Portfolio

Portfolio Image

Gas Distributors

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

Return:

+13%

ROAI:

+18%

Stability:

 
72

Consistency:

 
83
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
SELECT Portfolio

Both
Short
Stocks
Swing Trading


How This Portfolio was Built:
#Strategies: 216 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
TLB1-Both-UTILITY-GAS DISTR-NWNNWNLong19.94 %4067/19/2022 9:30:00 AM$53.39$52.65-1.39 %Paper
TLB7-Both-UTILITY-GAS DISTR-SRESRELong19.81 %1446/27/2022 9:30:00 AM$149.28$166.3711.45 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
8/14/2021 - 8/12/2022
63.2%
12.7%
18.4%
8.8%
5.9%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

1.4
8.9
19.9%
68.4%
$112,607

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
ATOR7-Both-UTILITY-GAS DISTR-ATO19.90 %194Long$114.39$115.911.33 %
8/8/2022 9:30:00 AM
8/08/22 9:30:00
8/12/2022 9:30:00 AM
8/12/22 9:30:00
Paper
ATOR5-Both-UTILITY-GAS DISTR-ATO19.90 %194Long$114.39$115.911.33 %
8/8/2022 9:30:00 AM
8/08/22 9:30:00
8/12/2022 9:30:00 AM
8/12/22 9:30:00
Paper
NFGTLB7-Both-UTILITY-GAS DISTR-NFG19.93 %322Long$68.11$71.234.58 %
6/28/2022 9:30:00 AM
6/28/22 9:30:00
8/8/2022 9:30:00 AM
8/08/22 9:30:00
Paper
ATOTLB7-Both-UTILITY-GAS DISTR-ATO19.92 %196Long$111.05$115.453.96 %
6/28/2022 9:30:00 AM
6/28/22 9:30:00
8/5/2022 9:30:00 AM
8/05/22 9:30:00
Paper
SREVBX1-Both-UTILITY-GAS DISTR-SRE19.86 %141Short$153.88$163.00-5.93 %
7/25/2022 9:30:00 AM
7/25/22 9:30:00
8/4/2022 9:30:00 AM
8/04/22 9:30:00
Paper
OKER2-Both-UTILITY-GAS DISTR-OKE19.95 %372Short$58.76$58.600.27 %
7/22/2022 9:30:00 AM
7/22/22 9:30:00
7/25/2022 9:30:00 AM
7/25/22 9:30:00
Paper
ATOR8-Both-UTILITY-GAS DISTR-ATO19.94 %193Long$112.18$112.13-0.04 %
7/15/2022 9:30:00 AM
7/15/22 9:30:00
7/18/2022 9:30:00 AM
7/18/22 9:30:00
Paper
ATOR7-Both-UTILITY-GAS DISTR-ATO19.96 %193Long$109.41$112.132.49 %
7/14/2022 9:30:00 AM
7/14/22 9:30:00
7/18/2022 9:30:00 AM
7/18/22 9:30:00
Paper
OGSTLB2-Both-UTILITY-GAS DISTR-OGS19.93 %263Long$83.32$79.23-4.91 %
7/5/2022 9:30:00 AM
7/05/22 9:30:00
7/6/2022 9:30:00 AM
7/06/22 9:30:00
Paper
SJIR7-Both-UTILITY-GAS DISTR-SJI19.98 %643Long$33.89$34.190.89 %
6/29/2022 9:30:00 AM
6/29/22 9:30:00
7/1/2022 9:30:00 AM
7/01/22 9:30:00
Paper
MDUR5-Both-UTILITY-GAS DISTR-MDU19.97 %780Short$27.82$26.634.28 %
6/27/2022 9:30:00 AM
6/27/22 9:30:00
6/30/2022 9:30:00 AM
6/30/22 9:30:00
Paper
UGIVBX1-Both-UTILITY-GAS DISTR-UGI19.99 %568Long$38.45$38.901.17 %
6/17/2022 9:30:00 AM
6/17/22 9:30:00
6/24/2022 9:30:00 AM
6/24/22 9:30:00
Paper
ATOR7-Both-UTILITY-GAS DISTR-ATO19.88 %207Long$107.21$104.24-2.77 %
6/14/2022 9:30:00 AM
6/14/22 9:30:00
6/22/2022 9:30:00 AM
6/22/22 9:30:00
Paper
ATOR5-Both-UTILITY-GAS DISTR-ATO19.88 %207Long$107.21$104.24-2.77 %
6/14/2022 9:30:00 AM
6/14/22 9:30:00
6/22/2022 9:30:00 AM
6/22/22 9:30:00
Paper
SWXR7-Both-UTILITY-GAS DISTR-SWX19.91 %251Long$90.15$82.78-8.18 %
6/10/2022 9:30:00 AM
6/10/22 9:30:00
6/21/2022 9:30:00 AM
6/21/22 9:30:00
Paper
SRER5-Both-UTILITY-GAS DISTR-SRE19.86 %148Long$152.62$142.09-6.90 %
6/13/2022 9:30:00 AM
6/13/22 9:30:00
6/17/2022 9:30:00 AM
6/17/22 9:30:00
Paper
SJIR7-Both-UTILITY-GAS DISTR-SJI19.95 %674Long$34.08$34.00-0.23 %
6/10/2022 9:30:00 AM
6/10/22 9:30:00
6/17/2022 9:30:00 AM
6/17/22 9:30:00
Paper
NFGTLB7-Both-UTILITY-GAS DISTR-NFG19.89 %338Long$67.74$69.412.47 %
5/13/2022 9:30:00 AM
5/13/22 9:30:00
6/14/2022 9:30:00 AM
6/14/22 9:30:00
Paper
OKETLB1-Both-UTILITY-GAS DISTR-OKE19.89 %360Long$63.89$63.00-1.39 %
5/25/2022 9:30:00 AM
5/25/22 9:30:00
6/13/2022 9:30:00 AM
6/13/22 9:30:00
Paper
SRER8-Both-UTILITY-GAS DISTR-SRE19.80 %143Long$160.77$162.981.37 %
6/6/2022 9:30:00 AM
6/06/22 9:30:00
6/8/2022 9:30:00 AM
6/08/22 9:30:00
Paper
UGIR5-Both-UTILITY-GAS DISTR-UGI19.95 %565Short$40.40$44.06-9.06 %
5/18/2022 9:30:00 AM
5/18/22 9:30:00
6/3/2022 9:30:00 AM
6/03/22 9:30:00
Paper
MDUR5-Both-UTILITY-GAS DISTR-MDU19.98 %841Short$27.39$26.971.53 %
5/18/2022 9:30:00 AM
5/18/22 9:30:00
5/23/2022 9:30:00 AM
5/23/22 9:30:00
Paper
SWXTLB8-Both-UTILITY-GAS DISTR-SWX19.96 %264Short$88.11$94.42-7.16 %
5/9/2022 9:30:00 AM
5/09/22 9:30:00
5/18/2022 9:30:00 AM
5/18/22 9:30:00
Paper
NFGR5-Both-UTILITY-GAS DISTR-NFG19.96 %346Long$67.34$67.20-0.21 %
5/11/2022 9:30:00 AM
5/11/22 9:30:00
5/16/2022 9:30:00 AM
5/16/22 9:30:00
Paper
NFGR9-Both-UTILITY-GAS DISTR-NFG19.96 %346Long$67.34$67.740.59 %
5/11/2022 9:30:00 AM
5/11/22 9:30:00
5/13/2022 9:30:00 AM
5/13/22 9:30:00
Paper
NFGR4-Both-UTILITY-GAS DISTR-NFG19.96 %346Long$67.34$67.740.59 %
5/11/2022 9:30:00 AM
5/11/22 9:30:00
5/13/2022 9:30:00 AM
5/13/22 9:30:00
Paper
UGITLB2-Both-UTILITY-GAS DISTR-UGI19.98 %625Long$36.91$37.250.92 %
5/5/2022 9:30:00 AM
5/05/22 9:30:00
5/11/2022 9:30:00 AM
5/11/22 9:30:00
Paper
SRER1-Both-UTILITY-GAS DISTR-SRE19.90 %141Long$160.95$161.250.19 %
5/3/2022 9:30:00 AM
5/03/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
OGSR5-Both-UTILITY-GAS DISTR-OGS19.94 %273Long$84.94$85.490.65 %
5/3/2022 9:30:00 AM
5/03/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
ATOR11-Both-UTILITY-GAS DISTR-ATO19.88 %198Long$116.48$115.29-1.02 %
4/29/2022 9:30:00 AM
4/29/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
ATOR8-Both-UTILITY-GAS DISTR-ATO19.83 %197Long$117.23$115.29-1.65 %
4/27/2022 9:30:00 AM
4/27/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
ATOR4-Both-UTILITY-GAS DISTR-ATO19.83 %197Long$117.23$115.29-1.65 %
4/27/2022 9:30:00 AM
4/27/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
SWXTLB1-Both-UTILITY-GAS DISTR-SWX19.88 %306Long$70.92$87.3323.14 %
3/1/2022 9:30:00 AM
3/01/22 9:30:00
5/3/2022 9:30:00 AM
5/03/22 9:30:00
Paper
NFGR9-Both-UTILITY-GAS DISTR-NFG19.96 %330Long$70.72$71.491.09 %
4/27/2022 9:30:00 AM
4/27/22 9:30:00
4/29/2022 9:30:00 AM
4/29/22 9:30:00
Paper
ATOTLB1-Both-UTILITY-GAS DISTR-ATO19.92 %198Long$108.04$117.889.11 %
2/28/2022 9:30:00 AM
2/28/22 9:30:00
4/26/2022 9:30:00 AM
4/26/22 9:30:00
Paper
UGIR5-Both-UTILITY-GAS DISTR-UGI19.96 %623Short$37.31$36.562.01 %
4/22/2022 9:30:00 AM
4/22/22 9:30:00
4/25/2022 9:30:00 AM
4/25/22 9:30:00
Paper
UGITLB3-Both-UTILITY-GAS DISTR-UGI19.97 %630Long$36.86$37.311.22 %
4/20/2022 9:30:00 AM
4/20/22 9:30:00
4/22/2022 9:30:00 AM
4/22/22 9:30:00
Paper
ATOR8-Both-UTILITY-GAS DISTR-ATO19.94 %192Long$120.12$121.501.15 %
4/19/2022 9:30:00 AM
4/19/22 9:30:00
4/20/2022 9:30:00 AM
4/20/22 9:30:00
Paper
ATOR7-Both-UTILITY-GAS DISTR-ATO19.94 %192Long$120.12$121.501.15 %
4/19/2022 9:30:00 AM
4/19/22 9:30:00
4/20/2022 9:30:00 AM
4/20/22 9:30:00
Paper
NWNR3-Both-UTILITY-GAS DISTR-NWN19.92 %453Long$50.03$50.440.82 %
4/18/2022 9:30:00 AM
4/18/22 9:30:00
4/19/2022 9:30:00 AM
4/19/22 9:30:00
Paper
NWNR1-Both-UTILITY-GAS DISTR-NWN19.95 %441Long$51.45$50.44-1.96 %
4/8/2022 9:30:00 AM
4/08/22 9:30:00
4/19/2022 9:30:00 AM
4/19/22 9:30:00
Paper
NJRR7-Both-UTILITY-GAS DISTR-NJR19.92 %498Long$45.62$45.900.61 %
4/14/2022 9:30:00 AM
4/14/22 9:30:00
4/18/2022 9:30:00 AM
4/18/22 9:30:00
Paper
SWXTLB8-Both-UTILITY-GAS DISTR-SWX19.93 %287Short$77.53$82.83-6.84 %
3/17/2022 9:30:00 AM
3/17/22 9:30:00
4/14/2022 9:30:00 AM
4/14/22 9:30:00
Paper
MDUR2-Both-UTILITY-GAS DISTR-MDU19.98 %857Short$26.36$26.160.76 %
4/5/2022 9:30:00 AM
4/05/22 9:30:00
4/6/2022 9:30:00 AM
4/06/22 9:30:00
Paper
UGIR5-Both-UTILITY-GAS DISTR-UGI19.98 %626Short$36.47$36.320.41 %
4/1/2022 9:30:00 AM
4/01/22 9:30:00
4/5/2022 9:30:00 AM
4/05/22 9:30:00
Paper
OGSR3-Both-UTILITY-GAS DISTR-OGS19.93 %263Long$86.28$84.56-1.99 %
3/15/2022 9:30:00 AM
3/15/22 9:30:00
3/25/2022 9:30:00 AM
3/25/22 9:30:00
Paper
NWNTLB1-Both-UTILITY-GAS DISTR-NWN19.96 %455Long$46.39$52.9214.08 %
2/16/2022 9:30:00 AM
2/16/22 9:30:00
3/16/2022 9:30:00 AM
3/16/22 9:30:00
Paper
NJRTLB7-Both-UTILITY-GAS DISTR-NJR19.94 %516Long$40.50$44.5510.00 %
12/16/2021 9:30:00 AM
12/16/21 9:30:00
3/11/2022 9:30:00 AM
3/11/22 9:30:00
Paper
OKEVP2-Both-UTILITY-GAS DISTR-OKE19.95 %340Short$62.39$65.73-5.35 %
2/4/2022 9:30:00 AM
2/04/22 9:30:00
3/1/2022 9:30:00 AM
3/01/22 9:30:00
Paper
NFGR5-Both-UTILITY-GAS DISTR-NFG19.95 %358Long$59.72$60.671.59 %
2/23/2022 9:30:00 AM
2/23/22 9:30:00
2/28/2022 9:30:00 AM
2/28/22 9:30:00
Paper
NFGR9-Both-UTILITY-GAS DISTR-NFG19.95 %358Long$59.72$60.010.49 %
2/23/2022 9:30:00 AM
2/23/22 9:30:00
2/25/2022 9:30:00 AM
2/25/22 9:30:00
Paper
OKETLB7-Both-UTILITY-GAS DISTR-OKE19.95 %347Long$60.13$60.360.38 %
2/1/2022 9:30:00 AM
2/01/22 9:30:00
2/23/2022 9:30:00 AM
2/23/22 9:30:00
Paper
SRER4-Both-UTILITY-GAS DISTR-SRE19.84 %156Long$134.82$134.960.10 %
2/16/2022 9:30:00 AM
2/16/22 9:30:00
2/18/2022 9:30:00 AM
2/18/22 9:30:00
Paper
OGSR3-Both-UTILITY-GAS DISTR-OGS19.92 %280Long$75.64$75.24-0.53 %
2/14/2022 9:30:00 AM
2/14/22 9:30:00
2/15/2022 9:30:00 AM
2/15/22 9:30:00
Paper
NFGTLB8-Both-UTILITY-GAS DISTR-NFG19.96 %334Short$62.58$62.110.75 %
1/14/2022 9:30:00 AM
1/14/22 9:30:00
2/2/2022 9:30:00 AM
2/02/22 9:30:00
Paper
NWNR1-Both-UTILITY-GAS DISTR-NWN19.94 %443Long$47.30$46.94-0.76 %
1/27/2022 9:30:00 AM
1/27/22 9:30:00
1/31/2022 9:30:00 AM
1/31/22 9:30:00
Paper
NFGR5-Both-UTILITY-GAS DISTR-NFG19.98 %355Long$59.25$59.921.14 %
1/24/2022 9:30:00 AM
1/24/22 9:30:00
1/28/2022 9:30:00 AM
1/28/22 9:30:00
Paper
ATOR7-Both-UTILITY-GAS DISTR-ATO19.91 %200Long$104.60$104.57-0.03 %
1/24/2022 9:30:00 AM
1/24/22 9:30:00
1/28/2022 9:30:00 AM
1/28/22 9:30:00
Paper
ATOR8-Both-UTILITY-GAS DISTR-ATO19.91 %200Long$104.60$104.41-0.18 %
1/24/2022 9:30:00 AM
1/24/22 9:30:00
1/27/2022 9:30:00 AM
1/27/22 9:30:00
Paper
OKETLB1-Both-UTILITY-GAS DISTR-OKE19.95 %357Long$58.75$58.70-0.09 %
12/30/2021 9:30:00 AM
12/30/21 9:30:00
1/21/2022 9:30:00 AM
1/21/22 9:30:00
Paper
SJIR4-Both-UTILITY-GAS DISTR-SJI19.98 %820Long$25.53$26.031.96 %
1/14/2022 9:30:00 AM
1/14/22 9:30:00
1/18/2022 9:30:00 AM
1/18/22 9:30:00
Paper
NJRR11-Both-UTILITY-GAS DISTR-NJR19.99 %531Long$39.67$39.01-1.66 %
1/7/2022 9:30:00 AM
1/07/22 9:30:00
1/18/2022 9:30:00 AM
1/18/22 9:30:00
Paper
ATOR7-Both-UTILITY-GAS DISTR-ATO19.89 %199Long$104.17$105.691.46 %
1/13/2022 9:30:00 AM
1/13/22 9:30:00
1/14/2022 9:30:00 AM
1/14/22 9:30:00
Paper
ATOR8-Both-UTILITY-GAS DISTR-ATO19.98 %199Long$104.07$105.691.56 %
1/12/2022 9:30:00 AM
1/12/22 9:30:00
1/14/2022 9:30:00 AM
1/14/22 9:30:00
Paper
SRER5-Both-UTILITY-GAS DISTR-SRE19.79 %159Short$130.70$138.50-5.97 %
12/29/2021 9:30:00 AM
12/29/21 9:30:00
1/10/2022 9:30:00 AM
1/10/22 9:30:00
Paper
OKETLB6-Both-UTILITY-GAS DISTR-OKE19.93 %351Long$60.65$62.202.56 %
1/4/2022 9:30:00 AM
1/04/22 9:30:00
1/6/2022 9:30:00 AM
1/06/22 9:30:00
Paper
MDUVBX1-Both-UTILITY-GAS DISTR-MDU19.97 %683Short$30.88$30.880.00 %
12/30/2021 9:30:00 AM
12/30/21 9:30:00
1/4/2022 9:30:00 AM
1/04/22 9:30:00
Paper
SWXR7-Both-UTILITY-GAS DISTR-SWX19.93 %300Long$69.85$70.130.40 %
12/29/2021 9:30:00 AM
12/29/21 9:30:00
1/3/2022 9:30:00 AM
1/03/22 9:30:00
Paper
MDUR5-Both-UTILITY-GAS DISTR-MDU19.99 %703Short$29.50$28.981.76 %
12/17/2021 9:30:00 AM
12/17/21 9:30:00
12/21/2021 9:30:00 AM
12/21/21 9:30:00
Paper
OGSTLB5-Both-UTILITY-GAS DISTR-OGS19.91 %296Long$69.74$76.008.98 %
12/7/2021 9:30:00 AM
12/07/21 9:30:00
12/21/2021 9:30:00 AM
12/21/21 9:30:00
Paper
OGSR5-Both-UTILITY-GAS DISTR-OGS19.96 %296Short$69.64$75.12-7.87 %
12/8/2021 9:30:00 AM
12/08/21 9:30:00
12/17/2021 9:30:00 AM
12/17/21 9:30:00
Paper
SRER6-Both-UTILITY-GAS DISTR-SRE19.81 %163Short$126.27$126.40-0.10 %
12/13/2021 9:30:00 AM
12/13/21 9:30:00
12/14/2021 9:30:00 AM
12/14/21 9:30:00
Paper
MDUR2-Both-UTILITY-GAS DISTR-MDU19.97 %723Short$28.81$28.511.04 %
12/10/2021 9:30:00 AM
12/10/21 9:30:00
12/13/2021 9:30:00 AM
12/13/21 9:30:00
Paper
OGSTLB4-Both-UTILITY-GAS DISTR-OGS19.91 %296Long$69.74$72.513.97 %
12/7/2021 9:30:00 AM
12/07/21 9:30:00
12/13/2021 9:30:00 AM
12/13/21 9:30:00
Paper
OGSVP2-Both-UTILITY-GAS DISTR-OGS19.93 %299Short$69.41$69.74-0.48 %
11/8/2021 9:30:00 AM
11/08/21 9:30:00
12/7/2021 9:30:00 AM
12/07/21 9:30:00
Paper
SWXTLB8-Both-UTILITY-GAS DISTR-SWX19.97 %299Short$70.15$70.87-1.03 %
11/2/2021 9:30:00 AM
11/02/21 9:30:00
12/7/2021 9:30:00 AM
12/07/21 9:30:00
Paper
NFGR4-Both-UTILITY-GAS DISTR-NFG19.96 %364Long$58.38$60.693.96 %
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
OKETLB6-Both-UTILITY-GAS DISTR-OKE19.93 %325Long$63.70$61.50-3.45 %
11/24/2021 9:30:00 AM
11/24/21 9:30:00
12/1/2021 9:30:00 AM
12/01/21 9:30:00
Paper
UGITLB7-Both-UTILITY-GAS DISTR-UGI19.92 %451Long$45.32$41.86-7.63 %
11/16/2021 9:30:00 AM
11/16/21 9:30:00
12/1/2021 9:30:00 AM
12/01/21 9:30:00
Paper
SWXTLB10-Both-UTILITY-GAS DISTR-SWX19.97 %303Short$68.65$66.752.77 %
11/9/2021 9:30:00 AM
11/09/21 9:30:00
12/1/2021 9:30:00 AM
12/01/21 9:30:00
Paper
NFGR9-Both-UTILITY-GAS DISTR-NFG19.94 %349Long$58.92$61.394.19 %
11/22/2021 9:30:00 AM
11/22/21 9:30:00
11/24/2021 9:30:00 AM
11/24/21 9:30:00
Paper
NFGVP2-Both-UTILITY-GAS DISTR-NFG19.92 %354Short$58.97$60.25-2.17 %
10/27/2021 9:30:00 AM
10/27/21 9:30:00
11/12/2021 9:30:00 AM
11/12/21 9:30:00
Paper
OKEVP2-Both-UTILITY-GAS DISTR-OKE19.93 %315Short$65.45$65.290.24 %
10/27/2021 9:30:00 AM
10/27/21 9:30:00
11/8/2021 9:30:00 AM
11/08/21 9:30:00
Paper
MDUR5-Both-UTILITY-GAS DISTR-MDU19.97 %674Short$30.77$30.83-0.19 %
10/18/2021 9:30:00 AM
10/18/21 9:30:00
10/19/2021 9:30:00 AM
10/19/21 9:30:00
Paper
OGSTLB2-Both-UTILITY-GAS DISTR-OGS19.91 %308Long$67.30$66.76-0.80 %
10/5/2021 9:30:00 AM
10/05/21 9:30:00
10/19/2021 9:30:00 AM
10/19/21 9:30:00
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OGSTLB5-Both-UTILITY-GAS DISTR-OGS19.91 %308Long$67.30$67.350.08 %
10/5/2021 9:30:00 AM
10/05/21 9:30:00
10/18/2021 9:30:00 AM
10/18/21 9:30:00
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SRETLB8-Both-UTILITY-GAS DISTR-SRE19.96 %156Short$131.24$127.732.67 %
9/22/2021 9:30:00 AM
9/22/21 9:30:00
10/18/2021 9:30:00 AM
10/18/21 9:30:00
Paper
NWNTLB8-Both-UTILITY-GAS DISTR-NWN20.00 %377Short$52.89$47.3210.53 %
8/17/2021 9:30:00 AM
8/17/21 9:30:00
10/18/2021 9:30:00 AM
10/18/21 9:30:00
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OGSTLB4-Both-UTILITY-GAS DISTR-OGS19.91 %308Long$67.30$68.291.48 %
10/5/2021 9:30:00 AM
10/05/21 9:30:00
10/13/2021 9:30:00 AM
10/13/21 9:30:00
Paper
NFGTLB7-Both-UTILITY-GAS DISTR-NFG19.97 %397Long$51.95$52.661.37 %
9/1/2021 9:30:00 AM
9/01/21 9:30:00
10/1/2021 9:30:00 AM
10/01/21 9:30:00
Paper
SWXR7-Both-UTILITY-GAS DISTR-SWX19.94 %303Long$66.98$67.620.96 %
9/21/2021 9:30:00 AM
9/21/21 9:30:00
9/24/2021 9:30:00 AM
9/24/21 9:30:00
Paper
SWXR3-Both-UTILITY-GAS DISTR-SWX19.90 %302Long$69.09$67.62-2.13 %
9/16/2021 9:30:00 AM
9/16/21 9:30:00
9/24/2021 9:30:00 AM
9/24/21 9:30:00
Paper
SWXWT1-Both-UTILITY-GAS DISTR-SWX19.87 %285Long$71.72$66.98-6.61 %
9/2/2021 9:30:00 AM
9/02/21 9:30:00
9/21/2021 9:30:00 AM
9/21/21 9:30:00
Paper
OKETLB1-Both-UTILITY-GAS DISTR-OKE19.93 %391Long$52.51$53.802.46 %
9/1/2021 9:30:00 AM
9/01/21 9:30:00
9/21/2021 9:30:00 AM
9/21/21 9:30:00
Paper
NFGR8-Both-UTILITY-GAS DISTR-NFG19.96 %403Long$51.00$52.753.43 %
9/15/2021 9:30:00 AM
9/15/21 9:30:00
9/16/2021 9:30:00 AM
9/16/21 9:30:00
Paper
SWXR3-Both-UTILITY-GAS DISTR-SWX19.95 %295Long$69.74$69.20-0.77 %
9/14/2021 9:30:00 AM
9/14/21 9:30:00
9/15/2021 9:30:00 AM
9/15/21 9:30:00
Paper
MDUTLB7-Both-UTILITY-GAS DISTR-MDU19.95 %639Long$32.27$30.90-4.25 %
9/1/2021 9:30:00 AM
9/01/21 9:30:00
9/14/2021 9:30:00 AM
9/14/21 9:30:00
Paper
SWXR7-Both-UTILITY-GAS DISTR-SWX19.95 %297Long$68.29$69.862.30 %
8/27/2021 9:30:00 AM
8/27/21 9:30:00
8/31/2021 9:30:00 AM
8/31/21 9:30:00
Paper
SWXR6-Both-UTILITY-GAS DISTR-SWX19.95 %297Long$68.29$69.862.30 %
8/27/2021 9:30:00 AM
8/27/21 9:30:00
8/31/2021 9:30:00 AM
8/31/21 9:30:00
Paper
SWXR1-Both-UTILITY-GAS DISTR-SWX19.95 %297Long$68.29$69.862.30 %
8/27/2021 9:30:00 AM
8/27/21 9:30:00
8/31/2021 9:30:00 AM
8/31/21 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailHCT1-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-UTILITY-GAS DISTR-SWX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-UTILITY-GAS DISTR-UGI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-UTILITY-GAS DISTR-MDU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-UTILITY-GAS DISTR-SWX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-UTILITY-GAS DISTR-UGI0.0 %0.1-0.1 %0.5 %0.2 %20.0 %0.4 %-0.20.1
100%ThumbnailR10-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-UTILITY-GAS DISTR-ATO0.0 %0.1-0.2 %0.8 %0.4 %19.9 %0.3 %-0.30.1
100%ThumbnailR11-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-UTILITY-GAS DISTR-NJR50.0 %0.20.1 %1.1 %0.6 %19.9 %0.8 %0.10.2
100%ThumbnailR11-Both-UTILITY-GAS DISTR-OGS75.0 %0.30.2 %0.9 %0.5 %19.9 %1.0 %0.20.3
100%ThumbnailR11-Both-UTILITY-GAS DISTR-OKE100.0 %0.10.1 %0.2 %0.1 %19.9 %0.1 %0.20.1
100%ThumbnailR11-Both-UTILITY-GAS DISTR-SJI100.0 %0.10.1 %0.1 %0.1 %20.0 %0.2 %1.20.1
100%ThumbnailR11-Both-UTILITY-GAS DISTR-SRE0.0 %0.1-0.4 %0.6 %0.3 %19.8 %0.3 %-0.70.1
100%ThumbnailR11-Both-UTILITY-GAS DISTR-SWX0.0 %0.1-1.2 %1.8 %0.9 %19.9 %0.6 %-0.70.1
100%ThumbnailR11-Both-UTILITY-GAS DISTR-UGI0.0 %0.1-0.2 %0.3 %0.2 %20.0 %0.2 %-0.50.1
100%ThumbnailR11-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-UTILITY-GAS DISTR-NJR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-UTILITY-GAS DISTR-OKE100.0 %0.10.1 %0.2 %0.1 %19.9 %0.1 %0.20.1
100%ThumbnailR14-Both-UTILITY-GAS DISTR-MDU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-UTILITY-GAS DISTR-OKE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-UTILITY-GAS DISTR-NWN0.0 %0.2-0.5 %0.9 %0.4 %20.0 %0.7 %-0.60.2
100%ThumbnailR1-Both-UTILITY-GAS DISTR-OKE100.0 %0.10.1 %0.2 %0.1 %20.0 %0.1 %0.20.1
100%ThumbnailR1-Both-UTILITY-GAS DISTR-SJI100.0 %0.10.0 %0.1 %0.1 %20.0 %0.2 %0.00.1
100%ThumbnailR1-Both-UTILITY-GAS DISTR-SRE100.0 %0.10.0 %0.4 %0.2 %19.8 %0.2 %0.10.1
100%ThumbnailR1-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-UTILITY-GAS DISTR-SWX100.0 %0.20.8 %0.1 %0.0 %19.9 %0.2 %15.70.2
100%ThumbnailR1-Both-UTILITY-GAS DISTR-UGI0.0 %0.1-0.2 %0.3 %0.2 %20.0 %0.2 %-0.50.1
100%ThumbnailR1-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-UTILITY-GAS DISTR-MDU100.0 %0.20.4 %0.0 %0.0 %20.0 %0.2 %0.00.2
100%ThumbnailR2-Both-UTILITY-GAS DISTR-NFG100.0 %0.10.3 %0.3 %0.1 %19.9 %0.3 %1.00.1
100%ThumbnailR2-Both-UTILITY-GAS DISTR-OKE100.0 %0.10.1 %0.2 %0.1 %20.0 %0.1 %0.20.1
100%ThumbnailR2-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-UTILITY-GAS DISTR-ATO0.0 %0.1-0.2 %0.9 %0.4 %19.9 %0.4 %-0.30.1
100%ThumbnailR3-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-UTILITY-GAS DISTR-MDU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-UTILITY-GAS DISTR-NFG100.0 %0.20.3 %0.0 %0.0 %19.9 %0.2 %0.00.2
100%ThumbnailR3-Both-UTILITY-GAS DISTR-NWN100.0 %0.20.4 %0.0 %0.0 %19.9 %0.2 %21.10.2
100%ThumbnailR3-Both-UTILITY-GAS DISTR-OGS50.0 %0.30.1 %1.0 %0.5 %19.9 %0.9 %0.10.3
100%ThumbnailR3-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-UTILITY-GAS DISTR-SRE100.0 %0.20.4 %0.2 %0.1 %19.9 %0.2 %1.90.2
100%ThumbnailR3-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-UTILITY-GAS DISTR-SWX0.0 %0.3-1.1 %1.7 %1.0 %19.9 %1.0 %-0.60.3
100%ThumbnailR3-Both-UTILITY-GAS DISTR-UGI50.0 %0.2-0.6 %1.1 %0.6 %20.0 %0.5 %-0.60.2
100%ThumbnailR3-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-UTILITY-GAS DISTR-ATO0.0 %0.1-0.3 %0.9 %0.5 %19.9 %0.4 %-0.40.1
100%ThumbnailR4-Both-UTILITY-GAS DISTR-NFG66.7 %0.30.0 %1.5 %0.8 %20.0 %1.1 %0.00.3
100%ThumbnailR4-Both-UTILITY-GAS DISTR-SJI100.0 %0.30.7 %0.4 %0.2 %20.0 %0.8 %1.70.3
100%ThumbnailR4-Both-UTILITY-GAS DISTR-SRE75.0 %0.30.3 %0.5 %0.3 %19.9 %0.5 %0.50.3
100%ThumbnailR4-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-UTILITY-GAS DISTR-UGI50.0 %0.2-0.6 %1.1 %0.6 %19.9 %0.5 %-0.60.2
100%ThumbnailR4-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-UTILITY-GAS DISTR-ATO50.0 %0.2-0.3 %0.7 %0.3 %19.9 %0.8 %-0.40.2
100%ThumbnailR5-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-UTILITY-GAS DISTR-MDU62.5 %0.71.3 %0.8 %0.4 %20.0 %2.0 %1.80.7
100%ThumbnailR5-Both-UTILITY-GAS DISTR-NFG60.0 %0.40.0 %1.5 %0.8 %20.0 %1.7 %0.00.4
100%ThumbnailR5-Both-UTILITY-GAS DISTR-OGS50.0 %0.3-1.4 %1.6 %1.1 %19.9 %1.4 %-0.90.3
100%ThumbnailR5-Both-UTILITY-GAS DISTR-SRE0.0 %0.2-2.5 %2.5 %1.3 %19.8 %0.9 %-1.00.2
100%ThumbnailR5-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-UTILITY-GAS DISTR-UGI50.0 %0.3-1.6 %2.1 %1.3 %20.0 %1.6 %-0.80.3
100%ThumbnailR6-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-UTILITY-GAS DISTR-MDU100.0 %0.20.4 %0.0 %0.0 %20.0 %0.2 %0.00.2
100%ThumbnailR6-Both-UTILITY-GAS DISTR-NWN50.0 %0.20.2 %0.2 %0.1 %19.9 %0.2 %0.60.2
100%ThumbnailR6-Both-UTILITY-GAS DISTR-OKE100.0 %0.20.1 %0.2 %0.1 %19.9 %0.2 %0.50.2
100%ThumbnailR6-Both-UTILITY-GAS DISTR-SJI100.0 %0.10.0 %0.1 %0.1 %20.0 %0.2 %0.00.1
100%ThumbnailR6-Both-UTILITY-GAS DISTR-SRE50.0 %0.20.0 %0.4 %0.2 %19.9 %0.2 %0.00.2
100%ThumbnailR6-Both-UTILITY-GAS DISTR-SWX100.0 %0.20.8 %0.1 %0.0 %19.9 %0.2 %15.70.2
100%ThumbnailR6-Both-UTILITY-GAS DISTR-UGI0.0 %0.1-0.2 %0.3 %0.2 %19.9 %0.2 %-0.50.1
100%ThumbnailR6-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-UTILITY-GAS DISTR-ATO55.6 %0.80.3 %0.9 %0.7 %19.9 %2.3 %0.30.8
100%ThumbnailR7-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-UTILITY-GAS DISTR-NJR50.0 %0.30.1 %1.1 %0.5 %20.0 %1.1 %0.10.3
100%ThumbnailR7-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-UTILITY-GAS DISTR-SJI80.0 %0.40.3 %0.4 %0.3 %20.0 %1.1 %0.80.4
100%ThumbnailR7-Both-UTILITY-GAS DISTR-SRE50.0 %0.2-0.6 %1.0 %0.5 %19.9 %0.5 %-0.60.2
100%ThumbnailR7-Both-UTILITY-GAS DISTR-SWX75.0 %0.3-0.9 %2.0 %1.1 %19.9 %1.1 %-0.40.3
100%ThumbnailR7-Both-UTILITY-GAS DISTR-UGI0.0 %0.1-0.5 %0.7 %0.3 %20.0 %0.5 %-0.70.1
100%ThumbnailR7-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-UTILITY-GAS DISTR-ATO40.0 %0.40.2 %0.9 %0.5 %19.9 %1.0 %0.20.4
100%ThumbnailR8-Both-UTILITY-GAS DISTR-MDU100.0 %0.10.1 %0.1 %0.0 %20.0 %0.2 %1.10.1
100%ThumbnailR8-Both-UTILITY-GAS DISTR-NFG50.0 %0.20.3 %1.2 %0.6 %20.0 %0.8 %0.30.2
100%ThumbnailR8-Both-UTILITY-GAS DISTR-SRE100.0 %0.10.3 %0.1 %0.0 %19.8 %0.2 %3.10.1
100%ThumbnailR8-Both-UTILITY-GAS DISTR-SWX100.0 %0.10.3 %0.1 %0.0 %19.9 %0.2 %4.00.1
100%ThumbnailR8-Both-UTILITY-GAS DISTR-UGI100.0 %0.10.2 %0.0 %0.0 %20.0 %0.2 %7.80.1
100%ThumbnailR8-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-UTILITY-GAS DISTR-MDU50.0 %0.2-0.1 %0.4 %0.2 %20.0 %0.5 %-0.10.2
100%ThumbnailR9-Both-UTILITY-GAS DISTR-NFG85.7 %0.61.4 %1.2 %0.6 %19.9 %1.8 %1.20.6
100%ThumbnailR9-Both-UTILITY-GAS DISTR-NJR50.0 %0.2-0.2 %1.0 %0.5 %20.0 %0.8 %-0.20.2
100%ThumbnailR9-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-UTILITY-GAS DISTR-SRE100.0 %0.10.0 %0.1 %0.1 %19.9 %0.2 %0.20.1
100%ThumbnailR9-Both-UTILITY-GAS DISTR-SWX50.0 %0.30.1 %1.2 %0.7 %19.9 %0.9 %0.10.3
100%ThumbnailR9-Both-UTILITY-GAS DISTR-UGI50.0 %0.20.1 %0.5 %0.2 %20.0 %0.5 %0.20.2
100%ThumbnailR9-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-UTILITY-GAS DISTR-NWN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-UTILITY-GAS DISTR-SJI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-UTILITY-GAS DISTR-SWX100.0 %0.10.6 %1.0 %0.5 %19.9 %1.2 %0.60.1
100%ThumbnailTLB1-Both-UTILITY-GAS DISTR-ATO66.7 %0.32.1 %0.9 %0.8 %19.9 %6.1 %2.40.3
100%ThumbnailTLB1-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-UTILITY-GAS DISTR-NWN50.0 %0.32.6 %1.6 %1.5 %20.0 %6.5 %1.60.3
100%ThumbnailTLB1-Both-UTILITY-GAS DISTR-OKE25.0 %0.3-0.8 %2.0 %1.8 %19.9 %3.7 %-0.40.3
100%ThumbnailTLB1-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-UTILITY-GAS DISTR-SWX66.7 %0.34.4 %1.8 %1.6 %19.9 %7.1 %2.50.3
100%ThumbnailTLB1-Both-UTILITY-GAS DISTR-UGI0.0 %0.2-1.7 %2.0 %0.9 %20.0 %3.5 %-0.90.2
100%ThumbnailTLB2-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-UTILITY-GAS DISTR-NFG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-UTILITY-GAS DISTR-NWN100.0 %0.11.5 %0.0 %0.0 %19.9 %0.2 %0.00.1
100%ThumbnailTLB2-Both-UTILITY-GAS DISTR-OGS0.0 %0.2-1.1 %1.6 %0.9 %19.9 %0.8 %-0.70.2
100%ThumbnailTLB2-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-UTILITY-GAS DISTR-SJI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-UTILITY-GAS DISTR-UGI50.0 %0.2-1.7 %2.1 %1.1 %20.0 %0.7 %-0.80.2
100%ThumbnailTLB3-Both-UTILITY-GAS DISTR-ATO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-UTILITY-GAS DISTR-NFG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-UTILITY-GAS DISTR-NJR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-UTILITY-GAS DISTR-NWN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-UTILITY-GAS DISTR-SRE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-UTILITY-GAS DISTR-UGI100.0 %0.10.2 %0.1 %0.0 %19.9 %0.2 %3.50.1
100%ThumbnailTLB3-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-ATO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-MDU0.0 %0.1-0.7 %0.8 %0.4 %20.0 %0.7 %-0.80.1
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-NJR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-NWN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-OGS100.0 %0.21.1 %0.1 %0.0 %19.9 %0.8 %11.30.2
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-OKE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-SJI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-UGI0.0 %0.1-1.8 %2.0 %1.0 %20.0 %0.4 %-0.90.1
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-ATO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-MDU0.0 %0.1-0.7 %0.8 %0.4 %20.0 %0.7 %-0.80.1
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-NFG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-NWN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-OGS100.0 %0.21.8 %0.5 %0.2 %19.9 %1.5 %3.70.2
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-OKE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-SJI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-SRE100.0 %0.12.0 %0.2 %0.1 %19.9 %0.9 %10.90.1
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-UGI0.0 %0.1-1.8 %2.0 %1.0 %20.0 %0.4 %-0.90.1
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-MDU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-NJR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-NWN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-OKE50.0 %0.2-0.2 %1.5 %0.9 %19.9 %0.5 %-0.10.2
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-SJI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-SRE100.0 %0.10.3 %0.0 %0.0 %19.8 %0.1 %0.00.1
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-UTILITY-GAS DISTR-ATO100.0 %0.10.8 %1.0 %0.5 %19.9 %2.2 %0.80.1
100%ThumbnailTLB7-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-UTILITY-GAS DISTR-MDU0.0 %0.1-0.9 %1.1 %0.6 %19.9 %0.7 %-0.80.1
100%ThumbnailTLB7-Both-UTILITY-GAS DISTR-NFG100.0 %0.31.7 %3.0 %2.0 %19.9 %5.7 %0.60.3
100%ThumbnailTLB7-Both-UTILITY-GAS DISTR-NJR66.7 %0.31.7 %1.7 %0.9 %20.0 %5.6 %1.00.3
100%ThumbnailTLB7-Both-UTILITY-GAS DISTR-OKE100.0 %0.20.6 %1.4 %1.2 %19.9 %3.3 %0.40.2
100%ThumbnailTLB7-Both-UTILITY-GAS DISTR-SRE0.0 %0.12.0 %1.1 %0.9 %19.8 %4.8 %1.80.1
100%ThumbnailTLB7-Both-UTILITY-GAS DISTR-UGI0.0 %0.1-1.5 %1.8 %0.9 %20.0 %0.8 %-0.90.1
100%ThumbnailTLB8-Both-UTILITY-GAS DISTR-MDU100.0 %0.10.9 %0.5 %0.2 %20.0 %0.9 %1.70.1
100%ThumbnailTLB8-Both-UTILITY-GAS DISTR-NFG33.3 %0.3-1.5 %2.2 %1.6 %19.9 %2.2 %-0.70.3
100%ThumbnailTLB8-Both-UTILITY-GAS DISTR-NWN100.0 %0.22.4 %1.7 %1.2 %20.0 %6.4 %1.40.2
100%ThumbnailTLB8-Both-UTILITY-GAS DISTR-SRE66.7 %0.31.2 %2.1 %1.3 %19.9 %5.0 %0.60.3
100%ThumbnailTLB8-Both-UTILITY-GAS DISTR-SWX0.0 %0.3-3.0 %4.4 %2.4 %19.9 %4.0 %-0.70.3
100%ThumbnailTLB8-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-UTILITY-GAS DISTR-MDU100.0 %0.12.7 %0.8 %0.4 %20.0 %3.8 %3.50.1
100%ThumbnailTLB9-Both-UTILITY-GAS DISTR-NFG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-UTILITY-GAS DISTR-NJR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-UTILITY-GAS DISTR-OKE100.0 %0.1-0.2 %3.0 %1.5 %20.0 %1.6 %-0.10.1
100%ThumbnailTLB9-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-UTILITY-GAS DISTR-MDU66.7 %0.30.1 %0.7 %0.4 %20.0 %0.8 %0.10.3
100%ThumbnailVBX1-Both-UTILITY-GAS DISTR-NFG50.0 %0.30.4 %1.2 %0.6 %19.9 %1.4 %0.30.3
100%ThumbnailVBX1-Both-UTILITY-GAS DISTR-SRE33.3 %0.3-1.1 %1.9 %1.0 %19.9 %0.8 %-0.60.3
100%ThumbnailVBX1-Both-UTILITY-GAS DISTR-UGI100.0 %0.10.2 %0.4 %0.2 %20.0 %0.4 %0.60.1
100%ThumbnailVBX1-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-UTILITY-GAS DISTR-ATO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-UTILITY-GAS DISTR-NWN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-UTILITY-GAS DISTR-UGI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-UTILITY-GAS DISTR-NFG0.0 %0.1-0.4 %1.0 %0.5 %19.9 %0.9 %-0.40.1
100%ThumbnailVP2-Both-UTILITY-GAS DISTR-NWN100.0 %0.12.4 %1.4 %0.7 %19.9 %5.7 %1.80.1
100%ThumbnailVP2-Both-UTILITY-GAS DISTR-OGS50.0 %0.20.3 %1.9 %1.1 %19.9 %2.7 %0.20.2
100%ThumbnailVP2-Both-UTILITY-GAS DISTR-OKE50.0 %0.2-1.0 %1.8 %1.2 %19.9 %1.9 %-0.60.2
100%ThumbnailVP2-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-UTILITY-GAS DISTR-WGL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-ATO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-GAS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-MDU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-OGS0.0 %0.1-0.8 %1.3 %0.7 %19.9 %1.2 %-0.60.1
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-OKE0.0 %0.2-1.5 %2.0 %0.9 %19.9 %0.6 %-0.70.2
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-PNY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-SRE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-STR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-SWX0.0 %0.1-1.3 %1.4 %0.7 %19.9 %1.0 %-1.00.1
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-UGI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-UTILITY-GAS DISTR-VVC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
Lists Used
List NameDescriptionDynamic List
UTILITY-GAS DISTR-ATOGroup: UTILITY-GAS DISTR-ATONo
UTILITY-GAS DISTR-GASGroup: UTILITY-GAS DISTR-GASNo
UTILITY-GAS DISTR-MDUGroup: UTILITY-GAS DISTR-MDUNo
UTILITY-GAS DISTR-NFGGroup: UTILITY-GAS DISTR-NFGNo
UTILITY-GAS DISTR-NJRGroup: UTILITY-GAS DISTR-NJRNo
UTILITY-GAS DISTR-NWNGroup: UTILITY-GAS DISTR-NWNNo
UTILITY-GAS DISTR-OGSGroup: UTILITY-GAS DISTR-OGSNo
UTILITY-GAS DISTR-OKEGroup: UTILITY-GAS DISTR-OKENo
UTILITY-GAS DISTR-PNYGroup: UTILITY-GAS DISTR-PNYNo
UTILITY-GAS DISTR-SJIGroup: UTILITY-GAS DISTR-SJINo
UTILITY-GAS DISTR-SREGroup: UTILITY-GAS DISTR-SRENo
UTILITY-GAS DISTR-STRGroup: UTILITY-GAS DISTR-STRNo
UTILITY-GAS DISTR-SWXGroup: UTILITY-GAS DISTR-SWXNo
UTILITY-GAS DISTR-UGIGroup: UTILITY-GAS DISTR-UGINo
UTILITY-GAS DISTR-VVCGroup: UTILITY-GAS DISTR-VVCNo
UTILITY-GAS DISTR-WGLGroup: UTILITY-GAS DISTR-WGLNo
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: 8.8%
 
Per Trade Allocation: 20%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 8.9
 

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
Group
List:
UTILITY-GAS DISTR
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:
106
49%
Volatile, Trending Markets
Swing:
110
51%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets