Portfolio

Calculate Over:

Restaurants

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

Return:

+22%

ROAI:

+62%

Stability:

Consistency:

Select Portfolio

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

Industry Group
Range Market
Both
Medium
Stocks
Swing Trading

Configure Explore Portfolios

General Strategy Trading of Restaurant Stocks

The consumer sector has enjoyed excellent growth. This Portfolio was created using 5 Strategies that represent general upside and downside turning points in terms of Swing Trades and Reversion to Mean Trades. Trend following Strategies were not used.

Key Statistics

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

5
75.5%
22.0%
62.4%
9.9%
2.2

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

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:

6/5/2022 - 6/5/2023
75.5%
22.0%
62.4%
9.9%
9.9%

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

2.2
4.4
49.7%
35.3%
$122,047

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
YUM	R9-L-Restaurants	49.95 %	453	Long	$131.52	$132.78	0.96 %	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	R9-L-Restaurants	49.99 %	2665	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
MCD	R8-L-Restaurants	49.67 %	201	Long	$293.25	$295.55	0.78 %	5/18/2023 9:30:00 AM 5/18/23 9:30:00	5/22/2023 9:30:00 AM 5/22/23 9:30:00	Paper
DRI	R9-L-Restaurants	49.87 %	390	Long	$146.59	$151.68	3.47 %	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
BLMN	R8-L-Restaurants	49.97 %	2452	Long	$23.05	$23.40	1.52 %	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
BJRI	R8-L-Restaurants	49.98 %	1913	Long	$29.92	$30.54	2.07 %	5/9/2023 9:30:00 AM 5/09/23 9:30:00	5/11/2023 9:30:00 AM 5/11/23 9:30:00	Paper
BLMN	R9-L-Restaurants	49.98 %	2400	Long	$23.22	$24.60	5.94 %	4/26/2023 9:30:00 AM 4/26/23 9:30:00	4/28/2023 9:30:00 AM 4/28/23 9:30:00	Paper
DRI	R8-L-Restaurants	49.97 %	359	Long	$149.21	$154.28	3.40 %	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
BLMN	R8-L-Restaurants	49.97 %	2174	Long	$24.62	$25.56	3.82 %	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
DPZ	R5-B-Restaurants	49.70 %	163	Short	$329.70	$329.05	0.20 %	3/30/2023 9:30:00 AM 3/30/23 9:30:00	4/5/2023 9:30:00 AM 4/05/23 9:30:00	Paper
CAKE	R5-B-Restaurants	49.97 %	1555	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
BJRI	R1-L-Restaurants	49.98 %	1783	Long	$32.44	$28.98	-10.67 %	3/6/2023 9:30:00 AM 3/06/23 9:30:00	3/16/2023 9:30:00 AM 3/16/23 9:30:00	Paper
BJRI	R8-L-Restaurants	49.96 %	1773	Long	$32.00	$32.95	2.97 %	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
CMG	R5-B-Restaurants	47.67 %	36	Long	$1,498.00	$1,500.00	0.13 %	2/24/2023 9:30:00 AM 2/24/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
CMG	R9-L-Restaurants	49.50 %	37	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
EAT	R9-L-Restaurants	49.97 %	1471	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
CMG	R5-B-Restaurants	48.09 %	34	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
MCD	R9-L-Restaurants	49.58 %	210	Long	$262.63	$265.02	0.91 %	2/3/2023 9:30:00 AM 2/03/23 9:30:00	2/7/2023 9:30:00 AM 2/07/23 9:30:00	Paper
WEN	R8-L-Restaurants	49.98 %	2509	Long	$21.81	$22.20	1.79 %	1/27/2023 9:30:00 AM 1/27/23 9:30:00	2/1/2023 9:30:00 AM 2/01/23 9:30:00	Paper
WEN	R1-L-Restaurants	49.98 %	2494	Long	$22.03	$22.20	0.77 %	1/26/2023 9:30:00 AM 1/26/23 9:30:00	2/1/2023 9:30:00 AM 2/01/23 9:30:00	Paper
CMG	R5-B-Restaurants	48.33 %	36	Short	$1,487.58	$1,490.70	-0.21 %	1/12/2023 9:30:00 AM 1/12/23 9:30:00	1/19/2023 9:30:00 AM 1/19/23 9:30:00	Paper
MCD	R5-B-Restaurants	49.62 %	205	Long	$263.53	$269.93	2.43 %	1/3/2023 9:30:00 AM 1/03/23 9:30:00	1/9/2023 9:30:00 AM 1/09/23 9:30:00	Paper
MCD	R1-L-Restaurants	49.66 %	199	Long	$267.27	$268.66	0.52 %	12/22/2022 9:30:00 AM 12/22/22 9:30:00	12/27/2022 9:30:00 AM 12/27/22 9:30:00	Paper
BLMN	R5-B-Restaurants	49.98 %	2596	Long	$21.16	$20.84	-1.51 %	12/19/2022 9:30:00 AM 12/19/22 9:30:00	12/23/2022 9:30:00 AM 12/23/22 9:30:00	Paper
MCD	R5-B-Restaurants	49.70 %	204	Long	$266.25	$267.27	0.38 %	12/19/2022 9:30:00 AM 12/19/22 9:30:00	12/22/2022 9:30:00 AM 12/22/22 9:30:00	Paper
CMG	R5-B-Restaurants	49.01 %	34	Long	$1,505.00	$1,610.05	6.98 %	12/7/2022 9:30:00 AM 12/07/22 9:30:00	12/13/2022 9:30:00 AM 12/13/22 9:30:00	Paper
CAKE	R1-L-Restaurants	49.99 %	1646	Long	$31.73	$32.73	3.15 %	12/7/2022 9:30:00 AM 12/07/22 9:30:00	12/9/2022 9:30:00 AM 12/09/22 9:30:00	Paper
EAT	R1-L-Restaurants	49.96 %	1598	Long	$32.42	$32.68	0.80 %	12/6/2022 9:30:00 AM 12/06/22 9:30:00	12/7/2022 9:30:00 AM 12/07/22 9:30:00	Paper
BLMN	R8-L-Restaurants	49.98 %	2411	Long	$22.91	$20.46	-10.69 %	11/22/2022 9:30:00 AM 11/22/22 9:30:00	12/7/2022 9:30:00 AM 12/07/22 9:30:00	Paper
DPZ	R5-B-Restaurants	49.86 %	145	Short	$372.43	$359.85	3.38 %	11/15/2022 9:30:00 AM 11/15/22 9:30:00	11/17/2022 9:30:00 AM 11/17/22 9:30:00	Paper
DPZ	R14-S-Restaurants	49.75 %	140	Short	$359.95	$336.83	6.42 %	11/7/2022 9:30:00 AM 11/07/22 9:30:00	11/9/2022 9:30:00 AM 11/09/22 9:30:00	Paper
DPZ	R5-B-Restaurants	49.75 %	140	Short	$359.95	$336.83	6.42 %	11/7/2022 9:30:00 AM 11/07/22 9:30:00	11/9/2022 9:30:00 AM 11/09/22 9:30:00	Paper
EAT	R5-B-Restaurants	49.97 %	1662	Short	$31.72	$33.06	-4.22 %	10/27/2022 9:30:00 AM 10/27/22 9:30:00	11/2/2022 9:30:00 AM 11/02/22 9:30:00	Paper
WEN	R5-B-Restaurants	49.99 %	2535	Short	$20.11	$19.82	1.44 %	10/19/2022 9:30:00 AM 10/19/22 9:30:00	10/21/2022 9:30:00 AM 10/21/22 9:30:00	Paper
CMG	R1-L-Restaurants	48.09 %	33	Long	$1,546.63	$1,514.79	-2.06 %	9/29/2022 9:30:00 AM 9/29/22 9:30:00	10/5/2022 9:30:00 AM 10/05/22 9:30:00	Paper
CAKE	R1-L-Restaurants	49.97 %	1766	Long	$31.14	$30.05	-3.50 %	9/22/2022 9:30:00 AM 9/22/22 9:30:00	9/29/2022 9:30:00 AM 9/29/22 9:30:00	Paper
BLMN	R1-L-Restaurants	49.98 %	2748	Long	$19.96	$18.08	-9.42 %	9/22/2022 9:30:00 AM 9/22/22 9:30:00	9/29/2022 9:30:00 AM 9/29/22 9:30:00	Paper
BJRI	R5-B-Restaurants	49.98 %	2021	Short	$27.40	$26.74	2.41 %	9/12/2022 9:30:00 AM 9/12/22 9:30:00	9/14/2022 9:30:00 AM 9/14/22 9:30:00	Paper
BLMN	R5-B-Restaurants	49.98 %	2700	Long	$20.71	$20.19	-2.51 %	8/31/2022 9:30:00 AM 8/31/22 9:30:00	9/8/2022 9:30:00 AM 9/08/22 9:30:00	Paper
CMG	R9-L-Restaurants	47.80 %	32	Long	$1,637.02	$1,667.78	1.88 %	8/24/2022 9:30:00 AM 8/24/22 9:30:00	8/26/2022 9:30:00 AM 8/26/22 9:30:00	Paper
BLMN	R9-L-Restaurants	49.98 %	2552	Long	$21.44	$21.90	2.15 %	8/23/2022 9:30:00 AM 8/23/22 9:30:00	8/25/2022 9:30:00 AM 8/25/22 9:30:00	Paper
CAKE	R5-B-Restaurants	49.98 %	1563	Short	$33.21	$31.98	3.70 %	8/15/2022 9:30:00 AM 8/15/22 9:30:00	8/22/2022 9:30:00 AM 8/22/22 9:30:00	Paper
BJRI	R5-B-Restaurants	49.98 %	1976	Short	$26.35	$25.57	2.96 %	8/15/2022 9:30:00 AM 8/15/22 9:30:00	8/22/2022 9:30:00 AM 8/22/22 9:30:00	Paper
MCD	R8-L-Restaurants	49.62 %	201	Long	$256.90	$263.20	2.45 %	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
BLMN	R5-B-Restaurants	49.99 %	2580	Short	$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
DPZ	R1-L-Restaurants	49.56 %	133	Long	$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
BLMN	R14-S-Restaurants	49.98 %	2804	Short	$18.43	$17.89	2.93 %	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
WEN	R5-B-Restaurants	49.98 %	2521	Short	$20.54	$20.32	1.07 %	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
YUM	R5-B-Restaurants	49.85 %	436	Short	$117.31	$116.13	1.01 %	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
WEN	R5-B-Restaurants	49.99 %	2534	Short	$20.01	$19.51	2.50 %	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
MCD	R5-B-Restaurants	49.61 %	201	Short	$247.90	$246.14	0.71 %	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
DPZ	R5-B-Restaurants	49.77 %	125	Short	$400.00	$391.82	2.05 %	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

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	R14-S-Restaurants	80.0 %	0.4	4.7 %	3.7 %	1.9 %	49.9 %	1.9 %	1.3	0.4
100%	R1-L-Restaurants	52.9 %	1.4	-6.6 %	10.2 %	7.7 %	49.8 %	11.7 %	-0.6	1.4
100%	R5-B-Restaurants	67.9 %	2.3	14.4 %	5.7 %	4.7 %	49.8 %	21.5 %	2.5	2.3
100%	R8-L-Restaurants	84.6 %	1.1	3.4 %	6.7 %	4.7 %	49.9 %	8.7 %	0.5	1.1
100%	R9-L-Restaurants	78.9 %	1.6	11.6 %	3.9 %	2.6 %	49.8 %	11.4 %	3.0	1.6

Lists Used

List Name	Description	Dynamic List
Restaurants	Restaurants	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: 4/24/2015

Back Test: ?* to 4/24/2015

Forward Test: None

Max Draw Down: 9.9%

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: 4.4

* 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:

100%

Volatile, Trending Markets

Swing:

Cyclical Markets

Trending:

Strong Trending Markets