Portfolio

Calculate Over:

Biotech and Pharma ETFs

Created by: OmniVest
Date Created: 12/17/2015

Return:

+9%

ROAI:

+203%

Stability:

Consistency:

Select Portfolio

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

Select Portfolio
Bullish Market
Long
Short
Non-Inverse ETFs
Reversion to Mean

Configure Explore Portfolios

Select Trades in a Hot Industry

This SELECT Portfolio uses Single Symbol Strategies to identify isolated trades on certain Biotechnology and Pharmaceutical stocks.

Key Statistics

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

24
91.2%
9.2%
203.1%
0.7%
13.0

How This Portfolio was Built:
This Portfolio was created using the new SELECT capability of Portfolio Builder, pairing Reversion to Mean Strategies with specific, well-performing ETFs in the Biotech and Pharmaceutical industries.

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:

4/3/2025 - 4/3/2026
91.2%
9.2%
203.1%
0.7%
0.5%

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

13.0
2.8
14.9%
4.5%
$109,161

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
PJP	R7-Long-ETF-BioPha-PJP	14.93 %	163	Long	$100.70	$101.91	1.20 %	3/25/2026 9:30:00 AM 3/25/26 9:30:00	3/26/2026 9:30:00 AM 3/26/26 9:30:00	Paper
XPH	R5-Long-ETF-BioPha-XPH	14.94 %	306	Long	$53.85	$52.72	-2.10 %	3/16/2026 9:30:00 AM 3/16/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
PBE	R9-Long-ETF-BioPha-PBE	14.87 %	213	Long	$76.76	$77.78	1.33 %	3/16/2026 9:30:00 AM 3/16/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
BBH	R7-Long-ETF-BioPha-BBH	14.68 %	82	Long	$196.08	$198.09	1.02 %	2/4/2026 9:30:00 AM 2/04/26 9:30:00	2/5/2026 9:30:00 AM 2/05/26 9:30:00	Paper
XBI	R3-Long-ETF-BioPha-XBI	14.92 %	128	Long	$126.17	$127.87	1.35 %	1/30/2026 9:30:00 AM 1/30/26 9:30:00	2/4/2026 9:30:00 AM 2/04/26 9:30:00	Paper
BBH	R7-Long-ETF-BioPha-BBH	14.91 %	84	Long	$192.19	$197.98	3.01 %	1/15/2026 9:30:00 AM 1/15/26 9:30:00	1/22/2026 9:30:00 AM 1/22/26 9:30:00	Paper
PBE	R7-Long-ETF-BioPha-PBE	14.94 %	197	Long	$82.13	$81.69	-0.54 %	1/15/2026 9:30:00 AM 1/15/26 9:30:00	1/21/2026 9:30:00 AM 1/21/26 9:30:00	Paper
XPH	R11-Long-ETF-BioPha-XPH	14.96 %	288	Long	$55.85	$56.43	1.04 %	1/7/2026 9:30:00 AM 1/07/26 9:30:00	1/8/2026 9:30:00 AM 1/08/26 9:30:00	Paper
XPH	R1-Long-ETF-BioPha-XPH	14.96 %	288	Long	$55.85	$56.43	1.04 %	1/7/2026 9:30:00 AM 1/07/26 9:30:00	1/8/2026 9:30:00 AM 1/08/26 9:30:00	Paper
PJP	R1-Long-ETF-BioPha-PJP	14.86 %	152	Long	$104.98	$105.90	0.88 %	1/7/2026 9:30:00 AM 1/07/26 9:30:00	1/8/2026 9:30:00 AM 1/08/26 9:30:00	Paper
XBI	R3-Long-ETF-BioPha-XBI	14.92 %	130	Long	$121.33	$124.87	2.92 %	1/5/2026 9:30:00 AM 1/05/26 9:30:00	1/8/2026 9:30:00 AM 1/08/26 9:30:00	Paper
PJP	R7-Long-ETF-BioPha-PJP	14.88 %	151	Long	$104.20	$105.90	1.63 %	1/5/2026 9:30:00 AM 1/05/26 9:30:00	1/8/2026 9:30:00 AM 1/08/26 9:30:00	Paper
XPH	R8-Long-ETF-BioPha-XPH	14.91 %	286	Long	$55.37	$55.85	0.87 %	1/5/2026 9:30:00 AM 1/05/26 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
PBE	R7-Long-ETF-BioPha-PBE	14.93 %	192	Long	$82.15	$84.43	2.78 %	1/5/2026 9:30:00 AM 1/05/26 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
BBH	R9-Long-ETF-BioPha-BBH	14.85 %	83	Long	$188.88	$198.02	4.84 %	1/2/2026 9:30:00 AM 1/02/26 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
BBH	R7-Long-ETF-BioPha-BBH	14.75 %	82	Long	$189.00	$191.27	1.20 %	12/19/2025 9:30:00 AM 12/19/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
XPH	R8-Long-ETF-BioPha-XPH	14.97 %	283	Long	$55.56	$56.31	1.35 %	12/18/2025 9:30:00 AM 12/18/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
IBB	R8-Long-ETF-BioPha-IBB	14.89 %	93	Long	$166.88	$170.45	2.14 %	12/18/2025 9:30:00 AM 12/18/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
FBT	R4-Long-ETF-BioPha-FBT	14.80 %	75	Long	$207.77	$213.34	2.68 %	12/18/2025 9:30:00 AM 12/18/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
PBE	R9-Long-ETF-BioPha-PBE	14.96 %	195	Long	$79.70	$80.78	1.36 %	12/10/2025 9:30:00 AM 12/10/25 9:30:00	12/12/2025 9:30:00 AM 12/12/25 9:30:00	Paper
BBH	R9-Long-ETF-BioPha-BBH	14.90 %	82	Long	$188.74	$192.35	1.91 %	12/10/2025 9:30:00 AM 12/10/25 9:30:00	12/12/2025 9:30:00 AM 12/12/25 9:30:00	Paper
BBH	R5-Long-ETF-BioPha-BBH	14.90 %	82	Long	$188.74	$192.35	1.91 %	12/10/2025 9:30:00 AM 12/10/25 9:30:00	12/12/2025 9:30:00 AM 12/12/25 9:30:00	Paper
FBT	R3-Long-ETF-BioPha-FBT	14.83 %	83	Long	$182.08	$187.66	3.06 %	10/14/2025 9:30:00 AM 10/14/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
PJP	R7-Long-ETF-BioPha-PJP	14.88 %	165	Long	$92.60	$93.79	1.29 %	10/13/2025 9:30:00 AM 10/13/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
PBE	R7-Long-ETF-BioPha-PBE	14.98 %	219	Long	$70.50	$72.03	2.17 %	10/13/2025 9:30:00 AM 10/13/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
PBE	R9-Long-ETF-BioPha-PBE	14.95 %	221	Long	$68.32	$69.95	2.39 %	9/26/2025 9:30:00 AM 9/26/25 9:30:00	10/1/2025 9:30:00 AM 10/01/25 9:30:00	Paper
PBE	R7-Long-ETF-BioPha-PBE	14.95 %	221	Long	$68.32	$69.95	2.39 %	9/26/2025 9:30:00 AM 9/26/25 9:30:00	10/1/2025 9:30:00 AM 10/01/25 9:30:00	Paper
BBH	R9-Long-ETF-BioPha-BBH	14.93 %	93	Long	$161.38	$166.28	3.04 %	9/26/2025 9:30:00 AM 9/26/25 9:30:00	10/1/2025 9:30:00 AM 10/01/25 9:30:00	Paper
BBH	R7-Long-ETF-BioPha-BBH	14.93 %	93	Long	$161.38	$166.28	3.04 %	9/26/2025 9:30:00 AM 9/26/25 9:30:00	10/1/2025 9:30:00 AM 10/01/25 9:30:00	Paper
BBH	R5-Long-ETF-BioPha-BBH	14.93 %	93	Long	$161.38	$166.28	3.04 %	9/26/2025 9:30:00 AM 9/26/25 9:30:00	10/1/2025 9:30:00 AM 10/01/25 9:30:00	Paper
PBE	R8-Long-ETF-BioPha-PBE	14.92 %	217	Long	$68.91	$69.95	1.51 %	9/25/2025 9:30:00 AM 9/25/25 9:30:00	10/1/2025 9:30:00 AM 10/01/25 9:30:00	Paper
XPH	R5-Long-ETF-BioPha-XPH	14.98 %	325	Long	$46.20	$47.35	2.49 %	9/17/2025 9:30:00 AM 9/17/25 9:30:00	9/19/2025 9:30:00 AM 9/19/25 9:30:00	Paper
XPH	R1-Long-ETF-BioPha-XPH	14.98 %	325	Long	$46.20	$47.35	2.49 %	9/17/2025 9:30:00 AM 9/17/25 9:30:00	9/19/2025 9:30:00 AM 9/19/25 9:30:00	Paper
XBI	R4-Long-ETF-BioPha-XBI	14.92 %	173	Long	$86.10	$84.83	-1.48 %	7/31/2025 9:30:00 AM 7/31/25 9:30:00	8/1/2025 9:30:00 AM 8/01/25 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	R10-Long-ETF-BioPha-PBE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Long-ETF-BioPha-XBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-ETF-BioPha-XPH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-ETF-BioPha-PJP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-ETF-BioPha-XPH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-ETF-BioPha-FBT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-ETF-BioPha-IBB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-ETF-BioPha-XBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-ETF-BioPha-FBT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-ETF-BioPha-XBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-ETF-BioPha-BBH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-ETF-BioPha-XPH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-ETF-BioPha-BBH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-ETF-BioPha-PBE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-ETF-BioPha-PJP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-ETF-BioPha-IBB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-ETF-BioPha-PBE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-ETF-BioPha-XBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-ETF-BioPha-XPH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-ETF-BioPha-BBH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-ETF-BioPha-PBE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-ETF-BioPha-BBH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-ETF-BioPha-FBT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-ETF-BioPha-XBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a

