Portfolio

Calculate Over:

Recreation and Leisure

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

Return:

+13%

ROAI:

+29%

Stability:

Consistency:

Select Portfolio

Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:

Industry Group
Bullish Market
Long
Short
Stocks
Swing Trading

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Swing Trading in All Markets

The Leisure group includes resorts, casinos, restaurants, and other entertainment providers. These stocks are sensitive to discretionary income, so small changes in economic sentiment result in setups that are extremely conducive to swing trading.

Key Statistics

Strategies:
% Wins:
CAR:
ROAI:
MDD:
Calmar:

7
65.6%
13.1%
29.2%
8.4%
1.6

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

Strategy	Symbol	L/S	QTY %	QTY	Entry Date	Entry Price	Current Price	Current P/L %	Funding Style
TLB1-L-Leisure	FRGI	Long	2.50 %	380	5/12/2023 9:30:00 AM	$7.30	$8.04	10.14 %	Paper
TLB1-L-Leisure	FUN	Long	2.49 %	64	5/12/2023 9:30:00 AM	$43.27	$42.00	-2.94 %	Paper
TLB1-L-Leisure	MTN	Long	2.41 %	11	6/1/2023 9:30:00 AM	$245.82	$255.08	3.77 %	Paper

Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:

6/5/2022 - 6/5/2023
65.6%
13.1%
29.2%
8.4%
7.6%

Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

1.6
18.4
7.5%
44.9%
$113,110

Historical Positions

Display All

Symbol Sym	Strategy	QTY %	QTY	L/S	Entry Price	Exit Price	Realized P/L% P/L%	Entry Date	Exit Date	Funding Style
JACK	R7-L-Leisure	9.88 %	122	Long	$91.83	$89.16	-2.91 %	5/23/2023 9:30:00 AM 5/23/23 9:30:00	6/5/2023 9:30:00 AM 6/05/23 9:30:00	Paper
MCD	R3-L-Leisure	9.64 %	38	Long	$283.93	$286.70	0.98 %	5/30/2023 9:30:00 AM 5/30/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
CHDN	VBX1-L-Leisure	9.89 %	81	Long	$137.77	$138.63	0.62 %	5/30/2023 9:30:00 AM 5/30/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
CHDN	R7-L-Leisure	9.89 %	81	Long	$137.77	$138.63	0.62 %	5/30/2023 9:30:00 AM 5/30/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
CHDN	R3-L-Leisure	9.87 %	80	Long	$140.36	$138.63	-1.23 %	5/26/2023 9:30:00 AM 5/26/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
CHDN	R5-L-Leisure	9.84 %	80	Long	$139.39	$138.63	-0.55 %	5/25/2023 9:30:00 AM 5/25/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
