Portfolio

Portfolio Image

Restaurants

Created by: OmniVest
Date Created: 4/24/2015

Return:

+8%

ROAI:

+23%

Stability:

 
53

Consistency:

 
67
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
Industry Group
Range Market
Both
Medium
Stocks
Swing Trading


How This Portfolio was Built:
#Strategies: 5 Optimize On: Calmar Ratio #Filtered Strategies: 15 Filter On: Calmar Ratio Min Volume: 1000000 Min Price: $1.00
Open Positions
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
(No open Positions)
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
8/13/2021 - 8/12/2022
68.0%
8.2%
23.0%
11.9%
9.0%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

0.7
4.2
49.7%
35.5%
$108,172

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
MCDR8-L-Restaurants49.74 %207Long$256.90$263.202.45 %
8/9/2022 9:30:00 AM
8/09/22 9:30:00
8/11/2022 9:30:00 AM
8/11/22 9:30:00
Paper
BLMNR5-B-Restaurants49.98 %2650Short$20.22$20.59-1.83 %
8/1/2022 9:30:00 AM
8/01/22 9:30:00
8/8/2022 9:30:00 AM
8/08/22 9:30:00
Paper
DPZR1-L-Restaurants49.69 %137Long$392.31$390.41-0.48 %
8/1/2022 9:30:00 AM
8/01/22 9:30:00
8/4/2022 9:30:00 AM
8/04/22 9:30:00
Paper
BLMNR14-S-Restaurants49.97 %2880Short$18.43$17.892.93 %
7/22/2022 9:30:00 AM
7/22/22 9:30:00
7/26/2022 9:30:00 AM
7/26/22 9:30:00
Paper
WENR5-B-Restaurants49.98 %2590Short$20.54$20.321.07 %
7/20/2022 9:30:00 AM
7/20/22 9:30:00
7/26/2022 9:30:00 AM
7/26/22 9:30:00
Paper
YUMR5-B-Restaurants49.85 %448Short$117.31$116.131.01 %
7/7/2022 9:30:00 AM
7/07/22 9:30:00
7/12/2022 9:30:00 AM
7/12/22 9:30:00
Paper
WENR5-B-Restaurants49.98 %2603Short$20.01$19.512.50 %
7/6/2022 9:30:00 AM
7/06/22 9:30:00
7/11/2022 9:30:00 AM
7/11/22 9:30:00
Paper
MCDR5-B-Restaurants49.73 %207Short$247.90$246.140.71 %
6/27/2022 9:30:00 AM
6/27/22 9:30:00
6/29/2022 9:30:00 AM
6/29/22 9:30:00
Paper
DPZR5-B-Restaurants49.60 %128Short$400.00$391.822.05 %
6/24/2022 9:30:00 AM
6/24/22 9:30:00
6/29/2022 9:30:00 AM
6/29/22 9:30:00
Paper
DRIR14-S-Restaurants49.93 %405Short$126.50$124.021.96 %
6/6/2022 9:30:00 AM
6/06/22 9:30:00
6/7/2022 9:30:00 AM
6/07/22 9:30:00
Paper
YUMR5-B-Restaurants49.93 %433Short$118.38$119.27-0.75 %
5/27/2022 9:30:00 AM
5/27/22 9:30:00
6/6/2022 9:30:00 AM
6/06/22 9:30:00
Paper
MCDR1-L-Restaurants49.91 %211Long$244.46$237.50-2.85 %
5/16/2022 9:30:00 AM
5/16/22 9:30:00
5/24/2022 9:30:00 AM
5/24/22 9:30:00
Paper
BLMNR5-B-Restaurants49.98 %2250Short$22.41$21.962.01 %
4/22/2022 9:30:00 AM
4/22/22 9:30:00
4/25/2022 9:30:00 AM
4/25/22 9:30:00
Paper
YUMR5-B-Restaurants49.90 %405Short$125.00$121.502.80 %
4/20/2022 9:30:00 AM
4/20/22 9:30:00
4/25/2022 9:30:00 AM
4/25/22 9:30:00
Paper
CMGR5-B-Restaurants47.56 %30Short$1,600.00$1,541.273.67 %
3/29/2022 9:30:00 AM
3/29/22 9:30:00
4/7/2022 9:30:00 AM
4/07/22 9:30:00
Paper
MCDR5-B-Restaurants49.64 %203Short$246.35$246.100.10 %
3/29/2022 9:30:00 AM
3/29/22 9:30:00
4/5/2022 9:30:00 AM
4/05/22 9:30:00
Paper
CAKER5-B-Restaurants49.94 %1291Short$37.61$37.78-0.45 %
3/18/2022 9:30:00 AM
3/18/22 9:30:00
3/22/2022 9:30:00 AM
3/22/22 9:30:00
Paper
BLMNR5-B-Restaurants49.98 %2229Short$21.87$21.501.69 %
3/18/2022 9:30:00 AM
3/18/22 9:30:00
3/22/2022 9:30:00 AM
3/22/22 9:30:00
Paper
EATR5-B-Restaurants49.94 %1375Short$37.50$41.39-10.37 %
2/3/2022 9:30:00 AM
2/03/22 9:30:00
2/15/2022 9:30:00 AM
2/15/22 9:30:00
Paper
CMGR5-B-Restaurants48.72 %34Short$1,455.88$1,441.510.99 %
2/3/2022 9:30:00 AM
2/03/22 9:30:00
2/4/2022 9:30:00 AM
2/04/22 9:30:00
Paper
MCDR9-L-Restaurants49.95 %207Long$249.60$250.000.16 %
1/27/2022 9:30:00 AM
1/27/22 9:30:00
1/28/2022 9:30:00 AM
1/28/22 9:30:00
Paper
WENR1-L-Restaurants49.98 %2329Long$21.82$22.292.15 %
1/24/2022 9:30:00 AM
1/24/22 9:30:00
1/27/2022 9:30:00 AM
1/27/22 9:30:00
Paper
YUMR8-L-Restaurants49.86 %409Long$131.11$124.35-5.16 %
1/12/2022 9:30:00 AM
1/12/22 9:30:00
1/21/2022 9:30:00 AM
1/21/22 9:30:00
Paper
DPZR5-B-Restaurants49.71 %104Long$518.57$467.27-9.89 %
1/6/2022 9:30:00 AM
1/06/22 9:30:00
1/18/2022 9:30:00 AM
1/18/22 9:30:00
Paper
BJRIR5-B-Restaurants49.96 %1540Short$35.50$34.442.99 %
1/6/2022 9:30:00 AM
1/06/22 9:30:00
1/7/2022 9:30:00 AM
1/07/22 9:30:00
Paper
BLMNR14-S-Restaurants49.99 %2551Short$21.26$21.220.19 %
12/29/2021 9:30:00 AM
12/29/21 9:30:00
1/3/2022 9:30:00 AM
1/03/22 9:30:00
Paper
CMGR5-B-Restaurants48.59 %31Long$1,676.81$1,734.823.46 %
12/15/2021 9:30:00 AM
12/15/21 9:30:00
12/22/2021 9:30:00 AM
12/22/21 9:30:00
Paper
EATR14-S-Restaurants49.96 %1446Short$35.80$34.832.71 %
12/13/2021 9:30:00 AM
12/13/21 9:30:00
12/14/2021 9:30:00 AM
12/14/21 9:30:00
Paper
WENR5-B-Restaurants49.99 %2326Short$22.20$21.891.40 %
12/9/2021 9:30:00 AM
12/09/21 9:30:00
12/14/2021 9:30:00 AM
12/14/21 9:30:00
Paper
BJRIR5-B-Restaurants49.96 %1400Short$36.20$35.212.73 %
12/9/2021 9:30:00 AM
12/09/21 9:30:00
12/13/2021 9:30:00 AM
12/13/21 9:30:00
Paper
MCDR9-L-Restaurants49.78 %209Long$245.66$250.321.90 %
12/2/2021 9:30:00 AM
12/02/21 9:30:00
12/3/2021 9:30:00 AM
12/03/21 9:30:00
Paper
DRIR9-L-Restaurants49.86 %347Long$146.11$147.040.64 %
11/17/2021 9:30:00 AM
11/17/21 9:30:00
11/24/2021 9:30:00 AM
11/24/21 9:30:00
Paper
DRIR8-L-Restaurants49.89 %346Long$147.73$147.04-0.47 %
11/16/2021 9:30:00 AM
11/16/21 9:30:00
11/24/2021 9:30:00 AM
11/24/21 9:30:00
Paper
CAKER5-B-Restaurants49.92 %1079Short$46.57$45.003.37 %
11/8/2021 9:30:00 AM
11/08/21 9:30:00
11/11/2021 9:30:00 AM
11/11/21 9:30:00
Paper
MCDR8-L-Restaurants49.74 %211Long$241.05$243.400.97 %
10/27/2021 9:30:00 AM
10/27/21 9:30:00
10/28/2021 9:30:00 AM
10/28/21 9:30:00
Paper
DRIR1-L-Restaurants49.85 %344Long$151.76$145.57-4.08 %
10/15/2021 9:30:00 AM
10/15/21 9:30:00
10/27/2021 9:30:00 AM
10/27/21 9:30:00
Paper
DRIR9-L-Restaurants49.84 %340Long$152.79$146.03-4.42 %
10/13/2021 9:30:00 AM
10/13/21 9:30:00
10/25/2021 9:30:00 AM
10/25/21 9:30:00
Paper
YUMR5-B-Restaurants49.85 %423Long$122.27$124.261.63 %
10/13/2021 9:30:00 AM
10/13/21 9:30:00
10/14/2021 9:30:00 AM
10/14/21 9:30:00
Paper
CMGR5-B-Restaurants48.13 %27Long$1,857.00$1,811.14-2.47 %
9/29/2021 9:30:00 AM
9/29/21 9:30:00
10/6/2021 9:30:00 AM
10/06/21 9:30:00
Paper
DRIR5-B-Restaurants49.85 %339Long$152.61$155.531.91 %
10/1/2021 9:30:00 AM
10/01/21 9:30:00
10/4/2021 9:30:00 AM
10/04/21 9:30:00
Paper
BJRIR5-B-Restaurants49.97 %1129Short$45.20$43.224.38 %
9/27/2021 9:30:00 AM
9/27/21 9:30:00
9/30/2021 9:30:00 AM
9/30/21 9:30:00
Paper
YUMR8-L-Restaurants49.80 %400Long$127.71$125.31-1.88 %
9/17/2021 9:30:00 AM
9/17/21 9:30:00
9/28/2021 9:30:00 AM
9/28/21 9:30:00
Paper
YUMR1-L-Restaurants49.88 %403Long$125.42$125.08-0.27 %
9/20/2021 9:30:00 AM
9/20/21 9:30:00
9/27/2021 9:30:00 AM
9/27/21 9:30:00
Paper
BLMNR9-L-Restaurants49.98 %2026Long$25.52$25.40-0.47 %
9/8/2021 9:30:00 AM
9/08/21 9:30:00
9/17/2021 9:30:00 AM
9/17/21 9:30:00
Paper
BLMNR8-L-Restaurants49.97 %2007Long$25.83$25.40-1.66 %
9/7/2021 9:30:00 AM
9/07/21 9:30:00
9/17/2021 9:30:00 AM
9/17/21 9:30:00
Paper
CAKER5-B-Restaurants49.99 %1100Short$46.42$45.841.25 %
8/30/2021 9:30:00 AM
8/30/21 9:30:00
9/7/2021 9:30:00 AM
9/07/21 9:30:00
Paper
BJRIR5-B-Restaurants49.94 %1160Short$43.71$43.121.35 %
8/30/2021 9:30:00 AM
8/30/21 9:30:00
9/2/2021 9:30:00 AM
9/02/21 9:30:00
Paper
DPZR5-B-Restaurants49.72 %100Long$510.00$512.460.48 %
8/24/2021 9:30:00 AM
8/24/21 9:30:00
8/26/2021 9:30:00 AM
8/26/21 9:30:00
Paper
DRIR9-L-Restaurants49.79 %366Long$135.81$140.623.54 %
8/19/2021 9:30:00 AM
8/19/21 9:30:00
8/23/2021 9:30:00 AM
8/23/21 9:30:00
Paper
DPZR5-B-Restaurants49.63 %96Long$518.12$525.501.42 %
8/16/2021 9:30:00 AM
8/16/21 9:30:00
8/18/2021 9:30:00 AM
8/18/21 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailR14-S-Restaurants72.7 %0.93.5 %3.7 %2.4 %49.9 %4.6 %0.90.9
100%ThumbnailR1-L-Restaurants22.2 %0.8-5.5 %7.9 %5.0 %49.9 %9.9 %-0.70.8
100%ThumbnailR5-B-Restaurants78.1 %2.713.6 %7.4 %5.6 %49.8 %20.9 %1.82.7
100%ThumbnailR8-L-Restaurants50.0 %0.8-4.9 %6.4 %3.4 %49.8 %8.1 %-0.80.8
100%ThumbnailR9-L-Restaurants42.9 %1.2-9.2 %12.2 %7.1 %49.7 %13.2 %-0.81.2
Lists Used
List NameDescriptionDynamic List
RestaurantsRestaurantsNo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic Entries & Exits
(no filters used)

Warnings

Simulation Starting Balance: $100,000.00
 
Creation (Inception) Date: 4/24/2015
 
Back Test: ?* to 4/24/2015
 
Forward Test: None
 
Max Draw Down: 11.9%
Warning: Max Draw Down in the last 12 months is high.
Per Trade Allocation: 50%/trade
Warning: Per Trade Allocation is high, which will result in less diversification.
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 4.2
 
* 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:
5
100%
Volatile, Trending Markets
Swing:
0
0%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets