Portfolio

Calculate Over:

All Cap Commodity ETFs

Created by: OmniVest
Date Created: 12/22/2015

Return:

+17%

ROAI:

+141%

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

A Broad Market View

This SELECT Portfolio trades a wide variety of Commodity ETFs including Large and Small Capitalization.

Key Statistics

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

112
77.8%
16.8%
140.6%
5.4%
3.1

How This Portfolio was Built:
The Portfolio was built by matching Reversion to Mean Systems to individual Commodity ETFs.

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
77.8%
16.8%
140.6%
5.4%
4.7%

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

3.1
4.5
19.9%
11.9%
$116,771

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
PEY	R1-Long-T + YTD-PEY	19.99 %	1108	Long	$20.82	$21.11	1.39 %	3/12/2026 9:30:00 AM 3/12/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
PEY	R4-Long-T + YTD-PEY	19.99 %	1107	Long	$20.98	$21.11	0.62 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
PEY	R9-Long-T + YTD-PEY	19.99 %	1102	Long	$21.11	$21.11	0.00 %	3/10/2026 9:30:00 AM 3/10/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
FAD	VBX1-Long-T + YTD-FAD	19.83 %	141	Long	$164.66	$161.81	-1.73 %	3/10/2026 9:30:00 AM 3/10/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
PEY	VBX1-Long-T + YTD-PEY	19.97 %	1085	Long	$21.49	$21.11	-1.77 %	3/5/2026 9:30:00 AM 3/05/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
ONEQ	R9-Long-T + YTD-ONEQ	19.92 %	248	Long	$89.03	$91.70	3.00 %	2/6/2026 9:30:00 AM 2/06/26 9:30:00	2/10/2026 9:30:00 AM 2/10/26 9:30:00	Paper
FPX	R4-Long-T + YTD-FPX	19.84 %	138	Long	$163.96	$165.95	1.21 %	2/4/2026 9:30:00 AM 2/04/26 9:30:00	2/10/2026 9:30:00 AM 2/10/26 9:30:00	Paper
FPX	R9-Long-T + YTD-FPX	19.93 %	141	Long	$159.79	$162.67	1.80 %	2/6/2026 9:30:00 AM 2/06/26 9:30:00	2/9/2026 9:30:00 AM 2/09/26 9:30:00	Paper
FAD	R9-Long-T + YTD-FAD	19.87 %	135	Long	$164.30	$168.07	2.29 %	2/6/2026 9:30:00 AM 2/06/26 9:30:00	2/9/2026 9:30:00 AM 2/09/26 9:30:00	Paper
HECO	R7-Long-T + YTD-HECO	19.97 %	521	Long	$42.11	$43.87	4.17 %	2/4/2026 9:30:00 AM 2/04/26 9:30:00	2/9/2026 9:30:00 AM 2/09/26 9:30:00	Paper
HECO	R5-Long-T + YTD-HECO	19.98 %	520	Long	$44.11	$42.65	-3.31 %	2/3/2026 9:30:00 AM 2/03/26 9:30:00	2/6/2026 9:30:00 AM 2/06/26 9:30:00	Paper
FAD	R8-Long-T + YTD-FAD	19.82 %	137	Long	$165.85	$167.56	1.03 %	2/2/2026 9:30:00 AM 2/02/26 9:30:00	2/4/2026 9:30:00 AM 2/04/26 9:30:00	Paper
FPX	R6-Long-T + YTD-FPX	19.84 %	136	Long	$166.42	$167.52	0.66 %	1/23/2026 9:30:00 AM 1/23/26 9:30:00	1/28/2026 9:30:00 AM 1/28/26 9:30:00	Paper
FPX	R4-Long-T + YTD-FPX	19.84 %	136	Long	$166.42	$167.52	0.66 %	1/23/2026 9:30:00 AM 1/23/26 9:30:00	1/28/2026 9:30:00 AM 1/28/26 9:30:00	Paper
FPX	R1-Long-T + YTD-FPX	19.84 %	136	Long	$166.42	$167.52	0.66 %	1/23/2026 9:30:00 AM 1/23/26 9:30:00	1/28/2026 9:30:00 AM 1/28/26 9:30:00	Paper
FPX	R7-Long-T + YTD-FPX	19.84 %	137	Long	$167.62	$167.52	-0.06 %	1/22/2026 9:30:00 AM 1/22/26 9:30:00	1/28/2026 9:30:00 AM 1/28/26 9:30:00	Paper
ONEQ	R9-Long-T + YTD-ONEQ	19.85 %	244	Long	$91.97	$92.60	0.69 %	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
FPX	R9-Long-T + YTD-FPX	19.91 %	136	Long	$165.51	$168.58	1.85 %	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
FAD	R9-Long-T + YTD-FAD	19.84 %	137	Long	$163.46	$168.96	3.36 %	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
FPX	R7-Long-T + YTD-FPX	19.85 %	134	Long	$166.11	$168.58	1.49 %	12/31/2025 9:30:00 AM 12/31/25 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
PDP	R7-Long-T + YTD-PDP	19.90 %	191	Long	$117.33	$119.51	1.86 %	1/2/2026 9:30:00 AM 1/02/26 9:30:00	1/5/2026 9:30:00 AM 1/05/26 9:30:00	Paper
FAD	R7-Long-T + YTD-FAD	19.84 %	137	Long	$163.46	$165.60	1.31 %	1/2/2026 9:30:00 AM 1/02/26 9:30:00	1/5/2026 9:30:00 AM 1/05/26 9:30:00	Paper
FPX	R5-Long-T + YTD-FPX	19.82 %	131	Long	$163.82	$169.92	3.72 %	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
FAD	R8-Long-T + YTD-FAD	19.81 %	132	Long	$161.67	$165.90	2.62 %	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
HECO	R7-Long-T + YTD-HECO	19.93 %	534	Long	$38.26	$41.84	9.35 %	12/17/2025 9:30:00 AM 12/17/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
HECO	R5-Long-T + YTD-HECO	19.93 %	534	Long	$38.26	$41.84	9.35 %	12/17/2025 9:30:00 AM 12/17/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
ONEQ	R9-Long-T + YTD-ONEQ	19.98 %	234	Long	$90.44	$92.50	2.28 %	12/16/2025 9:30:00 AM 12/16/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
FPX	R4-Long-T + YTD-FPX	19.96 %	138	Long	$156.71	$154.59	-1.35 %	11/17/2025 9:30:00 AM 11/17/25 9:30:00	11/25/2025 9:30:00 AM 11/25/25 9:30:00	Paper
HECO	VBX1-Long-T + YTD-HECO	19.94 %	528	Long	$40.56	$40.11	-1.11 %	11/14/2025 9:30:00 AM 11/14/25 9:30:00	11/25/2025 9:30:00 AM 11/25/25 9:30:00	Paper
HECO	R5-Long-T + YTD-HECO	19.94 %	528	Long	$40.56	$40.11	-1.11 %	11/14/2025 9:30:00 AM 11/14/25 9:30:00	11/25/2025 9:30:00 AM 11/25/25 9:30:00	Paper
FPX	R5-Long-T + YTD-FPX	19.79 %	137	Long	$153.02	$154.59	1.03 %	11/14/2025 9:30:00 AM 11/14/25 9:30:00	11/25/2025 9:30:00 AM 11/25/25 9:30:00	Paper
HECO	R7-Long-T + YTD-HECO	19.98 %	506	Long	$42.05	$38.25	-9.03 %	11/13/2025 9:30:00 AM 11/13/25 9:30:00	11/21/2025 9:30:00 AM 11/21/25 9:30:00	Paper
PDP	R5-Long-T + YTD-PDP	19.87 %	184	Long	$114.97	$118.82	3.35 %	11/7/2025 9:30:00 AM 11/07/25 9:30:00	11/11/2025 9:30:00 AM 11/11/25 9:30:00	Paper
PDP	R3-Long-T + YTD-PDP	19.87 %	180	Long	$118.84	$118.82	-0.02 %	11/6/2025 9:30:00 AM 11/06/25 9:30:00	11/11/2025 9:30:00 AM 11/11/25 9:30:00	Paper
FPX	R11-Long-T + YTD-FPX	19.71 %	129	Long	$159.97	$169.90	6.21 %	10/23/2025 9:30:00 AM 10/23/25 9:30:00	10/27/2025 9:30:00 AM 10/27/25 9:30:00	Paper
FPX	R4-Long-T + YTD-FPX	19.91 %	128	Long	$163.28	$169.90	4.05 %	10/21/2025 9:30:00 AM 10/21/25 9:30:00	10/27/2025 9:30:00 AM 10/27/25 9:30:00	Paper
FPX	R7-Long-T + YTD-FPX	19.71 %	129	Long	$159.97	$166.79	4.26 %	10/23/2025 9:30:00 AM 10/23/25 9:30:00	10/24/2025 9:30:00 AM 10/24/25 9:30:00	Paper
ONEQ	R4-Long-T + YTD-ONEQ	19.95 %	235	Long	$89.74	$90.32	0.65 %	10/16/2025 9:30:00 AM 10/16/25 9:30:00	10/21/2025 9:30:00 AM 10/21/25 9:30:00	Paper
PEY	R4-Long-T + YTD-PEY	19.98 %	999	Long	$21.04	$21.03	-0.05 %	9/24/2025 9:30:00 AM 9/24/25 9:30:00	9/25/2025 9:30:00 AM 9/25/25 9:30:00	Paper
HECO	R8-Long-T + YTD-HECO	19.95 %	606	Long	$34.27	$35.56	3.76 %	9/5/2025 9:30:00 AM 9/05/25 9:30:00	9/9/2025 9:30:00 AM 9/09/25 9:30:00	Paper
FAD	R1-Long-T + YTD-FAD	19.83 %	134	Long	$154.23	$154.06	-0.11 %	8/25/2025 9:30:00 AM 8/25/25 9:30:00	8/26/2025 9:30:00 AM 8/26/25 9:30:00	Paper
FPX	R4-Long-T + YTD-FPX	19.93 %	139	Long	$146.97	$149.74	1.88 %	8/22/2025 9:30:00 AM 8/22/25 9:30:00	8/25/2025 9:30:00 AM 8/25/25 9:30:00	Paper
FPX	R1-Long-T + YTD-FPX	19.93 %	139	Long	$146.97	$149.74	1.88 %	8/22/2025 9:30:00 AM 8/22/25 9:30:00	8/25/2025 9:30:00 AM 8/25/25 9:30:00	Paper
ONEQ	R9-Long-T + YTD-ONEQ	19.86 %	244	Long	$83.05	$84.42	1.65 %	8/21/2025 9:30:00 AM 8/21/25 9:30:00	8/25/2025 9:30:00 AM 8/25/25 9:30:00	Paper
FPX	R9-Long-T + YTD-FPX	19.92 %	139	Long	$147.05	$149.74	1.83 %	8/21/2025 9:30:00 AM 8/21/25 9:30:00	8/25/2025 9:30:00 AM 8/25/25 9:30:00	Paper
FPX	R7-Long-T + YTD-FPX	19.86 %	138	Long	$146.19	$149.74	2.43 %	8/20/2025 9:30:00 AM 8/20/25 9:30:00	8/25/2025 9:30:00 AM 8/25/25 9:30:00	Paper
HECO	R7-Long-T + YTD-HECO	19.94 %	610	Long	$33.12	$34.78	5.01 %	8/4/2025 9:30:00 AM 8/04/25 9:30:00	8/7/2025 9:30:00 AM 8/07/25 9:30:00	Paper
PEY	VBX1-Long-T + YTD-PEY	19.97 %	985	Long	$20.45	$20.73	1.37 %	8/4/2025 9:30:00 AM 8/04/25 9:30:00	8/6/2025 9:30:00 AM 8/06/25 9:30:00	Paper
PEY	R4-Long-T + YTD-PEY	19.97 %	985	Long	$20.45	$20.73	1.37 %	8/4/2025 9:30:00 AM 8/04/25 9:30:00	8/6/2025 9:30:00 AM 8/06/25 9:30:00	Paper
PEY	R1-Long-T + YTD-PEY	19.97 %	985	Long	$20.45	$20.73	1.37 %	8/4/2025 9:30:00 AM 8/04/25 9:30:00	8/6/2025 9:30:00 AM 8/06/25 9:30:00	Paper
PDP	R4-Long-T + YTD-PDP	19.95 %	191	Long	$105.21	$106.95	1.66 %	6/20/2025 9:30:00 AM 6/20/25 9:30:00	6/24/2025 9:30:00 AM 6/24/25 9:30:00	Paper
FAD	R7-Long-T + YTD-FAD	19.90 %	143	Long	$141.64	$141.01	-0.45 %	6/16/2025 9:30:00 AM 6/16/25 9:30:00	6/17/2025 9:30:00 AM 6/17/25 9:30:00	Paper
PDP	R9-Long-T + YTD-PDP	19.98 %	193	Long	$104.52	$105.31	0.76 %	5/27/2025 9:30:00 AM 5/27/25 9:30:00	5/28/2025 9:30:00 AM 5/28/25 9:30:00	Paper
FAD	R7-Long-T + YTD-FAD	19.93 %	145	Long	$138.98	$139.61	0.45 %	5/27/2025 9:30:00 AM 5/27/25 9:30:00	5/28/2025 9:30:00 AM 5/28/25 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	R10-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Long-T + YTD-IWZ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Long-T + YTD-USMV	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-DWAQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-HECO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-HUSE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-IWZ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-PEY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-QUAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Long-T + YTD-USMV	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-CROP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-HECO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-IWZ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-KNOW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-MTUM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-PEY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Long-T + YTD-USMV	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-DWAQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-HUSE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-KNOW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-PEY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Long-T + YTD-QUAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-DWAQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-HUSE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-IWZ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-MTUM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-PEY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-QUAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Long-T + YTD-USMV	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-CROP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-HECO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-MTUM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-PEY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Long-T + YTD-USMV	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-CROP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-IWZ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-KNOW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-MTUM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Long-T + YTD-USMV	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-CROP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-DWAQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-HECO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-HUSE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-IWZ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-KNOW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-PEY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Long-T + YTD-USMV	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-CROP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-HECO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-HUSE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-IWZ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-KNOW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-MTUM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Long-T + YTD-QUAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-CROP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-DWAQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-HUSE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-KNOW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-MTUM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-PEY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-QUAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Long-T + YTD-USMV	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-CROP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-FAD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-FPX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-HECO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-HUSE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-IWZ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-KNOW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-MTUM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-ONEQ	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-PDP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-PEY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-QUAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Long-T + YTD-USMV	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
T + YTD-CROP	List: T + YTD-CROP	No
T + YTD-DWAQ	List: T + YTD-DWAQ	No
T + YTD-FAD	List: T + YTD-FAD	No
T + YTD-FPX	List: T + YTD-FPX	No
T + YTD-HECO	List: T + YTD-HECO	No
T + YTD-HUSE	List: T + YTD-HUSE	No
T + YTD-IWZ	List: T + YTD-IWZ	No
T + YTD-KNOW	List: T + YTD-KNOW	No
T + YTD-MTUM	List: T + YTD-MTUM	No
T + YTD-ONEQ	List: T + YTD-ONEQ	No
T + YTD-PDP	List: T + YTD-PDP	No
T + YTD-PEY	List: T + YTD-PEY	No
T + YTD-QUAL	List: T + YTD-QUAL	No
T + YTD-USMV	List: T + YTD-USMV	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: 12/22/2015

Back Test: 12/21/2010 to 12/31/2014

Forward Test: 12/31/2014 to 12/22/2015

Max Draw Down: 5.4%

Per Trade Allocation: 20%/trade

Minimum Volume: 100,000

Minimum Price: $1.00

Avg Trades/Month: 4.5

Settings

Balance:

100,000

Return Calculation:

Compound

List Type:

List

List:

T + YTD

Goal:

20%

NumStrategies:

Optimize On:

CAR

Filter Limit:

Filter On:

CAR

Direction:

Long

Min Volume:

100,000

Min Price:

$1.00

Sim Start Date:

12/21/2010

Sim End Date:

12/31/2014

Date Created:

12/22/2015

Approach Breakout:

Approach RTM:

Yes

Approach Swing:

Approach Trending:

Strategy Types Used

Strategy Type

Most Effectively Used in

Breakout:

Very Strong Trending Markets

RTM:

112

100%

Volatile, Trending Markets

Swing:

Cyclical Markets

Trending:

Strong Trending Markets