WEN	R9-L-Leisure	9.99 %	506	Long	$22.33	$22.70	1.66 %	5/24/2023 9:30:00 AM 5/24/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
WEN	R7-L-Leisure	9.97 %	499	Long	$22.60	$22.70	0.44 %	5/23/2023 9:30:00 AM 5/23/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
JACK	R9-L-Leisure	9.88 %	122	Long	$91.83	$87.77	-4.42 %	5/23/2023 9:30:00 AM 5/23/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
DIN	TLB1-L-Leisure	2.47 %	43	Long	$64.59	$59.85	-7.34 %	5/11/2023 9:30:00 AM 5/11/23 9:30:00	6/1/2023 9:30:00 AM 6/01/23 9:30:00	Paper
ARCO	R7-L-Leisure	10.00 %	1312	Long	$8.72	$8.91	2.18 %	5/26/2023 9:30:00 AM 5/26/23 9:30:00	5/30/2023 9:30:00 AM 5/30/23 9:30:00	Paper
MAR	R5-L-Leisure	9.82 %	66	Long	$167.94	$172.43	2.67 %	5/25/2023 9:30:00 AM 5/25/23 9:30:00	5/30/2023 9:30:00 AM 5/30/23 9:30:00	Paper
PZZA	VP1-L-Leisure	9.95 %	146	Long	$76.86	$71.08	-7.52 %	3/29/2023 9:30:00 AM 3/29/23 9:30:00	5/30/2023 9:30:00 AM 5/30/23 9:30:00	Paper
CHDN	R9-L-Leisure	9.84 %	80	Long	$139.39	$140.36	0.70 %	5/25/2023 9:30:00 AM 5/25/23 9:30:00	5/26/2023 9:30:00 AM 5/26/23 9:30:00	Paper
CHH	VBX1-L-Leisure	9.92 %	99	Long	$112.50	$118.19	5.06 %	5/24/2023 9:30:00 AM 5/24/23 9:30:00	5/26/2023 9:30:00 AM 5/26/23 9:30:00	Paper
ARCO	TLB1-L-Leisure	2.49 %	378	Long	$7.47	$8.62	15.39 %	4/14/2023 9:30:00 AM 4/14/23 9:30:00	5/24/2023 9:30:00 AM 5/24/23 9:30:00	Paper
WEN	TLB1-L-Leisure	2.49 %	126	Long	$22.23	$22.60	1.66 %	4/4/2023 9:30:00 AM 4/04/23 9:30:00	5/23/2023 9:30:00 AM 5/23/23 9:30:00	Paper
MCD	TLB1-L-Leisure	2.24 %	10	Long	$265.91	$288.15	8.36 %	2/24/2023 9:30:00 AM 2/24/23 9:30:00	5/23/2023 9:30:00 AM 5/23/23 9:30:00	Paper
LVS	R3-L-Leisure	9.91 %	187	Long	$59.72	$60.47	1.26 %	5/18/2023 9:30:00 AM 5/18/23 9:30:00	5/19/2023 9:30:00 AM 5/19/23 9:30:00	Paper
CHDN	R9-L-Leisure	9.88 %	39	Long	$284.60	$289.47	1.71 %	5/18/2023 9:30:00 AM 5/18/23 9:30:00	5/19/2023 9:30:00 AM 5/19/23 9:30:00	Paper
LVS	R7-L-Leisure	9.97 %	190	Long	$59.12	$60.47	2.28 %	5/17/2023 9:30:00 AM 5/17/23 9:30:00	5/19/2023 9:30:00 AM 5/19/23 9:30:00	Paper
CHDN	R7-L-Leisure	9.54 %	37	Long	$287.21	$289.47	0.79 %	5/17/2023 9:30:00 AM 5/17/23 9:30:00	5/19/2023 9:30:00 AM 5/19/23 9:30:00	Paper
LVS	R9-L-Leisure	9.92 %	187	Long	$59.74	$60.47	1.22 %	5/16/2023 9:30:00 AM 5/16/23 9:30:00	5/19/2023 9:30:00 AM 5/19/23 9:30:00	Paper
MGM	R9-L-Leisure	9.98 %	266	Long	$42.10	$42.88	1.85 %	5/15/2023 9:30:00 AM 5/15/23 9:30:00	5/19/2023 9:30:00 AM 5/19/23 9:30:00	Paper
CHH	VBX1-L-Leisure	9.91 %	91	Long	$122.29	$122.43	0.11 %	5/15/2023 9:30:00 AM 5/15/23 9:30:00	5/18/2023 9:30:00 AM 5/18/23 9:30:00	Paper
CHH	R7-L-Leisure	9.91 %	91	Long	$122.29	$122.43	0.11 %	5/15/2023 9:30:00 AM 5/15/23 9:30:00	5/18/2023 9:30:00 AM 5/18/23 9:30:00	Paper
CHH	R9-L-Leisure	9.97 %	91	Long	$122.44	$122.41	-0.02 %	5/12/2023 9:30:00 AM 5/12/23 9:30:00	5/16/2023 9:30:00 AM 5/16/23 9:30:00	Paper
TXRH	R7-L-Leisure	9.88 %	104	Long	$108.00	$107.71	-0.27 %	5/10/2023 9:30:00 AM 5/10/23 9:30:00	5/16/2023 9:30:00 AM 5/16/23 9:30:00	Paper
TXRH	R3-L-Leisure	9.88 %	104	Long	$108.00	$107.71	-0.27 %	5/10/2023 9:30:00 AM 5/10/23 9:30:00	5/16/2023 9:30:00 AM 5/16/23 9:30:00	Paper
TXRH	R9-L-Leisure	9.88 %	104	Long	$107.97	$107.71	-0.24 %	5/9/2023 9:30:00 AM 5/09/23 9:30:00	5/16/2023 9:30:00 AM 5/16/23 9:30:00	Paper
EAT	R7-L-Leisure	9.97 %	306	Long	$36.79	$37.06	0.73 %	5/9/2023 9:30:00 AM 5/09/23 9:30:00	5/15/2023 9:30:00 AM 5/15/23 9:30:00	Paper
CHH	VP1-L-Leisure	9.81 %	97	Long	$112.05	$121.54	8.47 %	3/28/2023 9:30:00 AM 3/28/23 9:30:00	5/11/2023 9:30:00 AM 5/11/23 9:30:00	Paper
LVS	TLB1-L-Leisure	2.47 %	49	Long	$56.68	$61.47	8.45 %	4/6/2023 9:30:00 AM 4/06/23 9:30:00	5/4/2023 9:30:00 AM 5/04/23 9:30:00	Paper
SBUX	TLB1-L-Leisure	2.43 %	27	Long	$100.69	$104.27	3.56 %	3/22/2023 9:30:00 AM 3/22/23 9:30:00	5/4/2023 9:30:00 AM 5/04/23 9:30:00	Paper
MAR	R7-L-Leisure	9.79 %	65	Long	$166.00	$173.75	4.67 %	4/27/2023 9:30:00 AM 4/27/23 9:30:00	5/2/2023 9:30:00 AM 5/02/23 9:30:00	Paper
MTN	R5-L-Leisure	9.85 %	46	Long	$237.15	$240.39	1.37 %	4/28/2023 9:30:00 AM 4/28/23 9:30:00	5/1/2023 9:30:00 AM 5/01/23 9:30:00	Paper
MAR	R9-L-Leisure	9.83 %	66	Long	$165.15	$168.96	2.31 %	4/28/2023 9:30:00 AM 4/28/23 9:30:00	5/1/2023 9:30:00 AM 5/01/23 9:30:00	Paper
RRGB	R9-L-Leisure	9.99 %	863	Long	$12.90	$13.01	0.85 %	4/26/2023 9:30:00 AM 4/26/23 9:30:00	5/1/2023 9:30:00 AM 5/01/23 9:30:00	Paper
RRGB	R7-L-Leisure	9.98 %	809	Long	$14.07	$13.01	-7.50 %	4/24/2023 9:30:00 AM 4/24/23 9:30:00	5/1/2023 9:30:00 AM 5/01/23 9:30:00	Paper
CBRL	VBX1-L-Leisure	9.91 %	105	Long	$107.22	$105.31	-1.78 %	4/20/2023 9:30:00 AM 4/20/23 9:30:00	4/28/2023 9:30:00 AM 4/28/23 9:30:00	Paper
CBRL	R7-L-Leisure	9.83 %	104	Long	$107.37	$105.31	-1.92 %	4/19/2023 9:30:00 AM 4/19/23 9:30:00	4/28/2023 9:30:00 AM 4/28/23 9:30:00	Paper
CBRL	R5-L-Leisure	9.90 %	104	Long	$108.47	$105.31	-2.91 %	4/18/2023 9:30:00 AM 4/18/23 9:30:00	4/28/2023 9:30:00 AM 4/28/23 9:30:00	Paper
DPZ	TLB1-L-Leisure	2.24 %	8	Long	$314.81	$318.33	1.12 %	3/27/2023 9:30:00 AM 3/27/23 9:30:00	4/28/2023 9:30:00 AM 4/28/23 9:30:00	Paper
CHH	TLB1-L-Leisure	2.40 %	23	Long	$117.97	$123.60	4.77 %	4/4/2023 9:30:00 AM 4/04/23 9:30:00	4/27/2023 9:30:00 AM 4/27/23 9:30:00	Paper
RCL	TLB1-L-Leisure	2.48 %	43	Long	$64.85	$60.38	-6.89 %	3/31/2023 9:30:00 AM 3/31/23 9:30:00	4/27/2023 9:30:00 AM 4/27/23 9:30:00	Paper
MAR	TLB1-L-Leisure	2.46 %	17	Long	$163.92	$166.00	1.27 %	3/30/2023 9:30:00 AM 3/30/23 9:30:00	4/27/2023 9:30:00 AM 4/27/23 9:30:00	Paper
MTN	TLB1-L-Leisure	2.36 %	12	Long	$220.69	$234.66	6.33 %	3/23/2023 9:30:00 AM 3/23/23 9:30:00	4/27/2023 9:30:00 AM 4/27/23 9:30:00	Paper
DIN	TLB1-L-Leisure	2.43 %	40	Long	$68.80	$63.92	-7.09 %	4/4/2023 9:30:00 AM 4/04/23 9:30:00	4/25/2023 9:30:00 AM 4/25/23 9:30:00	Paper
FRGI	TLB1-L-Leisure	2.49 %	318	Long	$8.67	$7.90	-8.88 %	3/20/2023 9:30:00 AM 3/20/23 9:30:00	4/25/2023 9:30:00 AM 4/25/23 9:30:00	Paper
RRGB	R3-L-Leisure	9.99 %	811	Long	$13.87	$14.07	1.41 %	4/19/2023 9:30:00 AM 4/19/23 9:30:00	4/24/2023 9:30:00 AM 4/24/23 9:30:00	Paper
SIX	TLB1-L-Leisure	2.50 %	110	Long	$25.62	$23.38	-8.74 %	4/6/2023 9:30:00 AM 4/06/23 9:30:00	4/24/2023 9:30:00 AM 4/24/23 9:30:00	Paper
FUN	VBX1-L-Leisure	9.95 %	275	Long	$40.89	$42.16	3.11 %	4/17/2023 9:30:00 AM 4/17/23 9:30:00	4/20/2023 9:30:00 AM 4/20/23 9:30:00	Paper
FUN	R7-L-Leisure	9.94 %	260	Long	$43.51	$40.89	-6.02 %	4/13/2023 9:30:00 AM 4/13/23 9:30:00	4/17/2023 9:30:00 AM 4/17/23 9:30:00	Paper
FUN	R5-L-Leisure	9.97 %	249	Long	$44.58	$40.89	-8.28 %	4/10/2023 9:30:00 AM 4/10/23 9:30:00	4/17/2023 9:30:00 AM 4/17/23 9:30:00	Paper
CAKE	TLB1-L-Leisure	2.49 %	80	Long	$35.09	$32.86	-6.36 %	4/3/2023 9:30:00 AM 4/03/23 9:30:00	4/14/2023 9:30:00 AM 4/14/23 9:30:00	Paper
MGM	R3-L-Leisure	9.97 %	262	Long	$43.31	$44.30	2.29 %	4/11/2023 9:30:00 AM 4/11/23 9:30:00	4/12/2023 9:30:00 AM 4/12/23 9:30:00	Paper
RCL	R9-L-Leisure	9.97 %	183	Long	$60.72	$63.93	5.29 %	4/10/2023 9:30:00 AM 4/10/23 9:30:00	4/12/2023 9:30:00 AM 4/12/23 9:30:00	Paper
CAKE	R7-L-Leisure	9.96 %	332	Long	$33.84	$34.17	0.98 %	4/6/2023 9:30:00 AM 4/06/23 9:30:00	4/11/2023 9:30:00 AM 4/11/23 9:30:00	Paper
ARCO	TLB1-L-Leisure	2.50 %	365	Long	$7.72	$7.26	-5.96 %	4/3/2023 9:30:00 AM 4/03/23 9:30:00	4/5/2023 9:30:00 AM 4/05/23 9:30:00	Paper
FRGI	R7-L-Leisure	9.99 %	1378	Long	$8.21	$8.23	0.24 %	3/31/2023 9:30:00 AM 3/31/23 9:30:00	4/3/2023 9:30:00 AM 4/03/23 9:30:00	Paper
RCL	R5-L-Leisure	9.95 %	182	Long	$62.30	$63.10	1.28 %	3/27/2023 9:30:00 AM 3/27/23 9:30:00	3/29/2023 9:30:00 AM 3/29/23 9:30:00	Paper
CAKE	R7-L-Leisure	9.98 %	325	Long	$33.89	$34.95	3.13 %	3/24/2023 9:30:00 AM 3/24/23 9:30:00	3/29/2023 9:30:00 AM 3/29/23 9:30:00	Paper
SIX	R5-L-Leisure	9.98 %	465	Long	$24.23	$24.39	0.66 %	3/27/2023 9:30:00 AM 3/27/23 9:30:00	3/28/2023 9:30:00 AM 3/28/23 9:30:00	Paper
CHDN	TLB1-L-Leisure	2.45 %	11	Long	$247.50	$244.37	-1.26 %	3/20/2023 9:30:00 AM 3/20/23 9:30:00	3/27/2023 9:30:00 AM 3/27/23 9:30:00	Paper
PZZA	TLB1-L-Leisure	2.43 %	35	Long	$76.74	$76.99	0.33 %	3/13/2023 9:30:00 AM 3/13/23 9:30:00	3/24/2023 9:30:00 AM 3/24/23 9:30:00	Paper
FUN	R5-L-Leisure	9.97 %	252	Long	$44.09	$44.94	1.93 %	3/20/2023 9:30:00 AM 3/20/23 9:30:00	3/22/2023 9:30:00 AM 3/22/23 9:30:00	Paper
FUN	R3-L-Leisure	9.98 %	248	Long	$44.51	$44.94	0.97 %	3/17/2023 9:30:00 AM 3/17/23 9:30:00	3/22/2023 9:30:00 AM 3/22/23 9:30:00	Paper
DIN	R3-L-Leisure	9.87 %	161	Long	$72.17	$68.44	-5.17 %	3/8/2023 9:30:00 AM 3/08/23 9:30:00	3/22/2023 9:30:00 AM 3/22/23 9:30:00	Paper
CAKE	R7-L-Leisure	9.95 %	317	Long	$35.88	$35.78	-0.28 %	3/10/2023 9:30:00 AM 3/10/23 9:30:00	3/17/2023 9:30:00 AM 3/17/23 9:30:00	Paper
WEN	R5-L-Leisure	10.00 %	546	Long	$21.57	$20.92	-2.99 %	3/9/2023 9:30:00 AM 3/09/23 9:30:00	3/17/2023 9:30:00 AM 3/17/23 9:30:00	Paper
DIN	VBX1-L-Leisure	9.96 %	162	Long	$72.45	$65.74	-9.26 %	3/9/2023 9:30:00 AM 3/09/23 9:30:00	3/17/2023 9:30:00 AM 3/17/23 9:30:00	Paper
CAKE	R5-L-Leisure	9.99 %	320	Long	$36.85	$35.78	-2.90 %	3/8/2023 9:30:00 AM 3/08/23 9:30:00	3/17/2023 9:30:00 AM 3/17/23 9:30:00	Paper
EAT	R7-L-Leisure	9.96 %	314	Long	$36.40	$35.79	-1.68 %	3/10/2023 9:30:00 AM 3/10/23 9:30:00	3/16/2023 9:30:00 AM 3/16/23 9:30:00	Paper
CAKE	R3-L-Leisure	9.95 %	317	Long	$35.88	$34.16	-4.79 %	3/10/2023 9:30:00 AM 3/10/23 9:30:00	3/16/2023 9:30:00 AM 3/16/23 9:30:00	Paper
DIN	R7-L-Leisure	9.95 %	161	Long	$72.10	$63.99	-11.25 %	3/2/2023 9:30:00 AM 3/02/23 9:30:00	3/16/2023 9:30:00 AM 3/16/23 9:30:00	Paper
DIN	R5-L-Leisure	9.95 %	161	Long	$72.10	$63.99	-11.25 %	3/2/2023 9:30:00 AM 3/02/23 9:30:00	3/16/2023 9:30:00 AM 3/16/23 9:30:00	Paper
ARCO	TLB1-L-Leisure	2.50 %	348	Long	$8.46	$7.75	-8.39 %	3/9/2023 9:30:00 AM 3/09/23 9:30:00	3/13/2023 9:30:00 AM 3/13/23 9:30:00	Paper
MGM	TLB1-L-Leisure	2.47 %	73	Long	$38.87	$43.01	10.65 %	1/11/2023 9:30:00 AM 1/11/23 9:30:00	3/10/2023 9:30:00 AM 3/10/23 9:30:00	Paper
ARCO	R3-L-Leisure	10.00 %	1457	Long	$8.21	$8.29	0.97 %	3/3/2023 9:30:00 AM 3/03/23 9:30:00	3/7/2023 9:30:00 AM 3/07/23 9:30:00	Paper
FRGI	VBX1-L-Leisure	9.99 %	1446	Long	$7.96	$7.91	-0.63 %	3/1/2023 9:30:00 AM 3/01/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
MTN	VBX1-L-Leisure	9.77 %	49	Long	$236.51	$239.18	1.13 %	2/22/2023 9:30:00 AM 2/22/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
MTN	R7-L-Leisure	9.77 %	49	Long	$236.51	$239.18	1.13 %	2/22/2023 9:30:00 AM 2/22/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
MTN	R5-L-Leisure	9.82 %	48	Long	$241.00	$239.18	-0.76 %	2/21/2023 9:30:00 AM 2/21/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
FRGI	R7-L-Leisure	9.99 %	1423	Long	$8.35	$7.91	-5.27 %	2/21/2023 9:30:00 AM 2/21/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
FRGI	R9-L-Leisure	9.99 %	1395	Long	$8.20	$7.91	-3.57 %	2/16/2023 9:30:00 AM 2/16/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
FRGI	R3-L-Leisure	9.99 %	1395	Long	$8.20	$7.91	-3.57 %	2/16/2023 9:30:00 AM 2/16/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
EAT	VBX1-L-Leisure	9.98 %	306	Long	$38.01	$38.97	2.53 %	3/1/2023 9:30:00 AM 3/01/23 9:30:00	3/2/2023 9:30:00 AM 3/02/23 9:30:00	Paper
CHH	R5-L-Leisure	9.90 %	98	Long	$120.74	$119.84	-0.75 %	2/22/2023 9:30:00 AM 2/22/23 9:30:00	3/2/2023 9:30:00 AM 3/02/23 9:30:00	Paper
CMG	R9-L-Leisure	9.14 %	7	Long	$1,557.01	$1,483.00	-4.75 %	2/23/2023 9:30:00 AM 2/23/23 9:30:00	3/1/2023 9:30:00 AM 3/01/23 9:30:00	Paper
MGM	R7-L-Leisure	9.96 %	275	Long	$43.11	$43.00	-0.26 %	2/22/2023 9:30:00 AM 2/22/23 9:30:00	3/1/2023 9:30:00 AM 3/01/23 9:30:00	Paper
WEN	TLB1-L-Leisure	2.49 %	134	Long	$21.53	$22.27	3.44 %	1/30/2023 9:30:00 AM 1/30/23 9:30:00	3/1/2023 9:30:00 AM 3/01/23 9:30:00	Paper
CHDN	TLB1-L-Leisure	2.28 %	12	Long	$216.84	$241.34	11.30 %	1/6/2023 9:30:00 AM 1/06/23 9:30:00	2/24/2023 9:30:00 AM 2/24/23 9:30:00	Paper
EAT	R9-L-Leisure	9.99 %	306	Long	$39.38	$40.88	3.81 %	2/22/2023 9:30:00 AM 2/22/23 9:30:00	2/23/2023 9:30:00 AM 2/23/23 9:30:00	Paper
CBRL	R7-L-Leisure	9.89 %	107	Long	$108.84	$111.00	1.98 %	2/13/2023 9:30:00 AM 2/13/23 9:30:00	2/16/2023 9:30:00 AM 2/16/23 9:30:00	Paper
CMG	R5-L-Leisure	9.47 %	7	Long	$1,589.40	$1,650.00	3.81 %	2/13/2023 9:30:00 AM 2/13/23 9:30:00	2/15/2023 9:30:00 AM 2/15/23 9:30:00	Paper
CBRL	R9-L-Leisure	9.89 %	107	Long	$108.84	$110.49	1.52 %	2/13/2023 9:30:00 AM 2/13/23 9:30:00	2/15/2023 9:30:00 AM 2/15/23 9:30:00	Paper
PZZA	R3-L-Leisure	9.88 %	127	Long	$89.84	$90.83	1.10 %	2/10/2023 9:30:00 AM 2/10/23 9:30:00	2/15/2023 9:30:00 AM 2/15/23 9:30:00	Paper
CAKE	R7-L-Leisure	9.96 %	308	Long	$37.65	$38.42	2.05 %	2/10/2023 9:30:00 AM 2/10/23 9:30:00	2/14/2023 9:30:00 AM 2/14/23 9:30:00	Paper
PZZA	TLB1-L-Leisure	2.48 %	35	Long	$81.94	$89.29	8.97 %	1/17/2023 9:30:00 AM 1/17/23 9:30:00	2/13/2023 9:30:00 AM 2/13/23 9:30:00	Paper
SBUX	R3-L-Leisure	9.94 %	111	Long	$104.83	$106.32	1.42 %	2/7/2023 9:30:00 AM 2/07/23 9:30:00	2/8/2023 9:30:00 AM 2/08/23 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	R3-L-Leisure	64.5 %	5.2	-0.3 %	4.2 %	2.9 %	9.9 %	8.2 %	-0.1	5.2
100%	R5-L-Leisure	62.2 %	3.1	-0.3 %	5.5 %	2.9 %	9.8 %	6.2 %	-0.1	3.1
100%	R7-L-Leisure	66.2 %	5.4	3.0 %	5.1 %	2.8 %	9.9 %	10.0 %	0.6	5.4
100%	R9-L-Leisure	71.4 %	4.1	2.7 %	2.0 %	1.5 %	9.9 %	6.0 %	1.3	4.1
25%	TLB1-L-Leisure	53.3 %	5.0	18.7 %	10.3 %	6.5 %	9.9 %	55.6 %	1.8	5.0
100%	VBX1-L-Leisure	64.5 %	5.2	3.4 %	2.3 %	2.3 %	9.9 %	8.4 %	1.5	5.2
100%	VP1-L-Leisure	87.5 %	0.7	5.5 %	4.1 %	2.8 %	9.8 %	10.2 %	1.4	0.7

Lists Used

List Name	Description	Dynamic List
Leisure	Leisure Group	No

Filters Used

Strategy Name	Filter Name	Description	Periodicity	Dynamic 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: 8.4%

Per Trade Allocation: 8%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 18.4

* 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:

Very Strong Trending Markets

RTM:

57%

Volatile, Trending Markets

Swing:

43%

Cyclical Markets

Trending:

Strong Trending Markets