Portfolio

Calculate Over:

Trading Strength and Weakness

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

Return:

+24%

ROAI:

+43%

Stability:

Consistency:

Select Portfolio

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.

Key Statistics

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

11
63.5%
23.7%
42.9%
11.3%
2.1

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

Strategy	Symbol	L/S	QTY %	QTY	Entry Date	Entry Price	Current Price	Current P/L %	Funding Style
(No open Positions)

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

11/30/2023 - 11/29/2024
63.5%
23.7%
42.9%
11.3%
6.8%

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

2.1
34.3
9.9%
55.2%
$123,654

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
HPE	R4-L-NRS*	9.99 %	655	Long	$20.50	$17.39	-15.17 %	7/23/2024 9:30:00 AM 7/23/24 9:30:00	8/12/2024 9:30:00 AM 8/12/24 9:30:00	Paper
HPE	R3-L-NRS*	9.99 %	655	Long	$20.50	$17.39	-15.17 %	7/23/2024 9:30:00 AM 7/23/24 9:30:00	8/12/2024 9:30:00 AM 8/12/24 9:30:00	Paper
HPE	R3-L-PRS*	9.99 %	655	Long	$20.50	$17.39	-15.17 %	7/23/2024 9:30:00 AM 7/23/24 9:30:00	8/12/2024 9:30:00 AM 8/12/24 9:30:00	Paper
BAC	R3-L-PRS*	9.96 %	317	Long	$42.28	$37.82	-10.55 %	7/24/2024 9:30:00 AM 7/24/24 9:30:00	8/8/2024 9:30:00 AM 8/08/24 9:30:00	Paper
BAC	R7-L-PRS*	9.96 %	317	Long	$42.28	$35.65	-15.68 %	7/24/2024 9:30:00 AM 7/24/24 9:30:00	8/5/2024 9:30:00 AM 8/05/24 9:30:00	Paper
AAPL	R7-L-PRS*	9.78 %	59	Long	$224.37	$221.44	-1.30 %	7/23/2024 9:30:00 AM 7/23/24 9:30:00	7/31/2024 9:30:00 AM 7/31/24 9:30:00	Paper
AAPL	R3-L-PRS*	9.83 %	59	Long	$224.00	$219.19	-2.15 %	7/24/2024 9:30:00 AM 7/24/24 9:30:00	7/30/2024 9:30:00 AM 7/30/24 9:30:00	Paper
GPS	R3-L-NRS*	10.00 %	589	Long	$22.78	$22.36	-1.84 %	7/19/2024 9:30:00 AM 7/19/24 9:30:00	7/30/2024 9:30:00 AM 7/30/24 9:30:00	Paper
AMC	R3-L-PRS*	9.99 %	2556	Long	$5.30	$5.25	-0.94 %	7/23/2024 9:30:00 AM 7/23/24 9:30:00	7/29/2024 9:30:00 AM 7/29/24 9:30:00	Paper
AMD	R7-L-PRS*	9.85 %	84	Long	$163.41	$140.32	-14.13 %	7/18/2024 9:30:00 AM 7/18/24 9:30:00	7/26/2024 9:30:00 AM 7/26/24 9:30:00	Paper
AMZN	R3-L-NRS*	9.78 %	71	Long	$185.00	$183.20	-0.97 %	7/22/2024 9:30:00 AM 7/22/24 9:30:00	7/24/2024 9:30:00 AM 7/24/24 9:30:00	Paper
ASX	R3-L-NRS*	10.00 %	1189	Long	$11.19	$10.92	-2.41 %	7/19/2024 9:30:00 AM 7/19/24 9:30:00	7/24/2024 9:30:00 AM 7/24/24 9:30:00	Paper
AMZN	R4-L-NRS*	9.81 %	70	Long	$191.35	$183.20	-4.26 %	7/17/2024 9:30:00 AM 7/17/24 9:30:00	7/24/2024 9:30:00 AM 7/24/24 9:30:00	Paper
NVDA	R7-L-PRS*	9.89 %	114	Long	$121.85	$122.78	0.76 %	7/18/2024 9:30:00 AM 7/18/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
GOOGL	R3-L-NRS*	9.85 %	74	Long	$181.93	$182.05	0.07 %	7/18/2024 9:30:00 AM 7/18/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
GOOG	R3-L-NRS*	9.80 %	73	Long	$183.54	$183.84	0.16 %	7/18/2024 9:30:00 AM 7/18/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
AVGO	R7-L-PRS*	9.98 %	87	Long	$158.89	$160.40	0.95 %	7/18/2024 9:30:00 AM 7/18/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
ANET	R7-L-PRS*	9.65 %	39	Long	$338.66	$342.23	1.05 %	7/18/2024 9:30:00 AM 7/18/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
META	R4-L-NRS*	9.76 %	27	Long	$501.50	$486.58	-2.98 %	7/16/2024 9:30:00 AM 7/16/24 9:30:00	7/22/2024 9:30:00 AM 7/22/24 9:30:00	Paper
RXT	R7-L-PRS*	10.00 %	5598	Long	$2.48	$2.55	2.82 %	7/16/2024 9:30:00 AM 7/16/24 9:30:00	7/19/2024 9:30:00 AM 7/19/24 9:30:00	Paper
AMZN	R7-L-PRS*	9.85 %	68	Long	$194.56	$181.14	-6.90 %	7/15/2024 9:30:00 AM 7/15/24 9:30:00	7/19/2024 9:30:00 AM 7/19/24 9:30:00	Paper
COST	R3-L-PRS*	8.79 %	14	Long	$846.86	$848.01	0.14 %	7/15/2024 9:30:00 AM 7/15/24 9:30:00	7/17/2024 9:30:00 AM 7/17/24 9:30:00	Paper
CRWD	R7-L-PRS*	9.40 %	34	Long	$371.67	$378.24	1.77 %	7/15/2024 9:30:00 AM 7/15/24 9:30:00	7/16/2024 9:30:00 AM 7/16/24 9:30:00	Paper
HOOD	R3-L-NRS*	9.98 %	584	Long	$22.71	$24.06	5.94 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/16/2024 9:30:00 AM 7/16/24 9:30:00	Paper
HOOD	R3-L-PRS*	9.98 %	584	Long	$22.71	$24.06	5.94 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/16/2024 9:30:00 AM 7/16/24 9:30:00	Paper
CAVA	R7-L-PRS*	9.90 %	145	Long	$89.95	$87.10	-3.17 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/16/2024 9:30:00 AM 7/16/24 9:30:00	Paper
ZETA	R3-L-PRS*	9.97 %	778	Long	$17.04	$18.37	7.81 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/15/2024 9:30:00 AM 7/15/24 9:30:00	Paper
ZETA	R7-L-PRS*	9.97 %	778	Long	$17.04	$17.40	2.11 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
USO	R7-L-PRS*	9.95 %	165	Long	$79.42	$81.25	2.30 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
MTTR	R7-L-PRS*	10.00 %	3136	Long	$4.21	$4.34	3.09 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
BKR	R7-L-PRS*	9.96 %	386	Long	$34.00	$34.72	2.12 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
ADT	R7-L-PRS*	9.99 %	1742	Long	$7.39	$7.34	-0.68 %	7/2/2024 9:30:00 AM 7/02/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
BCRX	R3-L-PRS*	10.00 %	2040	Long	$6.50	$6.66	2.46 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/11/2024 9:30:00 AM 7/11/24 9:30:00	Paper
CUK	R3-L-PRS*	9.98 %	820	Long	$16.11	$16.66	3.41 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/10/2024 9:30:00 AM 7/10/24 9:30:00	Paper
CCL	R3-L-PRS*	9.99 %	753	Long	$17.51	$18.12	3.48 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/10/2024 9:30:00 AM 7/10/24 9:30:00	Paper
CCL	R1-L-PRS* (1)	9.99 %	753	Long	$17.51	$18.12	3.48 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/10/2024 9:30:00 AM 7/10/24 9:30:00	Paper
BQ	R1-L-PRS* (1)	10.00 %	29446	Long	$0.47	$0.46	-2.34 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/10/2024 9:30:00 AM 7/10/24 9:30:00	Paper
CHWY	R7-L-PRS*	9.98 %	521	Long	$24.81	$24.96	0.60 %	7/3/2024 9:30:00 AM 7/03/24 9:30:00	7/10/2024 9:30:00 AM 7/10/24 9:30:00	Paper
CCL	R7-L-PRS*	9.99 %	764	Long	$17.33	$17.51	1.04 %	7/8/2024 9:30:00 AM 7/08/24 9:30:00	7/9/2024 9:30:00 AM 7/09/24 9:30:00	Paper
AMGN	R7-L-PRS*	9.82 %	41	Long	$311.49	$311.62	0.04 %	7/3/2024 9:30:00 AM 7/03/24 9:30:00	7/9/2024 9:30:00 AM 7/09/24 9:30:00	Paper
BBY	R7-L-PRS*	9.93 %	152	Long	$83.96	$85.84	2.24 %	6/27/2024 9:30:00 AM 6/27/24 9:30:00	7/9/2024 9:30:00 AM 7/09/24 9:30:00	Paper
ASX	R3-L-PRS*	9.99 %	1119	Long	$11.46	$11.69	2.01 %	6/27/2024 9:30:00 AM 6/27/24 9:30:00	7/8/2024 9:30:00 AM 7/08/24 9:30:00	Paper
CLOV	R3-L-PRS*	10.00 %	10636	Long	$1.22	$1.25	2.46 %	7/3/2024 9:30:00 AM 7/03/24 9:30:00	7/5/2024 9:30:00 AM 7/05/24 9:30:00	Paper
BILI	R1-L-PRS* (1)	9.99 %	842	Long	$15.68	$15.82	0.91 %	7/3/2024 9:30:00 AM 7/03/24 9:30:00	7/5/2024 9:30:00 AM 7/05/24 9:30:00	Paper
BILI	R7-L-PRS*	9.99 %	826	Long	$15.62	$15.82	1.28 %	7/1/2024 9:30:00 AM 7/01/24 9:30:00	7/5/2024 9:30:00 AM 7/05/24 9:30:00	Paper
DAL	R9-L-NRS*	9.94 %	266	Long	$48.15	$47.15	-2.08 %	6/27/2024 9:30:00 AM 6/27/24 9:30:00	7/5/2024 9:30:00 AM 7/05/24 9:30:00	Paper
ASPN	R7-L-PRS*	9.97 %	509	Long	$25.70	$23.99	-6.65 %	6/24/2024 9:30:00 AM 6/24/24 9:30:00	7/5/2024 9:30:00 AM 7/05/24 9:30:00	Paper
AGNC	R3-L-NRS*	9.99 %	1363	Long	$9.49	$9.65	1.69 %	7/2/2024 9:30:00 AM 7/02/24 9:30:00	7/3/2024 9:30:00 AM 7/03/24 9:30:00	Paper
APH	R4-L-NRS*	9.92 %	188	Long	$67.74	$67.30	-0.65 %	7/1/2024 9:30:00 AM 7/01/24 9:30:00	7/3/2024 9:30:00 AM 7/03/24 9:30:00	Paper
BW	R3-L-PRS*	10.00 %	8367	Long	$1.56	$1.60	2.56 %	6/28/2024 9:30:00 AM 6/28/24 9:30:00	7/3/2024 9:30:00 AM 7/03/24 9:30:00	Paper
AMRX	R7-L-PRS*	10.00 %	1928	Long	$6.76	$6.58	-2.66 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	7/3/2024 9:30:00 AM 7/03/24 9:30:00	Paper
CIFR	R9-L-NRS*	10.00 %	3076	Long	$4.23	$4.69	10.87 %	7/1/2024 9:30:00 AM 7/01/24 9:30:00	7/2/2024 9:30:00 AM 7/02/24 9:30:00	Paper
BIRK	R7-L-PRS*	9.99 %	237	Long	$54.30	$55.36	1.95 %	6/28/2024 9:30:00 AM 6/28/24 9:30:00	7/2/2024 9:30:00 AM 7/02/24 9:30:00	Paper
DKNG	R9-L-NRS*	9.96 %	341	Long	$37.50	$38.07	1.52 %	6/27/2024 9:30:00 AM 6/27/24 9:30:00	7/1/2024 9:30:00 AM 7/01/24 9:30:00	Paper
AMAT	R3-L-PRS*	9.90 %	55	Long	$237.50	$236.86	-0.27 %	6/27/2024 9:30:00 AM 6/27/24 9:30:00	7/1/2024 9:30:00 AM 7/01/24 9:30:00	Paper
AVGO	R3-L-PRS*	8.66 %	7	Long	$1,597.62	$1,608.20	0.66 %	6/26/2024 9:30:00 AM 6/26/24 9:30:00	7/1/2024 9:30:00 AM 7/01/24 9:30:00	Paper
JMIA	R7-L-PRS*	9.99 %	1645	Long	$7.76	$7.27	-6.31 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	6/28/2024 9:30:00 AM 6/28/24 9:30:00	Paper
COIN	R7-L-PRS*	9.75 %	54	Long	$227.00	$223.95	-1.34 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	6/28/2024 9:30:00 AM 6/28/24 9:30:00	Paper
AAPL	R3-L-PRS*	9.81 %	60	Long	$211.50	$214.69	1.51 %	6/26/2024 9:30:00 AM 6/26/24 9:30:00	6/27/2024 9:30:00 AM 6/27/24 9:30:00	Paper
CORZ	R3-L-PRS*	9.99 %	1453	Long	$9.37	$9.88	5.44 %	6/25/2024 9:30:00 AM 6/25/24 9:30:00	6/27/2024 9:30:00 AM 6/27/24 9:30:00	Paper
JMIA	R3-L-PRS*	9.99 %	1645	Long	$7.76	$7.20	-7.22 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	6/27/2024 9:30:00 AM 6/27/24 9:30:00	Paper
ANF	R7-L-PRS*	9.71 %	72	Long	$175.14	$171.99	-1.80 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	6/27/2024 9:30:00 AM 6/27/24 9:30:00	Paper
AI	R7-L-PRS*	9.97 %	473	Long	$26.78	$27.55	2.88 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	6/27/2024 9:30:00 AM 6/27/24 9:30:00	Paper
CORZ	R7-L-PRS*	9.99 %	1453	Long	$9.37	$9.48	1.20 %	6/25/2024 9:30:00 AM 6/25/24 9:30:00	6/26/2024 9:30:00 AM 6/26/24 9:30:00	Paper
AES	R3-L-PRS*	9.99 %	639	Long	$19.86	$18.75	-5.61 %	6/10/2024 9:30:00 AM 6/10/24 9:30:00	6/26/2024 9:30:00 AM 6/26/24 9:30:00	Paper
COGT	R3-L-PRS*	9.99 %	1467	Long	$8.92	$9.00	0.90 %	6/24/2024 9:30:00 AM 6/24/24 9:30:00	6/25/2024 9:30:00 AM 6/25/24 9:30:00	Paper
FSLR	R7-L-PRS*	9.79 %	49	Long	$259.32	$259.82	0.19 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	6/25/2024 9:30:00 AM 6/25/24 9:30:00	Paper
HOOD	R7-L-PRS*	9.98 %	598	Long	$21.52	$21.85	1.53 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	6/24/2024 9:30:00 AM 6/24/24 9:30:00	Paper
HOOD	R3-L-PRS*	9.98 %	572	Long	$21.97	$21.85	-0.55 %	6/18/2024 9:30:00 AM 6/18/24 9:30:00	6/24/2024 9:30:00 AM 6/24/24 9:30:00	Paper
CDE	R3-L-PRS*	9.99 %	2390	Long	$5.44	$5.79	6.43 %	6/14/2024 9:30:00 AM 6/14/24 9:30:00	6/21/2024 9:30:00 AM 6/21/24 9:30:00	Paper
AA	R7-L-PRS*	9.96 %	324	Long	$39.52	$39.96	1.11 %	6/13/2024 9:30:00 AM 6/13/24 9:30:00	6/21/2024 9:30:00 AM 6/21/24 9:30:00	Paper
AA	R3-L-PRS*	9.96 %	303	Long	$41.60	$39.96	-3.94 %	6/7/2024 9:30:00 AM 6/07/24 9:30:00	6/21/2024 9:30:00 AM 6/21/24 9:30:00	Paper
BABA	R4-L-NRS*	9.94 %	170	Long	$74.09	$74.57	0.65 %	6/18/2024 9:30:00 AM 6/18/24 9:30:00	6/20/2024 9:30:00 AM 6/20/24 9:30:00	Paper
BABA	R3-L-NRS*	9.94 %	170	Long	$74.09	$74.57	0.65 %	6/18/2024 9:30:00 AM 6/18/24 9:30:00	6/20/2024 9:30:00 AM 6/20/24 9:30:00	Paper
BCS	R9-L-NRS*	9.99 %	1229	Long	$10.46	$10.63	1.63 %	6/17/2024 9:30:00 AM 6/17/24 9:30:00	6/20/2024 9:30:00 AM 6/20/24 9:30:00	Paper
ARHS	R7-L-PRS*	9.99 %	703	Long	$18.15	$18.74	3.25 %	6/17/2024 9:30:00 AM 6/17/24 9:30:00	6/20/2024 9:30:00 AM 6/20/24 9:30:00	Paper
DESP	R3-L-PRS*	9.99 %	857	Long	$15.11	$13.92	-7.88 %	6/6/2024 9:30:00 AM 6/06/24 9:30:00	6/20/2024 9:30:00 AM 6/20/24 9:30:00	Paper
EXK	R7-L-PRS*	9.99 %	3640	Long	$3.57	$3.64	1.96 %	6/14/2024 9:30:00 AM 6/14/24 9:30:00	6/18/2024 9:30:00 AM 6/18/24 9:30:00	Paper
EXK	R3-L-PRS*	9.99 %	3640	Long	$3.57	$3.64	1.96 %	6/14/2024 9:30:00 AM 6/14/24 9:30:00	6/18/2024 9:30:00 AM 6/18/24 9:30:00	Paper
FOXA	R7-L-PRS*	9.95 %	382	Long	$33.51	$33.52	0.03 %	6/11/2024 9:30:00 AM 6/11/24 9:30:00	6/18/2024 9:30:00 AM 6/18/24 9:30:00	Paper
ALHC	R3-L-PRS*	9.99 %	1576	Long	$8.06	$8.07	0.12 %	6/14/2024 9:30:00 AM 6/14/24 9:30:00	6/17/2024 9:30:00 AM 6/17/24 9:30:00	Paper
CLOV	R7-L-PRS*	10.00 %	13127	Long	$0.99	$1.10	11.11 %	6/11/2024 9:30:00 AM 6/11/24 9:30:00	6/17/2024 9:30:00 AM 6/17/24 9:30:00	Paper
BBY	R7-L-PRS*	9.90 %	148	Long	$86.38	$87.00	0.72 %	6/13/2024 9:30:00 AM 6/13/24 9:30:00	6/14/2024 9:30:00 AM 6/14/24 9:30:00	Paper
DNN	R3-L-PRS*	10.00 %	5898	Long	$2.19	$2.13	-2.74 %	6/7/2024 9:30:00 AM 6/07/24 9:30:00	6/14/2024 9:30:00 AM 6/14/24 9:30:00	Paper
BEKE	R9-L-NRS*	9.99 %	808	Long	$16.00	$15.51	-3.06 %	6/6/2024 9:30:00 AM 6/06/24 9:30:00	6/14/2024 9:30:00 AM 6/14/24 9:30:00	Paper
BE	R3-L-PRS*	9.98 %	835	Long	$15.14	$14.86	-1.85 %	6/5/2024 9:30:00 AM 6/05/24 9:30:00	6/14/2024 9:30:00 AM 6/14/24 9:30:00	Paper
AMCR	R7-L-PRS*	10.00 %	1305	Long	$9.91	$10.01	1.01 %	6/11/2024 9:30:00 AM 6/11/24 9:30:00	6/13/2024 9:30:00 AM 6/13/24 9:30:00	Paper
CDE	R3-L-PRS*	10.00 %	2195	Long	$5.55	$5.51	-0.72 %	6/7/2024 9:30:00 AM 6/07/24 9:30:00	6/13/2024 9:30:00 AM 6/13/24 9:30:00	Paper
CVE	R9-L-NRS*	9.99 %	681	Long	$19.15	$19.30	0.78 %	6/6/2024 9:30:00 AM 6/06/24 9:30:00	6/11/2024 9:30:00 AM 6/11/24 9:30:00	Paper
CPNG	R4-L-NRS*	9.98 %	598	Long	$21.90	$22.04	0.64 %	6/6/2024 9:30:00 AM 6/06/24 9:30:00	6/11/2024 9:30:00 AM 6/11/24 9:30:00	Paper
CEG	R4-L-NRS*	9.79 %	61	Long	$209.50	$211.16	0.79 %	6/6/2024 9:30:00 AM 6/06/24 9:30:00	6/11/2024 9:30:00 AM 6/11/24 9:30:00	Paper
CPNG	R9-L-NRS*	9.98 %	597	Long	$21.90	$21.76	-0.64 %	6/6/2024 9:30:00 AM 6/06/24 9:30:00	6/10/2024 9:30:00 AM 6/10/24 9:30:00	Paper
FCX	R4-L-NRS*	9.95 %	259	Long	$50.67	$49.65	-2.00 %	6/6/2024 9:30:00 AM 6/06/24 9:30:00	6/7/2024 9:30:00 AM 6/07/24 9:30:00	Paper
EEM	R9-L-NRS*	9.94 %	297	Long	$41.80	$42.36	1.34 %	5/31/2024 9:30:00 AM 5/31/24 9:30:00	6/7/2024 9:30:00 AM 6/07/24 9:30:00	Paper
EEM	R4-L-NRS*	9.94 %	297	Long	$41.80	$42.36	1.34 %	5/31/2024 9:30:00 AM 5/31/24 9:30:00	6/7/2024 9:30:00 AM 6/07/24 9:30:00	Paper
BABA	R4-L-NRS*	9.97 %	161	Long	$78.18	$79.42	1.59 %	6/4/2024 9:30:00 AM 6/04/24 9:30:00	6/6/2024 9:30:00 AM 6/06/24 9:30:00	Paper
BABA	R3-L-NRS*	9.97 %	161	Long	$78.18	$79.42	1.59 %	6/4/2024 9:30:00 AM 6/04/24 9:30:00	6/6/2024 9:30:00 AM 6/06/24 9:30:00	Paper
AMAT	R7-L-PRS*	9.70 %	57	Long	$213.80	$221.67	3.68 %	6/4/2024 9:30:00 AM 6/04/24 9:30:00	6/6/2024 9:30:00 AM 6/06/24 9:30:00	Paper
CRWD	R5-L-PRS* (1)	9.68 %	39	Long	$319.37	$342.93	7.38 %	6/3/2024 9:30:00 AM 6/03/24 9:30:00	6/6/2024 9:30:00 AM 6/06/24 9:30:00	Paper
AVGO	R5-L-PRS* (1)	8.41 %	8	Long	$1,352.70	$1,421.87	5.11 %	6/3/2024 9:30:00 AM 6/03/24 9:30:00	6/6/2024 9:30:00 AM 6/06/24 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	R1-L-PRS* (1)	60.4 %	13.3	3.2 %	8.5 %	4.3 %	10.0 %	38.9 %	0.4	13.3
100%	R3-L-NRS*	70.1 %	11.2	13.4 %	6.5 %	3.5 %	10.0 %	14.8 %	2.1	11.2
100%	R3-L-PRS*	62.0 %	23.7	16.4 %	8.9 %	4.8 %	10.0 %	37.2 %	1.9	23.7
100%	R4-L-NRS*	59.5 %	13.2	-5.8 %	8.8 %	4.5 %	10.0 %	20.1 %	-0.7	13.2
100%	R5-L-PRS* (1)	69.2 %	14.3	16.7 %	12.1 %	6.3 %	10.0 %	24.8 %	1.4	14.3
100%	R6-L-PRS*	58.1 %	10.3	-2.7 %	8.6 %	4.3 %	10.0 %	36.6 %	-0.3	10.3
100%	R7-L-NRS*	71.4 %	17.8	12.2 %	10.8 %	5.8 %	10.0 %	31.4 %	1.1	17.8
100%	R7-L-PRS*	69.2 %	21.9	23.4 %	7.9 %	4.4 %	10.0 %	42.5 %	3.0	21.9
100%	R9-L-NRS*	62.7 %	14.1	8.0 %	8.4 %	4.8 %	10.0 %	26.1 %	1.0	14.1
100%	R9-L-PRS* (1)	59.9 %	20.6	-0.8 %	10.9 %	6.2 %	10.0 %	30.6 %	-0.1	20.6
100%	VBX1-L-NRS*	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0

Lists Used

List Name	Description	Dynamic List
PRS*	Relative Strength to Index	Yes
NRS*	Negative Relative Strength to Index	Yes

Filters Used

Strategy Name	Filter Name	Description	Periodicity	Dynamic 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: 11.3%

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: 34.3

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:

Very Strong Trending Markets

RTM:

91%

Volatile, Trending Markets

Swing:

Cyclical Markets

Trending:

Strong Trending Markets