Portfolio

Calculate Over:

Leveraged Equities ETFs

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

Return:

+25%

ROAI:

+152%

Stability:

Consistency:

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

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

Configure Explore Portfolios

Leveraging Strong Reversals

This Portfolio is based on 2x and 3x ETFs on Equities.

Key Statistics

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

59
67.6%
25.1%
152.1%
16.0%
1.6

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

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
67.6%
25.1%
152.1%
16.0%
11.0%

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

1.6
5.9
20.0%
16.5%
$125,102

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
NUGT	R7-Long-Lev. Equi-NUGT	19.98 %	683	Long	$36.25	$37.76	4.17 %	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
SSO	R11-Long-Lev. Equi-SSO	19.98 %	479	Long	$51.01	$52.68	3.27 %	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
SSO	R3-Long-Lev. Equi-SSO	19.98 %	479	Long	$51.01	$52.68	3.27 %	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
NUGT	R7-Long-Lev. Equi-NUGT	19.98 %	571	Long	$44.16	$36.81	-16.64 %	5/12/2023 9:30:00 AM 5/12/23 9:30:00	5/26/2023 9:30:00 AM 5/26/23 9:30:00	Paper
NUGT	R7-Long-Lev. Equi-NUGT	19.96 %	548	Long	$45.11	$45.21	0.22 %	4/21/2023 9:30:00 AM 4/21/23 9:30:00	4/28/2023 9:30:00 AM 4/28/23 9:30:00	Paper
DUST	VBX1-Long-Lev. Equi-DUST	19.99 %	2136	Long	$12.45	$8.93	-28.27 %	3/22/2023 9:30:00 AM 3/22/23 9:30:00	4/14/2023 9:30:00 AM 4/14/23 9:30:00	Paper
FAS	VBX1-Long-Lev. Equi-FAS	19.93 %	418	Long	$64.47	$57.18	-11.31 %	3/10/2023 9:30:00 AM 3/10/23 9:30:00	3/22/2023 9:30:00 AM 3/22/23 9:30:00	Paper
TNA	VBX1-Long-Lev. Equi-TNA	19.96 %	916	Long	$32.40	$29.96	-7.53 %	3/14/2023 9:30:00 AM 3/14/23 9:30:00	3/17/2023 9:30:00 AM 3/17/23 9:30:00	Paper
SSO	VBX1-Long-Lev. Equi-SSO	19.99 %	615	Long	$45.55	$44.43	-2.46 %	3/14/2023 9:30:00 AM 3/14/23 9:30:00	3/15/2023 9:30:00 AM 3/15/23 9:30:00	Paper
SSO	R6-Long-Lev. Equi-SSO	19.93 %	586	Long	$47.31	$47.86	1.16 %	2/28/2023 9:30:00 AM 2/28/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
TNA	R1-Long-Lev. Equi-TNA	19.98 %	723	Long	$38.47	$37.65	-2.13 %	2/28/2023 9:30:00 AM 2/28/23 9:30:00	3/2/2023 9:30:00 AM 3/02/23 9:30:00	Paper
TNA	R4-Long-Lev. Equi-TNA	19.98 %	723	Long	$38.47	$38.50	0.08 %	2/28/2023 9:30:00 AM 2/28/23 9:30:00	3/1/2023 9:30:00 AM 3/01/23 9:30:00	Paper
FAS	R10-Long-Lev. Equi-FAS	19.94 %	342	Long	$81.43	$80.52	-1.12 %	2/28/2023 9:30:00 AM 2/28/23 9:30:00	3/1/2023 9:30:00 AM 3/01/23 9:30:00	Paper
NUGT	R7-Long-Lev. Equi-NUGT	19.96 %	791	Long	$34.43	$31.57	-8.31 %	2/15/2023 9:30:00 AM 2/15/23 9:30:00	3/1/2023 9:30:00 AM 3/01/23 9:30:00	Paper
FAS	R11-Long-Lev. Equi-FAS	19.93 %	341	Long	$79.08	$81.43	2.97 %	2/24/2023 9:30:00 AM 2/24/23 9:30:00	2/28/2023 9:30:00 AM 2/28/23 9:30:00	Paper
FAS	R5-Long-Lev. Equi-FAS	19.90 %	344	Long	$81.81	$81.43	-0.46 %	2/23/2023 9:30:00 AM 2/23/23 9:30:00	2/28/2023 9:30:00 AM 2/28/23 9:30:00	Paper
FAS	R7-Long-Lev. Equi-FAS	19.99 %	347	Long	$81.50	$81.43	-0.08 %	2/22/2023 9:30:00 AM 2/22/23 9:30:00	2/28/2023 9:30:00 AM 2/28/23 9:30:00	Paper
FAS	R4-Long-Lev. Equi-FAS	19.90 %	344	Long	$81.81	$83.16	1.65 %	2/23/2023 9:30:00 AM 2/23/23 9:30:00	2/27/2023 9:30:00 AM 2/27/23 9:30:00	Paper
SSO	R4-Long-Lev. Equi-SSO	19.96 %	584	Long	$48.37	$46.88	-3.08 %	2/23/2023 9:30:00 AM 2/23/23 9:30:00	2/24/2023 9:30:00 AM 2/24/23 9:30:00	Paper
FAS	R11-Long-Lev. Equi-FAS	19.96 %	404	Long	$71.60	$71.60	0.00 %	12/21/2022 9:30:00 AM 12/21/22 9:30:00	12/22/2022 9:30:00 AM 12/22/22 9:30:00	Paper
SSO	VBX1-Long-Lev. Equi-SSO	19.95 %	634	Long	$44.02	$44.70	1.54 %	12/20/2022 9:30:00 AM 12/20/22 9:30:00	12/22/2022 9:30:00 AM 12/22/22 9:30:00	Paper
FAS	VBX1-Long-Lev. Equi-FAS	19.94 %	404	Long	$69.35	$71.60	3.24 %	12/20/2022 9:30:00 AM 12/20/22 9:30:00	12/22/2022 9:30:00 AM 12/22/22 9:30:00	Paper
FAS	R4-Long-Lev. Equi-FAS	19.94 %	404	Long	$69.35	$71.60	3.24 %	12/20/2022 9:30:00 AM 12/20/22 9:30:00	12/22/2022 9:30:00 AM 12/22/22 9:30:00	Paper
FAS	VBX1-Long-Lev. Equi-FAS	19.92 %	347	Long	$75.62	$84.10	11.21 %	12/12/2022 9:30:00 AM 12/12/22 9:30:00	12/13/2022 9:30:00 AM 12/13/22 9:30:00	Paper
FAS	R11-Long-Lev. Equi-FAS	19.97 %	345	Long	$75.27	$84.10	11.73 %	12/9/2022 9:30:00 AM 12/09/22 9:30:00	12/13/2022 9:30:00 AM 12/13/22 9:30:00	Paper
FAS	R4-Long-Lev. Equi-FAS	19.91 %	346	Long	$76.50	$84.10	9.93 %	12/8/2022 9:30:00 AM 12/08/22 9:30:00	12/13/2022 9:30:00 AM 12/13/22 9:30:00	Paper
SPXU	VBX1-Long-Lev. Equi-SPXU	19.98 %	1589	Long	$14.93	$16.22	8.64 %	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
SPXS	VBX1-Long-Lev. Equi-SPXS	19.99 %	1205	Long	$19.68	$21.38	8.64 %	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
SDS	VBX1-Long-Lev. Equi-SDS	19.94 %	570	Long	$42.19	$44.60	5.71 %	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
QID	VBX1-Long-Lev. Equi-QID	19.96 %	1080	Long	$21.87	$23.70	8.37 %	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
SPXU	VBX1-Long-Lev. Equi-SPXU	19.99 %	1324	Long	$17.87	$19.27	7.83 %	10/26/2022 9:30:00 AM 10/26/22 9:30:00	11/3/2022 9:30:00 AM 11/03/22 9:30:00	Paper
SQQQ	R12-Long-Lev. Equi-SQQQ	19.96 %	455	Long	$49.94	$53.54	7.22 %	11/1/2022 9:30:00 AM 11/01/22 9:30:00	11/2/2022 9:30:00 AM 11/02/22 9:30:00	Paper
SQQQ	R3-Long-Lev. Equi-SQQQ	19.96 %	455	Long	$49.94	$53.54	7.22 %	11/1/2022 9:30:00 AM 11/01/22 9:30:00	11/2/2022 9:30:00 AM 11/02/22 9:30:00	Paper
SQQQ	R1-Long-Lev. Equi-SQQQ	19.96 %	469	Long	$52.05	$55.63	6.88 %	10/26/2022 9:30:00 AM 10/26/22 9:30:00	10/28/2022 9:30:00 AM 10/28/22 9:30:00	Paper
QID	R6-Long-Lev. Equi-QID	19.97 %	967	Long	$24.81	$25.94	4.55 %	10/26/2022 9:30:00 AM 10/26/22 9:30:00	10/28/2022 9:30:00 AM 10/28/22 9:30:00	Paper
QID	R1-Long-Lev. Equi-QID	19.97 %	967	Long	$24.81	$25.94	4.55 %	10/26/2022 9:30:00 AM 10/26/22 9:30:00	10/28/2022 9:30:00 AM 10/28/22 9:30:00	Paper
SQQQ	R3-Long-Lev. Equi-SQQQ	19.94 %	401	Long	$57.84	$58.86	1.76 %	10/20/2022 9:30:00 AM 10/20/22 9:30:00	10/21/2022 9:30:00 AM 10/21/22 9:30:00	Paper
DUST	R3-Long-Lev. Equi-DUST	19.98 %	973	Long	$22.46	$24.51	9.13 %	10/5/2022 9:30:00 AM 10/05/22 9:30:00	10/10/2022 9:30:00 AM 10/10/22 9:30:00	Paper
DUST	R9-Long-Lev. Equi-DUST	19.96 %	934	Long	$21.96	$24.51	11.61 %	10/4/2022 9:30:00 AM 10/04/22 9:30:00	10/10/2022 9:30:00 AM 10/10/22 9:30:00	Paper
DUST	R7-Long-Lev. Equi-DUST	19.96 %	934	Long	$21.96	$24.51	11.61 %	10/4/2022 9:30:00 AM 10/04/22 9:30:00	10/10/2022 9:30:00 AM 10/10/22 9:30:00	Paper
DUST	R5-Long-Lev. Equi-DUST	19.99 %	871	Long	$23.95	$24.51	2.34 %	10/3/2022 9:30:00 AM 10/03/22 9:30:00	10/10/2022 9:30:00 AM 10/10/22 9:30:00	Paper
DUST	R12-Long-Lev. Equi-DUST	19.98 %	825	Long	$27.09	$26.53	-2.07 %	9/16/2022 9:30:00 AM 9/16/22 9:30:00	9/19/2022 9:30:00 AM 9/19/22 9:30:00	Paper
DUST	R9-Long-Lev. Equi-DUST	19.98 %	928	Long	$24.59	$24.52	-0.27 %	9/13/2022 9:30:00 AM 9/13/22 9:30:00	9/14/2022 9:30:00 AM 9/14/22 9:30:00	Paper
DUST	R3-Long-Lev. Equi-DUST	19.97 %	901	Long	$22.57	$24.52	8.64 %	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
TNA	R12-Long-Lev. Equi-TNA	19.96 %	514	Long	$42.99	$41.04	-4.54 %	8/30/2022 9:30:00 AM 8/30/22 9:30:00	9/9/2022 9:30:00 AM 9/09/22 9:30:00	Paper
SSO	R4-Long-Lev. Equi-SSO	19.96 %	434	Long	$48.08	$48.61	1.10 %	9/1/2022 9:30:00 AM 9/01/22 9:30:00	9/8/2022 9:30:00 AM 9/08/22 9:30:00	Paper
SSO	VBX1-Long-Lev. Equi-SSO	19.93 %	433	Long	$49.83	$48.61	-2.45 %	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
SSO	R12-Long-Lev. Equi-SSO	19.94 %	433	Long	$50.86	$48.61	-4.42 %	8/30/2022 9:30:00 AM 8/30/22 9:30:00	9/8/2022 9:30:00 AM 9/08/22 9:30:00	Paper
SSO	R1-Long-Lev. Equi-SSO	19.94 %	433	Long	$50.86	$48.61	-4.42 %	8/30/2022 9:30:00 AM 8/30/22 9:30:00	9/8/2022 9:30:00 AM 9/08/22 9:30:00	Paper
DUST	VBX1-Long-Lev. Equi-DUST	19.97 %	1034	Long	$20.47	$21.17	3.42 %	8/11/2022 9:30:00 AM 8/11/22 9:30:00	8/12/2022 9:30:00 AM 8/12/22 9:30:00	Paper
DUST	R7-Long-Lev. Equi-DUST	19.97 %	1034	Long	$20.47	$21.17	3.42 %	8/11/2022 9:30:00 AM 8/11/22 9:30:00	8/12/2022 9:30:00 AM 8/12/22 9:30:00	Paper
DUST	R3-Long-Lev. Equi-DUST	19.97 %	1034	Long	$20.47	$21.17	3.42 %	8/11/2022 9:30:00 AM 8/11/22 9:30:00	8/12/2022 9:30:00 AM 8/12/22 9:30:00	Paper
SDS	VBX1-Long-Lev. Equi-SDS	19.96 %	514	Long	$42.52	$40.55	-4.63 %	8/1/2022 9:30:00 AM 8/01/22 9:30:00	8/10/2022 9:30:00 AM 8/10/22 9:30:00	Paper
SDS	R5-Long-Lev. Equi-SDS	19.96 %	514	Long	$42.52	$40.55	-4.63 %	8/1/2022 9:30:00 AM 8/01/22 9:30:00	8/10/2022 9:30:00 AM 8/10/22 9:30:00	Paper
DUST	R11-Long-Lev. Equi-DUST	19.98 %	962	Long	$22.19	$23.03	3.79 %	8/2/2022 9:30:00 AM 8/02/22 9:30:00	8/4/2022 9:30:00 AM 8/04/22 9:30:00	Paper
DUST	R7-Long-Lev. Equi-DUST	19.98 %	962	Long	$22.19	$22.64	2.03 %	8/2/2022 9:30:00 AM 8/02/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
DUST	R3-Long-Lev. Equi-DUST	19.98 %	962	Long	$22.19	$22.64	2.03 %	8/2/2022 9:30:00 AM 8/02/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
SPXU	R5-Long-Lev. Equi-SPXU	19.98 %	1198	Long	$17.84	$17.54	-1.68 %	7/20/2022 9:30:00 AM 7/20/22 9:30:00	7/27/2022 9:30:00 AM 7/27/22 9:30:00	Paper
SPXS	R5-Long-Lev. Equi-SPXS	19.99 %	911	Long	$23.49	$23.11	-1.62 %	7/20/2022 9:30:00 AM 7/20/22 9:30:00	7/27/2022 9:30:00 AM 7/27/22 9:30:00	Paper
SDS	R5-Long-Lev. Equi-SDS	19.96 %	461	Long	$46.32	$45.86	-0.99 %	7/20/2022 9:30:00 AM 7/20/22 9:30:00	7/27/2022 9:30:00 AM 7/27/22 9:30:00	Paper
SDS	R4-Long-Lev. Equi-SDS	19.93 %	464	Long	$44.85	$46.00	2.56 %	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
QID	VBX1-Long-Lev. Equi-QID	19.97 %	967	Long	$21.71	$22.86	5.30 %	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
SDS	R11-Long-Lev. Equi-SDS	19.95 %	442	Long	$48.09	$50.86	5.76 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/13/2022 9:30:00 AM 7/13/22 9:30:00	Paper
SPXS	R7-Long-Lev. Equi-SPXS	19.97 %	861	Long	$24.89	$25.32	1.73 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/12/2022 9:30:00 AM 7/12/22 9:30:00	Paper
SPXS	R5-Long-Lev. Equi-SPXS	19.97 %	861	Long	$24.89	$25.32	1.73 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/12/2022 9:30:00 AM 7/12/22 9:30:00	Paper
SDS	R5-Long-Lev. Equi-SDS	19.95 %	442	Long	$48.09	$48.64	1.14 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/12/2022 9:30:00 AM 7/12/22 9:30:00	Paper
SPXS	R5-Long-Lev. Equi-SPXS	19.97 %	807	Long	$24.16	$25.85	7.00 %	6/28/2022 9:30:00 AM 6/28/22 9:30:00	6/29/2022 9:30:00 AM 6/29/22 9:30:00	Paper
SDS	R5-Long-Lev. Equi-SDS	19.96 %	415	Long	$47.12	$49.32	4.67 %	6/28/2022 9:30:00 AM 6/28/22 9:30:00	6/29/2022 9:30:00 AM 6/29/22 9:30:00	Paper
SPXU	R7-Long-Lev. Equi-SPXU	19.98 %	1063	Long	$18.21	$19.62	7.74 %	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
SPXS	R7-Long-Lev. Equi-SPXS	19.99 %	808	Long	$24.00	$25.85	7.71 %	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
SQQQ	R3-Long-Lev. Equi-SQQQ	19.96 %	336	Long	$57.80	$56.92	-1.52 %	6/23/2022 9:30:00 AM 6/23/22 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%	R10-Long-Lev. Equi-FAS	0.0 %	0.1	-0.2 %	0.2 %	0.1 %	19.9 %	0.1 %	-0.9	0.1
100%	R10-Long-Lev. Equi-QID	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R10-Long-Lev. Equi-SQQQ	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R10-Long-Lev. Equi-TNA	100.0 %	0.1	1.1 %	1.1 %	0.5 %	20.0 %	0.4 %	1.0	0.1
100%	R11-Long-Lev. Equi-DUST	100.0 %	0.1	0.8 %	0.5 %	0.2 %	20.0 %	0.2 %	1.5	0.1
100%	R11-Long-Lev. Equi-FAS	100.0 %	0.3	2.9 %	0.4 %	0.2 %	20.0 %	0.4 %	6.6	0.3
100%	R11-Long-Lev. Equi-SDS	100.0 %	0.2	2.8 %	0.4 %	0.0 %	20.0 %	0.5 %	7.4	0.2
100%	R11-Long-Lev. Equi-SPXS	100.0 %	0.2	4.3 %	0.6 %	0.0 %	20.0 %	0.5 %	7.5	0.2
100%	R11-Long-Lev. Equi-SPXU	100.0 %	0.2	4.3 %	0.6 %	0.0 %	20.0 %	0.5 %	7.8	0.2
100%	R11-Long-Lev. Equi-SSO	100.0 %	0.1	0.7 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.1
100%	R11-Long-Lev. Equi-TNA	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R12-Long-Lev. Equi-DUST	0.0 %	0.1	-0.4 %	1.1 %	0.5 %	20.0 %	0.1 %	-0.4	0.1
100%	R12-Long-Lev. Equi-SQQQ	100.0 %	0.2	2.9 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.2
100%	R12-Long-Lev. Equi-SSO	0.0 %	0.1	-0.9 %	1.3 %	0.7 %	20.0 %	0.5 %	-0.7	0.1
100%	R12-Long-Lev. Equi-TNA	50.0 %	0.2	-0.9 %	2.9 %	1.5 %	20.0 %	0.6 %	-0.3	0.2
100%	R13-Long-Lev. Equi-TNA	100.0 %	0.1	0.5 %	0.0 %	0.0 %	19.9 %	0.2 %	13.6	0.1
100%	R1-Long-Lev. Equi-QID	100.0 %	0.1	0.9 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.1
100%	R1-Long-Lev. Equi-SQQQ	100.0 %	0.1	1.5 %	0.0 %	0.0 %	19.9 %	0.2 %	0.0	0.1
100%	R1-Long-Lev. Equi-SSO	0.0 %	0.1	-0.9 %	1.3 %	0.7 %	19.9 %	0.5 %	-0.7	0.1
100%	R1-Long-Lev. Equi-TNA	0.0 %	0.1	-0.4 %	0.5 %	0.3 %	20.0 %	0.2 %	-0.8	0.1
100%	R3-Long-Lev. Equi-DUST	100.0 %	0.3	4.7 %	0.9 %	0.5 %	20.0 %	0.5 %	5.0	0.3
100%	R3-Long-Lev. Equi-SQQQ	75.0 %	0.3	2.0 %	2.3 %	1.1 %	19.9 %	0.5 %	0.9	0.3
100%	R3-Long-Lev. Equi-SSO	100.0 %	0.1	0.7 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.1
100%	R3-Long-Lev. Equi-TNA	100.0 %	0.1	0.5 %	0.0 %	0.0 %	19.9 %	0.2 %	13.6	0.1
100%	R4-Long-Lev. Equi-FAS	100.0 %	0.3	3.0 %	0.6 %	0.3 %	19.9 %	0.5 %	5.1	0.3
100%	R4-Long-Lev. Equi-SDS	100.0 %	0.1	0.5 %	0.0 %	0.0 %	20.0 %	0.2 %	14.4	0.1
100%	R4-Long-Lev. Equi-SPXS	100.0 %	0.1	0.8 %	0.1 %	0.0 %	20.0 %	0.2 %	14.6	0.1
100%	R4-Long-Lev. Equi-SPXU	100.0 %	0.2	1.1 %	0.1 %	0.0 %	20.0 %	0.2 %	16.3	0.2
100%	R4-Long-Lev. Equi-SSO	50.0 %	0.2	-0.4 %	0.9 %	0.6 %	20.0 %	0.5 %	-0.5	0.2
100%	R4-Long-Lev. Equi-TNA	66.7 %	0.3	0.6 %	0.9 %	0.8 %	20.0 %	0.4 %	0.7	0.3
100%	R5-Long-Lev. Equi-DUST	100.0 %	0.1	0.5 %	2.0 %	1.0 %	20.0 %	0.3 %	0.2	0.1
100%	R5-Long-Lev. Equi-FAS	0.0 %	0.1	-0.1 %	0.2 %	0.1 %	19.9 %	0.2 %	-0.6	0.1
100%	R5-Long-Lev. Equi-SDS	60.0 %	0.4	0.3 %	1.3 %	0.6 %	20.0 %	1.1 %	0.3	0.4
100%	R5-Long-Lev. Equi-SPXS	75.0 %	0.3	3.2 %	1.5 %	0.7 %	20.0 %	0.9 %	2.2	0.3
100%	R5-Long-Lev. Equi-SPXU	66.7 %	0.3	1.8 %	1.5 %	0.7 %	20.0 %	0.8 %	1.2	0.3
100%	R5-Long-Lev. Equi-TNA	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R6-Long-Lev. Equi-QID	100.0 %	0.1	0.9 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.1
100%	R6-Long-Lev. Equi-SQQQ	100.0 %	0.1	1.5 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.1
100%	R6-Long-Lev. Equi-SSO	100.0 %	0.1	0.2 %	0.2 %	0.1 %	20.0 %	0.2 %	0.9	0.1
100%	R6-Long-Lev. Equi-TNA	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R7-Long-Lev. Equi-DUST	100.0 %	0.3	3.3 %	0.7 %	0.3 %	20.0 %	0.5 %	4.9	0.3
100%	R7-Long-Lev. Equi-FAS	0.0 %	0.1	0.0 %	0.2 %	0.1 %	20.0 %	0.3 %	-0.1	0.1
100%	R7-Long-Lev. Equi-NUGT	50.0 %	0.3	-4.0 %	5.2 %	2.6 %	20.0 %	1.9 %	-0.8	0.3
100%	R7-Long-Lev. Equi-SPXS	66.7 %	0.3	1.9 %	0.1 %	0.0 %	20.0 %	0.2 %	21.1	0.3
100%	R7-Long-Lev. Equi-SPXU	66.7 %	0.3	1.9 %	0.1 %	0.0 %	20.0 %	0.2 %	22.4	0.3
100%	R8-Long-Lev. Equi-FAS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R8-Long-Lev. Equi-SSO	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R9-Long-Lev. Equi-DUST	50.0 %	0.2	2.2 %	0.6 %	0.3 %	20.0 %	0.4 %	3.4	0.2
100%	R9-Long-Lev. Equi-FAS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R9-Long-Lev. Equi-SSO	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R9-Long-Lev. Equi-TNA	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VBX1-Long-Lev. Equi-DUST	50.0 %	0.2	-5.0 %	6.2 %	3.1 %	20.0 %	1.2 %	-0.8	0.2
100%	VBX1-Long-Lev. Equi-FAS	75.0 %	0.3	1.2 %	3.9 %	2.1 %	19.9 %	0.9 %	0.3	0.3
100%	VBX1-Long-Lev. Equi-QID	100.0 %	0.2	2.7 %	0.0 %	0.0 %	20.0 %	0.3 %	0.0	0.2
100%	VBX1-Long-Lev. Equi-SDS	75.0 %	0.3	0.9 %	1.3 %	0.7 %	20.0 %	1.0 %	0.7	0.3
100%	VBX1-Long-Lev. Equi-SPXS	100.0 %	0.3	4.1 %	1.5 %	0.7 %	20.0 %	0.8 %	2.8	0.3
100%	VBX1-Long-Lev. Equi-SPXU	100.0 %	0.3	4.0 %	1.8 %	0.9 %	20.0 %	0.9 %	2.3	0.3
100%	VBX1-Long-Lev. Equi-SSO	50.0 %	0.3	-0.3 %	0.9 %	0.8 %	20.0 %	1.1 %	-0.3	0.3
100%	VBX1-Long-Lev. Equi-TNA	0.0 %	0.2	-2.1 %	2.2 %	1.4 %	20.0 %	0.6 %	-0.9	0.2

Lists Used

List Name	Description	Dynamic List
Lev. Equi-DUST	List: Lev. Equi-DUST	No
Lev. Equi-FAS	List: Lev. Equi-FAS	No
Lev. Equi-NUGT	List: Lev. Equi-NUGT	No
Lev. Equi-QID	List: Lev. Equi-QID	No
Lev. Equi-SDS	List: Lev. Equi-SDS	No
Lev. Equi-SPXS	List: Lev. Equi-SPXS	No
Lev. Equi-SPXU	List: Lev. Equi-SPXU	No
Lev. Equi-SQQQ	List: Lev. Equi-SQQQ	No
Lev. Equi-SSO	List: Lev. Equi-SSO	No
Lev. Equi-TNA	List: Lev. Equi-TNA	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: 12/22/2010 to 12/31/2014

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

Max Draw Down: 16.0%

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: 5.9

Settings

Balance:

100,000

Return Calculation:

Compound

List Type:

List

List:

Lev. Equi

Goal:

20%

NumStrategies:

Optimize On:

CAR

Filter Limit:

Filter On:

CAR

Direction:

Long

Min Volume:

100,000

Min Price:

$1.00

Sim Start Date:

12/22/2010

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:

100%

Volatile, Trending Markets

Swing:

Cyclical Markets

Trending:

Strong Trending Markets