Portfolio

Portfolio Image

Mobile Data

Created by: OmniVest
Date Created: 9/24/2014

Return:

+14%

ROAI:

+33%

Stability:

 
69

Consistency:

 
58
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
Industry Group
Bullish Market
Long
Medium
Stocks
Reversion to Mean


How This Portfolio was Built:
We used Reversion to Mean and Trend Following Systems on the Mobile Data list to capitalize on all types of entry Signals.
Open Positions
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
TLB1-L-MobileDataCRUSLong2.48 %3711/9/2023 9:30:00 AM$72.37$78.107.92 %Paper
DAR2-L-MobileDataCRUSLong2.47 %3611/15/2023 9:30:00 AM$75.54$78.103.39 %Paper
DAR2-L-MobileDataMSFTLong2.27 %711/2/2023 9:30:00 AM$347.24$372.527.28 %Paper
T2-L-MobileDataMSFTLong2.41 %102/21/2023 9:30:00 AM$254.48$372.5246.38 %Paper
R8-L-MobileDataMULong9.91 %14612/5/2023 9:30:00 AM$73.47$73.690.30 %Paper
T2-L-MobileDataMULong2.49 %442/10/2023 9:30:00 AM$60.50$73.6921.80 %Paper
GUP1-L-MobileDataQCOMLong4.94 %4511/3/2023 9:30:00 AM$117.95$130.7510.85 %Paper
T2-L-MobileDataQCOMLong2.45 %237/12/2023 9:30:00 AM$117.56$130.7511.22 %Paper
T2-L-MobileDataSIMOLong2.46 %4611/17/2023 9:30:00 AM$59.03$58.23-1.36 %Paper
DAR2-L-MobileDataSTMLong2.49 %5811/30/2023 9:30:00 AM$47.81$47.48-0.69 %Paper
TLB1-L-MobileDataSWKSLong2.49 %2911/16/2023 9:30:00 AM$93.78$99.045.61 %Paper
DAR2-L-MobileDataSWKSLong2.46 %2911/15/2023 9:30:00 AM$93.20$99.046.27 %Paper
T2-L-MobileDataSYNALong2.46 %2611/22/2023 9:30:00 AM$104.48$97.39-6.79 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
12/5/2022 - 12/5/2023
61.6%
14.4%
32.7%
7.1%
4.4%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

2.0
15.4
5.9%
43.9%
$114,388

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
HIMXTLB1-L-MobileData2.50 %467Long$5.86$6.002.39 %
11/14/2023 9:30:00 AM
11/14/23 9:30:00
11/29/2023 9:30:00 AM
11/29/23 9:30:00
Paper
MUTLB1-L-MobileData2.44 %36Long$72.48$77.456.86 %
11/7/2023 9:30:00 AM
11/07/23 9:30:00
11/29/2023 9:30:00 AM
11/29/23 9:30:00
Paper
LPLDAR2-L-MobileData2.50 %559Long$4.92$4.920.00 %
11/3/2023 9:30:00 AM
11/03/23 9:30:00
11/28/2023 9:30:00 AM
11/28/23 9:30:00
Paper
LPLTLB1-L-MobileData2.50 %559Long$4.92$4.971.02 %
11/3/2023 9:30:00 AM
11/03/23 9:30:00
11/27/2023 9:30:00 AM
11/27/23 9:30:00
Paper
SYNADAR2-L-MobileData2.44 %27Long$97.18$104.487.51 %
11/13/2023 9:30:00 AM
11/13/23 9:30:00
11/22/2023 9:30:00 AM
11/22/23 9:30:00
Paper
SIMOGUP1-L-MobileData4.99 %95Long$56.28$58.684.26 %
11/3/2023 9:30:00 AM
11/03/23 9:30:00
11/22/2023 9:30:00 AM
11/22/23 9:30:00
Paper
MUDAR2-L-MobileData2.44 %36Long$72.58$76.004.71 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
11/14/2023 9:30:00 AM
11/14/23 9:30:00
Paper
LPLTLB1-L-MobileData2.50 %601Long$4.55$4.48-1.54 %
10/30/2023 9:30:00 AM
10/30/23 9:30:00
11/1/2023 9:30:00 AM
11/01/23 9:30:00
Paper
NVDAGUP1-L-MobileData4.82 %11Long$481.35$411.30-14.55 %
8/22/2023 9:30:00 AM
8/22/23 9:30:00
10/27/2023 9:30:00 AM
10/27/23 9:30:00
Paper
QCOMTLB1-L-MobileData2.43 %23Long$112.20$104.75-6.64 %
9/19/2023 9:30:00 AM
9/19/23 9:30:00
10/26/2023 9:30:00 AM
10/26/23 9:30:00
Paper
AAPLR8-L-MobileData9.80 %60Long$176.04$171.88-2.36 %
10/19/2023 9:30:00 AM
10/19/23 9:30:00
10/25/2023 9:30:00 AM
10/25/23 9:30:00
Paper
NVDAR5-L-MobileData9.41 %24Long$428.11$430.770.62 %
10/19/2023 9:30:00 AM
10/19/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
CRUSTLB1-L-MobileData2.48 %38Long$70.62$67.01-5.11 %
10/16/2023 9:30:00 AM
10/16/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
SIMOTLB1-L-MobileData2.48 %50Long$52.95$54.993.85 %
9/6/2023 9:30:00 AM
9/06/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
SWKSTLB1-L-MobileData2.46 %27Long$97.44$91.78-5.81 %
10/9/2023 9:30:00 AM
10/09/23 9:30:00
10/23/2023 9:30:00 AM
10/23/23 9:30:00
Paper
AAPLTLB1-L-MobileData2.43 %15Long$172.26$170.91-0.78 %
10/3/2023 9:30:00 AM
10/03/23 9:30:00
10/23/2023 9:30:00 AM
10/23/23 9:30:00
Paper
HIMXTLB1-L-MobileData2.50 %457Long$5.86$5.50-6.14 %
10/2/2023 9:30:00 AM
10/02/23 9:30:00
10/23/2023 9:30:00 AM
10/23/23 9:30:00
Paper
SYNATLB1-L-MobileData2.44 %31Long$82.22$89.608.98 %
9/25/2023 9:30:00 AM
9/25/23 9:30:00
10/23/2023 9:30:00 AM
10/23/23 9:30:00
Paper
CRUST2-L-MobileData2.47 %33Long$79.97$68.17-14.76 %
8/15/2023 9:30:00 AM
8/15/23 9:30:00
10/20/2023 9:30:00 AM
10/20/23 9:30:00
Paper
SYNAT2-L-MobileData2.44 %29Long$91.70$92.490.86 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
10/20/2023 9:30:00 AM
10/20/23 9:30:00
Paper
STMTLB1-L-MobileData2.46 %61Long$42.29$43.392.60 %
9/26/2023 9:30:00 AM
9/26/23 9:30:00
10/16/2023 9:30:00 AM
10/16/23 9:30:00
Paper
SIMOGUP1-L-MobileData4.95 %100Long$52.67$56.787.80 %
10/5/2023 9:30:00 AM
10/05/23 9:30:00
10/11/2023 9:30:00 AM
10/11/23 9:30:00
Paper
AAPLR5-L-MobileData9.83 %61Long$172.02$172.260.14 %
9/29/2023 9:30:00 AM
9/29/23 9:30:00
10/3/2023 9:30:00 AM
10/03/23 9:30:00
Paper
MUR5-L-MobileData9.97 %162Long$66.36$68.242.83 %
9/29/2023 9:30:00 AM
9/29/23 9:30:00
10/2/2023 9:30:00 AM
10/02/23 9:30:00
Paper
MSFTR5-L-MobileData9.49 %32Long$310.99$316.281.70 %
9/28/2023 9:30:00 AM
9/28/23 9:30:00
10/2/2023 9:30:00 AM
10/02/23 9:30:00
Paper
MSFTR8-L-MobileData9.68 %32Long$319.26$317.75-0.47 %
9/21/2023 9:30:00 AM
9/21/23 9:30:00
9/29/2023 9:30:00 AM
9/29/23 9:30:00
Paper
LPLDAR2-L-MobileData2.50 %521Long$5.16$4.80-6.98 %
8/30/2023 9:30:00 AM
8/30/23 9:30:00
9/28/2023 9:30:00 AM
9/28/23 9:30:00
Paper
AAPLR5-L-MobileData9.68 %59Long$176.48$177.520.59 %
9/15/2023 9:30:00 AM
9/15/23 9:30:00
9/19/2023 9:30:00 AM
9/19/23 9:30:00
Paper
MSFTTLB1-L-MobileData2.38 %8Long$317.93$326.172.59 %
8/21/2023 9:30:00 AM
8/21/23 9:30:00
9/19/2023 9:30:00 AM
9/19/23 9:30:00
Paper
NVDAR3-L-MobileData9.40 %22Long$461.48$453.41-1.75 %
9/11/2023 9:30:00 AM
9/11/23 9:30:00
9/15/2023 9:30:00 AM
9/15/23 9:30:00
Paper
NVDAR1-L-MobileData9.72 %23Long$446.00$459.503.03 %
9/13/2023 9:30:00 AM
9/13/23 9:30:00
9/14/2023 9:30:00 AM
9/14/23 9:30:00
Paper
HIMXTLB1-L-MobileData2.50 %438Long$6.07$5.67-6.59 %
8/29/2023 9:30:00 AM
8/29/23 9:30:00
9/14/2023 9:30:00 AM
9/14/23 9:30:00
Paper
STMR8-L-MobileData9.94 %232Long$43.74$43.860.27 %
9/7/2023 9:30:00 AM
9/07/23 9:30:00
9/12/2023 9:30:00 AM
9/12/23 9:30:00
Paper
SWKST2-L-MobileData2.40 %23Long$115.41$98.50-14.65 %
7/19/2023 9:30:00 AM
7/19/23 9:30:00
9/8/2023 9:30:00 AM
9/08/23 9:30:00
Paper
AAPLGUP1-L-MobileData4.88 %29Long$180.67$175.18-3.04 %
8/24/2023 9:30:00 AM
8/24/23 9:30:00
9/7/2023 9:30:00 AM
9/07/23 9:30:00
Paper
NVDADAR2-L-MobileData2.19 %5Long$481.35$484.410.64 %
8/22/2023 9:30:00 AM
8/22/23 9:30:00
9/6/2023 9:30:00 AM
9/06/23 9:30:00
Paper
SYNAR1-L-MobileData9.93 %123Long$88.10$86.01-2.37 %
8/24/2023 9:30:00 AM
8/24/23 9:30:00
8/29/2023 9:30:00 AM
8/29/23 9:30:00
Paper
SYNAR3-L-MobileData9.88 %118Long$87.07$86.01-1.22 %
8/18/2023 9:30:00 AM
8/18/23 9:30:00
8/29/2023 9:30:00 AM
8/29/23 9:30:00
Paper
CRUSDAR2-L-MobileData2.48 %33Long$82.70$78.64-4.91 %
7/13/2023 9:30:00 AM
7/13/23 9:30:00
8/28/2023 9:30:00 AM
8/28/23 9:30:00
Paper
STMR5-L-MobileData9.93 %229Long$46.22$47.753.31 %
8/21/2023 9:30:00 AM
8/21/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
MSFTR5-L-MobileData9.52 %32Long$317.93$325.502.38 %
8/21/2023 9:30:00 AM
8/21/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
STMR8-L-MobileData9.92 %229Long$45.46$47.755.04 %
8/18/2023 9:30:00 AM
8/18/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
AAPLR5-L-MobileData9.85 %60Long$172.30$177.062.76 %
8/18/2023 9:30:00 AM
8/18/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
QCOMR1-L-MobileData9.92 %91Long$114.13$111.47-2.33 %
8/11/2023 9:30:00 AM
8/11/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
STMR5-L-MobileData9.98 %210Long$50.37$45.46-9.75 %
8/4/2023 9:30:00 AM
8/04/23 9:30:00
8/18/2023 9:30:00 AM
8/18/23 9:30:00
Paper
HIMXT2-L-MobileData2.50 %374Long$7.36$6.39-13.18 %
7/17/2023 9:30:00 AM
7/17/23 9:30:00
8/17/2023 9:30:00 AM
8/17/23 9:30:00
Paper
STMT2-L-MobileData2.46 %51Long$53.37$46.24-13.36 %
7/14/2023 9:30:00 AM
7/14/23 9:30:00
8/17/2023 9:30:00 AM
8/17/23 9:30:00
Paper
LPLTLB1-L-MobileData2.50 %505Long$5.37$5.00-6.89 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/16/2023 9:30:00 AM
8/16/23 9:30:00
Paper
SWKSR1-L-MobileData9.87 %97Long$106.77$107.720.89 %
8/11/2023 9:30:00 AM
8/11/23 9:30:00
8/15/2023 9:30:00 AM
8/15/23 9:30:00
Paper
NVDAR5-L-MobileData9.59 %24Long$417.51$445.606.73 %
8/11/2023 9:30:00 AM
8/11/23 9:30:00
8/15/2023 9:30:00 AM
8/15/23 9:30:00
Paper
NVDAR1-L-MobileData9.59 %24Long$417.51$445.606.73 %
8/11/2023 9:30:00 AM
8/11/23 9:30:00
8/15/2023 9:30:00 AM
8/15/23 9:30:00
Paper
MUR5-L-MobileData9.93 %161Long$64.90$67.594.14 %
8/11/2023 9:30:00 AM
8/11/23 9:30:00
8/15/2023 9:30:00 AM
8/15/23 9:30:00
Paper
AAPLR5-L-MobileData9.80 %58Long$182.13$178.88-1.78 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/15/2023 9:30:00 AM
8/15/23 9:30:00
Paper
LPLGUP1-L-MobileData5.00 %989Long$5.50$5.19-5.64 %
8/2/2023 9:30:00 AM
8/02/23 9:30:00
8/14/2023 9:30:00 AM
8/14/23 9:30:00
Paper
NVDADAR2-L-MobileData2.08 %5Long$465.83$421.60-9.49 %
7/14/2023 9:30:00 AM
7/14/23 9:30:00
8/10/2023 9:30:00 AM
8/10/23 9:30:00
Paper
SWKSR3-L-MobileData9.94 %98Long$110.23$106.59-3.30 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
NVDAR3-L-MobileData9.54 %23Long$451.11$448.53-0.57 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
MSFTR3-L-MobileData9.46 %31Long$333.63$326.96-2.00 %
8/2/2023 9:30:00 AM
8/02/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
AAPLT2-L-MobileData2.37 %17Long$147.11$179.6922.15 %
2/24/2023 9:30:00 AM
2/24/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
SYNATLB1-L-MobileData2.44 %31Long$83.55$91.709.75 %
5/19/2023 9:30:00 AM
5/19/23 9:30:00
8/7/2023 9:30:00 AM
8/07/23 9:30:00
Paper
QCOMGUP1-L-MobileData4.90 %44Long$123.00$117.76-4.26 %
7/14/2023 9:30:00 AM
7/14/23 9:30:00
8/4/2023 9:30:00 AM
8/04/23 9:30:00
Paper
QCOMTLB1-L-MobileData2.46 %23Long$117.80$117.76-0.03 %
7/11/2023 9:30:00 AM
7/11/23 9:30:00
8/4/2023 9:30:00 AM
8/04/23 9:30:00
Paper
NVDAR3-L-MobileData9.29 %22Long$460.21$465.191.08 %
7/26/2023 9:30:00 AM
7/26/23 9:30:00
7/27/2023 9:30:00 AM
7/27/23 9:30:00
Paper
SIMOR1-L-MobileData9.98 %172Long$64.43$59.23-8.07 %
7/12/2023 9:30:00 AM
7/12/23 9:30:00
7/27/2023 9:30:00 AM
7/27/23 9:30:00
Paper
STMR1-L-MobileData9.94 %212Long$50.99$51.150.31 %
7/25/2023 9:30:00 AM
7/25/23 9:30:00
7/26/2023 9:30:00 AM
7/26/23 9:30:00
Paper
SIMOT2-L-MobileData2.44 %39Long$70.50$53.00-24.82 %
7/5/2023 9:30:00 AM
7/05/23 9:30:00
7/25/2023 9:30:00 AM
7/25/23 9:30:00
Paper
MSFTDAR2-L-MobileData2.20 %7Long$345.68$353.572.28 %
7/17/2023 9:30:00 AM
7/17/23 9:30:00
7/20/2023 9:30:00 AM
7/20/23 9:30:00
Paper
CRUSTLB1-L-MobileData2.47 %34Long$76.21$79.634.49 %
5/23/2023 9:30:00 AM
5/23/23 9:30:00
7/18/2023 9:30:00 AM
7/18/23 9:30:00
Paper
SYNADAR2-L-MobileData2.48 %30Long$91.65$90.19-1.59 %
7/13/2023 9:30:00 AM
7/13/23 9:30:00
7/17/2023 9:30:00 AM
7/17/23 9:30:00
Paper
STMDAR2-L-MobileData2.49 %53Long$52.85$52.04-1.53 %
7/13/2023 9:30:00 AM
7/13/23 9:30:00
7/17/2023 9:30:00 AM
7/17/23 9:30:00
Paper
AAPLR1-L-MobileData9.83 %57Long$190.50$190.23-0.14 %
7/13/2023 9:30:00 AM
7/13/23 9:30:00
7/14/2023 9:30:00 AM
7/14/23 9:30:00
Paper
LPLR5-L-MobileData10.00 %1880Long$5.69$5.964.75 %
7/10/2023 9:30:00 AM
7/10/23 9:30:00
7/13/2023 9:30:00 AM
7/13/23 9:30:00
Paper
AAPLDAR2-L-MobileData2.33 %15Long$166.09$189.6814.20 %
4/20/2023 9:30:00 AM
4/20/23 9:30:00
7/12/2023 9:30:00 AM
7/12/23 9:30:00
Paper
LPLT2-L-MobileData2.50 %430Long$6.19$5.74-7.27 %
3/29/2023 9:30:00 AM
3/29/23 9:30:00
7/11/2023 9:30:00 AM
7/11/23 9:30:00
Paper
SIMOR5-L-MobileData9.96 %155Long$72.80$63.60-12.64 %
7/3/2023 9:30:00 AM
7/03/23 9:30:00
7/10/2023 9:30:00 AM
7/10/23 9:30:00
Paper
LPLR1-L-MobileData10.00 %1845Long$6.11$6.04-1.15 %
7/3/2023 9:30:00 AM
7/03/23 9:30:00
7/5/2023 9:30:00 AM
7/05/23 9:30:00
Paper
CRUSGUP1-L-MobileData4.95 %71Long$77.23$80.334.01 %
6/28/2023 9:30:00 AM
6/28/23 9:30:00
7/5/2023 9:30:00 AM
7/05/23 9:30:00
Paper
SIMODAR2-L-MobileData2.47 %36Long$78.26$70.50-9.92 %
6/27/2023 9:30:00 AM
6/27/23 9:30:00
7/5/2023 9:30:00 AM
7/05/23 9:30:00
Paper
LPLR5-L-MobileData9.99 %1777Long$6.18$6.04-2.27 %
6/27/2023 9:30:00 AM
6/27/23 9:30:00
7/5/2023 9:30:00 AM
7/05/23 9:30:00
Paper
SIMOGUP1-L-MobileData4.97 %91Long$57.90$70.5021.76 %
5/26/2023 9:30:00 AM
5/26/23 9:30:00
7/5/2023 9:30:00 AM
7/05/23 9:30:00
Paper
NVDAR3-L-MobileData9.54 %26Long$416.80$425.172.01 %
6/30/2023 9:30:00 AM
6/30/23 9:30:00
7/3/2023 9:30:00 AM
7/03/23 9:30:00
Paper
NVDAR8-L-MobileData9.52 %26Long$407.99$425.174.21 %
6/27/2023 9:30:00 AM
6/27/23 9:30:00
7/3/2023 9:30:00 AM
7/03/23 9:30:00
Paper
MUR1-L-MobileData9.91 %168Long$65.27$65.650.58 %
6/27/2023 9:30:00 AM
6/27/23 9:30:00
6/28/2023 9:30:00 AM
6/28/23 9:30:00
Paper
STMR5-L-MobileData9.96 %237Long$47.20$48.152.01 %
6/26/2023 9:30:00 AM
6/26/23 9:30:00
6/28/2023 9:30:00 AM
6/28/23 9:30:00
Paper
SWKSR5-L-MobileData9.96 %108Long$102.99$104.551.51 %
6/26/2023 9:30:00 AM
6/26/23 9:30:00
6/27/2023 9:30:00 AM
6/27/23 9:30:00
Paper
MSFTDAR2-L-MobileData2.17 %7Long$351.32$331.86-5.54 %
6/16/2023 9:30:00 AM
6/16/23 9:30:00
6/27/2023 9:30:00 AM
6/27/23 9:30:00
Paper
MSFTGUP1-L-MobileData4.65 %15Long$351.32$331.86-5.54 %
6/16/2023 9:30:00 AM
6/16/23 9:30:00
6/27/2023 9:30:00 AM
6/27/23 9:30:00
Paper
STMDAR2-L-MobileData2.45 %58Long$46.63$47.201.22 %
6/8/2023 9:30:00 AM
6/08/23 9:30:00
6/26/2023 9:30:00 AM
6/26/23 9:30:00
Paper
HIMXTLB1-L-MobileData2.50 %394Long$6.72$7.125.95 %
5/19/2023 9:30:00 AM
5/19/23 9:30:00
6/26/2023 9:30:00 AM
6/26/23 9:30:00
Paper
LPLTLB1-L-MobileData2.50 %438Long$6.01$6.243.83 %
5/18/2023 9:30:00 AM
5/18/23 9:30:00
6/26/2023 9:30:00 AM
6/26/23 9:30:00
Paper
SIMOR5-L-MobileData9.90 %164Long$67.14$71.736.84 %
6/21/2023 9:30:00 AM
6/21/23 9:30:00
6/23/2023 9:30:00 AM
6/23/23 9:30:00
Paper
LPLDAR2-L-MobileData2.50 %422Long$6.32$6.320.00 %
6/6/2023 9:30:00 AM
6/06/23 9:30:00
6/23/2023 9:30:00 AM
6/23/23 9:30:00
Paper
QCOMTLB1-L-MobileData2.47 %24Long$114.50$116.011.32 %
5/30/2023 9:30:00 AM
5/30/23 9:30:00
6/22/2023 9:30:00 AM
6/22/23 9:30:00
Paper
STMTLB1-L-MobileData2.48 %62Long$42.26$47.5012.40 %
5/25/2023 9:30:00 AM
5/25/23 9:30:00
6/22/2023 9:30:00 AM
6/22/23 9:30:00
Paper
SWKSTLB1-L-MobileData2.49 %26Long$100.72$103.422.68 %
5/22/2023 9:30:00 AM
5/22/23 9:30:00
6/22/2023 9:30:00 AM
6/22/23 9:30:00
Paper
SIMOTLB1-L-MobileData2.46 %42Long$63.17$67.146.28 %
6/2/2023 9:30:00 AM
6/02/23 9:30:00
6/21/2023 9:30:00 AM
6/21/23 9:30:00
Paper
SWKSDAR2-L-MobileData2.44 %25Long$107.31$106.74-0.53 %
5/30/2023 9:30:00 AM
5/30/23 9:30:00
6/21/2023 9:30:00 AM
6/21/23 9:30:00
Paper
QCOMGUP1-L-MobileData4.93 %48Long$114.50$118.613.59 %
5/30/2023 9:30:00 AM
5/30/23 9:30:00
6/21/2023 9:30:00 AM
6/21/23 9:30:00
Paper
QCOMDAR2-L-MobileData2.41 %22Long$121.04$121.580.45 %
6/12/2023 9:30:00 AM
6/12/23 9:30:00
6/15/2023 9:30:00 AM
6/15/23 9:30:00
Paper
MSFTR3-L-MobileData9.63 %32Long$328.58$334.471.79 %
6/12/2023 9:30:00 AM
6/12/23 9:30:00
6/13/2023 9:30:00 AM
6/13/23 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
25%ThumbnailDAR2-L-MobileData64.1 %3.30.7 %8.1 %6.1 %9.9 %31.0 %0.13.3
50%ThumbnailGUP1-L-MobileData66.7 %1.54.1 %4.0 %2.0 %9.9 %10.7 %1.01.5
100%ThumbnailR1-L-MobileData70.0 %1.71.5 %2.2 %1.1 %9.9 %2.1 %0.71.7
100%ThumbnailR3-L-MobileData55.2 %2.41.1 %1.2 %0.9 %9.9 %2.8 %0.92.4
100%ThumbnailR5-L-MobileData65.4 %2.20.5 %2.2 %1.2 %9.9 %3.3 %0.22.2
100%ThumbnailR8-L-MobileData75.0 %1.02.2 %0.4 %0.2 %9.8 %1.4 %5.41.0
25%ThumbnailT2-L-MobileData44.4 %1.514.2 %12.2 %10.3 %10.0 %66.2 %1.21.5
25%ThumbnailTLB1-L-MobileData57.1 %2.96.8 %5.4 %3.2 %10.0 %25.8 %1.32.9
25%ThumbnailTUR1-L-MobileData0.0 %0.00.0 %0.0 %0.0 %0.0 %10.0 %0.00.0
Lists Used
List NameDescriptionDynamic List
MobileDataMobileDataNo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic Entries & Exits
(no filters used)

Warnings

Simulation Starting Balance: $100,000.00
 
Creation (Inception) Date: 9/24/2014
 
Back Test: ?* to 9/24/2014
 
Forward Test: None
 
Max Draw Down: 7.1%
 
Per Trade Allocation: 6%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 15.4
 
* 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:
1
11%
Very Strong Trending Markets
RTM:
4
44%
Volatile, Trending Markets
Swing:
1
11%
Cyclical Markets
Trending:
3
33%
Strong Trending Markets