Portfolio

Portfolio Image

Restaurants

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

Return:

+2%

ROAI:

+6%

Stability:

 
50

Consistency:

 
58
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
R5-B-RestaurantsBJRILong49.99 %15634/17/2024 9:30:00 AM$32.66$32.57-0.28 %Paper
R9-L-RestaurantsDPZLong49.26 %1034/18/2024 9:30:00 AM$483.08$486.220.65 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
4/23/2023 - 4/23/2024
75.6%
1.9%
6.1%
14.9%
10.0%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

0.1
3.7
49.7%
31.5%
$101,907

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
BLMNR8-L-Restaurants49.98 %1903Long$26.62$27.292.52 %
4/15/2024 9:30:00 AM
4/15/24 9:30:00
4/17/2024 9:30:00 AM
4/17/24 9:30:00
Paper
BLMNR9-L-Restaurants49.98 %1871Long$27.01$27.120.41 %
4/8/2024 9:30:00 AM
4/08/24 9:30:00
4/10/2024 9:30:00 AM
4/10/24 9:30:00
Paper
YUMR1-L-Restaurants49.91 %366Long$136.61$137.390.57 %
3/22/2024 9:30:00 AM
3/22/24 9:30:00
3/28/2024 9:30:00 AM
3/28/24 9:30:00
Paper
YUMR9-L-Restaurants49.83 %366Long$136.43$137.390.70 %
3/19/2024 9:30:00 AM
3/19/24 9:30:00
3/28/2024 9:30:00 AM
3/28/24 9:30:00
Paper
CMGR9-L-Restaurants47.23 %18Long$2,593.67$2,644.641.97 %
2/22/2024 9:30:00 AM
2/22/24 9:30:00
2/23/2024 9:30:00 AM
2/23/24 9:30:00
Paper
CMGR5-B-Restaurants47.23 %18Long$2,593.67$2,644.641.97 %
2/22/2024 9:30:00 AM
2/22/24 9:30:00
2/23/2024 9:30:00 AM
2/23/24 9:30:00
Paper
DRIR1-L-Restaurants49.78 %294Long$165.46$167.601.29 %
2/21/2024 9:30:00 AM
2/21/24 9:30:00
2/22/2024 9:30:00 AM
2/22/24 9:30:00
Paper
DRIR9-L-Restaurants49.86 %302Long$161.77$161.880.07 %
2/15/2024 9:30:00 AM
2/15/24 9:30:00
2/20/2024 9:30:00 AM
2/20/24 9:30:00
Paper
BLMNR5-B-Restaurants49.98 %1887Long$26.26$25.41-3.24 %
1/11/2024 9:30:00 AM
1/11/24 9:30:00
1/19/2024 9:30:00 AM
1/19/24 9:30:00
Paper
BLMNR8-L-Restaurants49.99 %1935Long$25.46$25.10-1.41 %
1/12/2024 9:30:00 AM
1/12/24 9:30:00
1/18/2024 9:30:00 AM
1/18/24 9:30:00
Paper
CAKER5-B-Restaurants49.96 %1490Long$33.17$33.912.23 %
1/4/2024 9:30:00 AM
1/04/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
CMGR5-B-Restaurants47.51 %21Long$2,244.75$2,224.60-0.90 %
1/3/2024 9:30:00 AM
1/03/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
WENR5-B-Restaurants49.99 %2391Short$20.42$19.793.09 %
12/15/2023 9:30:00 AM
12/15/23 9:30:00
12/21/2023 9:30:00 AM
12/21/23 9:30:00
Paper
BJRIR9-L-Restaurants49.98 %1609Long$30.27$30.892.05 %
11/29/2023 9:30:00 AM
11/29/23 9:30:00
12/4/2023 9:30:00 AM
12/04/23 9:30:00
Paper
YUMR5-B-Restaurants49.84 %376Short$128.92$127.680.96 %
11/22/2023 9:30:00 AM
11/22/23 9:30:00
11/28/2023 9:30:00 AM
11/28/23 9:30:00
Paper
CAKER5-B-Restaurants50.00 %1449Short$32.78$32.540.73 %
11/16/2023 9:30:00 AM
11/16/23 9:30:00
11/22/2023 9:30:00 AM
11/22/23 9:30:00
Paper
DPZR14-S-Restaurants49.60 %128Short$372.65$372.000.17 %
11/9/2023 9:30:00 AM
11/09/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
MCDR5-B-Restaurants49.73 %177Short$268.80$268.240.21 %
11/7/2023 9:30:00 AM
11/07/23 9:30:00
11/9/2023 9:30:00 AM
11/09/23 9:30:00
Paper
DRIR5-B-Restaurants49.85 %341Short$142.38$149.77-5.19 %
10/20/2023 9:30:00 AM
10/20/23 9:30:00
11/6/2023 9:30:00 AM
11/06/23 9:30:00
Paper
EATR5-B-Restaurants49.95 %1457Short$33.32$32.422.70 %
10/19/2023 9:30:00 AM
10/19/23 9:30:00
10/23/2023 9:30:00 AM
10/23/23 9:30:00
Paper
DPZR5-B-Restaurants49.49 %135Long$367.62$335.90-8.63 %
10/5/2023 9:30:00 AM
10/05/23 9:30:00
10/9/2023 9:30:00 AM
10/09/23 9:30:00
Paper
BLMNR5-B-Restaurants49.99 %2058Long$25.97$24.78-4.58 %
9/20/2023 9:30:00 AM
9/20/23 9:30:00
9/29/2023 9:30:00 AM
9/29/23 9:30:00
Paper
DPZR1-L-Restaurants49.76 %130Long$378.36$386.492.15 %
9/25/2023 9:30:00 AM
9/25/23 9:30:00
9/26/2023 9:30:00 AM
9/26/23 9:30:00
Paper
BLMNR8-L-Restaurants49.96 %2049Long$26.76$24.07-10.05 %
9/14/2023 9:30:00 AM
9/14/23 9:30:00
9/25/2023 9:30:00 AM
9/25/23 9:30:00
Paper
DPZR5-B-Restaurants49.57 %141Long$377.66$380.510.75 %
8/21/2023 9:30:00 AM
8/21/23 9:30:00
8/24/2023 9:30:00 AM
8/24/23 9:30:00
Paper
MCDR9-L-Restaurants49.77 %188Long$281.72$281.740.01 %
8/18/2023 9:30:00 AM
8/18/23 9:30:00
8/24/2023 9:30:00 AM
8/24/23 9:30:00
Paper
EATR8-L-Restaurants49.97 %1485Long$37.00$34.09-7.86 %
8/14/2023 9:30:00 AM
8/14/23 9:30:00
8/21/2023 9:30:00 AM
8/21/23 9:30:00
Paper
CMGR5-B-Restaurants49.37 %30Long$1,845.69$1,860.890.82 %
8/11/2023 9:30:00 AM
8/11/23 9:30:00
8/17/2023 9:30:00 AM
8/17/23 9:30:00
Paper
BJRIR9-L-Restaurants49.96 %1647Long$34.10$33.79-0.91 %
8/10/2023 9:30:00 AM
8/10/23 9:30:00
8/11/2023 9:30:00 AM
8/11/23 9:30:00
Paper
BLMNR9-L-Restaurants49.99 %2116Long$25.31$25.781.86 %
8/2/2023 9:30:00 AM
8/02/23 9:30:00
8/9/2023 9:30:00 AM
8/09/23 9:30:00
Paper
BLMNR5-B-Restaurants49.99 %2116Long$25.31$25.781.86 %
8/2/2023 9:30:00 AM
8/02/23 9:30:00
8/9/2023 9:30:00 AM
8/09/23 9:30:00
Paper
MCDR8-L-Restaurants49.88 %187Long$292.00$295.801.30 %
7/27/2023 9:30:00 AM
7/27/23 9:30:00
7/28/2023 9:30:00 AM
7/28/23 9:30:00
Paper
MCDR8-L-Restaurants49.92 %185Long$295.00$297.660.90 %
7/19/2023 9:30:00 AM
7/19/23 9:30:00
7/21/2023 9:30:00 AM
7/21/23 9:30:00
Paper
CMGR8-L-Restaurants48.56 %25Long$2,074.87$2,152.703.75 %
7/10/2023 9:30:00 AM
7/10/23 9:30:00
7/18/2023 9:30:00 AM
7/18/23 9:30:00
Paper
YUMR8-L-Restaurants49.87 %396Long$135.05$134.89-0.12 %
6/27/2023 9:30:00 AM
6/27/23 9:30:00
6/29/2023 9:30:00 AM
6/29/23 9:30:00
Paper
DRIR9-L-Restaurants49.78 %329Long$161.63$162.850.75 %
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
DPZR5-B-Restaurants49.83 %176Short$320.00$330.75-3.36 %
6/15/2023 9:30:00 AM
6/15/23 9:30:00
6/20/2023 9:30:00 AM
6/20/23 9:30:00
Paper
WENR1-L-Restaurants49.97 %2461Long$22.14$22.180.18 %
6/14/2023 9:30:00 AM
6/14/23 9:30:00
6/16/2023 9:30:00 AM
6/16/23 9:30:00
Paper
YUMR9-L-Restaurants49.87 %406Long$131.52$132.780.96 %
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
WENR9-L-Restaurants49.98 %2392Long$22.33$22.701.66 %
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
MCDR8-L-Restaurants49.83 %181Long$293.25$295.550.78 %
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
DRIR9-L-Restaurants49.86 %350Long$146.59$151.683.47 %
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
BLMNR8-L-Restaurants49.97 %2201Long$23.05$23.401.52 %
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
BJRIR8-L-Restaurants49.97 %1717Long$29.92$30.542.07 %
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
BLMNR9-L-Restaurants50.00 %2155Long$23.22$24.605.94 %
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
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailR14-S-Restaurants100.0 %0.10.1 %0.3 %0.2 %49.7 %0.2 %0.30.1
100%ThumbnailR1-L-Restaurants90.9 %0.96.5 %1.3 %1.2 %49.7 %5.5 %5.00.9
100%ThumbnailR5-B-Restaurants69.6 %1.92.3 %7.8 %5.7 %49.8 %17.7 %0.31.9
100%ThumbnailR8-L-Restaurants70.6 %1.42.4 %12.4 %6.3 %49.8 %11.1 %0.21.4
100%ThumbnailR9-L-Restaurants76.9 %2.214.7 %8.5 %5.5 %49.9 %15.9 %1.72.2
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: 14.9%
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: 3.7
 
* 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