L-Leisure9.84 %118Long$96.91$99.732.91 %
5/2/2024 9:30:00 AM
5/02/24 9:30:00
5/3/2024 9:30:00 AM
5/03/24 9:30:00
Paper
MGMTLB1-L-Leisure2.47 %71Long$43.50$41.40-4.83 %
5/2/2024 9:30:00 AM
5/02/24 9:30:00
5/3/2024 9:30:00 AM
5/03/24 9:30:00
Paper
CAKETLB1-L-Leisure2.48 %81Long$35.42$34.13-3.64 %
4/29/2024 9:30:00 AM
4/29/24 9:30:00
5/3/2024 9:30:00 AM
5/03/24 9:30:00
Paper
JACKTLB1-L-Leisure2.50 %49Long$58.89$56.74-3.65 %
4/29/2024 9:30:00 AM
4/29/24 9:30:00
5/2/2024 9:30:00 AM
5/02/24 9:30:00
Paper
SBUXTLB1-L-Leisure2.45 %32Long$87.06$74.90-13.97 %
4/24/2024 9:30:00 AM
4/24/24 9:30:00
5/2/2024 9:30:00 AM
5/02/24 9:30:00
Paper
MCDTLB1-L-Leisure2.39 %10Long$272.01$271.38-0.23 %
4/19/2024 9:30:00 AM
4/19/24 9:30:00
5/1/2024 9:30:00 AM
5/01/24 9:30:00
Paper
DPZR5-L-Leisure9.50 %23Long$475.59$479.610.85 %
4/23/2024 9:30:00 AM
4/23/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
CMGR7-L-Leisure7.60 %3Long$2,897.75$2,937.901.39 %
4/22/2024 9:30:00 AM
4/22/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
MARR7-L-Leisure9.78 %47Long$237.38$244.172.86 %
4/19/2024 9:30:00 AM
4/19/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
DPZR3-L-Leisure9.33 %22Long$483.32$479.61-0.77 %
4/19/2024 9:30:00 AM
4/19/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
CHHVBX1-L-Leisure9.95 %96Long$117.76$117.61-0.13 %
4/18/2024 9:30:00 AM
4/18/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
CHHR3-L-Leisure9.95 %96Long$117.76$117.61-0.13 %
4/18/2024 9:30:00 AM
4/18/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
MARR5-L-Leisure9.66 %45Long$244.07$244.170.04 %
4/17/2024 9:30:00 AM
4/17/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
FUNVBX1-L-Leisure9.99 %289Long$39.25$38.82-1.10 %
4/15/2024 9:30:00 AM
4/15/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
MGMR7-L-Leisure9.96 %267Long$43.05$43.00-0.12 %
4/17/2024 9:30:00 AM
4/17/24 9:30:00
4/22/2024 9:30:00 AM
4/22/24 9:30:00
Paper
MGMR5-L-Leisure9.95 %257Long$44.12$43.00-2.54 %
4/12/2024 9:30:00 AM
4/12/24 9:30:00
4/22/2024 9:30:00 AM
4/22/24 9:30:00
Paper
EATR3-L-Leisure9.92 %243Long$47.82$45.97-3.87 %
4/11/2024 9:30:00 AM
4/11/24 9:30:00
4/22/2024 9:30:00 AM
4/22/24 9:30:00
Paper
RCLVBX1-L-Leisure9.84 %89Long$129.50$128.00-1.16 %
4/17/2024 9:30:00 AM
4/17/24 9:30:00
4/19/2024 9:30:00 AM
4/19/24 9:30:00
Paper
EATR7-L-Leisure9.96 %251Long$44.86$45.040.40 %
4/16/2024 9:30:00 AM
4/16/24 9:30:00
4/19/2024 9:30:00 AM
4/19/24 9:30:00
Paper
RCLR3-L-Leisure9.94 %84Long$137.64$128.43-6.69 %
4/9/2024 9:30:00 AM
4/09/24 9:30:00
4/18/2024 9:30:00 AM
4/18/24 9:30:00
Paper
SIXVBX1-L-Leisure9.97 %471Long$24.06$24.491.79 %
4/15/2024 9:30:00 AM
4/15/24 9:30:00
4/17/2024 9:30:00 AM
4/17/24 9:30:00
Paper
SIXR5-L-Leisure9.97 %471Long$24.06$24.491.79 %
4/15/2024 9:30:00 AM
4/15/24 9:30:00
4/17/2024 9:30:00 AM
4/17/24 9:30:00
Paper
TXRHVBX1-L-Leisure9.93 %77Long$148.61$151.612.02 %
4/12/2024 9:30:00 AM
4/12/24 9:30:00
4/17/2024 9:30:00 AM
4/17/24 9:30:00
Paper
CAKER7-L-Leisure9.98 %335Long$34.57$34.46-0.32 %
4/11/2024 9:30:00 AM
4/11/24 9:30:00
4/17/2024 9:30:00 AM
4/17/24 9:30:00
Paper
RCLVP1-L-Leisure9.88 %93Long$120.84$130.978.38 %
2/9/2024 9:30:00 AM
2/09/24 9:30:00
4/15/2024 9:30:00 AM
4/15/24 9:30:00
Paper
LVSTLB1-L-Leisure2.46 %56Long$51.87$51.09-1.50 %
3/28/2024 9:30:00 AM
3/28/24 9:30:00
4/12/2024 9:30:00 AM
4/12/24 9:30:00
Paper
LVSVP1-L-Leisure9.93 %226Long$51.15$51.620.92 %
3/26/2024 9:30:00 AM
3/26/24 9:30:00
4/11/2024 9:30:00 AM
4/11/24 9:30:00
Paper
VACR7-L-Leisure9.90 %115Long$100.98$103.152.15 %
4/8/2024 9:30:00 AM
4/08/24 9:30:00
4/9/2024 9:30:00 AM
4/09/24 9:30:00
Paper
VACR3-L-Leisure9.90 %115Long$100.98$103.152.15 %
4/8/2024 9:30:00 AM
4/08/24 9:30:00
4/9/2024 9:30:00 AM
4/09/24 9:30:00
Paper
TXRHR3-L-Leisure9.79 %76Long$149.82$150.250.29 %
4/8/2024 9:30:00 AM
4/08/24 9:30:00
4/9/2024 9:30:00 AM
4/09/24 9:30:00
Paper
RRGBTLB1-L-Leisure2.49 %442Long$6.46$6.561.55 %
3/25/2024 9:30:00 AM
3/25/24 9:30:00
4/5/2024 9:30:00 AM
4/05/24 9:30:00
Paper
CBRLTLB1-L-Leisure2.47 %43Long$66.31$65.16-1.73 %
3/22/2024 9:30:00 AM
3/22/24 9:30:00
4/5/2024 9:30:00 AM
4/05/24 9:30:00
Paper
WENTLB1-L-Leisure2.49 %153Long$18.40$18.15-1.36 %
3/12/2024 9:30:00 AM
3/12/24 9:30:00
4/5/2024 9:30:00 AM
4/05/24 9:30:00
Paper
VACTLB1-L-Leisure2.42 %32Long$84.83$100.1218.02 %
2/14/2024 9:30:00 AM
2/14/24 9:30:00
4/5/2024 9:30:00 AM
4/05/24 9:30:00
Paper
SBUXTLB1-L-Leisure2.45 %30Long$92.10$89.13-3.22 %
3/5/2024 9:30:00 AM
3/05/24 9:30:00
4/4/2024 9:30:00 AM
4/04/24 9:30:00
Paper
CAKEVBX1-L-Leisure9.98 %332Long$34.94$36.484.41 %
3/27/2024 9:30:00 AM
3/27/24 9:30:00
3/28/2024 9:30:00 AM
3/28/24 9:30:00
Paper
FUNR3-L-Leisure9.98 %278Long$41.72$41.42-0.72 %
3/26/2024 9:30:00 AM
3/26/24 9:30:00
3/28/2024 9:30:00 AM
3/28/24 9:30:00
Paper
CAKER5-L-Leisure9.99 %332Long$34.51$36.485.71 %
3/26/2024 9:30:00 AM
3/26/24 9:30:00
3/28/2024 9:30:00 AM
3/28/24 9:30:00
Paper
FUNR9-L-Leisure9.94 %275Long$41.33$41.420.22 %
3/25/2024 9:30:00 AM
3/25/24 9:30:00
3/28/2024 9:30:00 AM
3/28/24 9:30:00
Paper
FUNR7-L-Leisure9.94 %275Long$41.33$41.420.22 %
3/25/2024 9:30:00 AM
3/25/24 9:30:00
3/28/2024 9:30:00 AM
3/28/24 9:30:00
Paper
LVSR3-L-Leisure9.93 %226Long$50.76$51.150.77 %
3/21/2024 9:30:00 AM
3/21/24 9:30:00
3/27/2024 9:30:00 AM
3/27/24 9:30:00
Paper
EATR3-L-Leisure9.96 %237Long$47.67$46.50-2.45 %
3/18/2024 9:30:00 AM
3/18/24 9:30:00
3/26/2024 9:30:00 AM
3/26/24 9:30:00
Paper
PZZATLB1-L-Leisure2.43 %39Long$70.80$66.16-6.55 %
3/6/2024 9:30:00 AM
3/06/24 9:30:00
3/25/2024 9:30:00 AM
3/25/24 9:30:00
Paper
ARCOR9-L-Leisure9.99 %1042Long$10.85$11.223.41 %
3/19/2024 9:30:00 AM
3/19/24 9:30:00
3/21/2024 9:30:00 AM
3/21/24 9:30:00
Paper
DPZR7-L-Leisure9.38 %24Long$444.94$453.331.89 %
3/12/2024 9:30:00 AM
3/12/24 9:30:00
3/13/2024 9:30:00 AM
3/13/24 9:30:00
Paper
CMGR7-L-Leisure7.03 %3Long$2,677.46$2,720.671.61 %
3/12/2024 9:30:00 AM
3/12/24 9:30:00
3/13/2024 9:30:00 AM
3/13/24 9:30:00
Paper
LVSVBX1-L-Leisure9.97 %222Long$51.44$51.40-0.08 %
3/6/2024 9:30:00 AM
3/06/24 9:30:00
3/8/2024 9:30:00 AM
3/08/24 9:30:00
Paper
LVSR3-L-Leisure9.97 %222Long$51.44$51.40-0.08 %
3/6/2024 9:30:00 AM
3/06/24 9:30:00
3/8/2024 9:30:00 AM
3/08/24 9:30:00
Paper
SBUXVP1-L-Leisure9.84 %118Long$94.89$92.10-2.94 %
12/22/2023 9:30:00 AM
12/22/23 9:30:00
3/5/2024 9:30:00 AM
3/05/24 9:30:00
Paper
DINTLB1-L-Leisure2.48 %61Long$49.96$47.49-4.94 %
2/28/2024 9:30:00 AM
2/28/24 9:30:00
2/29/2024 9:30:00 AM
2/29/24 9:30:00
Paper
CHHVBX1-L-Leisure9.88 %98Long$113.85$113.47-0.33 %
2/23/2024 9:30:00 AM
2/23/24 9:30:00
2/29/2024 9:30:00 AM
2/29/24 9:30:00
Paper
FUNR3-L-Leisure9.97 %283Long$39.78$40.010.58 %
2/27/2024 9:30:00 AM
2/27/24 9:30:00
2/28/2024 9:30:00 AM
2/28/24 9:30:00
Paper
SIXVBX1-L-Leisure9.98 %466Long$24.20$24.481.16 %
2/23/2024 9:30:00 AM
2/23/24 9:30:00
2/27/2024 9:30:00 AM
2/27/24 9:30:00
Paper
ARCOR5-L-Leisure10.00 %959Long$11.56$11.731.47 %
2/21/2024 9:30:00 AM
2/21/24 9:30:00
2/27/2024 9:30:00 AM
2/27/24 9:30:00
Paper
ARCOR7-L-Leisure9.98 %944Long$11.71$11.730.17 %
2/20/2024 9:30:00 AM
2/20/24 9:30:00
2/27/2024 9:30:00 AM
2/27/24 9:30:00
Paper
FUNTLB1-L-Leisure2.47 %68Long$38.79$39.782.55 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
2/27/2024 9:30:00 AM
2/27/24 9:30:00
Paper
MGMR7-L-Leisure9.97 %261Long$42.20$42.490.69 %
2/21/2024 9:30:00 AM
2/21/24 9:30:00
2/26/2024 9:30:00 AM
2/26/24 9:30:00
Paper
CMGR9-L-Leisure6.91 %3Long$2,593.67$2,644.641.97 %
2/22/2024 9:30:00 AM
2/22/24 9:30:00
2/23/2024 9:30:00 AM
2/23/24 9:30:00
Paper
CMGR5-L-Leisure6.91 %3Long$2,593.67$2,644.641.97 %
2/22/2024 9:30:00 AM
2/22/24 9:30:00
2/23/2024 9:30:00 AM
2/23/24 9:30:00
Paper
ARCOR9-L-Leisure10.00 %959Long$11.56$11.681.04 %
2/21/2024 9:30:00 AM
2/21/24 9:30:00
2/23/2024 9:30:00 AM
2/23/24 9:30:00
Paper
VACR3-L-Leisure9.92 %128Long$85.68$90.956.15 %
2/21/2024 9:30:00 AM
2/21/24 9:30:00
2/22/2024 9:30:00 AM
2/22/24 9:30:00
Paper
WENTLB1-L-Leisure2.48 %147Long$19.10$17.72-7.23 %
1/25/2024 9:30:00 AM
1/25/24 9:30:00
2/21/2024 9:30:00 AM
2/21/24 9:30:00
Paper
RCLR3-L-Leisure9.88 %93Long$120.84$116.92-3.24 %
2/9/2024 9:30:00 AM
2/09/24 9:30:00
2/16/2024 9:30:00 AM
2/16/24 9:30:00
Paper
RCLVBX1-L-Leisure9.83 %93Long$120.24$116.92-2.76 %
2/8/2024 9:30:00 AM
2/08/24 9:30:00
2/16/2024 9:30:00 AM
2/16/24 9:30:00
Paper
RCLR7-L-Leisure9.83 %93Long$120.24$116.92-2.76 %
2/8/2024 9:30:00 AM
2/08/24 9:30:00
2/16/2024 9:30:00 AM
2/16/24 9:30:00
Paper
RCLR9-L-Leisure9.88 %93Long$121.02$116.92-3.39 %
2/7/2024 9:30:00 AM
2/07/24 9:30:00
2/16/2024 9:30:00 AM
2/16/24 9:30:00
Paper
RCLR5-L-Leisure9.88 %93Long$121.02$116.92-3.39 %
2/7/2024 9:30:00 AM
2/07/24 9:30:00
2/16/2024 9:30:00 AM
2/16/24 9:30:00
Paper
ARCOR7-L-Leisure9.99 %958Long$11.87$12.091.85 %
2/9/2024 9:30:00 AM
2/09/24 9:30:00
2/14/2024 9:30:00 AM
2/14/24 9:30:00
Paper
CHHTLB1-L-Leisure2.45 %23Long$113.25$118.324.48 %
11/14/2023 9:30:00 AM
11/14/23 9:30:00
2/14/2024 9:30:00 AM
2/14/24 9:30:00
Paper
JACKR3-L-Leisure9.91 %147Long$76.87$77.430.73 %
2/7/2024 9:30:00 AM
2/07/24 9:30:00
2/12/2024 9:30:00 AM
2/12/24 9:30:00
Paper
VACR3-L-Leisure9.92 %135Long$83.70$83.26-0.53 %
2/7/2024 9:30:00 AM
2/07/24 9:30:00
2/8/2024 9:30:00 AM
2/08/24 9:30:00
Paper
DPZR3-L-Leisure9.66 %26Long$421.63$424.580.70 %
2/7/2024 9:30:00 AM
2/07/24 9:30:00
2/8/2024 9:30:00 AM
2/08/24 9:30:00
Paper
CBRLVP1-L-Leisure9.93 %145Long$77.11$78.421.70 %
1/3/2024 9:30:00 AM
1/03/24 9:30:00
2/6/2024 9:30:00 AM
2/06/24 9:30:00
Paper
MGMVBX1-L-Leisure9.97 %264Long$42.15$43.052.14 %
1/18/2024 9:30:00 AM
1/18/24 9:30:00
1/19/2024 9:30:00 AM
1/19/24 9:30:00
Paper
EATVBX1-L-Leisure9.99 %285Long$37.68$39.474.75 %
1/17/2024 9:30:00 AM
1/17/24 9:30:00
1/19/2024 9:30:00 AM
1/19/24 9:30:00
Paper
EATR7-L-Leisure9.99 %285Long$37.68$39.474.75 %
1/17/2024 9:30:00 AM
1/17/24 9:30:00
1/19/2024 9:30:00 AM
1/19/24 9:30:00
Paper
CAKEVBX1-L-Leisure9.96 %339Long$31.56$32.813.96 %
1/17/2024 9:30:00 AM
1/17/24 9:30:00
1/19/2024 9:30:00 AM
1/19/24 9:30:00
Paper
JACKVBX1-L-Leisure9.96 %143Long$77.50$77.01-0.63 %
1/12/2024 9:30:00 AM
1/12/24 9:30:00
1/19/2024 9:30:00 AM
1/19/24 9:30:00
Paper
CHDNR3-L-Leisure9.90 %87Long$126.40$125.64-0.60 %
1/9/2024 9:30:00 AM
1/09/24 9:30:00
1/19/2024 9:30:00 AM
1/19/24 9:30:00
Paper
CHDNVBX1-L-Leisure9.85 %87Long$123.50$125.041.25 %
1/16/2024 9:30:00 AM
1/16/24 9:30:00
1/18/2024 9:30:00 AM
1/18/24 9:30:00
Paper
CHDNR5-L-Leisure9.91 %86Long$126.93$125.04-1.49 %
1/8/2024 9:30:00 AM
1/08/24 9:30:00
1/18/2024 9:30:00 AM
1/18/24 9:30:00
Paper
FUNR3-L-Leisure9.96 %293Long$38.56$37.61-2.46 %
1/9/2024 9:30:00 AM
1/09/24 9:30:00
1/10/2024 9:30:00 AM
1/10/24 9:30:00
Paper
CMGR3-L-Leisure8.11 %4Long$2,228.79$2,224.60-0.19 %
1/4/2024 9:30:00 AM
1/04/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
CAKER7-L-Leisure9.97 %331Long$33.17$33.912.23 %
1/4/2024 9:30:00 AM
1/04/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
CAKER5-L-Leisure9.97 %331Long$33.17$33.912.23 %
1/4/2024 9:30:00 AM
1/04/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
ARCOR9-L-Leisure9.99 %914Long$12.06$12.170.91 %
1/4/2024 9:30:00 AM
1/04/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
ARCOR7-L-Leisure9.99 %914Long$12.06$12.170.91 %
1/4/2024 9:30:00 AM
1/04/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
CMGR5-L-Leisure7.95 %4Long$2,244.75$2,224.60-0.90 %
1/3/2024 9:30:00 AM
1/03/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailR3-L-Leisure64.6 %4.0-0.1 %2.4 %1.9 %9.8 %5.2 %0.04.0
100%ThumbnailR5-L-Leisure71.4 %3.52.5 %1.6 %1.3 %9.8 %5.2 %1.53.5
100%ThumbnailR7-L-Leisure73.2 %5.95.3 %2.4 %1.6 %9.8 %9.5 %2.35.9
100%ThumbnailR9-L-Leisure64.3 %4.71.0 %3.1 %1.9 %9.8 %6.7 %0.34.7
25%ThumbnailTLB1-L-Leisure39.4 %5.9-6.8 %10.9 %10.5 %9.9 %50.7 %-0.65.9
100%ThumbnailVBX1-L-Leisure64.1 %3.31.4 %3.6 %2.1 %9.9 %5.6 %0.43.3
100%ThumbnailVP1-L-Leisure80.0 %0.812.0 %4.9 %2.9 %9.9 %13.7 %2.40.8
Lists Used
List NameDescriptionDynamic List
LeisureLeisure GroupNo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic Entries & Exits
(no filters used)

Warnings

Simulation Starting Balance: $100,000.00
 
Creation (Inception) Date: 8/18/2014
 
Back Test: ?* to 8/18/2014
 
Forward Test: None
 
Max Draw Down: 6.4%
 
Per Trade Allocation: 8%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 20.6
Warning: Average Trades per Month is high. This will result in higher commissions.
* Data not available

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
*
List:
*
Goal:
*
NumStrategies:
*
Optimize On:
*
Filter Limit:
*
Filter On:
*
Direction:
*
Min Volume:
100,000
Min Price:
$5.00
Sim Start Date:
*
Sim End Date:
*
Date Created:
*
Approach Breakout:
*
Approach RTM:
*
Approach Swing:
*
Approach Trending:
*
* Data not available

Strategy Types Used

Strategy Type
#
%
Most Effectively Used in
Breakout:
0
0%
Very Strong Trending Markets
RTM:
4
57%
Volatile, Trending Markets
Swing:
3
43%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets