Portfolio

Calculate Over:

Coal Stocks

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

Return:

+13%

ROAI:

+30%

Stability:

Consistency:

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Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
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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
65.7%
12.7%
29.8%
13.1%
1.0

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
R3-Both-COAL-ARLP	ARLP	Long	20.00 %	2388	9/23/2021 9:30:00 AM	$9.37	$9.52	1.60 %	Paper
R11-Both-COAL-ARLP	ARLP	Long	20.00 %	2388	9/23/2021 9:30:00 AM	$9.37	$9.52	1.60 %	Paper
R13-Both-COAL-ARLP	ARLP	Long	20.00 %	2388	9/23/2021 9:30:00 AM	$9.37	$9.52	1.60 %	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

Display All

Symbol Sym	Strategy	QTY %	QTY	L/S	Entry Price	Exit Price	Realized P/L% P/L%	Entry Date	Exit Date	Funding Style
ARLP	VP2-Both-COAL-ARLP	19.99 %	2766	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
CNX	TLB8-Both-COAL-CNX	19.99 %	1601	Short	$14.01	$11.90	15.06 %	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
ARLP	TLB8-Both-COAL-ARLP	20.00 %	3042	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 %	3042	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 %	3366	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 %	3366	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
ARLP	R11-Both-COAL-ARLP	19.99 %	2953	Long	$7.81	$7.88	0.90 %	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
ARLP	R7-Both-COAL-ARLP	19.99 %	2953	Long	$7.81	$7.88	0.90 %	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
ARLP	R3-Both-COAL-ARLP	19.99 %	2953	Long	$7.81	$7.88	0.90 %	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
ARLP	R5-Both-COAL-ARLP	20.00 %	3227	Long	$6.90	$7.06	2.32 %	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
SXC	R7-Both-COAL-SXC	19.99 %	3342	Long	$6.46	$6.58	1.86 %	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
ARLP	R8-Both-COAL-ARLP	20.00 %	3184	Long	$6.75	$7.06	4.59 %	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
ARLP	R7-Both-COAL-ARLP	20.00 %	3184	Long	$6.75	$7.06	4.59 %	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
CNX	WT1-Both-COAL-CNX	19.98 %	1510	Long	$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
CNX	R5-Both-COAL-CNX	19.98 %	1637	Long	$13.01	$14.16	8.84 %	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
SXC	R9-Both-COAL-SXC	20.00 %	3009	Long	$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
SXC	R7-Both-COAL-SXC	20.00 %	3009	Long	$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
ARLP	R7-Both-COAL-ARLP	20.00 %	3632	Long	$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
SXC	R7-Both-COAL-SXC	19.99 %	3124	Long	$7.21	$7.60	5.41 %	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
ARLP	TLB8-Both-COAL-ARLP	20.00 %	3920	Short	$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
SXC	TLB2-Both-COAL-SXC	20.00 %	2964	Long	$7.42	$7.68	3.50 %	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
ARLP	R7-Both-COAL-ARLP	19.99 %	4089	Long	$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
ARLP	R5-Both-COAL-ARLP	19.99 %	4089	Long	$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
SXC	TLB2-Both-COAL-SXC	20.00 %	3245	Long	$6.89	$6.92	0.44 %	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
ARLP	TLB8-Both-COAL-ARLP	20.00 %	3576	Short	$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
CNX	R12-Both-COAL-CNX	19.99 %	1659	Long	$13.71	$13.80	0.66 %	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
CNX	R5-Both-COAL-CNX	19.99 %	1677	Long	$13.40	$13.80	2.99 %	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
SXC	R9-Both-COAL-SXC	19.99 %	3512	Long	$6.34	$6.36	0.32 %	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
ARLP	VBX1-Both-COAL-ARLP	20.00 %	3946	Long	$5.60	$5.80	3.57 %	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
SXC	R5-Both-COAL-SXC	19.99 %	3628	Long	$6.31	$6.89	9.19 %	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
ARLP	R5-Both-COAL-ARLP	19.99 %	4056	Long	$5.61	$5.80	3.39 %	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
ARLP	R8-Both-COAL-ARLP	19.99 %	4056	Long	$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
CNX	TLB10-Both-COAL-CNX	19.99 %	1553	Short	$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
ARLP	R7-Both-COAL-ARLP	20.00 %	3701	Long	$5.78	$6.00	3.81 %	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
ARLP	R6-Both-COAL-ARLP	19.99 %	3728	Long	$5.99	$6.00	0.17 %	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
ARLP	VBX1-Both-COAL-ARLP	19.99 %	3714	Long	$5.76	$6.00	4.17 %	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
ARLP	R3-Both-COAL-ARLP	20.00 %	3576	Long	$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
CNX	TLB8-Both-COAL-CNX	19.99 %	1592	Short	$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
ARLP	R3-Both-COAL-ARLP	19.99 %	3443	Long	$6.25	$6.41	2.56 %	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
SXC	R1-Both-COAL-SXC	19.99 %	4036	Long	$5.06	$5.55	9.68 %	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
ARLP	R6-Both-COAL-ARLP	20.00 %	3948	Long	$5.27	$5.70	8.24 %	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
ARLP	R11-Both-COAL-ARLP	19.99 %	3877	Long	$5.06	$5.70	12.65 %	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
ARLP	R7-Both-COAL-ARLP	19.99 %	3877	Long	$5.06	$5.70	12.65 %	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
CNX	R12-Both-COAL-CNX	19.99 %	1618	Long	$12.72	$12.75	0.24 %	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
ARLP	R8-Both-COAL-ARLP	19.99 %	3880	Long	$5.09	$5.22	2.55 %	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
ARLP	R13-Both-COAL-ARLP	20.00 %	3818	Long	$5.20	$5.22	0.38 %	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
ARLP	R3-Both-COAL-ARLP	20.00 %	3818	Long	$5.20	$5.22	0.38 %	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
CNX	WT1-Both-COAL-CNX	19.98 %	1666	Long	$11.88	$12.37	4.12 %	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
ARLP	TLB8-Both-COAL-ARLP	20.00 %	4120	Short	$5.04	$4.83	4.17 %	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
ARLP	R5-Both-COAL-ARLP	20.00 %	4692	Long	$4.40	$4.47	1.59 %	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
SXC	R10-Both-COAL-SXC	19.99 %	4415	Long	$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
SXC	R9-Both-COAL-SXC	19.99 %	4415	Long	$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
SXC	R6-Both-COAL-SXC	20.00 %	4204	Long	$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
SXC	R1-Both-COAL-SXC	20.00 %	4204	Long	$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
CNX	VBX1-Both-COAL-CNX	19.99 %	1935	Short	$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
SXC	TLB7-Both-COAL-SXC	20.00 %	5771	Long	$3.71	$5.09	37.20 %	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
ARLP	VP2-Both-COAL-ARLP	20.00 %	5356	Short	$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
CNX	TLB8-Both-COAL-CNX	19.99 %	2110	Short	$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
SXC	TLB5-Both-COAL-SXC	19.99 %	5076	Long	$4.07	$4.27	4.91 %	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
SXC	TLB4-Both-COAL-SXC	19.99 %	5076	Long	$4.07	$4.31	5.90 %	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
CNX	R5-Both-COAL-CNX	19.99 %	2110	Long	$9.38	$9.56	1.92 %	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
SXC	VBX1-Both-COAL-SXC	20.00 %	6010	Long	$3.62	$3.63	0.28 %	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
ARLP	VBX1-Both-COAL-ARLP	20.00 %	6498	Short	$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
ARLP	R6-Both-COAL-ARLP	20.00 %	6498	Short	$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
CNX	TLB7-Both-COAL-CNX	19.99 %	2011	Long	$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
SXC	TLB2-Both-COAL-SXC	20.00 %	5427	Long	$3.83	$3.97	3.66 %	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
SXC	R10-Both-COAL-SXC	20.00 %	5915	Long	$3.30	$3.71	12.42 %	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
CNX	VBX1-Both-COAL-CNX	19.98 %	2131	Long	$9.10	$9.87	8.46 %	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
CNX	R5-Both-COAL-CNX	19.99 %	2111	Long	$9.31	$9.87	6.02 %	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
SXC	R1-Both-COAL-SXC	20.00 %	5730	Long	$3.47	$3.52	1.44 %	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

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	50.0 %	0.2	1.9 %	1.4 %	0.7 %	20.0 %	0.5 %	1.4	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	75.0 %	0.3	2.8 %	1.3 %	0.9 %	20.0 %	1.0 %	2.2	0.3
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	0.2 %	0.2 %	0.1 %	20.0 %	0.2 %	1.1	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	75.0 %	0.3	0.4 %	1.3 %	0.8 %	20.0 %	0.7 %	0.3	0.3
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	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
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	75.0 %	0.3	1.9 %	2.8 %	1.5 %	20.0 %	1.0 %	0.7	0.3
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	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
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	71.4 %	0.6	0.8 %	1.3 %	1.2 %	20.0 %	1.5 %	0.6	0.6
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	75.0 %	0.3	1.1 %	0.7 %	0.3 %	20.0 %	0.6 %	1.6	0.3
100%	R5-Both-COAL-CNX	100.0 %	0.3	4.0 %	2.2 %	1.2 %	20.0 %	1.3 %	1.8	0.3
100%	R5-Both-COAL-SXC	100.0 %	0.2	2.7 %	0.2 %	0.1 %	20.0 %	0.3 %	14.4	0.2
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	60.0 %	0.4	1.2 %	1.8 %	1.3 %	20.0 %	1.1 %	0.6	0.4
100%	R6-Both-COAL-SXC	66.7 %	0.3	1.6 %	2.8 %	1.5 %	20.0 %	0.7 %	0.6	0.3
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	6.2 %	1.2 %	0.6 %	20.0 %	1.5 %	5.1	0.7
100%	R7-Both-COAL-SXC	83.3 %	0.5	3.8 %	1.5 %	0.9 %	20.0 %	1.4 %	2.6	0.5
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	66.7 %	0.3	1.4 %	0.5 %	0.3 %	20.0 %	0.5 %	2.5	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	66.7 %	0.5	2.5 %	1.6 %	1.5 %	20.0 %	1.3 %	1.6	0.5
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 %	0.1	-1.2 %	1.7 %	0.9 %	20.0 %	0.4 %	-0.7	0.1
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	100.0 %	0.3	1.5 %	2.4 %	1.6 %	20.0 %	2.9 %	0.6	0.3
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	100.0 %	0.1	1.2 %	0.0 %	0.0 %	20.0 %	0.1 %	0.0	0.1
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	100.0 %	0.1	1.0 %	0.8 %	0.4 %	20.0 %	0.2 %	1.3	0.1
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	-2.6 %	4.0 %	2.0 %	20.0 %	1.1 %	-0.7	0.1
100%	TLB7-Both-COAL-SXC	100.0 %	0.1	7.6 %	3.9 %	1.9 %	20.0 %	4.1 %	2.0	0.1
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	33.3 %	0.5	-7.2 %	8.8 %	5.9 %	20.0 %	6.4 %	-0.8	0.5
100%	TLB8-Both-COAL-CNX	33.3 %	0.3	-2.4 %	7.6 %	4.1 %	20.0 %	11.8 %	-0.3	0.3
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	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	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	66.7 %	0.3	1.2 %	0.7 %	0.4 %	20.0 %	0.6 %	1.6	0.3
100%	VBX1-Both-COAL-CNX	66.7 %	0.3	1.2 %	0.7 %	0.5 %	20.0 %	0.4 %	1.7	0.3
100%	VBX1-Both-COAL-SXC	100.0 %	0.3	1.7 %	0.2 %	0.1 %	20.0 %	0.3 %	9.5	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	0.0 %	0.2	-8.3 %	8.7 %	4.4 %	20.0 %	2.1 %	-1.0	0.2
100%	VP2-Both-COAL-CNX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
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	33.3 %	0.3	-4.8 %	5.5 %	4.1 %	20.0 %	4.4 %	-0.9	0.3
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: 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:

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