Portfolio

Portfolio Image

Coal Stocks

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

Return:

+13%

ROAI:

+30%

Stability:

 
66

Consistency:

 
67
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
SELECT Portfolio

Both
Short
Stocks
Swing Trading


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
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
R3-Both-COAL-ARLPARLPLong20.00 %23889/23/2021 9:30:00 AM$9.37$9.521.60 %Paper
R11-Both-COAL-ARLPARLPLong20.00 %23889/23/2021 9:30:00 AM$9.37$9.521.60 %Paper
R13-Both-COAL-ARLPARLPLong20.00 %23889/23/2021 9:30:00 AM$9.37$9.521.60 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
9/23/2020 - 9/23/2021
65.7%
12.7%
29.8%
13.1%
9.5%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

1.0
5.8
20.0%
42.6%
$112,729

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
ARLPVP2-Both-COAL-ARLP19.99 %2766Short$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
CNXTLB8-Both-COAL-CNX19.99 %1601Short$14.01$11.9015.06 %
4/12/2021 9:30:00 AM
4/12/21 9:30:00
9/3/2021 9:30:00 AM
9/03/21 9:30:00
Paper
ARLPTLB8-Both-COAL-ARLP20.00 %3042Short$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
ARLPR7-Both-COAL-ARLP20.00 %3042Long$7.62$8.035.38 %
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
SXCR9-Both-COAL-SXC19.99 %3366Long$6.80$6.952.21 %
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
SXCR7-Both-COAL-SXC19.99 %3366Long$6.80$6.952.21 %
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
ARLPR11-Both-COAL-ARLP19.99 %2953Long$7.81$7.880.90 %
8/6/2021 9:30:00 AM
8/06/21 9:30:00
8/9/2021 9:30:00 AM
8/09/21 9:30:00
Paper
ARLPR7-Both-COAL-ARLP19.99 %2953Long$7.81$7.880.90 %
8/6/2021 9:30:00 AM
8/06/21 9:30:00
8/9/2021 9:30:00 AM
8/09/21 9:30:00
Paper
ARLPR3-Both-COAL-ARLP19.99 %2953Long$7.81$7.880.90 %
8/6/2021 9:30:00 AM
8/06/21 9:30:00
8/9/2021 9:30:00 AM
8/09/21 9:30:00
Paper
ARLPR5-Both-COAL-ARLP20.00 %3227Long$6.90$7.062.32 %
7/20/2021 9:30:00 AM
7/20/21 9:30:00
7/22/2021 9:30:00 AM
7/22/21 9:30:00
Paper
SXCR7-Both-COAL-SXC19.99 %3342Long$6.46$6.581.86 %
7/19/2021 9:30:00 AM
7/19/21 9:30:00
7/22/2021 9:30:00 AM
7/22/21 9:30:00
Paper
ARLPR8-Both-COAL-ARLP20.00 %3184Long$6.75$7.064.59 %
7/19/2021 9:30:00 AM
7/19/21 9:30:00
7/22/2021 9:30:00 AM
7/22/21 9:30:00
Paper
ARLPR7-Both-COAL-ARLP20.00 %3184Long$6.75$7.064.59 %
7/19/2021 9:30:00 AM
7/19/21 9:30:00
7/22/2021 9:30:00 AM
7/22/21 9:30:00
Paper
CNXWT1-Both-COAL-CNX19.98 %1510Long$14.51$12.18-16.06 %
5/18/2021 9:30:00 AM
5/18/21 9:30:00
7/19/2021 9:30:00 AM
7/19/21 9:30:00
Paper
CNXR5-Both-COAL-CNX19.98 %1637Long$13.01$14.168.84 %
6/21/2021 9:30:00 AM
6/21/21 9:30:00
6/24/2021 9:30:00 AM
6/24/21 9:30:00
Paper
SXCR9-Both-COAL-SXC20.00 %3009Long$7.36$7.13-3.13 %
6/17/2021 9:30:00 AM
6/17/21 9:30:00
6/24/2021 9:30:00 AM
6/24/21 9:30:00
Paper
SXCR7-Both-COAL-SXC20.00 %3009Long$7.36$7.13-3.13 %
6/17/2021 9:30:00 AM
6/17/21 9:30:00
6/24/2021 9:30:00 AM
6/24/21 9:30:00
Paper
ARLPR7-Both-COAL-ARLP20.00 %3632Long$6.08$6.01-1.15 %
5/25/2021 9:30:00 AM
5/25/21 9:30:00
5/28/2021 9:30:00 AM
5/28/21 9:30:00
Paper
SXCR7-Both-COAL-SXC19.99 %3124Long$7.21$7.605.41 %
5/14/2021 9:30:00 AM
5/14/21 9:30:00
5/18/2021 9:30:00 AM
5/18/21 9:30:00
Paper
ARLPTLB8-Both-COAL-ARLP20.00 %3920Short$5.70$6.06-6.32 %
5/5/2021 9:30:00 AM
5/05/21 9:30:00
5/13/2021 9:30:00 AM
5/13/21 9:30:00
Paper
SXCTLB2-Both-COAL-SXC20.00 %2964Long$7.42$7.683.50 %
5/4/2021 9:30:00 AM
5/04/21 9:30:00
5/12/2021 9:30:00 AM
5/12/21 9:30:00
Paper
ARLPR7-Both-COAL-ARLP19.99 %4089Long$5.81$5.70-1.89 %
5/3/2021 9:30:00 AM
5/03/21 9:30:00
5/5/2021 9:30:00 AM
5/05/21 9:30:00
Paper
ARLPR5-Both-COAL-ARLP19.99 %4089Long$5.81$5.70-1.89 %
5/3/2021 9:30:00 AM
5/03/21 9:30:00
5/5/2021 9:30:00 AM
5/05/21 9:30:00
Paper
SXCTLB2-Both-COAL-SXC20.00 %3245Long$6.89$6.920.44 %
3/29/2021 9:30:00 AM
3/29/21 9:30:00
5/3/2021 9:30:00 AM
5/03/21 9:30:00
Paper
ARLPTLB8-Both-COAL-ARLP20.00 %3576Short$6.10$6.30-3.28 %
3/2/2021 9:30:00 AM
3/02/21 9:30:00
4/22/2021 9:30:00 AM
4/22/21 9:30:00
Paper
CNXR12-Both-COAL-CNX19.99 %1659Long$13.71$13.800.66 %
4/14/2021 9:30:00 AM
4/14/21 9:30:00
4/15/2021 9:30:00 AM
4/15/21 9:30:00
Paper
CNXR5-Both-COAL-CNX19.99 %1677Long$13.40$13.802.99 %
4/13/2021 9:30:00 AM
4/13/21 9:30:00
4/15/2021 9:30:00 AM
4/15/21 9:30:00
Paper
SXCR9-Both-COAL-SXC19.99 %3512Long$6.34$6.360.32 %
4/12/2021 9:30:00 AM
4/12/21 9:30:00
4/14/2021 9:30:00 AM
4/14/21 9:30:00
Paper
ARLPVBX1-Both-COAL-ARLP20.00 %3946Long$5.60$5.803.57 %
3/26/2021 9:30:00 AM
3/26/21 9:30:00
3/29/2021 9:30:00 AM
3/29/21 9:30:00
Paper
SXCR5-Both-COAL-SXC19.99 %3628Long$6.31$6.899.19 %
3/24/2021 9:30:00 AM
3/24/21 9:30:00
3/29/2021 9:30:00 AM
3/29/21 9:30:00
Paper
ARLPR5-Both-COAL-ARLP19.99 %4056Long$5.61$5.803.39 %
3/24/2021 9:30:00 AM
3/24/21 9:30:00
3/29/2021 9:30:00 AM
3/29/21 9:30:00
Paper
ARLPR8-Both-COAL-ARLP19.99 %4056Long$5.61$5.60-0.18 %
3/24/2021 9:30:00 AM
3/24/21 9:30:00
3/26/2021 9:30:00 AM
3/26/21 9:30:00
Paper
CNXTLB10-Both-COAL-CNX19.99 %1553Short$14.17$15.00-5.86 %
3/19/2021 9:30:00 AM
3/19/21 9:30:00
3/26/2021 9:30:00 AM
3/26/21 9:30:00
Paper
ARLPR7-Both-COAL-ARLP20.00 %3701Long$5.78$6.003.81 %
3/9/2021 9:30:00 AM
3/09/21 9:30:00
3/11/2021 9:30:00 AM
3/11/21 9:30:00
Paper
ARLPR6-Both-COAL-ARLP19.99 %3728Long$5.99$6.000.17 %
3/8/2021 9:30:00 AM
3/08/21 9:30:00
3/11/2021 9:30:00 AM
3/11/21 9:30:00
Paper
ARLPVBX1-Both-COAL-ARLP19.99 %3714Long$5.76$6.004.17 %
3/5/2021 9:30:00 AM
3/05/21 9:30:00
3/11/2021 9:30:00 AM
3/11/21 9:30:00
Paper
ARLPR3-Both-COAL-ARLP20.00 %3576Long$6.10$6.00-1.64 %
3/2/2021 9:30:00 AM
3/02/21 9:30:00
3/11/2021 9:30:00 AM
3/11/21 9:30:00
Paper
CNXTLB8-Both-COAL-CNX19.99 %1592Short$12.75$14.05-10.20 %
1/29/2021 9:30:00 AM
1/29/21 9:30:00
3/5/2021 9:30:00 AM
3/05/21 9:30:00
Paper
ARLPR3-Both-COAL-ARLP19.99 %3443Long$6.25$6.412.56 %
2/23/2021 9:30:00 AM
2/23/21 9:30:00
2/25/2021 9:30:00 AM
2/25/21 9:30:00
Paper
SXCR1-Both-COAL-SXC19.99 %4036Long$5.06$5.559.68 %
2/1/2021 9:30:00 AM
2/01/21 9:30:00
2/2/2021 9:30:00 AM
2/02/21 9:30:00
Paper
ARLPR6-Both-COAL-ARLP20.00 %3948Long$5.27$5.708.24 %
1/29/2021 9:30:00 AM
1/29/21 9:30:00
2/2/2021 9:30:00 AM
2/02/21 9:30:00
Paper
ARLPR11-Both-COAL-ARLP19.99 %3877Long$5.06$5.7012.65 %
1/27/2021 9:30:00 AM
1/27/21 9:30:00
2/2/2021 9:30:00 AM
2/02/21 9:30:00
Paper
ARLPR7-Both-COAL-ARLP19.99 %3877Long$5.06$5.7012.65 %
1/27/2021 9:30:00 AM
1/27/21 9:30:00
2/2/2021 9:30:00 AM
2/02/21 9:30:00
Paper
CNXR12-Both-COAL-CNX19.99 %1618Long$12.72$12.750.24 %
1/28/2021 9:30:00 AM
1/28/21 9:30:00
1/29/2021 9:30:00 AM
1/29/21 9:30:00
Paper
ARLPR8-Both-COAL-ARLP19.99 %3880Long$5.09$5.222.55 %
1/26/2021 9:30:00 AM
1/26/21 9:30:00
1/28/2021 9:30:00 AM
1/28/21 9:30:00
Paper
ARLPR13-Both-COAL-ARLP20.00 %3818Long$5.20$5.220.38 %
1/25/2021 9:30:00 AM
1/25/21 9:30:00
1/28/2021 9:30:00 AM
1/28/21 9:30:00
Paper
ARLPR3-Both-COAL-ARLP20.00 %3818Long$5.20$5.220.38 %
1/25/2021 9:30:00 AM
1/25/21 9:30:00
1/28/2021 9:30:00 AM
1/28/21 9:30:00
Paper
CNXWT1-Both-COAL-CNX19.98 %1666Long$11.88$12.374.12 %
1/7/2021 9:30:00 AM
1/07/21 9:30:00
1/21/2021 9:30:00 AM
1/21/21 9:30:00
Paper
ARLPTLB8-Both-COAL-ARLP20.00 %4120Short$5.04$4.834.17 %
12/17/2020 9:30:00 AM
12/17/20 9:30:00
1/6/2021 9:30:00 AM
1/06/21 9:30:00
Paper
ARLPR5-Both-COAL-ARLP20.00 %4692Long$4.40$4.471.59 %
12/30/2020 9:30:00 AM
12/30/20 9:30:00
12/31/2020 9:30:00 AM
12/31/20 9:30:00
Paper
SXCR10-Both-COAL-SXC19.99 %4415Long$4.56$4.44-2.63 %
12/22/2020 9:30:00 AM
12/22/20 9:30:00
12/29/2020 9:30:00 AM
12/29/20 9:30:00
Paper
SXCR9-Both-COAL-SXC19.99 %4415Long$4.56$4.44-2.63 %
12/22/2020 9:30:00 AM
12/22/20 9:30:00
12/29/2020 9:30:00 AM
12/29/20 9:30:00
Paper
SXCR6-Both-COAL-SXC20.00 %4204Long$4.92$4.44-9.76 %
12/18/2020 9:30:00 AM
12/18/20 9:30:00
12/29/2020 9:30:00 AM
12/29/20 9:30:00
Paper
SXCR1-Both-COAL-SXC20.00 %4204Long$4.92$4.44-9.76 %
12/18/2020 9:30:00 AM
12/18/20 9:30:00
12/29/2020 9:30:00 AM
12/29/20 9:30:00
Paper
CNXVBX1-Both-COAL-CNX19.99 %1935Short$10.65$10.94-2.72 %
12/15/2020 9:30:00 AM
12/15/20 9:30:00
12/17/2020 9:30:00 AM
12/17/20 9:30:00
Paper
SXCTLB7-Both-COAL-SXC20.00 %5771Long$3.71$5.0937.20 %
10/6/2020 9:30:00 AM
10/06/20 9:30:00
12/14/2020 9:30:00 AM
12/14/20 9:30:00
Paper
ARLPVP2-Both-COAL-ARLP20.00 %5356Short$4.09$5.30-29.58 %
11/20/2020 9:30:00 AM
11/20/20 9:30:00
12/11/2020 9:30:00 AM
12/11/20 9:30:00
Paper
CNXTLB8-Both-COAL-CNX19.99 %2110Short$9.38$11.00-17.27 %
10/29/2020 9:30:00 AM
10/29/20 9:30:00
12/11/2020 9:30:00 AM
12/11/20 9:30:00
Paper
SXCTLB5-Both-COAL-SXC19.99 %5076Long$4.07$4.274.91 %
11/17/2020 9:30:00 AM
11/17/20 9:30:00
11/20/2020 9:30:00 AM
11/20/20 9:30:00
Paper
SXCTLB4-Both-COAL-SXC19.99 %5076Long$4.07$4.315.90 %
11/17/2020 9:30:00 AM
11/17/20 9:30:00
11/18/2020 9:30:00 AM
11/18/20 9:30:00
Paper
CNXR5-Both-COAL-CNX19.99 %2110Long$9.38$9.561.92 %
10/29/2020 9:30:00 AM
10/29/20 9:30:00
11/11/2020 9:30:00 AM
11/11/20 9:30:00
Paper
SXCVBX1-Both-COAL-SXC20.00 %6010Long$3.62$3.630.28 %
11/9/2020 9:30:00 AM
11/09/20 9:30:00
11/10/2020 9:30:00 AM
11/10/20 9:30:00
Paper
ARLPVBX1-Both-COAL-ARLP20.00 %6498Short$3.15$3.21-1.90 %
10/28/2020 9:30:00 AM
10/28/20 9:30:00
11/2/2020 9:30:00 AM
11/02/20 9:30:00
Paper
ARLPR6-Both-COAL-ARLP20.00 %6498Short$3.15$3.21-1.90 %
10/28/2020 9:30:00 AM
10/28/20 9:30:00
11/2/2020 9:30:00 AM
11/02/20 9:30:00
Paper
CNXTLB7-Both-COAL-CNX19.99 %2011Long$10.75$9.38-12.74 %
10/9/2020 9:30:00 AM
10/09/20 9:30:00
10/29/2020 9:30:00 AM
10/29/20 9:30:00
Paper
SXCTLB2-Both-COAL-SXC20.00 %5427Long$3.83$3.973.66 %
10/15/2020 9:30:00 AM
10/15/20 9:30:00
10/27/2020 9:30:00 AM
10/27/20 9:30:00
Paper
SXCR10-Both-COAL-SXC20.00 %5915Long$3.30$3.7112.42 %
10/2/2020 9:30:00 AM
10/02/20 9:30:00
10/6/2020 9:30:00 AM
10/06/20 9:30:00
Paper
CNXVBX1-Both-COAL-CNX19.98 %2131Long$9.10$9.878.46 %
10/2/2020 9:30:00 AM
10/02/20 9:30:00
10/6/2020 9:30:00 AM
10/06/20 9:30:00
Paper
CNXR5-Both-COAL-CNX19.99 %2111Long$9.31$9.876.02 %
10/1/2020 9:30:00 AM
10/01/20 9:30:00
10/6/2020 9:30:00 AM
10/06/20 9:30:00
Paper
SXCR1-Both-COAL-SXC20.00 %5730Long$3.47$3.521.44 %
9/30/2020 9:30:00 AM
9/30/20 9:30:00
10/5/2020 9:30:00 AM
10/05/20 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailHCT1-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-COAL-SXC50.0 %0.21.9 %1.4 %0.7 %20.0 %0.5 %1.40.2
100%ThumbnailR10-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-COAL-ARLP75.0 %0.32.8 %1.3 %0.9 %20.0 %1.0 %2.20.3
100%ThumbnailR11-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-COAL-CNX100.0 %0.20.2 %0.2 %0.1 %20.0 %0.2 %1.10.2
100%ThumbnailR12-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-COAL-ARLP75.0 %0.30.4 %1.3 %0.8 %20.0 %0.7 %0.30.3
100%ThumbnailR13-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-COAL-CNX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-COAL-SXC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-COAL-SXC75.0 %0.31.9 %2.8 %1.5 %20.0 %1.0 %0.70.3
100%ThumbnailR1-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-COAL-CNX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-COAL-SXC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-COAL-ARLP71.4 %0.60.8 %1.3 %1.2 %20.0 %1.5 %0.60.6
100%ThumbnailR3-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-COAL-ARLP75.0 %0.31.1 %0.7 %0.3 %20.0 %0.6 %1.60.3
100%ThumbnailR5-Both-COAL-CNX100.0 %0.34.0 %2.2 %1.2 %20.0 %1.3 %1.80.3
100%ThumbnailR5-Both-COAL-SXC100.0 %0.22.7 %0.2 %0.1 %20.0 %0.3 %14.40.2
100%ThumbnailR5-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-COAL-ARLP60.0 %0.41.2 %1.8 %1.3 %20.0 %1.1 %0.60.4
100%ThumbnailR6-Both-COAL-SXC66.7 %0.31.6 %2.8 %1.5 %20.0 %0.7 %0.60.3
100%ThumbnailR6-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-COAL-ARLP75.0 %0.76.2 %1.2 %0.6 %20.0 %1.5 %5.10.7
100%ThumbnailR7-Both-COAL-SXC83.3 %0.53.8 %1.5 %0.9 %20.0 %1.4 %2.60.5
100%ThumbnailR7-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-COAL-ARLP66.7 %0.31.4 %0.5 %0.3 %20.0 %0.5 %2.50.3
100%ThumbnailR8-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-COAL-SXC66.7 %0.52.5 %1.6 %1.5 %20.0 %1.3 %1.60.5
100%ThumbnailR9-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-COAL-CNX0.0 %0.1-1.2 %1.7 %0.9 %20.0 %0.4 %-0.70.1
100%ThumbnailTLB10-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-COAL-CNX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-COAL-SXC100.0 %0.31.5 %2.4 %1.6 %20.0 %2.9 %0.60.3
100%ThumbnailTLB2-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-COAL-ARLP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-COAL-SXC100.0 %0.11.2 %0.0 %0.0 %20.0 %0.1 %0.00.1
100%ThumbnailTLB4-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-COAL-SXC100.0 %0.11.0 %0.8 %0.4 %20.0 %0.2 %1.30.1
100%ThumbnailTLB6-Both-COAL-SXC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-COAL-CNX0.0 %0.1-2.6 %4.0 %2.0 %20.0 %1.1 %-0.70.1
100%ThumbnailTLB7-Both-COAL-SXC100.0 %0.17.6 %3.9 %1.9 %20.0 %4.1 %2.00.1
100%ThumbnailTLB7-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB8-Both-COAL-ARLP33.3 %0.5-7.2 %8.8 %5.9 %20.0 %6.4 %-0.80.5
100%ThumbnailTLB8-Both-COAL-CNX33.3 %0.3-2.4 %7.6 %4.1 %20.0 %11.8 %-0.30.3
100%ThumbnailTLB9-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-COAL-CNX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-COAL-ARLP66.7 %0.31.2 %0.7 %0.4 %20.0 %0.6 %1.60.3
100%ThumbnailVBX1-Both-COAL-CNX66.7 %0.31.2 %0.7 %0.5 %20.0 %0.4 %1.70.3
100%ThumbnailVBX1-Both-COAL-SXC100.0 %0.31.7 %0.2 %0.1 %20.0 %0.3 %9.50.3
100%ThumbnailVBX1-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-COAL-SXCP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-COAL-ARLP0.0 %0.2-8.3 %8.7 %4.4 %20.0 %2.1 %-1.00.2
100%ThumbnailVP2-Both-COAL-CNX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-COAL-CNX33.3 %0.3-4.8 %5.5 %4.1 %20.0 %4.4 %-0.90.3
100%ThumbnailWT1-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
Lists Used
List NameDescriptionDynamic List
COAL-AHGPGroup: COAL-AHGPNo
COAL-ARLPGroup: COAL-ARLPNo
COAL-CNXGroup: COAL-CNXNo
COAL-SXCGroup: COAL-SXCNo
COAL-SXCPGroup: COAL-SXCPNo
COAL-WLBGroup: COAL-WLBNo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic 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: 13.1%
Warning: Max Draw Down in the last 12 months is high.
Per Trade Allocation: 20%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 5.8
 

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
Group
List:
COAL
Goal:
20%
NumStrategies:
5
Optimize On:
CAR
Filter Limit:
10
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:
No
Approach RTM:
Yes
Approach Swing:
Yes
Approach Trending:
No

Strategy Types Used

Strategy Type
#
%
Most Effectively Used in
Breakout:
0
0%
Very Strong Trending Markets
RTM:
53
65%
Volatile, Trending Markets
Swing:
29
35%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets