Portfolio

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Portfolio Image

Trading Strength and Weakness

Created by: OmniVest
Date Created: 10/2/2014

Return:

+23%

ROAI:

+31%

Stability:

 
66

Consistency:

 
67
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
Trading Theme

Long
Short
Stocks
Reversion to Mean


Configure Explore Portfolios

Quick Profits on Leaders and Laggards

As the market fluctuates on a daily basis, certain stocks will lead the market and others will lag behind the market. Both of these sets of stocks provide excellent trading opportunities. This portfolio dynamically switches to trading the leaders or laggards as the market becomes more conducive to profiting from one group or the other.

Chart
Key Statistics
Strategies:
% Wins:
CAR:
ROAI:
MDD:
Calmar:
11
62.5%
23.4%
31.2%
15.5%
1.5
How This Portfolio was Built:
 Each day we update our list of the strongest and weakest stocks in the market. We trade these lists with our best Reversion to Mean (RTM) strategies, switching strategies each month based on the previous months performance.
Open Positions
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
R7-L-PRS*AMZNLong9.98 %8512/5/2023 9:30:00 AM$143.55$146.882.32 %Paper
R9-L-NRS*FROLong10.00 %61812/1/2023 9:30:00 AM$20.06$19.25-4.04 %Paper
R7-L-NRS*GOOGLLong9.85 %9412/5/2023 9:30:00 AM$128.95$130.991.58 %Paper
R7-L-NRS*JBLLong9.82 %10411/30/2023 9:30:00 AM$115.51$114.26-1.08 %Paper
R7-L-NRS*LILong9.98 %34112/4/2023 9:30:00 AM$35.72$35.64-0.22 %Paper
R9-L-NRS*LILong9.98 %34112/4/2023 9:30:00 AM$35.72$35.64-0.22 %Paper
R9-L-PRS* (1)METALong9.86 %3812/5/2023 9:30:00 AM$318.98$318.29-0.22 %Paper
R9-L-NRS*METALong9.86 %3812/5/2023 9:30:00 AM$318.98$318.29-0.22 %Paper
R9-L-PRS* (1)MSFTLong9.88 %3312/5/2023 9:30:00 AM$366.45$372.521.66 %Paper
R7-L-PRS*RLXLong10.00 %578912/5/2023 9:30:00 AM$2.08$2.121.92 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
12/5/2022 - 12/5/2023
62.5%
23.4%
31.2%
15.5%
9.7%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

1.5
47.3
9.9%
75.0%
$123,437

Historical Positions
Display All
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
SLRNR7-L-NRS*9.99 %2070Long$5.91$6.7914.89 %
11/29/2023 9:30:00 AM
11/29/23 9:30:00
12/5/2023 9:30:00 AM
12/05/23 9:30:00
Paper
PBRR3-L-PRS*9.98 %785Long$15.44$14.75-4.47 %
11/29/2023 9:30:00 AM
11/29/23 9:30:00
12/5/2023 9:30:00 AM
12/05/23 9:30:00
Paper
TJXR9-L-NRS*9.89 %138Long$88.31$88.540.26 %
12/1/2023 9:30:00 AM
12/01/23 9:30:00
12/4/2023 9:30:00 AM
12/04/23 9:30:00
Paper
TJXR7-L-NRS*9.89 %138Long$88.31$88.540.26 %
12/1/2023 9:30:00 AM
12/01/23 9:30:00
12/4/2023 9:30:00 AM
12/04/23 9:30:00
Paper
NATR9-L-NRS*10.00 %3114Long$3.99$4.072.01 %
11/30/2023 9:30:00 AM
11/30/23 9:30:00
12/4/2023 9:30:00 AM
12/04/23 9:30:00
Paper
VRTR3-L-PRS*9.96 %287Long$44.01$43.50-1.16 %
11/29/2023 9:30:00 AM
11/29/23 9:30:00
12/1/2023 9:30:00 AM
12/01/23 9:30:00
Paper
SUR7-L-NRS*9.96 %375Long$32.41$32.951.67 %
11/28/2023 9:30:00 AM
11/28/23 9:30:00
11/29/2023 9:30:00 AM
11/29/23 9:30:00
Paper
PBRR7-L-NRS*9.99 %797Long$15.38$15.440.39 %
11/28/2023 9:30:00 AM
11/28/23 9:30:00
11/29/2023 9:30:00 AM
11/29/23 9:30:00
Paper
PANWR3-L-PRS*9.73 %47Long$250.00$259.553.82 %
11/20/2023 9:30:00 AM
11/20/23 9:30:00
11/21/2023 9:30:00 AM
11/21/23 9:30:00
Paper
DRSR4-L-NRS*9.97 %643Long$18.74$19.262.77 %
11/20/2023 9:30:00 AM
11/20/23 9:30:00
11/21/2023 9:30:00 AM
11/21/23 9:30:00
Paper
GRPNR7-L-NRS*9.99 %1334Long$8.70$10.3919.43 %
11/13/2023 9:30:00 AM
11/13/23 9:30:00
11/21/2023 9:30:00 AM
11/21/23 9:30:00
Paper
CTRAR7-L-NRS*9.99 %437Long$27.11$27.08-0.11 %
11/10/2023 9:30:00 AM
11/10/23 9:30:00
11/15/2023 9:30:00 AM
11/15/23 9:30:00
Paper
CRBGR3-L-PRS*9.98 %586Long$18.94$19.754.28 %
11/10/2023 9:30:00 AM
11/10/23 9:30:00
11/15/2023 9:30:00 AM
11/15/23 9:30:00
Paper
SWNR7-L-NRS*9.99 %1811Long$6.60$6.681.21 %
11/13/2023 9:30:00 AM
11/13/23 9:30:00
11/14/2023 9:30:00 AM
11/14/23 9:30:00
Paper
ETR7-L-NRS*10.00 %900Long$13.11$13.281.30 %
11/10/2023 9:30:00 AM
11/10/23 9:30:00
11/14/2023 9:30:00 AM
11/14/23 9:30:00
Paper
BPR3-L-PRS*10.00 %302Long$38.61$35.76-7.38 %
10/26/2023 9:30:00 AM
10/26/23 9:30:00
11/14/2023 9:30:00 AM
11/14/23 9:30:00
Paper
PBR.AR3-L-PRS*9.99 %828Long$14.18$14.250.49 %
11/10/2023 9:30:00 AM
11/10/23 9:30:00
11/13/2023 9:30:00 AM
11/13/23 9:30:00
Paper
ETR9-L-NRS*10.00 %900Long$13.11$13.190.61 %
11/10/2023 9:30:00 AM
11/10/23 9:30:00
11/13/2023 9:30:00 AM
11/13/23 9:30:00
Paper
CCJR3-L-PRS*9.94 %276Long$42.32$42.510.45 %
11/10/2023 9:30:00 AM
11/10/23 9:30:00
11/13/2023 9:30:00 AM
11/13/23 9:30:00
Paper
BTER7-L-NRS*10.00 %3005Long$3.96$4.062.53 %
11/10/2023 9:30:00 AM
11/10/23 9:30:00
11/13/2023 9:30:00 AM
11/13/23 9:30:00
Paper
BTER9-L-NRS*10.00 %3004Long$3.90$4.064.10 %
11/9/2023 9:30:00 AM
11/09/23 9:30:00
11/13/2023 9:30:00 AM
11/13/23 9:30:00
Paper
DNNR3-L-PRS*10.00 %7484Long$1.54$1.582.60 %
11/8/2023 9:30:00 AM
11/08/23 9:30:00
11/13/2023 9:30:00 AM
11/13/23 9:30:00
Paper
SPXUR3-L-NRS*9.99 %1019Long$11.34$11.340.00 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SPXUR3-L-PRS*9.99 %1019Long$11.34$11.340.00 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SPXSR3-L-PRS*10.00 %770Long$15.01$15.010.00 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SPDNR3-L-PRS*9.99 %792Long$14.64$14.650.07 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SHR3-L-PRS*9.98 %810Long$14.31$14.310.00 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SDSR3-L-PRS*9.97 %321Long$36.03$36.02-0.03 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SDOWR3-L-PRS*9.98 %464Long$24.97$25.070.40 %
11/6/2023 9:30:00 AM
11/06/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
UECR3-L-PRS*9.99 %2048Long$5.65$5.54-1.95 %
11/8/2023 9:30:00 AM
11/08/23 9:30:00
11/9/2023 9:30:00 AM
11/09/23 9:30:00
Paper
SPLKR1-L-PRS* (1)9.96 %78Long$146.69$147.040.24 %
11/2/2023 9:30:00 AM
11/02/23 9:30:00
11/8/2023 9:30:00 AM
11/08/23 9:30:00
Paper
SPLKR6-L-PRS*9.96 %78Long$146.69$147.040.24 %
11/2/2023 9:30:00 AM
11/02/23 9:30:00
11/8/2023 9:30:00 AM
11/08/23 9:30:00
Paper
TALR3-L-PRS*9.99 %1348Long$8.66$9.408.55 %
11/2/2023 9:30:00 AM
11/02/23 9:30:00
11/6/2023 9:30:00 AM
11/06/23 9:30:00
Paper
BVNR7-L-PRS*9.99 %1412Long$8.19$8.443.05 %
11/1/2023 9:30:00 AM
11/01/23 9:30:00
11/6/2023 9:30:00 AM
11/06/23 9:30:00
Paper
CCCSR7-L-PRS*9.99 %1036Long$11.43$10.82-5.34 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
11/3/2023 9:30:00 AM
11/03/23 9:30:00
Paper
OHIR3-L-PRS*9.97 %345Long$33.19$33.551.08 %
11/1/2023 9:30:00 AM
11/01/23 9:30:00
11/2/2023 9:30:00 AM
11/02/23 9:30:00
Paper
LBRTR1-L-PRS* (1)9.98 %580Long$19.88$19.960.40 %
11/1/2023 9:30:00 AM
11/01/23 9:30:00
11/2/2023 9:30:00 AM
11/02/23 9:30:00
Paper
LBRTR6-L-PRS*9.98 %580Long$19.88$19.960.40 %
11/1/2023 9:30:00 AM
11/01/23 9:30:00
11/2/2023 9:30:00 AM
11/02/23 9:30:00
Paper
CAHR7-L-PRS*9.86 %124Long$91.07$92.932.04 %
11/1/2023 9:30:00 AM
11/01/23 9:30:00
11/2/2023 9:30:00 AM
11/02/23 9:30:00
Paper
BTER6-L-PRS*10.00 %2668Long$4.34$4.380.92 %
10/31/2023 9:30:00 AM
10/31/23 9:30:00
11/2/2023 9:30:00 AM
11/02/23 9:30:00
Paper
BTER3-L-PRS*10.00 %2689Long$4.36$4.380.46 %
10/27/2023 9:30:00 AM
10/27/23 9:30:00
11/2/2023 9:30:00 AM
11/02/23 9:30:00
Paper
CNQR7-L-PRS*9.95 %179Long$65.01$65.080.11 %
10/24/2023 9:30:00 AM
10/24/23 9:30:00
11/2/2023 9:30:00 AM
11/02/23 9:30:00
Paper
AFLR1-L-PRS* (1)9.88 %149Long$78.49$78.30-0.24 %
10/26/2023 9:30:00 AM
10/26/23 9:30:00
11/1/2023 9:30:00 AM
11/01/23 9:30:00
Paper
CNXR3-L-PRS*9.98 %523Long$21.86$21.56-1.37 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
11/1/2023 9:30:00 AM
11/01/23 9:30:00
Paper
CLSR3-L-PRS*9.98 %456Long$26.15$23.46-10.29 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
11/1/2023 9:30:00 AM
11/01/23 9:30:00
Paper
BPR7-L-PRS*9.95 %305Long$39.04$36.29-7.04 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
11/1/2023 9:30:00 AM
11/01/23 9:30:00
Paper
AMGNR7-L-PRS*9.62 %41Long$272.09$256.27-5.81 %
10/24/2023 9:30:00 AM
10/24/23 9:30:00
11/1/2023 9:30:00 AM
11/01/23 9:30:00
Paper
CNMR7-L-PRS*9.97 %393Long$29.78$29.820.13 %
10/24/2023 9:30:00 AM
10/24/23 9:30:00
10/31/2023 9:30:00 AM
10/31/23 9:30:00
Paper
CNKR7-L-PRS*9.99 %701Long$17.09$15.59-8.78 %
10/16/2023 9:30:00 AM
10/16/23 9:30:00
10/27/2023 9:30:00 AM
10/27/23 9:30:00
Paper
AEOR3-L-PRS*9.99 %674Long$17.62$18.002.16 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
10/26/2023 9:30:00 AM
10/26/23 9:30:00
Paper
AFLR7-L-PRS*9.95 %150Long$77.67$78.491.06 %
10/24/2023 9:30:00 AM
10/24/23 9:30:00
10/26/2023 9:30:00 AM
10/26/23 9:30:00
Paper
ASXR7-L-PRS*9.99 %1524Long$7.64$7.60-0.52 %
10/24/2023 9:30:00 AM
10/24/23 9:30:00
10/25/2023 9:30:00 AM
10/25/23 9:30:00
Paper
DELLR3-L-PRS*9.96 %176Long$67.24$66.83-0.61 %
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
TTDR7-L-PRS*9.92 %147Long$78.82$74.89-4.99 %
10/18/2023 9:30:00 AM
10/18/23 9:30:00
10/25/2023 9:30:00 AM
10/25/23 9:30:00
Paper
PDDR7-L-PRS*9.95 %112Long$104.00$106.842.73 %
10/18/2023 9:30:00 AM
10/18/23 9:30:00
10/25/2023 9:30:00 AM
10/25/23 9:30:00
Paper
PCARR7-L-PRS*9.90 %141Long$84.97$85.780.95 %
10/16/2023 9:30:00 AM
10/16/23 9:30:00
10/25/2023 9:30:00 AM
10/25/23 9:30:00
Paper
ACMRR3-L-PRS*9.99 %597Long$19.16$18.36-4.18 %
10/18/2023 9:30:00 AM
10/18/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
DUSTR3-L-PRS*9.99 %888Long$12.83$12.61-1.71 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
DUSTR1-L-PRS* (1)9.99 %888Long$12.83$12.61-1.71 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
DUSTR6-L-PRS*9.99 %888Long$12.83$12.61-1.71 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
DUSTR7-L-PRS*9.98 %851Long$13.28$12.61-5.05 %
10/11/2023 9:30:00 AM
10/11/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
UECR3-L-PRS*10.00 %2299Long$5.16$5.231.36 %
10/18/2023 9:30:00 AM
10/18/23 9:30:00
10/19/2023 9:30:00 AM
10/19/23 9:30:00
Paper
APPR3-L-PRS*9.97 %305Long$38.89$39.361.21 %
10/17/2023 9:30:00 AM
10/17/23 9:30:00
10/18/2023 9:30:00 AM
10/18/23 9:30:00
Paper
MRTXR7-L-PRS*9.95 %216Long$56.18$56.550.66 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/18/2023 9:30:00 AM
10/18/23 9:30:00
Paper
TBTR3-L-PRS*9.95 %286Long$39.66$42.938.25 %
10/11/2023 9:30:00 AM
10/11/23 9:30:00
10/18/2023 9:30:00 AM
10/18/23 9:30:00
Paper
XRXR3-L-PRS*9.98 %694Long$16.01$14.38-10.18 %
9/29/2023 9:30:00 AM
9/29/23 9:30:00
10/18/2023 9:30:00 AM
10/18/23 9:30:00
Paper
DNNR3-L-NRS*10.00 %8170Long$1.50$1.44-4.00 %
10/16/2023 9:30:00 AM
10/16/23 9:30:00
10/17/2023 9:30:00 AM
10/17/23 9:30:00
Paper
SDOWR6-L-PRS*9.99 %470Long$25.65$25.38-1.06 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/16/2023 9:30:00 AM
10/16/23 9:30:00
Paper
CARTR3-L-PRS*9.98 %492Long$24.31$26.107.36 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/16/2023 9:30:00 AM
10/16/23 9:30:00
Paper
YANGR7-L-PRS*9.99 %1157Long$10.02$11.0510.28 %
10/12/2023 9:30:00 AM
10/12/23 9:30:00
10/16/2023 9:30:00 AM
10/16/23 9:30:00
Paper
TZAR3-L-PRS*9.97 %372Long$31.43$33.356.11 %
10/12/2023 9:30:00 AM
10/12/23 9:30:00
10/13/2023 9:30:00 AM
10/13/23 9:30:00
Paper
TWMR3-L-PRS*10.00 %744Long$15.79$16.423.99 %
10/12/2023 9:30:00 AM
10/12/23 9:30:00
10/13/2023 9:30:00 AM
10/13/23 9:30:00
Paper
JDSTR7-L-PRS*9.99 %1532Long$7.78$7.64-1.80 %
10/12/2023 9:30:00 AM
10/12/23 9:30:00
10/13/2023 9:30:00 AM
10/13/23 9:30:00
Paper
SDOWR7-L-PRS*9.97 %456Long$25.44$25.650.83 %
10/11/2023 9:30:00 AM
10/11/23 9:30:00
10/13/2023 9:30:00 AM
10/13/23 9:30:00
Paper
RWMR7-L-PRS*9.98 %480Long$24.32$24.872.26 %
10/11/2023 9:30:00 AM
10/11/23 9:30:00
10/13/2023 9:30:00 AM
10/13/23 9:30:00
Paper
FAZR7-L-PRS*9.99 %592Long$19.61$19.730.61 %
10/11/2023 9:30:00 AM
10/11/23 9:30:00
10/13/2023 9:30:00 AM
10/13/23 9:30:00
Paper
AMRXR3-L-PRS*10.00 %2891Long$4.07$4.213.44 %
10/11/2023 9:30:00 AM
10/11/23 9:30:00
10/12/2023 9:30:00 AM
10/12/23 9:30:00
Paper
NEWRR7-L-PRS*9.92 %134Long$85.83$85.980.17 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/12/2023 9:30:00 AM
10/12/23 9:30:00
Paper
LABDR3-L-PRS*9.98 %537Long$22.04$22.040.00 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/12/2023 9:30:00 AM
10/12/23 9:30:00
Paper
CPRIR7-L-PRS*9.92 %215Long$51.35$52.001.27 %
10/6/2023 9:30:00 AM
10/06/23 9:30:00
10/12/2023 9:30:00 AM
10/12/23 9:30:00
Paper
NXER1-L-PRS* (1)10.00 %2053Long$5.74$5.811.22 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/11/2023 9:30:00 AM
10/11/23 9:30:00
Paper
EPDR1-L-PRS* (1)9.99 %427Long$27.09$27.250.59 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/11/2023 9:30:00 AM
10/11/23 9:30:00
Paper
EPDR6-L-PRS*9.99 %427Long$27.09$27.250.59 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/11/2023 9:30:00 AM
10/11/23 9:30:00
Paper
DBIR3-L-PRS*10.00 %953Long$12.20$12.643.61 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/11/2023 9:30:00 AM
10/11/23 9:30:00
Paper
DBIR1-L-PRS* (1)10.00 %953Long$12.20$12.643.61 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/11/2023 9:30:00 AM
10/11/23 9:30:00
Paper
DBIR6-L-PRS*10.00 %953Long$12.20$12.643.61 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/11/2023 9:30:00 AM
10/11/23 9:30:00
Paper
ESTER6-L-PRS*10.00 %593Long$19.75$20.373.14 %
10/9/2023 9:30:00 AM
10/09/23 9:30:00
10/10/2023 9:30:00 AM
10/10/23 9:30:00
Paper
DELLR7-L-PRS*9.95 %170Long$66.24$67.341.66 %
10/9/2023 9:30:00 AM
10/09/23 9:30:00
10/10/2023 9:30:00 AM
10/10/23 9:30:00
Paper
DELLR3-L-PRS*9.95 %170Long$66.24$67.341.66 %
10/9/2023 9:30:00 AM
10/09/23 9:30:00
10/10/2023 9:30:00 AM
10/10/23 9:30:00
Paper
CFR3-L-PRS*9.92 %139Long$82.17$86.154.84 %
10/9/2023 9:30:00 AM
10/09/23 9:30:00
10/10/2023 9:30:00 AM
10/10/23 9:30:00
Paper
BTUR3-L-PRS*9.97 %463Long$24.69$25.443.04 %
10/9/2023 9:30:00 AM
10/09/23 9:30:00
10/10/2023 9:30:00 AM
10/10/23 9:30:00
Paper
ETR7-L-PRS*9.99 %832Long$13.30$13.743.31 %
10/6/2023 9:30:00 AM
10/06/23 9:30:00
10/10/2023 9:30:00 AM
10/10/23 9:30:00
Paper
EPDR7-L-PRS*9.97 %412Long$26.82$27.091.01 %
10/6/2023 9:30:00 AM
10/06/23 9:30:00
10/10/2023 9:30:00 AM
10/10/23 9:30:00
Paper
AMLPR7-L-PRS*9.95 %272Long$40.24$41.813.90 %
10/5/2023 9:30:00 AM
10/05/23 9:30:00
10/10/2023 9:30:00 AM
10/10/23 9:30:00
Paper
DNNR7-L-PRS*10.00 %7131Long$1.53$1.604.58 %
10/6/2023 9:30:00 AM
10/06/23 9:30:00
10/9/2023 9:30:00 AM
10/09/23 9:30:00
Paper
CABAR7-L-PRS*9.98 %770Long$14.38$15.608.48 %
10/6/2023 9:30:00 AM
10/06/23 9:30:00
10/9/2023 9:30:00 AM
10/09/23 9:30:00
Paper
NXER3-L-PRS*10.00 %1930Long$5.72$5.730.17 %
10/3/2023 9:30:00 AM
10/03/23 9:30:00
10/9/2023 9:30:00 AM
10/09/23 9:30:00
Paper
ENLCR3-L-PRS*9.99 %931Long$11.91$12.182.27 %
10/3/2023 9:30:00 AM
10/03/23 9:30:00
10/9/2023 9:30:00 AM
10/09/23 9:30:00
Paper
DNNR3-L-PRS*10.00 %7051Long$1.56$1.602.56 %
10/3/2023 9:30:00 AM
10/03/23 9:30:00
10/9/2023 9:30:00 AM
10/09/23 9:30:00
Paper
APOR1-L-PRS* (1)9.93 %125Long$87.50$88.120.71 %
10/5/2023 9:30:00 AM
10/05/23 9:30:00
10/6/2023 9:30:00 AM
10/06/23 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailR1-L-PRS* (1)60.3 %21.00.6 %13.5 %7.8 %10.0 %42.0 %0.021.0
100%ThumbnailR3-L-NRS*48.4 %13.3-13.7 %18.7 %11.3 %10.0 %21.8 %-0.713.3
100%ThumbnailR3-L-PRS*60.0 %35.323.7 %14.0 %8.4 %10.0 %58.3 %1.735.3
100%ThumbnailR4-L-NRS*57.5 %17.8-6.0 %11.9 %8.0 %10.0 %29.8 %-0.517.8
100%ThumbnailR5-L-PRS* (1)63.4 %21.41.1 %18.6 %9.9 %10.0 %42.5 %0.121.4
100%ThumbnailR6-L-PRS*61.3 %15.9-2.7 %12.6 %7.2 %10.0 %34.4 %-0.215.9
100%ThumbnailR7-L-NRS*56.8 %19.1-1.8 %17.1 %9.3 %10.0 %35.7 %-0.119.1
100%ThumbnailR7-L-PRS*67.3 %29.836.8 %9.1 %5.4 %10.0 %60.4 %4.129.8
100%ThumbnailR9-L-NRS*58.8 %15.22.9 %9.4 %5.9 %10.0 %25.2 %0.315.2
100%ThumbnailR9-L-PRS* (1)62.1 %27.922.8 %12.2 %6.6 %10.0 %43.9 %1.927.9
100%ThumbnailVBX1-L-NRS*0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
Lists Used
List NameDescriptionDynamic List
PRS*Relative Strength to IndexYes
NRS*Negative Relative Strength to IndexYes
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic Entries & Exits
(no filters used)

Warnings

Simulation Starting Balance: $100,000.00
 
Creation (Inception) Date: 10/2/2014
 
Back Test: ?* to 10/2/2014
 
Forward Test: None
 
Max Draw Down: 15.5%
Warning: Max Draw Down in the last 12 months is high.
Per Trade Allocation: 10%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 47.3
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:
10
91%
Volatile, Trending Markets
Swing:
1
9%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets

OmniVest Disclaimer: The results shown are based on simulated or hypothetical performance results. Hypothetical results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown. Past performance, whether actual or indicated by historical tests of strategies, is no guarantee of future performance or success. There is a possibility that you may sustain a loss equal to or greater than your entire investment regardless of which asset class you trade. Therefore, you should not invest or risk money that you cannot afford to lose.

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