Lists Used

List Name	Description	Dynamic List
ETF-BioPha-BBH	List: ETF-BioPha-BBH	No
ETF-BioPha-FBT	List: ETF-BioPha-FBT	No
ETF-BioPha-IBB	List: ETF-BioPha-IBB	No
ETF-BioPha-PBE	List: ETF-BioPha-PBE	No
ETF-BioPha-PJP	List: ETF-BioPha-PJP	No
ETF-BioPha-XBI	List: ETF-BioPha-XBI	No
ETF-BioPha-XPH	List: ETF-BioPha-XPH	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: 12/17/2015

Back Test: 1/1/2011 to 12/31/2014

Forward Test: 12/31/2014 to 12/17/2015

Max Draw Down: 0.7%

Per Trade Allocation: 15%/trade

Minimum Volume: 500,000

Minimum Price: $5,000.00

Avg Trades/Month: 2.8

Settings

Balance:

100,000

Return Calculation:

Compound

List Type:

List

List:

ETF-BioPha

Goal:

15%

NumStrategies:

Optimize On:

CAR

Filter Limit:

Filter On:

CAR

Direction:

Long

Min Volume:

500,000

Min Price:

$5,000.00

Sim Start Date:

1/1/2011

Sim End Date:

12/31/2014

Date Created:

12/17/2015

Approach Breakout:

Approach RTM:

Yes

Approach Swing:

Approach Trending:

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