Portfolio

Calculate Over:

Coal Stocks

Created by: OmniVest
Date Created: 5/16/2016

Return:

+4%

ROAI:

+12%

Stability:

Consistency:

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Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
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Short
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Swing Trading

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Portfolio based on Group: COAL. This portfolio targets stocks in the coal industry including mining and production. Coal stocks can often provide above average volatility which can lead to significant gains in the matter of a few days.

Key Statistics

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

82
72.6%
3.6%
11.7%
8.2%
0.4

How This Portfolio was Built:
#Strategies: 82 Optimize On: CAR #Filtered Strategies: 10 Filter On: CAR Min Volume: 100000 Min Price: $5.00 Over: 01/01/2012 - 12/31/2015

Open Positions

Strategy	Symbol	L/S	QTY %	QTY	Entry Date	Entry Price	Current Price	Current P/L %	Funding Style
TLB8-Both-COAL-ARLP	ARLP	Short	19.99 %	903	8/2/2022 9:30:00 AM	$23.19	$22.77	1.81 %	Paper
TLB9-Both-COAL-CNX	CNX	Short	19.98 %	1169	7/29/2022 9:30:00 AM	$17.63	$17.19	2.50 %	Paper

Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:

8/13/2021 - 8/12/2022
72.6%
3.6%
11.7%
8.2%
8.1%

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

0.4
5.2
20.0%
30.6%
$103,593

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
SXC	VBX1-Both-COAL-SXC	19.99 %	2779	Short	$7.28	$7.19	1.24 %	8/1/2022 9:30:00 AM 8/01/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
CNX	R14-Both-COAL-CNX	19.98 %	1001	Short	$18.95	$17.63	6.97 %	7/28/2022 9:30:00 AM 7/28/22 9:30:00	7/29/2022 9:30:00 AM 7/29/22 9:30:00	Paper
CNX	R2-Both-COAL-CNX	19.98 %	1001	Short	$18.95	$17.63	6.97 %	7/28/2022 9:30:00 AM 7/28/22 9:30:00	7/29/2022 9:30:00 AM 7/29/22 9:30:00	Paper
CNX	VBX1-Both-COAL-CNX	19.97 %	1061	Short	$18.77	$17.63	6.07 %	7/22/2022 9:30:00 AM 7/22/22 9:30:00	7/29/2022 9:30:00 AM 7/29/22 9:30:00	Paper
ARLP	VP2-Both-COAL-ARLP	19.99 %	995	Short	$20.98	$19.56	6.77 %	6/6/2022 9:30:00 AM 6/06/22 9:30:00	7/11/2022 9:30:00 AM 7/11/22 9:30:00	Paper
ARLP	R3-Both-COAL-ARLP	19.99 %	1171	Long	$17.55	$17.65	0.57 %	6/24/2022 9:30:00 AM 6/24/22 9:30:00	6/27/2022 9:30:00 AM 6/27/22 9:30:00	Paper
CNX	R5-Both-COAL-CNX	19.98 %	1062	Long	$19.92	$16.68	-16.27 %	6/15/2022 9:30:00 AM 6/15/22 9:30:00	6/24/2022 9:30:00 AM 6/24/22 9:30:00	Paper
ARLP	R6-Both-COAL-ARLP	19.98 %	1169	Long	$17.50	$17.60	0.57 %	6/21/2022 9:30:00 AM 6/21/22 9:30:00	6/22/2022 9:30:00 AM 6/22/22 9:30:00	Paper
ARLP	R7-Both-COAL-ARLP	19.97 %	1171	Long	$17.82	$17.60	-1.23 %	6/15/2022 9:30:00 AM 6/15/22 9:30:00	6/22/2022 9:30:00 AM 6/22/22 9:30:00	Paper
ARLP	R5-Both-COAL-ARLP	19.97 %	1171	Long	$17.82	$17.60	-1.23 %	6/15/2022 9:30:00 AM 6/15/22 9:30:00	6/22/2022 9:30:00 AM 6/22/22 9:30:00	Paper
SXC	TLB7-Both-COAL-SXC	19.99 %	2610	Long	$8.03	$6.85	-14.69 %	5/18/2022 9:30:00 AM 5/18/22 9:30:00	6/21/2022 9:30:00 AM 6/21/22 9:30:00	Paper
CNX	TLB8-Both-COAL-CNX	19.98 %	966	Short	$21.22	$20.51	3.35 %	4/28/2022 9:30:00 AM 4/28/22 9:30:00	5/24/2022 9:30:00 AM 5/24/22 9:30:00	Paper
CNX	R12-Both-COAL-CNX	19.97 %	1116	Long	$19.02	$19.25	1.21 %	5/16/2022 9:30:00 AM 5/16/22 9:30:00	5/17/2022 9:30:00 AM 5/17/22 9:30:00	Paper
CNX	VBX1-Both-COAL-CNX	19.97 %	1109	Long	$18.50	$19.02	2.81 %	5/12/2022 9:30:00 AM 5/12/22 9:30:00	5/16/2022 9:30:00 AM 5/16/22 9:30:00	Paper
ARLP	R13-Both-COAL-ARLP	19.97 %	1139	Long	$18.02	$18.53	2.83 %	5/12/2022 9:30:00 AM 5/12/22 9:30:00	5/16/2022 9:30:00 AM 5/16/22 9:30:00	Paper
ARLP	R3-Both-COAL-ARLP	19.97 %	1139	Long	$18.02	$18.53	2.83 %	5/12/2022 9:30:00 AM 5/12/22 9:30:00	5/16/2022 9:30:00 AM 5/16/22 9:30:00	Paper
ARLP	R11-Both-COAL-ARLP	19.97 %	1139	Long	$18.02	$18.25	1.28 %	5/12/2022 9:30:00 AM 5/12/22 9:30:00	5/13/2022 9:30:00 AM 5/13/22 9:30:00	Paper
CNX	R12-Both-COAL-CNX	19.98 %	966	Long	$21.22	$21.28	0.28 %	4/28/2022 9:30:00 AM 4/28/22 9:30:00	4/29/2022 9:30:00 AM 4/29/22 9:30:00	Paper
SXC	R7-Both-COAL-SXC	19.99 %	2264	Long	$8.34	$8.41	0.84 %	4/26/2022 9:30:00 AM 4/26/22 9:30:00	4/29/2022 9:30:00 AM 4/29/22 9:30:00	Paper
SXC	R5-Both-COAL-SXC	19.99 %	2264	Long	$8.34	$8.41	0.84 %	4/26/2022 9:30:00 AM 4/26/22 9:30:00	4/29/2022 9:30:00 AM 4/29/22 9:30:00	Paper
SXC	R9-Both-COAL-SXC	19.99 %	2173	Long	$8.45	$8.41	-0.47 %	4/25/2022 9:30:00 AM 4/25/22 9:30:00	4/29/2022 9:30:00 AM 4/29/22 9:30:00	Paper
ARLP	R5-Both-COAL-ARLP	19.98 %	1234	Long	$15.30	$17.95	17.32 %	4/26/2022 9:30:00 AM 4/26/22 9:30:00	4/28/2022 9:30:00 AM 4/28/22 9:30:00	Paper
ARLP	R7-Both-COAL-ARLP	19.99 %	1181	Long	$16.14	$17.95	11.21 %	4/22/2022 9:30:00 AM 4/22/22 9:30:00	4/28/2022 9:30:00 AM 4/28/22 9:30:00	Paper
ARLP	TLB8-Both-COAL-ARLP	19.98 %	1275	Short	$15.24	$16.73	-9.78 %	4/7/2022 9:30:00 AM 4/07/22 9:30:00	4/13/2022 9:30:00 AM 4/13/22 9:30:00	Paper
ARLP	R3-Both-COAL-ARLP	19.99 %	1369	Long	$14.39	$14.49	0.69 %	3/16/2022 9:30:00 AM 3/16/22 9:30:00	3/21/2022 9:30:00 AM 3/21/22 9:30:00	Paper
ARLP	TLB8-Both-COAL-ARLP	19.99 %	1428	Short	$13.41	$14.00	-4.40 %	2/4/2022 9:30:00 AM 2/04/22 9:30:00	3/3/2022 9:30:00 AM 3/03/22 9:30:00	Paper
ARLP	R3-Both-COAL-ARLP	19.99 %	1508	Long	$12.85	$12.95	0.78 %	2/24/2022 9:30:00 AM 2/24/22 9:30:00	3/1/2022 9:30:00 AM 3/01/22 9:30:00	Paper
ARLP	R11-Both-COAL-ARLP	19.99 %	1508	Long	$12.85	$13.04	1.48 %	2/24/2022 9:30:00 AM 2/24/22 9:30:00	2/28/2022 9:30:00 AM 2/28/22 9:30:00	Paper
ARLP	R6-Both-COAL-ARLP	19.99 %	1508	Long	$12.85	$13.04	1.48 %	2/24/2022 9:30:00 AM 2/24/22 9:30:00	2/28/2022 9:30:00 AM 2/28/22 9:30:00	Paper
ARLP	R7-Both-COAL-ARLP	19.98 %	1521	Long	$12.95	$13.04	0.69 %	2/22/2022 9:30:00 AM 2/22/22 9:30:00	2/28/2022 9:30:00 AM 2/28/22 9:30:00	Paper
CNX	WT1-Both-COAL-CNX	19.98 %	1307	Long	$15.15	$15.57	2.77 %	1/11/2022 9:30:00 AM 1/11/22 9:30:00	2/23/2022 9:30:00 AM 2/23/22 9:30:00	Paper
CNX	TLB8-Both-COAL-CNX	19.99 %	1325	Short	$14.80	$15.91	-7.50 %	1/28/2022 9:30:00 AM 1/28/22 9:30:00	2/15/2022 9:30:00 AM 2/15/22 9:30:00	Paper
ARLP	R7-Both-COAL-ARLP	19.99 %	1444	Long	$13.36	$13.78	3.14 %	2/9/2022 9:30:00 AM 2/09/22 9:30:00	2/14/2022 9:30:00 AM 2/14/22 9:30:00	Paper
ARLP	R3-Both-COAL-ARLP	19.98 %	1373	Long	$14.25	$13.78	-3.30 %	2/2/2022 9:30:00 AM 2/02/22 9:30:00	2/14/2022 9:30:00 AM 2/14/22 9:30:00	Paper
SXC	R10-Both-COAL-SXC	19.99 %	2809	Long	$7.00	$7.13	1.86 %	2/2/2022 9:30:00 AM 2/02/22 9:30:00	2/3/2022 9:30:00 AM 2/03/22 9:30:00	Paper
CNX	TLB7-Both-COAL-CNX	19.99 %	1389	Long	$14.44	$14.32	-0.87 %	11/23/2021 9:30:00 AM 11/23/21 9:30:00	1/24/2022 9:30:00 AM 1/24/22 9:30:00	Paper
SXC	VBX1-Both-COAL-SXC	19.99 %	2875	Short	$6.73	$6.71	0.30 %	12/27/2021 9:30:00 AM 12/27/21 9:30:00	12/29/2021 9:30:00 AM 12/29/21 9:30:00	Paper
CNX	TLB8-Both-COAL-CNX	19.99 %	1322	Short	$14.82	$13.78	7.02 %	11/4/2021 9:30:00 AM 11/04/21 9:30:00	12/14/2021 9:30:00 AM 12/14/21 9:30:00	Paper
ARLP	R8-Both-COAL-ARLP	19.99 %	1945	Long	$9.94	$10.29	3.52 %	12/2/2021 9:30:00 AM 12/02/21 9:30:00	12/8/2021 9:30:00 AM 12/08/21 9:30:00	Paper
CNX	VBX1-Both-COAL-CNX	19.98 %	1459	Long	$13.68	$13.01	-4.90 %	12/3/2021 9:30:00 AM 12/03/21 9:30:00	12/7/2021 9:30:00 AM 12/07/21 9:30:00	Paper
ARLP	R7-Both-COAL-ARLP	19.99 %	1945	Long	$9.94	$10.26	3.22 %	12/2/2021 9:30:00 AM 12/02/21 9:30:00	12/3/2021 9:30:00 AM 12/03/21 9:30:00	Paper
ARLP	TLB8-Both-COAL-ARLP	19.99 %	1610	Short	$11.66	$11.02	5.49 %	11/4/2021 9:30:00 AM 11/04/21 9:30:00	11/24/2021 9:30:00 AM 11/24/21 9:30:00	Paper
ARLP	R6-Both-COAL-ARLP	19.99 %	1858	Long	$10.11	$10.62	5.04 %	11/18/2021 9:30:00 AM 11/18/21 9:30:00	11/23/2021 9:30:00 AM 11/23/21 9:30:00	Paper
ARLP	VBX1-Both-COAL-ARLP	19.99 %	1771	Long	$10.91	$10.62	-2.66 %	11/15/2021 9:30:00 AM 11/15/21 9:30:00	11/23/2021 9:30:00 AM 11/23/21 9:30:00	Paper
ARLP	R7-Both-COAL-ARLP	19.99 %	1806	Long	$10.90	$10.62	-2.57 %	11/11/2021 9:30:00 AM 11/11/21 9:30:00	11/23/2021 9:30:00 AM 11/23/21 9:30:00	Paper
ARLP	R3-Both-COAL-ARLP	19.98 %	1772	Long	$10.86	$10.91	0.46 %	11/12/2021 9:30:00 AM 11/12/21 9:30:00	11/15/2021 9:30:00 AM 11/15/21 9:30:00	Paper
ARLP	R8-Both-COAL-ARLP	19.99 %	1806	Long	$10.90	$10.91	0.09 %	11/11/2021 9:30:00 AM 11/11/21 9:30:00	11/15/2021 9:30:00 AM 11/15/21 9:30:00	Paper
ARLP	R8-Both-COAL-ARLP	19.99 %	1661	Long	$11.16	$11.69	4.75 %	11/3/2021 9:30:00 AM 11/03/21 9:30:00	11/5/2021 9:30:00 AM 11/05/21 9:30:00	Paper
ARLP	R7-Both-COAL-ARLP	19.99 %	1661	Long	$11.16	$11.66	4.48 %	11/3/2021 9:30:00 AM 11/03/21 9:30:00	11/4/2021 9:30:00 AM 11/04/21 9:30:00	Paper
ARLP	R13-Both-COAL-ARLP	19.99 %	1515	Long	$12.21	$12.49	2.29 %	10/26/2021 9:30:00 AM 10/26/21 9:30:00	10/27/2021 9:30:00 AM 10/27/21 9:30:00	Paper
ARLP	R3-Both-COAL-ARLP	19.99 %	1515	Long	$12.21	$12.49	2.29 %	10/26/2021 9:30:00 AM 10/26/21 9:30:00	10/27/2021 9:30:00 AM 10/27/21 9:30:00	Paper
CNX	TLB8-Both-COAL-CNX	19.99 %	1451	Short	$13.48	$14.98	-11.13 %	10/15/2021 9:30:00 AM 10/15/21 9:30:00	10/25/2021 9:30:00 AM 10/25/21 9:30:00	Paper
CNX	VP2-Both-COAL-CNX	19.99 %	1559	Short	$12.28	$14.58	-18.73 %	9/29/2021 9:30:00 AM 9/29/21 9:30:00	10/22/2021 9:30:00 AM 10/22/21 9:30:00	Paper
SXC	VBX1-Both-COAL-SXC	19.99 %	2808	Short	$6.83	$6.73	1.46 %	10/18/2021 9:30:00 AM 10/18/21 9:30:00	10/20/2021 9:30:00 AM 10/20/21 9:30:00	Paper
ARLP	R13-Both-COAL-ARLP	20.00 %	2078	Long	$9.37	$9.50	1.39 %	9/23/2021 9:30:00 AM 9/23/21 9:30:00	9/24/2021 9:30:00 AM 9/24/21 9:30:00	Paper
ARLP	R11-Both-COAL-ARLP	20.00 %	2078	Long	$9.37	$9.50	1.39 %	9/23/2021 9:30:00 AM 9/23/21 9:30:00	9/24/2021 9:30:00 AM 9/24/21 9:30:00	Paper
ARLP	R3-Both-COAL-ARLP	20.00 %	2078	Long	$9.37	$9.50	1.39 %	9/23/2021 9:30:00 AM 9/23/21 9:30:00	9/24/2021 9:30:00 AM 9/24/21 9:30:00	Paper
ARLP	VP2-Both-COAL-ARLP	19.99 %	2374	Short	$8.35	$9.40	-12.57 %	8/31/2021 9:30:00 AM 8/31/21 9:30:00	9/13/2021 9:30:00 AM 9/13/21 9:30:00	Paper
ARLP	TLB8-Both-COAL-ARLP	20.00 %	2600	Short	$7.62	$8.50	-11.55 %	8/20/2021 9:30:00 AM 8/20/21 9:30:00	8/30/2021 9:30:00 AM 8/30/21 9:30:00	Paper
ARLP	R7-Both-COAL-ARLP	20.00 %	2600	Long	$7.62	$8.03	5.38 %	8/20/2021 9:30:00 AM 8/20/21 9:30:00	8/24/2021 9:30:00 AM 8/24/21 9:30:00	Paper
SXC	R9-Both-COAL-SXC	19.99 %	2881	Long	$6.80	$6.95	2.21 %	8/19/2021 9:30:00 AM 8/19/21 9:30:00	8/24/2021 9:30:00 AM 8/24/21 9:30:00	Paper
SXC	R7-Both-COAL-SXC	19.99 %	2881	Long	$6.80	$6.95	2.21 %	8/19/2021 9:30:00 AM 8/19/21 9:30:00	8/24/2021 9:30:00 AM 8/24/21 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	HCT1-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R10-Both-COAL-SXC	100.0 %	0.2	0.7 %	0.1 %	0.1 %	20.0 %	0.2 %	5.1	0.2
100%	R10-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R10-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R11-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R11-Both-COAL-ARLP	83.3 %	0.5	2.4 %	1.4 %	1.3 %	20.0 %	1.6 %	1.7	0.5
100%	R11-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R11-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R12-Both-COAL-CNX	100.0 %	0.2	0.3 %	0.1 %	0.0 %	20.0 %	0.2 %	4.5	0.2
100%	R12-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R13-Both-COAL-ARLP	80.0 %	0.4	1.3 %	0.8 %	0.5 %	20.0 %	0.7 %	1.6	0.4
100%	R13-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R14-Both-COAL-CNX	100.0 %	0.1	1.4 %	0.1 %	0.0 %	20.0 %	0.1 %	16.8	0.1
100%	R14-Both-COAL-SXC	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R14-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R1-Both-COAL-SXC	100.0 %	0.1	0.4 %	0.1 %	0.1 %	20.0 %	0.1 %	2.5	0.1
100%	R1-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R1-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R2-Both-COAL-CNX	100.0 %	0.1	1.4 %	0.1 %	0.0 %	20.0 %	0.1 %	16.8	0.1
100%	R2-Both-COAL-SXC	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R2-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R2-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-COAL-ARLP	77.8 %	0.8	1.0 %	1.6 %	0.8 %	20.0 %	1.8 %	0.7	0.8
100%	R3-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R4-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R4-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R5-Both-COAL-ARLP	50.0 %	0.2	3.2 %	1.2 %	0.6 %	20.0 %	0.5 %	2.6	0.2
100%	R5-Both-COAL-CNX	0.0 %	0.1	-3.3 %	3.8 %	1.9 %	20.0 %	0.5 %	-0.9	0.1
100%	R5-Both-COAL-SXC	100.0 %	0.1	0.2 %	0.4 %	0.2 %	20.0 %	0.2 %	0.4	0.1
100%	R5-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R5-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R6-Both-COAL-ARLP	100.0 %	0.3	2.0 %	0.8 %	0.4 %	20.0 %	0.5 %	2.4	0.3
100%	R6-Both-COAL-SXC	100.0 %	0.1	0.4 %	0.1 %	0.1 %	20.0 %	0.1 %	2.5	0.1
100%	R6-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R6-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R7-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R7-Both-COAL-ARLP	75.0 %	0.7	5.0 %	1.8 %	1.5 %	20.0 %	2.1 %	2.7	0.7
100%	R7-Both-COAL-SXC	100.0 %	0.3	1.2 %	0.7 %	0.5 %	20.0 %	0.6 %	1.7	0.3
100%	R7-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R7-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R8-Both-COAL-ARLP	100.0 %	0.3	1.7 %	0.5 %	0.3 %	20.0 %	0.6 %	3.4	0.3
100%	R8-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R8-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R9-Both-COAL-SXC	50.0 %	0.2	0.3 %	0.7 %	0.7 %	20.0 %	0.5 %	0.5	0.2
100%	R9-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R9-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-COAL-CNX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB2-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB2-Both-COAL-CNX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB2-Both-COAL-SXC	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB2-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB3-Both-COAL-ARLP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB3-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-COAL-SXC	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-COAL-SXC	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB6-Both-COAL-SXC	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB6-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB7-Both-COAL-CNX	0.0 %	0.1	-0.2 %	2.3 %	2.2 %	20.0 %	3.5 %	-0.1	0.1
100%	TLB7-Both-COAL-SXC	50.0 %	0.2	1.8 %	6.1 %	3.1 %	20.0 %	3.8 %	0.3	0.2
100%	TLB7-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB8-Both-COAL-ARLP	25.0 %	0.3	-3.7 %	4.3 %	3.1 %	20.0 %	3.9 %	-0.9	0.3
100%	TLB8-Both-COAL-CNX	60.0 %	0.4	-2.3 %	4.4 %	3.1 %	20.0 %	5.7 %	-0.5	0.4
100%	TLB9-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB9-Both-COAL-CNX	0.0 %	0.0	0.5 %	1.6 %	0.8 %	0.0 %	0.8 %	0.3	0.0
100%	TLB9-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VBX1-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VBX1-Both-COAL-ARLP	50.0 %	0.2	0.0 %	1.4 %	1.1 %	20.0 %	0.7 %	0.0	0.2
100%	VBX1-Both-COAL-CNX	66.7 %	0.3	0.8 %	1.4 %	1.2 %	20.0 %	0.7 %	0.6	0.3
100%	VBX1-Both-COAL-SXC	100.0 %	0.3	1.0 %	0.5 %	0.3 %	20.0 %	0.5 %	2.1	0.3
100%	VBX1-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VBX1-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP1-Both-COAL-SXCP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP2-Both-COAL-ARLP	50.0 %	0.2	-1.2 %	2.8 %	2.7 %	20.0 %	2.4 %	-0.4	0.2
100%	VP2-Both-COAL-CNX	0.0 %	0.1	-3.7 %	3.7 %	1.8 %	20.0 %	1.4 %	-1.0	0.1
100%	WT1-Both-COAL-AHGP	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	WT1-Both-COAL-CNX	100.0 %	0.1	0.6 %	1.8 %	0.9 %	20.0 %	2.4 %	0.3	0.1
100%	WT1-Both-COAL-WLB	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0

Lists Used

List Name	Description	Dynamic List
COAL-AHGP	Group: COAL-AHGP	No
COAL-ARLP	Group: COAL-ARLP	No
COAL-CNX	Group: COAL-CNX	No
COAL-SXC	Group: COAL-SXC	No
COAL-SXCP	Group: COAL-SXCP	No
COAL-WLB	Group: COAL-WLB	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: 5/16/2016

Back Test: 1/1/2012 to 12/31/2015

Forward Test: 12/31/2015 to 5/16/2016

Max Draw Down: 8.2%

Per Trade Allocation: 20%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 5.2

Settings

Balance:

100,000

Return Calculation:

Compound

List Type:

Group

List:

COAL

Goal:

20%

NumStrategies:

Optimize On:

CAR

Filter Limit:

Filter On:

CAR

Direction:

Both

Min Volume:

100,000

Min Price:

$5.00

Sim Start Date:

1/1/2012

Sim End Date:

12/31/2015

Date Created:

5/16/2016

Approach Breakout:

Approach RTM:

Yes

Approach Swing:

Yes

Approach Trending:

Strategy Types Used

Strategy Type

Most Effectively Used in

Breakout:

Very Strong Trending Markets

RTM:

65%

Volatile, Trending Markets

Swing:

35%

Cyclical Markets

Trending:

Strong Trending Markets