Portfolio

Portfolio Image

Leveraged Equities ETFs

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

Return:

-3%

ROAI:

-21%

Stability:

 
49

Consistency:

 
50
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
SELECT Portfolio
Bullish Market
Long
Short
Non-Inverse ETFs
Reversion to Mean


How This Portfolio was Built:
This Portfolio trades 5 ETFs with a minimum volume of 100,000 shares (in the ETF) and a minimum price of $1 at the time the Portfolio was built (12/21/2015). Strategies were selected based on maximum CAR
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:
5/21/2023 - 5/21/2024
55.4%
-3.2%
-20.6%
16.6%
12.0%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

-0.2
4.7
19.9%
15.5%
$96,798

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
FASR7-Long-Lev. Equi-FAS19.88 %195Long$97.09$100.553.56 %
5/1/2024 9:30:00 AM
5/01/24 9:30:00
5/6/2024 9:30:00 AM
5/06/24 9:30:00
Paper
FASR9-Long-Lev. Equi-FAS19.94 %196Long$99.25$99.670.42 %
5/2/2024 9:30:00 AM
5/02/24 9:30:00
5/3/2024 9:30:00 AM
5/03/24 9:30:00
Paper
FASR8-Long-Lev. Equi-FAS19.88 %195Long$97.09$99.672.66 %
5/1/2024 9:30:00 AM
5/01/24 9:30:00
5/3/2024 9:30:00 AM
5/03/24 9:30:00
Paper
FASVBX1-Long-Lev. Equi-FAS19.86 %204Long$99.42$95.39-4.05 %
4/15/2024 9:30:00 AM
4/15/24 9:30:00
4/19/2024 9:30:00 AM
4/19/24 9:30:00
Paper
FASR9-Long-Lev. Equi-FAS19.86 %204Long$99.42$95.39-4.05 %
4/15/2024 9:30:00 AM
4/15/24 9:30:00
4/19/2024 9:30:00 AM
4/19/24 9:30:00
Paper
FASR5-Long-Lev. Equi-FAS19.86 %204Long$99.42$95.39-4.05 %
4/15/2024 9:30:00 AM
4/15/24 9:30:00
4/19/2024 9:30:00 AM
4/19/24 9:30:00
Paper
FASR4-Long-Lev. Equi-FAS19.86 %204Long$99.42$95.39-4.05 %
4/15/2024 9:30:00 AM
4/15/24 9:30:00
4/19/2024 9:30:00 AM
4/19/24 9:30:00
Paper
TNAR4-Long-Lev. Equi-TNA19.94 %502Long$40.24$37.31-7.28 %
4/9/2024 9:30:00 AM
4/09/24 9:30:00
4/10/2024 9:30:00 AM
4/10/24 9:30:00
Paper
SSOR11-Long-Lev. Equi-SSO19.96 %263Long$76.20$74.52-2.20 %
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
SSOR4-Long-Lev. Equi-SSO19.96 %263Long$76.20$76.620.55 %
4/8/2024 9:30:00 AM
4/08/24 9:30:00
4/9/2024 9:30:00 AM
4/09/24 9:30:00
Paper
SSOR3-Long-Lev. Equi-SSO19.96 %263Long$76.20$76.620.55 %
4/8/2024 9:30:00 AM
4/08/24 9:30:00
4/9/2024 9:30:00 AM
4/09/24 9:30:00
Paper
FASR8-Long-Lev. Equi-FAS19.85 %189Long$105.48$109.323.64 %
4/5/2024 9:30:00 AM
4/05/24 9:30:00
4/9/2024 9:30:00 AM
4/09/24 9:30:00
Paper
DUSTVBX1-Long-Lev. Equi-DUST19.99 %1782Long$10.96$10.78-1.64 %
3/7/2024 9:30:00 AM
3/07/24 9:30:00
3/13/2024 9:30:00 AM
3/13/24 9:30:00
Paper
TNAR13-Long-Lev. Equi-TNA19.96 %525Long$37.15$39.045.09 %
2/26/2024 9:30:00 AM
2/26/24 9:30:00
2/27/2024 9:30:00 AM
2/27/24 9:30:00
Paper
TNAR3-Long-Lev. Equi-TNA19.96 %525Long$37.15$39.045.09 %
2/26/2024 9:30:00 AM
2/26/24 9:30:00
2/27/2024 9:30:00 AM
2/27/24 9:30:00
Paper
DUSTR11-Long-Lev. Equi-DUST19.99 %1446Long$13.54$14.003.40 %
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
DUSTR3-Long-Lev. Equi-DUST19.99 %1446Long$13.54$14.003.40 %
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
TNAR12-Long-Lev. Equi-TNA19.96 %557Long$34.36$36.245.47 %
2/8/2024 9:30:00 AM
2/08/24 9:30:00
2/9/2024 9:30:00 AM
2/09/24 9:30:00
Paper
FASR9-Long-Lev. Equi-FAS19.94 %228Long$79.48$84.796.68 %
1/18/2024 9:30:00 AM
1/18/24 9:30:00
1/22/2024 9:30:00 AM
1/22/24 9:30:00
Paper
FASR4-Long-Lev. Equi-FAS19.94 %228Long$79.48$84.796.68 %
1/18/2024 9:30:00 AM
1/18/24 9:30:00
1/22/2024 9:30:00 AM
1/22/24 9:30:00
Paper
FASR8-Long-Lev. Equi-FAS19.85 %224Long$78.13$84.798.52 %
1/17/2024 9:30:00 AM
1/17/24 9:30:00
1/22/2024 9:30:00 AM
1/22/24 9:30:00
Paper
FASR7-Long-Lev. Equi-FAS19.85 %224Long$78.13$84.798.52 %
1/17/2024 9:30:00 AM
1/17/24 9:30:00
1/22/2024 9:30:00 AM
1/22/24 9:30:00
Paper
TNAR3-Long-Lev. Equi-TNA19.97 %503Long$34.71$35.532.36 %
1/5/2024 9:30:00 AM
1/05/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
SSOR4-Long-Lev. Equi-SSO19.94 %283Long$62.82$63.991.86 %
1/5/2024 9:30:00 AM
1/05/24 9:30:00
1/9/2024 9:30:00 AM
1/09/24 9:30:00
Paper
TNAR9-Long-Lev. Equi-TNA19.94 %501Long$35.50$35.530.08 %
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
TNAR5-Long-Lev. Equi-TNA19.94 %501Long$35.50$35.530.08 %
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
SSOR9-Long-Lev. Equi-SSO19.96 %282Long$63.07$63.991.46 %
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
SPXUVBX1-Long-Lev. Equi-SPXU19.99 %1752Long$10.29$10.08-2.04 %
11/17/2023 9:30:00 AM
11/17/23 9:30:00
11/28/2023 9:30:00 AM
11/28/23 9:30:00
Paper
SPXSVBX1-Long-Lev. Equi-SPXS19.99 %1325Long$13.62$13.34-2.06 %
11/17/2023 9:30:00 AM
11/17/23 9:30:00
11/28/2023 9:30:00 AM
11/28/23 9:30:00
Paper
SDSVBX1-Long-Lev. Equi-SDS19.98 %534Long$33.79$33.34-1.33 %
11/17/2023 9:30:00 AM
11/17/23 9:30:00
11/28/2023 9:30:00 AM
11/28/23 9:30:00
Paper
SPXUR4-Long-Lev. Equi-SPXU19.98 %1591Long$11.34$11.340.00 %
11/7/2023 9:30:00 AM
11/07/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SPXSR4-Long-Lev. Equi-SPXS19.98 %1202Long$15.01$15.010.00 %
11/7/2023 9:30:00 AM
11/07/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SDSR4-Long-Lev. Equi-SDS19.98 %501Long$36.02$36.020.00 %
11/7/2023 9:30:00 AM
11/07/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
DUSTR3-Long-Lev. Equi-DUST19.98 %1406Long$12.83$12.61-1.71 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
DUSTR9-Long-Lev. Equi-DUST19.98 %1386Long$13.28$12.61-5.05 %
10/11/2023 9:30:00 AM
10/11/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
DUSTR7-Long-Lev. Equi-DUST19.98 %1386Long$13.28$12.61-5.05 %
10/11/2023 9:30:00 AM
10/11/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
DUSTR11-Long-Lev. Equi-DUST19.98 %1406Long$12.83$12.30-4.13 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/23/2023 9:30:00 AM
10/23/23 9:30:00
Paper
DUSTR5-Long-Lev. Equi-DUST19.99 %1364Long$13.90$12.20-12.23 %
10/10/2023 9:30:00 AM
10/10/23 9:30:00
10/19/2023 9:30:00 AM
10/19/23 9:30:00
Paper
SSOR9-Long-Lev. Equi-SSO19.94 %351Long$54.71$54.45-0.48 %
9/22/2023 9:30:00 AM
9/22/23 9:30:00
9/29/2023 9:30:00 AM
9/29/23 9:30:00
Paper
DUSTR7-Long-Lev. Equi-DUST19.99 %1487Long$12.45$12.520.56 %
9/15/2023 9:30:00 AM
9/15/23 9:30:00
9/22/2023 9:30:00 AM
9/22/23 9:30:00
Paper
DUSTR12-Long-Lev. Equi-DUST20.00 %1553Long$12.01$12.342.75 %
9/19/2023 9:30:00 AM
9/19/23 9:30:00
9/20/2023 9:30:00 AM
9/20/23 9:30:00
Paper
FASVBX1-Long-Lev. Equi-FAS19.91 %291Long$62.53$63.130.96 %
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
TNAR5-Long-Lev. Equi-TNA19.94 %560Long$35.01$33.38-4.66 %
8/16/2023 9:30:00 AM
8/16/23 9:30:00
8/24/2023 9:30:00 AM
8/24/23 9:30:00
Paper
TNAR11-Long-Lev. Equi-TNA19.97 %540Long$37.50$33.38-10.99 %
8/8/2023 9:30:00 AM
8/08/23 9:30:00
8/24/2023 9:30:00 AM
8/24/23 9:30:00
Paper
TNAR3-Long-Lev. Equi-TNA19.97 %540Long$37.50$33.28-11.25 %
8/8/2023 9:30:00 AM
8/08/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
TNAR4-Long-Lev. Equi-TNA19.93 %536Long$39.01$33.28-14.69 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
SSOVBX1-Long-Lev. Equi-SSO19.96 %347Long$58.01$58.390.66 %
8/14/2023 9:30:00 AM
8/14/23 9:30:00
8/15/2023 9:30:00 AM
8/15/23 9:30:00
Paper
SSOR4-Long-Lev. Equi-SSO19.93 %354Long$59.15$58.39-1.28 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/15/2023 9:30:00 AM
8/15/23 9:30:00
Paper
FASR4-Long-Lev. Equi-FAS19.96 %296Long$70.01$68.84-1.67 %
8/10/2023 9:30:00 AM
8/10/23 9:30:00
8/14/2023 9:30:00 AM
8/14/23 9:30:00
Paper
SSOR9-Long-Lev. Equi-SSO19.93 %354Long$59.15$58.96-0.32 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
FASR8-Long-Lev. Equi-FAS19.98 %299Long$70.73$69.38-1.91 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
DUSTR12-Long-Lev. Equi-DUST20.00 %1917Long$10.38$11.167.51 %
7/18/2023 9:30:00 AM
7/18/23 9:30:00
7/21/2023 9:30:00 AM
7/21/23 9:30:00
Paper
DUSTVBX1-Long-Lev. Equi-DUST19.99 %1921Long$10.84$11.162.95 %
7/17/2023 9:30:00 AM
7/17/23 9:30:00
7/21/2023 9:30:00 AM
7/21/23 9:30:00
Paper
NUGTR7-Long-Lev. Equi-NUGT19.99 %558Long$36.25$37.764.17 %
5/30/2023 9:30:00 AM
5/30/23 9:30:00
6/1/2023 9:30:00 AM
6/01/23 9:30:00
Paper
SSOR11-Long-Lev. Equi-SSO20.00 %393Long$51.01$52.683.27 %
5/26/2023 9:30:00 AM
5/26/23 9:30:00
5/30/2023 9:30:00 AM
5/30/23 9:30:00
Paper
SSOR3-Long-Lev. Equi-SSO20.00 %393Long$51.01$52.683.27 %
5/26/2023 9:30:00 AM
5/26/23 9:30:00
5/30/2023 9:30:00 AM
5/30/23 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailR10-Long-Lev. Equi-FAS50.0 %0.20.2 %0.7 %0.4 %19.9 %0.5 %0.30.2
100%ThumbnailR10-Long-Lev. Equi-QID0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Long-Lev. Equi-SQQQ0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Long-Lev. Equi-TNA0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Long-Lev. Equi-DUST50.0 %0.2-0.1 %1.1 %0.6 %20.0 %0.5 %-0.10.2
100%ThumbnailR11-Long-Lev. Equi-FAS100.0 %0.11.1 %0.0 %0.0 %19.9 %0.2 %47.50.1
100%ThumbnailR11-Long-Lev. Equi-SDS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Long-Lev. Equi-SPXS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Long-Lev. Equi-SPXU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Long-Lev. Equi-SSO66.7 %0.20.5 %0.7 %0.3 %20.0 %0.4 %0.70.2
100%ThumbnailR11-Long-Lev. Equi-TNA0.0 %0.1-2.1 %2.8 %1.4 %20.0 %0.8 %-0.80.1
100%ThumbnailR12-Long-Lev. Equi-DUST66.7 %0.21.7 %1.1 %0.5 %20.0 %0.8 %1.50.2
100%ThumbnailR12-Long-Lev. Equi-SQQQ0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Long-Lev. Equi-SSO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Long-Lev. Equi-TNA50.0 %0.2-0.5 %2.3 %1.1 %20.0 %0.6 %-0.20.2
100%ThumbnailR13-Long-Lev. Equi-TNA100.0 %0.21.6 %0.8 %0.4 %20.0 %0.3 %1.90.2
100%ThumbnailR1-Long-Lev. Equi-QID0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Long-Lev. Equi-SQQQ0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Long-Lev. Equi-SSO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Long-Lev. Equi-TNA0.0 %0.1-1.5 %2.3 %1.1 %20.0 %0.6 %-0.70.1
100%ThumbnailR3-Long-Lev. Equi-DUST50.0 %0.20.4 %1.1 %0.6 %20.0 %0.6 %0.30.2
100%ThumbnailR3-Long-Lev. Equi-SQQQ0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Long-Lev. Equi-SSO100.0 %0.31.1 %1.0 %0.5 %20.0 %0.7 %1.10.3
100%ThumbnailR3-Long-Lev. Equi-TNA75.0 %0.3-0.6 %2.8 %1.8 %20.0 %1.0 %-0.20.3
100%ThumbnailR4-Long-Lev. Equi-FAS33.3 %0.20.1 %1.4 %0.9 %19.9 %0.6 %0.10.2
100%ThumbnailR4-Long-Lev. Equi-SDS100.0 %0.10.0 %0.2 %0.1 %20.0 %0.2 %0.00.1
100%ThumbnailR4-Long-Lev. Equi-SPXS100.0 %0.10.0 %0.3 %0.1 %20.0 %0.2 %0.00.1
100%ThumbnailR4-Long-Lev. Equi-SPXU0.0 %0.10.0 %0.3 %0.1 %20.0 %0.2 %0.00.1
100%ThumbnailR4-Long-Lev. Equi-SSO75.0 %0.30.2 %1.0 %0.7 %19.9 %1.1 %0.20.3
100%ThumbnailR4-Long-Lev. Equi-TNA33.3 %0.2-3.9 %3.9 %2.8 %20.0 %1.0 %-1.00.2
100%ThumbnailR5-Long-Lev. Equi-DUST0.0 %0.1-2.4 %2.6 %1.3 %20.0 %0.5 %-0.90.1
100%ThumbnailR5-Long-Lev. Equi-FAS0.0 %0.1-0.8 %1.4 %0.7 %19.9 %0.3 %-0.60.1
100%ThumbnailR5-Long-Lev. Equi-SDS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Long-Lev. Equi-SPXS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Long-Lev. Equi-SPXU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Long-Lev. Equi-TNA50.0 %0.2-0.9 %1.4 %1.1 %20.0 %0.7 %-0.70.2
100%ThumbnailR6-Long-Lev. Equi-QID0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Long-Lev. Equi-SQQQ0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Long-Lev. Equi-SSO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Long-Lev. Equi-TNA0.0 %0.1-1.5 %2.3 %1.1 %20.0 %0.6 %-0.70.1
100%ThumbnailR7-Long-Lev. Equi-DUST50.0 %0.2-0.9 %2.3 %1.2 %20.0 %1.0 %-0.40.2
