Portfolio

Portfolio Image

Coal Stocks

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

Return:

+4%

ROAI:

+12%

Stability:

 
54

Consistency:

 
50
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
TLB8-Both-COAL-ARLPARLPShort19.99 %9038/2/2022 9:30:00 AM$23.19$22.771.81 %Paper
TLB9-Both-COAL-CNXCNXShort19.98 %11697/29/2022 9:30:00 AM$17.63$17.192.50 %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
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
SXCVBX1-Both-COAL-SXC19.99 %2779Short$7.28$7.191.24 %
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
CNXR14-Both-COAL-CNX19.98 %1001Short$18.95$17.636.97 %
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
CNXR2-Both-COAL-CNX19.98 %1001Short$18.95$17.636.97 %
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
CNXVBX1-Both-COAL-CNX19.97 %1061Short$18.77$17.636.07 %
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
ARLPVP2-Both-COAL-ARLP19.99 %995Short$20.98$19.566.77 %
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
ARLPR3-Both-COAL-ARLP19.99 %1171Long$17.55$17.650.57 %
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
CNXR5-Both-COAL-CNX19.98 %1062Long$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
ARLPR6-Both-COAL-ARLP19.98 %1169Long$17.50$17.600.57 %
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
ARLPR7-Both-COAL-ARLP19.97 %1171Long$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
ARLPR5-Both-COAL-ARLP19.97 %1171Long$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
SXCTLB7-Both-COAL-SXC19.99 %2610Long$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
CNXTLB8-Both-COAL-CNX19.98 %966Short$21.22$20.513.35 %
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
CNXR12-Both-COAL-CNX19.97 %1116Long$19.02$19.251.21 %
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
CNXVBX1-Both-COAL-CNX19.97 %1109Long$18.50$19.022.81 %
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
ARLPR13-Both-COAL-ARLP19.97 %1139Long$18.02$18.532.83 %
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
ARLPR3-Both-COAL-ARLP19.97 %1139Long$18.02$18.532.83 %
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
ARLPR11-Both-COAL-ARLP19.97 %1139Long$18.02$18.251.28 %
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
CNXR12-Both-COAL-CNX19.98 %966Long$21.22$21.280.28 %
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
SXCR7-Both-COAL-SXC19.99 %2264Long$8.34$8.410.84 %
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
SXCR5-Both-COAL-SXC19.99 %2264Long$8.34$8.410.84 %
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
SXCR9-Both-COAL-SXC19.99 %2173Long$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
ARLPR5-Both-COAL-ARLP19.98 %1234Long$15.30$17.9517.32 %
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
ARLPR7-Both-COAL-ARLP19.99 %1181Long$16.14$17.9511.21 %
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
ARLPTLB8-Both-COAL-ARLP19.98 %1275Short$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
ARLPR3-Both-COAL-ARLP19.99 %1369Long$14.39$14.490.69 %
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
ARLPTLB8-Both-COAL-ARLP19.99 %1428Short$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
ARLPR3-Both-COAL-ARLP19.99 %1508Long$12.85$12.950.78 %
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
ARLPR11-Both-COAL-ARLP19.99 %1508Long$12.85$13.041.48 %
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
ARLPR6-Both-COAL-ARLP19.99 %1508Long$12.85$13.041.48 %
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
ARLPR7-Both-COAL-ARLP19.98 %1521Long$12.95$13.040.69 %
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
CNXWT1-Both-COAL-CNX19.98 %1307Long$15.15$15.572.77 %
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
CNXTLB8-Both-COAL-CNX19.99 %1325Short$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
ARLPR7-Both-COAL-ARLP19.99 %1444Long$13.36$13.783.14 %
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
ARLPR3-Both-COAL-ARLP19.98 %1373Long$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
SXCR10-Both-COAL-SXC19.99 %2809Long$7.00$7.131.86 %
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
CNXTLB7-Both-COAL-CNX19.99 %1389Long$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
SXCVBX1-Both-COAL-SXC19.99 %2875Short$6.73$6.710.30 %
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
CNXTLB8-Both-COAL-CNX19.99 %1322Short$14.82$13.787.02 %
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
ARLPR8-Both-COAL-ARLP19.99 %1945Long$9.94$10.293.52 %
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
CNXVBX1-Both-COAL-CNX19.98 %1459Long$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
ARLPR7-Both-COAL-ARLP19.99 %1945Long$9.94$10.263.22 %
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
ARLPTLB8-Both-COAL-ARLP19.99 %1610Short$11.66$11.025.49 %
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
ARLPR6-Both-COAL-ARLP19.99 %1858Long$10.11$10.625.04 %
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
ARLPVBX1-Both-COAL-ARLP19.99 %1771Long$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
ARLPR7-Both-COAL-ARLP19.99 %1806Long$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
ARLPR3-Both-COAL-ARLP19.98 %1772Long$10.86$10.910.46 %
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
ARLPR8-Both-COAL-ARLP19.99 %1806Long$10.90$10.910.09 %
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
ARLPR8-Both-COAL-ARLP19.99 %1661Long$11.16$11.694.75 %
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
ARLPR7-Both-COAL-ARLP19.99 %1661Long$11.16$11.664.48 %
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
ARLPR13-Both-COAL-ARLP19.99 %1515Long$12.21$12.492.29 %
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
ARLPR3-Both-COAL-ARLP19.99 %1515Long$12.21$12.492.29 %
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
CNXTLB8-Both-COAL-CNX19.99 %1451Short$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
CNXVP2-Both-COAL-CNX19.99 %1559Short$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
SXCVBX1-Both-COAL-SXC19.99 %2808Short$6.83$6.731.46 %
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
ARLPR13-Both-COAL-ARLP20.00 %2078Long$9.37$9.501.39 %
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
ARLPR11-Both-COAL-ARLP20.00 %2078Long$9.37$9.501.39 %
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
ARLPR3-Both-COAL-ARLP20.00 %2078Long$9.37$9.501.39 %
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
ARLPVP2-Both-COAL-ARLP19.99 %2374Short$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
ARLPTLB8-Both-COAL-ARLP20.00 %2600Short$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 %2600Long$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 %2881Long$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 %2881Long$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
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-SXC100.0 %0.20.7 %0.1 %0.1 %20.0 %0.2 %5.10.2
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-ARLP83.3 %0.52.4 %1.4 %1.3 %20.0 %1.6 %1.70.5
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 %0.20.3 %0.1 %0.0 %20.0 %0.2 %4.50.2
100%ThumbnailR12-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-COAL-ARLP80.0 %0.41.3 %0.8 %0.5 %20.0 %0.7 %1.60.4
100%ThumbnailR13-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-COAL-CNX100.0 %0.11.4 %0.1 %0.0 %20.0 %0.1 %16.80.1
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-SXC100.0 %0.10.4 %0.1 %0.1 %20.0 %0.1 %2.50.1
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-CNX100.0 %0.11.4 %0.1 %0.0 %20.0 %0.1 %16.80.1
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-ARLP77.8 %0.81.0 %1.6 %0.8 %20.0 %1.8 %0.70.8
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-ARLP50.0 %0.23.2 %1.2 %0.6 %20.0 %0.5 %2.60.2
100%ThumbnailR5-Both-COAL-CNX0.0 %0.1-3.3 %3.8 %1.9 %20.0 %0.5 %-0.90.1
100%ThumbnailR5-Both-COAL-SXC100.0 %0.10.2 %0.4 %0.2 %20.0 %0.2 %0.40.1
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-ARLP100.0 %0.32.0 %0.8 %0.4 %20.0 %0.5 %2.40.3
100%ThumbnailR6-Both-COAL-SXC100.0 %0.10.4 %0.1 %0.1 %20.0 %0.1 %2.50.1
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 %0.75.0 %1.8 %1.5 %20.0 %2.1 %2.70.7
100%ThumbnailR7-Both-COAL-SXC100.0 %0.31.2 %0.7 %0.5 %20.0 %0.6 %1.70.3
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-ARLP100.0 %0.31.7 %0.5 %0.3 %20.0 %0.6 %3.40.3
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-SXC50.0 %0.20.3 %0.7 %0.7 %20.0 %0.5 %0.50.2
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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-SXC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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-SXC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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-SXC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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 %0.1-0.2 %2.3 %2.2 %20.0 %3.5 %-0.10.1
100%ThumbnailTLB7-Both-COAL-SXC50.0 %0.21.8 %6.1 %3.1 %20.0 %3.8 %0.30.2
100%ThumbnailTLB7-Both-COAL-WLB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB8-Both-COAL-ARLP25.0 %0.3-3.7 %4.3 %3.1 %20.0 %3.9 %-0.90.3
100%ThumbnailTLB8-Both-COAL-CNX60.0 %0.4-2.3 %4.4 %3.1 %20.0 %5.7 %-0.50.4
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 %0.00.5 %1.6 %0.8 %0.0 %0.8 %0.30.0
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-ARLP50.0 %0.20.0 %1.4 %1.1 %20.0 %0.7 %0.00.2
100%ThumbnailVBX1-Both-COAL-CNX66.7 %0.30.8 %1.4 %1.2 %20.0 %0.7 %0.60.3
100%ThumbnailVBX1-Both-COAL-SXC100.0 %0.31.0 %0.5 %0.3 %20.0 %0.5 %2.10.3
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-ARLP50.0 %0.2-1.2 %2.8 %2.7 %20.0 %2.4 %-0.40.2
100%ThumbnailVP2-Both-COAL-CNX0.0 %0.1-3.7 %3.7 %1.8 %20.0 %1.4 %-1.00.1
100%ThumbnailWT1-Both-COAL-AHGP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-COAL-CNX100.0 %0.10.6 %1.8 %0.9 %20.0 %2.4 %0.30.1
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: 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:
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