100%ThumbnailR7-Long-Lev. Equi-FAS100.0 %0.22.5 %0.5 %0.2 %19.9 %0.7 %5.10.2
100%ThumbnailR7-Long-Lev. Equi-NUGT50.0 %0.2-0.6 %1.8 %0.8 %20.0 %0.4 %-0.30.2
100%ThumbnailR7-Long-Lev. Equi-SPXS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Long-Lev. Equi-SPXU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Long-Lev. Equi-FAS75.0 %0.32.5 %0.9 %0.4 %19.9 %0.6 %2.90.3
100%ThumbnailR8-Long-Lev. Equi-SSO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Long-Lev. Equi-DUST0.0 %0.1-1.0 %2.3 %1.2 %20.0 %0.6 %-0.40.1
100%ThumbnailR9-Long-Lev. Equi-FAS66.7 %0.20.6 %1.4 %0.7 %19.9 %0.5 %0.40.2
100%ThumbnailR9-Long-Lev. Equi-SSO60.0 %0.41.2 %0.8 %0.7 %19.9 %1.1 %1.50.4
100%ThumbnailR9-Long-Lev. Equi-TNA50.0 %0.2-2.4 %2.7 %1.7 %20.0 %0.7 %-0.90.2
100%ThumbnailVBX1-Long-Lev. Equi-DUST50.0 %0.20.3 %1.1 %1.0 %20.0 %0.6 %0.20.2
100%ThumbnailVBX1-Long-Lev. Equi-FAS50.0 %0.2-0.6 %1.5 %1.0 %19.9 %0.6 %-0.40.2
100%ThumbnailVBX1-Long-Lev. Equi-QID0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Long-Lev. Equi-SDS0.0 %0.1-0.3 %0.4 %0.2 %20.0 %0.5 %-0.70.1
100%ThumbnailVBX1-Long-Lev. Equi-SPXS0.0 %0.1-0.4 %0.6 %0.3 %20.0 %0.5 %-0.70.1
100%ThumbnailVBX1-Long-Lev. Equi-SPXU0.0 %0.1-0.4 %0.6 %0.3 %20.0 %0.5 %-0.70.1
100%ThumbnailVBX1-Long-Lev. Equi-SSO100.0 %0.20.8 %0.9 %0.5 %20.0 %0.6 %1.00.2
100%ThumbnailVBX1-Long-Lev. Equi-TNA0.0 %0.2-1.9 %2.8 %1.6 %20.0 %0.9 %-0.70.2
Lists Used
List NameDescriptionDynamic List
Lev. Equi-DUSTList: Lev. Equi-DUSTNo
Lev. Equi-FASList: Lev. Equi-FASNo
Lev. Equi-NUGTList: Lev. Equi-NUGTNo
Lev. Equi-QIDList: Lev. Equi-QIDNo
Lev. Equi-SDSList: Lev. Equi-SDSNo
Lev. Equi-SPXSList: Lev. Equi-SPXSNo
Lev. Equi-SPXUList: Lev. Equi-SPXUNo
Lev. Equi-SQQQList: Lev. Equi-SQQQNo
Lev. Equi-SSOList: Lev. Equi-SSONo
Lev. Equi-TNAList: Lev. Equi-TNANo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic Entries & Exits
(no filters used)

Warnings

Simulation Starting Balance: $100,000.00
 
Creation (Inception) Date: 12/22/2015
 
Back Test: 12/22/2010 to 12/31/2014
 
Forward Test: 12/31/2014 to 12/22/2015
 
Max Draw Down: 16.6%
Warning: Max Draw Down in the last 12 months is high.
Per Trade Allocation: 20%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $1.00
 
Avg Trades/Month: 4.7
 

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
List
List:
Lev. Equi
Goal:
20%
NumStrategies:
5
Optimize On:
CAR
Filter Limit:
10
Filter On:
CAR
Direction:
Long
Min Volume:
100,000
Min Price:
$1.00
Sim Start Date:
12/22/2010
Sim End Date:
12/31/2014
Date Created:
12/22/2015
Approach Breakout:
No
Approach RTM:
Yes
Approach Swing:
No
Approach Trending:
No

Strategy Types Used

Strategy Type
#
%
Most Effectively Used in
Breakout:
0
0%
Very Strong Trending Markets
RTM:
59
100%
Volatile, Trending Markets
Swing:
0
0%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets