Portfolio

Calculate Over:

Steel Stocks

Created by: OmniVest
Date Created: 5/17/2016

Return:

+15%

ROAI:

+23%

Stability:

Consistency:

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Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:

SELECT Portfolio

Both
Short
Stocks
Swing Trading

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Portfolio based on Group: STEEL. Steel & iron stocks most often consist of companies that produce steel as well as mine for its inputs like iron ore. Most of these firms have operations all over the world, as the materials naturally occur in various countries.

Key Statistics

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

148
68.0%
15.2%
23.1%
7.1%
2.1

How This Portfolio was Built:
#Strategies: 148 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
R6-Both-STEEL-CMC	CMC	Short	19.96 %	495	12/5/2023 9:30:00 AM	$45.98	$45.33	1.41 %	Paper
TLB1-Both-STEEL-PKX	PKX	Long	19.89 %	263	11/10/2023 9:30:00 AM	$85.51	$88.69	3.72 %	Paper
TLB8-Both-STEEL-TMST	TMST	Short	19.98 %	1124	11/17/2023 9:30:00 AM	$20.79	$20.52	1.30 %	Paper

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

12/5/2022 - 12/5/2023
68.0%
15.2%
23.1%
7.1%
5.8%

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

2.1
10.4
19.9%
66.0%
$115,216

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
ATI	TLB10-Both-STEEL-ATI	19.95 %	548	Short	$43.28	$42.23	2.43 %	11/30/2023 9:30:00 AM 11/30/23 9:30:00	12/5/2023 9:30:00 AM 12/05/23 9:30:00	Paper
ZEUS	TLB8-Both-STEEL-ZEUS	19.93 %	422	Short	$54.62	$57.05	-4.45 %	11/28/2023 9:30:00 AM 11/28/23 9:30:00	12/4/2023 9:30:00 AM 12/04/23 9:30:00	Paper
NUE	VBX1-Both-STEEL-NUE	19.84 %	146	Short	$157.70	$156.82	0.56 %	11/22/2023 9:30:00 AM 11/22/23 9:30:00	11/27/2023 9:30:00 AM 11/27/23 9:30:00	Paper
ATI	VBX1-Both-STEEL-ATI	19.97 %	540	Short	$41.90	$44.78	-6.87 %	11/7/2023 9:30:00 AM 11/07/23 9:30:00	11/17/2023 9:30:00 AM 11/17/23 9:30:00	Paper
X	WT1-Both-STEEL-X	19.96 %	672	Long	$33.68	$34.05	1.10 %	10/30/2023 9:30:00 AM 10/30/23 9:30:00	11/10/2023 9:30:00 AM 11/10/23 9:30:00	Paper
CMC	R14-Both-STEEL-CMC	19.98 %	501	Short	$45.29	$44.84	0.99 %	11/7/2023 9:30:00 AM 11/07/23 9:30:00	11/8/2023 9:30:00 AM 11/08/23 9:30:00	Paper
CMC	R6-Both-STEEL-CMC	19.98 %	501	Short	$45.29	$44.84	0.99 %	11/7/2023 9:30:00 AM 11/07/23 9:30:00	11/8/2023 9:30:00 AM 11/08/23 9:30:00	Paper
RYI	R14-Both-STEEL-RYI	19.99 %	794	Short	$29.10	$28.05	3.61 %	11/2/2023 9:30:00 AM 11/02/23 9:30:00	11/7/2023 9:30:00 AM 11/07/23 9:30:00	Paper
RYI	R6-Both-STEEL-RYI	19.99 %	794	Short	$29.10	$28.05	3.61 %	11/2/2023 9:30:00 AM 11/02/23 9:30:00	11/7/2023 9:30:00 AM 11/07/23 9:30:00	Paper
RYI	R2-Both-STEEL-RYI	19.99 %	794	Short	$29.10	$28.05	3.61 %	11/2/2023 9:30:00 AM 11/02/23 9:30:00	11/7/2023 9:30:00 AM 11/07/23 9:30:00	Paper
NUE	VP2-Both-STEEL-NUE	19.85 %	137	Short	$169.65	$153.01	9.81 %	7/14/2023 9:30:00 AM 7/14/23 9:30:00	11/3/2023 9:30:00 AM 11/03/23 9:30:00	Paper
CRS	R6-Both-STEEL-CRS	19.90 %	365	Long	$60.88	$63.74	4.70 %	10/23/2023 9:30:00 AM 10/23/23 9:30:00	10/27/2023 9:30:00 AM 10/27/23 9:30:00	Paper
CRS	R1-Both-STEEL-CRS	19.90 %	365	Long	$60.88	$63.74	4.70 %	10/23/2023 9:30:00 AM 10/23/23 9:30:00	10/27/2023 9:30:00 AM 10/27/23 9:30:00	Paper
CRS	R13-Both-STEEL-CRS	19.91 %	345	Long	$64.69	$61.07	-5.60 %	10/18/2023 9:30:00 AM 10/18/23 9:30:00	10/25/2023 9:30:00 AM 10/25/23 9:30:00	Paper
CRS	R3-Both-STEEL-CRS	19.91 %	345	Long	$64.69	$61.07	-5.60 %	10/18/2023 9:30:00 AM 10/18/23 9:30:00	10/25/2023 9:30:00 AM 10/25/23 9:30:00	Paper
ATI	TLB5-Both-STEEL-ATI	19.98 %	577	Long	$40.94	$37.79	-7.69 %	10/11/2023 9:30:00 AM 10/11/23 9:30:00	10/16/2023 9:30:00 AM 10/16/23 9:30:00	Paper
ATI	TLB4-Both-STEEL-ATI	19.98 %	577	Long	$40.94	$37.79	-7.69 %	10/11/2023 9:30:00 AM 10/11/23 9:30:00	10/16/2023 9:30:00 AM 10/16/23 9:30:00	Paper
ATI	TLB7-Both-STEEL-ATI	19.98 %	565	Long	$42.53	$37.79	-11.15 %	9/29/2023 9:30:00 AM 9/29/23 9:30:00	10/16/2023 9:30:00 AM 10/16/23 9:30:00	Paper
CRS	TLB8-Both-STEEL-CRS	19.96 %	351	Short	$66.45	$70.60	-6.25 %	10/9/2023 9:30:00 AM 10/09/23 9:30:00	10/11/2023 9:30:00 AM 10/11/23 9:30:00	Paper
ZEUS	R7-Both-STEEL-ZEUS	19.99 %	458	Long	$50.77	$52.08	2.58 %	10/6/2023 9:30:00 AM 10/06/23 9:30:00	10/10/2023 9:30:00 AM 10/10/23 9:30:00	Paper
TMST	R9-Both-STEEL-TMST	19.97 %	1123	Long	$20.78	$21.63	4.09 %	10/6/2023 9:30:00 AM 10/06/23 9:30:00	10/10/2023 9:30:00 AM 10/10/23 9:30:00	Paper
CRS	R1-Both-STEEL-CRS	19.96 %	356	Long	$64.85	$66.45	2.47 %	10/5/2023 9:30:00 AM 10/05/23 9:30:00	10/9/2023 9:30:00 AM 10/09/23 9:30:00	Paper
CRS	R4-Both-STEEL-CRS	19.96 %	356	Long	$64.85	$65.36	0.79 %	10/5/2023 9:30:00 AM 10/05/23 9:30:00	10/6/2023 9:30:00 AM 10/06/23 9:30:00	Paper
CRS	R9-Both-STEEL-CRS	19.99 %	363	Long	$64.50	$65.36	1.33 %	10/4/2023 9:30:00 AM 10/04/23 9:30:00	10/6/2023 9:30:00 AM 10/06/23 9:30:00	Paper
ZEUS	TLB7-Both-STEEL-ZEUS	19.96 %	442	Long	$52.15	$51.51	-1.23 %	9/26/2023 9:30:00 AM 9/26/23 9:30:00	10/5/2023 9:30:00 AM 10/05/23 9:30:00	Paper
STLD	R5-Both-STEEL-STLD	19.90 %	220	Short	$106.65	$106.06	0.55 %	9/28/2023 9:30:00 AM 9/28/23 9:30:00	10/4/2023 9:30:00 AM 10/04/23 9:30:00	Paper
X	TLB2-Both-STEEL-X	19.97 %	742	Long	$31.50	$32.66	3.68 %	9/20/2023 9:30:00 AM 9/20/23 9:30:00	10/4/2023 9:30:00 AM 10/04/23 9:30:00	Paper
ATI	VBX1-Both-STEEL-ATI	19.96 %	562	Long	$41.92	$42.53	1.46 %	9/22/2023 9:30:00 AM 9/22/23 9:30:00	9/29/2023 9:30:00 AM 9/29/23 9:30:00	Paper
STLD	TLB8-Both-STEEL-STLD	19.97 %	225	Short	$105.08	$103.96	1.07 %	7/7/2023 9:30:00 AM 7/07/23 9:30:00	9/27/2023 9:30:00 AM 9/27/23 9:30:00	Paper
CMC	R4-Both-STEEL-CMC	19.94 %	447	Long	$52.50	$50.37	-4.06 %	9/13/2023 9:30:00 AM 9/13/23 9:30:00	9/26/2023 9:30:00 AM 9/26/23 9:30:00	Paper
NUE	R3-Both-STEEL-NUE	19.85 %	143	Long	$162.22	$159.54	-1.65 %	9/12/2023 9:30:00 AM 9/12/23 9:30:00	9/20/2023 9:30:00 AM 9/20/23 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.91 %	448	Long	$52.37	$52.77	0.76 %	9/12/2023 9:30:00 AM 9/12/23 9:30:00	9/15/2023 9:30:00 AM 9/15/23 9:30:00	Paper
ZEUS	R5-Both-STEEL-ZEUS	19.97 %	473	Long	$49.51	$49.99	0.97 %	9/8/2023 9:30:00 AM 9/08/23 9:30:00	9/13/2023 9:30:00 AM 9/13/23 9:30:00	Paper
CMC	WT1-Both-STEEL-CMC	19.94 %	406	Long	$57.32	$52.37	-8.64 %	9/5/2023 9:30:00 AM 9/05/23 9:30:00	9/12/2023 9:30:00 AM 9/12/23 9:30:00	Paper
NUE	TLB4-Both-STEEL-NUE	19.87 %	136	Long	$171.63	$162.22	-5.48 %	8/30/2023 9:30:00 AM 8/30/23 9:30:00	9/12/2023 9:30:00 AM 9/12/23 9:30:00	Paper
RYI	VBX1-Both-STEEL-RYI	19.99 %	754	Short	$31.15	$30.48	2.15 %	9/6/2023 9:30:00 AM 9/06/23 9:30:00	9/7/2023 9:30:00 AM 9/07/23 9:30:00	Paper
X	R8-Both-STEEL-X	19.98 %	793	Long	$30.39	$30.85	1.51 %	8/29/2023 9:30:00 AM 8/29/23 9:30:00	8/30/2023 9:30:00 AM 8/30/23 9:30:00	Paper
CMC	R8-Both-STEEL-CMC	19.99 %	437	Long	$54.10	$55.19	2.01 %	8/25/2023 9:30:00 AM 8/25/23 9:30:00	8/29/2023 9:30:00 AM 8/29/23 9:30:00	Paper
NUE	R1-Both-STEEL-NUE	19.86 %	140	Long	$165.08	$166.58	0.91 %	8/24/2023 9:30:00 AM 8/24/23 9:30:00	8/29/2023 9:30:00 AM 8/29/23 9:30:00	Paper
CMC	R4-Both-STEEL-CMC	19.91 %	418	Long	$56.25	$55.19	-1.88 %	8/17/2023 9:30:00 AM 8/17/23 9:30:00	8/29/2023 9:30:00 AM 8/29/23 9:30:00	Paper
NUE	R11-Both-STEEL-NUE	19.81 %	139	Long	$169.19	$167.90	-0.76 %	8/22/2023 9:30:00 AM 8/22/23 9:30:00	8/23/2023 9:30:00 AM 8/23/23 9:30:00	Paper
NUE	R7-Both-STEEL-NUE	19.81 %	139	Long	$169.19	$167.90	-0.76 %	8/22/2023 9:30:00 AM 8/22/23 9:30:00	8/23/2023 9:30:00 AM 8/23/23 9:30:00	Paper
PKX	R6-Both-STEEL-PKX	19.87 %	224	Long	$101.77	$104.83	3.01 %	8/18/2023 9:30:00 AM 8/18/23 9:30:00	8/22/2023 9:30:00 AM 8/22/23 9:30:00	Paper
TX	R9-Both-STEEL-TX	19.97 %	566	Long	$40.88	$39.95	-2.27 %	8/3/2023 9:30:00 AM 8/03/23 9:30:00	8/22/2023 9:30:00 AM 8/22/23 9:30:00	Paper
TMST	TLB8-Both-STEEL-TMST	19.98 %	1030	Short	$23.00	$22.15	3.70 %	7/21/2023 9:30:00 AM 7/21/23 9:30:00	8/18/2023 9:30:00 AM 8/18/23 9:30:00	Paper
ZEUS	R1-Both-STEEL-ZEUS	19.93 %	477	Long	$48.60	$50.16	3.21 %	8/16/2023 9:30:00 AM 8/16/23 9:30:00	8/17/2023 9:30:00 AM 8/17/23 9:30:00	Paper
CMC	R4-Both-STEEL-CMC	19.97 %	426	Long	$55.37	$55.45	0.14 %	8/14/2023 9:30:00 AM 8/14/23 9:30:00	8/15/2023 9:30:00 AM 8/15/23 9:30:00	Paper
RYI	VBX1-Both-STEEL-RYI	19.96 %	717	Long	$29.66	$29.40	-0.88 %	8/4/2023 9:30:00 AM 8/04/23 9:30:00	8/14/2023 9:30:00 AM 8/14/23 9:30:00	Paper
ATI	TLB7-Both-STEEL-ATI	19.98 %	615	Long	$37.62	$44.53	18.37 %	6/2/2023 9:30:00 AM 6/02/23 9:30:00	8/3/2023 9:30:00 AM 8/03/23 9:30:00	Paper
PKX	TLB8-Both-STEEL-PKX	19.99 %	314	Short	$76.40	$84.45	-10.54 %	7/7/2023 9:30:00 AM 7/07/23 9:30:00	7/13/2023 9:30:00 AM 7/13/23 9:30:00	Paper
CRS	R3-Both-STEEL-CRS	19.96 %	433	Long	$53.62	$55.70	3.88 %	7/10/2023 9:30:00 AM 7/10/23 9:30:00	7/11/2023 9:30:00 AM 7/11/23 9:30:00	Paper
ZEUS	VBX1-Both-STEEL-ZEUS	19.99 %	476	Short	$49.02	$47.62	2.86 %	7/5/2023 9:30:00 AM 7/05/23 9:30:00	7/6/2023 9:30:00 AM 7/06/23 9:30:00	Paper
ZEUS	R8-Both-STEEL-ZEUS	19.96 %	499	Long	$45.44	$46.42	2.16 %	6/20/2023 9:30:00 AM 6/20/23 9:30:00	6/22/2023 9:30:00 AM 6/22/23 9:30:00	Paper
NUE	R2-Both-STEEL-NUE	19.91 %	154	Short	$147.00	$149.38	-1.62 %	6/9/2023 9:30:00 AM 6/09/23 9:30:00	6/21/2023 9:30:00 AM 6/21/23 9:30:00	Paper
PKX	TLB1-Both-STEEL-PKX	19.93 %	300	Long	$73.57	$73.63	0.08 %	6/6/2023 9:30:00 AM 6/06/23 9:30:00	6/21/2023 9:30:00 AM 6/21/23 9:30:00	Paper
STLD	VBX1-Both-STEEL-STLD	19.99 %	217	Short	$103.77	$101.10	2.57 %	6/15/2023 9:30:00 AM 6/15/23 9:30:00	6/20/2023 9:30:00 AM 6/20/23 9:30:00	Paper
ATI	VBX1-Both-STEEL-ATI	19.96 %	574	Short	$39.59	$39.04	1.39 %	6/9/2023 9:30:00 AM 6/09/23 9:30:00	6/15/2023 9:30:00 AM 6/15/23 9:30:00	Paper
STLD	TLB6-Both-STEEL-STLD	19.91 %	229	Long	$98.04	$102.00	4.04 %	6/5/2023 9:30:00 AM 6/05/23 9:30:00	6/8/2023 9:30:00 AM 6/08/23 9:30:00	Paper
NUE	TLB4-Both-STEEL-NUE	19.87 %	158	Long	$141.00	$148.58	5.38 %	6/5/2023 9:30:00 AM 6/05/23 9:30:00	6/8/2023 9:30:00 AM 6/08/23 9:30:00	Paper
STLD	TLB8-Both-STEEL-STLD	19.89 %	201	Short	$110.12	$102.00	7.37 %	3/21/2023 9:30:00 AM 3/21/23 9:30:00	6/8/2023 9:30:00 AM 6/08/23 9:30:00	Paper
ATI	TLB2-Both-STEEL-ATI	19.98 %	615	Long	$37.62	$37.12	-1.33 %	6/2/2023 9:30:00 AM 6/02/23 9:30:00	6/6/2023 9:30:00 AM 6/06/23 9:30:00	Paper
NUE	TLB9-Both-STEEL-NUE	19.92 %	149	Short	$145.36	$141.00	3.00 %	4/27/2023 9:30:00 AM 4/27/23 9:30:00	6/5/2023 9:30:00 AM 6/05/23 9:30:00	Paper
CRS	R3-Both-STEEL-CRS	19.98 %	488	Long	$44.72	$48.15	7.67 %	5/31/2023 9:30:00 AM 5/31/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
TX	R7-Both-STEEL-TX	19.94 %	570	Long	$38.57	$39.95	3.58 %	5/26/2023 9:30:00 AM 5/26/23 9:30:00	6/2/2023 9:30:00 AM 6/02/23 9:30:00	Paper
CRS	R7-Both-STEEL-CRS	19.98 %	488	Long	$44.72	$45.81	2.44 %	5/31/2023 9:30:00 AM 5/31/23 9:30:00	6/1/2023 9:30:00 AM 6/01/23 9:30:00	Paper
NUE	TLB7-Both-STEEL-NUE	19.88 %	151	Long	$149.44	$133.56	-10.63 %	4/11/2023 9:30:00 AM 4/11/23 9:30:00	5/25/2023 9:30:00 AM 5/25/23 9:30:00	Paper
X	TLB2-Both-STEEL-X	19.98 %	1008	Long	$21.74	$21.42	-1.47 %	5/18/2023 9:30:00 AM 5/18/23 9:30:00	5/24/2023 9:30:00 AM 5/24/23 9:30:00	Paper
ZEUS	TLB8-Both-STEEL-ZEUS	19.94 %	445	Short	$48.61	$44.31	8.85 %	4/28/2023 9:30:00 AM 4/28/23 9:30:00	5/22/2023 9:30:00 AM 5/22/23 9:30:00	Paper
ZEUS	R5-Both-STEEL-ZEUS	19.97 %	469	Long	$47.08	$42.47	-9.79 %	5/1/2023 9:30:00 AM 5/01/23 9:30:00	5/18/2023 9:30:00 AM 5/18/23 9:30:00	Paper
STLD	TLB5-Both-STEEL-STLD	19.93 %	203	Long	$110.43	$103.38	-6.38 %	4/21/2023 9:30:00 AM 4/21/23 9:30:00	4/28/2023 9:30:00 AM 4/28/23 9:30:00	Paper
STLD	TLB4-Both-STEEL-STLD	19.93 %	203	Long	$110.43	$103.38	-6.38 %	4/21/2023 9:30:00 AM 4/21/23 9:30:00	4/28/2023 9:30:00 AM 4/28/23 9:30:00	Paper
X	WT1-Both-STEEL-X	19.99 %	841	Long	$26.38	$23.60	-10.54 %	4/19/2023 9:30:00 AM 4/19/23 9:30:00	4/27/2023 9:30:00 AM 4/27/23 9:30:00	Paper
NUE	TLB6-Both-STEEL-NUE	19.93 %	148	Long	$149.17	$154.62	3.65 %	4/19/2023 9:30:00 AM 4/19/23 9:30:00	4/21/2023 9:30:00 AM 4/21/23 9:30:00	Paper
NUE	TLB4-Both-STEEL-NUE	19.93 %	148	Long	$149.17	$154.62	3.65 %	4/19/2023 9:30:00 AM 4/19/23 9:30:00	4/21/2023 9:30:00 AM 4/21/23 9:30:00	Paper
ZEUS	R4-Both-STEEL-ZEUS	19.95 %	458	Long	$48.24	$50.26	4.19 %	4/10/2023 9:30:00 AM 4/10/23 9:30:00	4/11/2023 9:30:00 AM 4/11/23 9:30:00	Paper
TX	R9-Both-STEEL-TX	19.94 %	567	Long	$39.16	$40.95	4.57 %	4/6/2023 9:30:00 AM 4/06/23 9:30:00	4/11/2023 9:30:00 AM 4/11/23 9:30:00	Paper
STLD	R9-Both-STEEL-STLD	19.86 %	213	Long	$103.17	$104.00	0.80 %	4/6/2023 9:30:00 AM 4/06/23 9:30:00	4/10/2023 9:30:00 AM 4/10/23 9:30:00	Paper
PKX	TLB8-Both-STEEL-PKX	19.91 %	373	Short	$61.44	$65.58	-6.74 %	3/13/2023 9:30:00 AM 3/13/23 9:30:00	3/29/2023 9:30:00 AM 3/29/23 9:30:00	Paper
X	R5-Both-STEEL-X	20.00 %	888	Long	$25.57	$25.59	0.08 %	3/27/2023 9:30:00 AM 3/27/23 9:30:00	3/28/2023 9:30:00 AM 3/28/23 9:30:00	Paper
CRS	VBX1-Both-STEEL-CRS	19.95 %	538	Long	$41.59	$40.75	-2.02 %	3/21/2023 9:30:00 AM 3/21/23 9:30:00	3/22/2023 9:30:00 AM 3/22/23 9:30:00	Paper
ATI	VBX1-Both-STEEL-ATI	19.99 %	589	Long	$36.81	$38.70	5.13 %	3/20/2023 9:30:00 AM 3/20/23 9:30:00	3/21/2023 9:30:00 AM 3/21/23 9:30:00	Paper
ATI	R1-Both-STEEL-ATI	19.96 %	586	Long	$37.46	$38.70	3.31 %	3/15/2023 9:30:00 AM 3/15/23 9:30:00	3/21/2023 9:30:00 AM 3/21/23 9:30:00	Paper
NUE	R7-Both-STEEL-NUE	19.83 %	141	Long	$155.15	$151.03	-2.66 %	3/13/2023 9:30:00 AM 3/13/23 9:30:00	3/21/2023 9:30:00 AM 3/21/23 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.98 %	471	Long	$46.97	$45.92	-2.24 %	3/13/2023 9:30:00 AM 3/13/23 9:30:00	3/21/2023 9:30:00 AM 3/21/23 9:30:00	Paper
CRS	R7-Both-STEEL-CRS	19.97 %	500	Long	$43.95	$39.40	-10.35 %	3/13/2023 9:30:00 AM 3/13/23 9:30:00	3/20/2023 9:30:00 AM 3/20/23 9:30:00	Paper
CRS	R9-Both-STEEL-CRS	19.97 %	500	Long	$43.95	$43.61	-0.77 %	3/13/2023 9:30:00 AM 3/13/23 9:30:00	3/15/2023 9:30:00 AM 3/15/23 9:30:00	Paper
CMC	R11-Both-STEEL-CMC	19.96 %	418	Long	$52.42	$53.67	2.38 %	2/28/2023 9:30:00 AM 2/28/23 9:30:00	3/6/2023 9:30:00 AM 3/06/23 9:30:00	Paper
CMC	R6-Both-STEEL-CMC	19.93 %	425	Long	$51.50	$52.99	2.89 %	3/2/2023 9:30:00 AM 3/02/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
CMC	R1-Both-STEEL-CMC	19.93 %	425	Long	$51.50	$52.99	2.89 %	3/2/2023 9:30:00 AM 3/02/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
CMC	R10-Both-STEEL-CMC	19.96 %	418	Long	$52.42	$52.99	1.09 %	2/28/2023 9:30:00 AM 2/28/23 9:30:00	3/3/2023 9:30:00 AM 3/03/23 9:30:00	Paper
RYI	VBX1-Both-STEEL-RYI	19.98 %	611	Long	$36.90	$37.86	2.60 %	3/1/2023 9:30:00 AM 3/01/23 9:30:00	3/2/2023 9:30:00 AM 3/02/23 9:30:00	Paper
CRS	TLB8-Both-STEEL-CRS	19.95 %	425	Short	$50.38	$49.96	0.83 %	2/8/2023 9:30:00 AM 2/08/23 9:30:00	3/2/2023 9:30:00 AM 3/02/23 9:30:00	Paper
NUE	R3-Both-STEEL-NUE	19.92 %	135	Long	$164.58	$170.45	3.57 %	2/23/2023 9:30:00 AM 2/23/23 9:30:00	3/1/2023 9:30:00 AM 3/01/23 9:30:00	Paper
CRS	R4-Both-STEEL-CRS	19.95 %	457	Long	$48.76	$48.70	-0.12 %	2/23/2023 9:30:00 AM 2/23/23 9:30:00	3/1/2023 9:30:00 AM 3/01/23 9:30:00	Paper
STLD	R5-Both-STEEL-STLD	19.83 %	183	Long	$120.84	$121.83	0.82 %	2/27/2023 9:30:00 AM 2/27/23 9:30:00	2/28/2023 9:30:00 AM 2/28/23 9:30:00	Paper
NUE	R7-Both-STEEL-NUE	19.92 %	135	Long	$164.58	$164.70	0.07 %	2/23/2023 9:30:00 AM 2/23/23 9:30:00	2/28/2023 9:30:00 AM 2/28/23 9:30:00	Paper
PKX	HCT1-Both-STEEL-PKX	19.93 %	359	Long	$59.27	$61.29	3.41 %	2/10/2023 9:30:00 AM 2/10/23 9:30:00	2/27/2023 9:30:00 AM 2/27/23 9:30:00	Paper
PKX	TLB8-Both-STEEL-PKX	19.96 %	364	Short	$59.25	$63.10	-6.50 %	2/8/2023 9:30:00 AM 2/08/23 9:30:00	2/16/2023 9:30:00 AM 2/16/23 9:30:00	Paper
NUE	R1-Both-STEEL-NUE	19.91 %	129	Long	$166.34	$168.94	1.56 %	2/14/2023 9:30:00 AM 2/14/23 9:30:00	2/15/2023 9:30:00 AM 2/15/23 9:30:00	Paper
PKX	R10-Both-STEEL-PKX	19.93 %	367	Long	$61.01	$63.11	3.44 %	2/9/2023 9:30:00 AM 2/09/23 9:30:00	2/15/2023 9:30:00 AM 2/15/23 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	HCT1-Both-STEEL-CRS	100.0 %	0.1	1.2 %	0.0 %	0.0 %	19.9 %	0.2 %	0.0	0.1
100%	HCT1-Both-STEEL-NUE	0.0 %	0.1	-1.1 %	2.7 %	1.4 %	19.7 %	0.7 %	-0.4	0.1
100%	HCT1-Both-STEEL-PKX	100.0 %	0.1	0.7 %	1.3 %	0.6 %	20.0 %	0.9 %	0.5	0.1
100%	R10-Both-STEEL-ATI	100.0 %	0.1	0.7 %	0.7 %	0.4 %	19.9 %	0.4 %	0.9	0.1
100%	R10-Both-STEEL-CMC	50.0 %	0.2	-0.6 %	1.5 %	0.8 %	19.9 %	0.9 %	-0.4	0.2
100%	R10-Both-STEEL-NUE	66.7 %	0.3	0.4 %	1.3 %	0.7 %	19.8 %	0.6 %	0.3	0.3
100%	R10-Both-STEEL-PKX	100.0 %	0.1	0.7 %	0.5 %	0.3 %	19.9 %	0.3 %	1.3	0.1
100%	R10-Both-STEEL-TMST	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R10-Both-STEEL-ZEUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R11-Both-STEEL-CMC	100.0 %	0.2	0.6 %	0.5 %	0.2 %	20.0 %	0.5 %	1.3	0.2
100%	R11-Both-STEEL-NUE	60.0 %	0.4	-0.4 %	2.1 %	1.1 %	19.9 %	0.9 %	-0.2	0.4
100%	R11-Both-STEEL-RYI	0.0 %	0.1	-3.9 %	4.5 %	2.2 %	20.0 %	0.5 %	-0.9	0.1
100%	R12-Both-STEEL-ATI	100.0 %	0.1	0.7 %	0.7 %	0.4 %	20.0 %	0.4 %	0.9	0.1
100%	R12-Both-STEEL-NUE	50.0 %	0.2	0.6 %	1.0 %	0.5 %	19.9 %	0.4 %	0.6	0.2
100%	R13-Both-STEEL-CRS	0.0 %	0.2	-3.6 %	3.7 %	1.9 %	19.9 %	0.5 %	-1.0	0.2
100%	R13-Both-STEEL-SCHN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R13-Both-STEEL-TX	100.0 %	0.1	1.0 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.1
100%	R13-Both-STEEL-ZEUS	66.7 %	0.3	-1.2 %	1.9 %	0.9 %	20.0 %	1.0 %	-0.6	0.3
100%	R14-Both-STEEL-ATI	0.0 %	0.1	-1.4 %	1.7 %	0.9 %	20.0 %	0.7 %	-0.8	0.1
100%	R14-Both-STEEL-CMC	100.0 %	0.1	0.2 %	0.0 %	0.0 %	20.0 %	0.1 %	15.0	0.1
100%	R14-Both-STEEL-PKX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R14-Both-STEEL-RYI	100.0 %	0.1	0.7 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.1
100%	R14-Both-STEEL-STLD	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R1-Both-STEEL-ATI	100.0 %	0.3	0.9 %	0.7 %	0.4 %	20.0 %	0.4 %	1.3	0.3
100%	R1-Both-STEEL-CMC	100.0 %	0.2	1.3 %	0.2 %	0.1 %	19.9 %	0.2 %	8.1	0.2
100%	R1-Both-STEEL-CRS	80.0 %	0.4	1.6 %	2.3 %	1.1 %	19.9 %	1.0 %	0.7	0.4
100%	R1-Both-STEEL-NUE	66.7 %	0.5	1.6 %	1.2 %	0.6 %	19.9 %	0.9 %	1.4	0.5
100%	R1-Both-STEEL-SCHN	100.0 %	0.1	0.4 %	0.1 %	0.0 %	20.0 %	0.1 %	5.7	0.1
100%	R1-Both-STEEL-STLD	50.0 %	0.2	0.2 %	1.9 %	0.9 %	19.9 %	0.4 %	0.1	0.2
100%	R1-Both-STEEL-TX	100.0 %	0.1	0.1 %	0.2 %	0.1 %	20.0 %	0.2 %	0.9	0.1
100%	R1-Both-STEEL-X	50.0 %	0.2	0.2 %	1.5 %	0.7 %	20.0 %	0.4 %	0.1	0.2
100%	R1-Both-STEEL-ZEUS	75.0 %	0.3	-0.5 %	1.4 %	1.1 %	20.0 %	1.0 %	-0.3	0.3
100%	R2-Both-STEEL-ATI	0.0 %	0.1	-1.4 %	1.7 %	0.9 %	19.9 %	0.7 %	-0.8	0.1
100%	R2-Both-STEEL-NUE	0.0 %	0.1	-0.3 %	1.2 %	0.6 %	19.8 %	0.6 %	-0.3	0.1
100%	R2-Both-STEEL-RYI	100.0 %	0.1	0.7 %	0.0 %	0.0 %	20.0 %	0.2 %	0.0	0.1
100%	R2-Both-STEEL-STLD	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R2-Both-STEEL-TMST	100.0 %	0.1	0.7 %	0.0 %	0.0 %	20.0 %	0.1 %	0.0	0.1
100%	R2-Both-STEEL-TX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-STEEL-CRS	50.0 %	0.5	-0.6 %	3.6 %	1.8 %	19.9 %	1.5 %	-0.2	0.5
100%	R3-Both-STEEL-NUE	60.0 %	0.4	-0.2 %	1.9 %	1.0 %	19.9 %	1.3 %	-0.1	0.4
100%	R3-Both-STEEL-SCHN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-STEEL-STLD	100.0 %	0.3	1.6 %	0.6 %	0.3 %	19.9 %	0.6 %	2.6	0.3
100%	R3-Both-STEEL-X	100.0 %	0.3	8.1 %	1.1 %	0.6 %	20.0 %	0.8 %	7.1	0.3
100%	R3-Both-STEEL-ZEUS	50.0 %	0.3	-1.6 %	1.9 %	0.9 %	20.0 %	1.1 %	-0.8	0.3
100%	R4-Both-STEEL-CMC	33.3 %	0.3	-1.2 %	1.8 %	0.9 %	20.0 %	1.4 %	-0.6	0.3
100%	R4-Both-STEEL-CRS	25.0 %	0.3	-1.2 %	2.3 %	1.2 %	19.9 %	0.8 %	-0.5	0.3
100%	R4-Both-STEEL-SCHN	100.0 %	0.2	1.6 %	1.2 %	0.9 %	20.0 %	0.8 %	1.3	0.2
100%	R4-Both-STEEL-STLD	66.7 %	0.3	1.1 %	1.9 %	0.9 %	19.9 %	0.6 %	0.6	0.3
100%	R4-Both-STEEL-TMST	66.7 %	0.3	0.4 %	0.7 %	0.3 %	20.0 %	0.3 %	0.6	0.3
100%	R4-Both-STEEL-TX	50.0 %	0.2	0.4 %	1.0 %	0.5 %	20.0 %	0.5 %	0.4	0.2
100%	R4-Both-STEEL-X	66.7 %	0.3	5.9 %	1.5 %	0.8 %	20.0 %	1.0 %	3.9	0.3
100%	R4-Both-STEEL-ZEUS	50.0 %	0.5	2.0 %	1.6 %	0.8 %	20.0 %	0.9 %	1.3	0.5
100%	R5-Both-STEEL-STLD	100.0 %	0.3	0.4 %	0.5 %	0.3 %	19.9 %	0.5 %	0.7	0.3
100%	R5-Both-STEEL-TMST	100.0 %	0.1	0.4 %	0.2 %	0.1 %	20.0 %	0.2 %	1.8	0.1
100%	R5-Both-STEEL-X	100.0 %	0.2	0.3 %	0.1 %	0.1 %	20.0 %	0.2 %	2.8	0.2
100%	R5-Both-STEEL-ZEUS	60.0 %	0.4	0.2 %	2.6 %	1.9 %	20.0 %	1.8 %	0.1	0.4
100%	R6-Both-STEEL-ATI	66.7 %	0.3	-0.7 %	1.9 %	0.9 %	20.0 %	1.1 %	-0.4	0.3
100%	R6-Both-STEEL-CMC	100.0 %	0.3	1.5 %	0.2 %	0.1 %	19.9 %	0.3 %	9.3	0.3
100%	R6-Both-STEEL-CRS	75.0 %	0.3	0.5 %	2.3 %	1.1 %	19.9 %	0.9 %	0.2	0.3
100%	R6-Both-STEEL-NUE	50.0 %	0.5	1.1 %	1.3 %	0.7 %	19.9 %	1.3 %	0.9	0.5
100%	R6-Both-STEEL-PKX	100.0 %	0.2	0.8 %	0.3 %	0.2 %	19.9 %	0.4 %	2.6	0.2
100%	R6-Both-STEEL-RYI	100.0 %	0.2	1.1 %	1.2 %	0.6 %	20.0 %	0.6 %	0.9	0.2
100%	R6-Both-STEEL-STLD	0.0 %	0.1	-0.4 %	1.8 %	0.9 %	19.8 %	0.3 %	-0.2	0.1
100%	R6-Both-STEEL-TMST	100.0 %	0.1	0.7 %	0.0 %	0.0 %	20.0 %	0.1 %	0.0	0.1
100%	R6-Both-STEEL-TX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R7-Both-STEEL-CMC	75.0 %	0.3	0.8 %	1.6 %	0.8 %	19.9 %	1.3 %	0.5	0.3
100%	R7-Both-STEEL-CRS	80.0 %	0.4	1.0 %	3.1 %	1.6 %	20.0 %	0.9 %	0.3	0.4
100%	R7-Both-STEEL-NUE	50.0 %	0.5	-0.2 %	1.6 %	0.8 %	19.8 %	1.5 %	-0.1	0.5
100%	R7-Both-STEEL-RYI	60.0 %	0.4	-1.7 %	2.8 %	1.4 %	20.0 %	1.0 %	-0.6	0.4
100%	R7-Both-STEEL-TX	40.0 %	0.4	-1.7 %	2.7 %	1.3 %	20.0 %	2.1 %	-0.6	0.4
100%	R7-Both-STEEL-ZEUS	66.7 %	0.5	0.7 %	1.9 %	1.0 %	20.0 %	0.8 %	0.4	0.5
100%	R8-Both-STEEL-CMC	50.0 %	0.2	-1.3 %	1.8 %	0.9 %	20.0 %	0.8 %	-0.7	0.2
100%	R8-Both-STEEL-NUE	100.0 %	0.1	0.7 %	0.1 %	0.1 %	19.8 %	0.2 %	6.3	0.1
100%	R8-Both-STEEL-RYI	100.0 %	0.1	0.3 %	0.0 %	0.0 %	20.0 %	0.2 %	5.7	0.1
100%	R8-Both-STEEL-TMST	100.0 %	0.1	0.7 %	0.2 %	0.1 %	20.0 %	0.2 %	3.8	0.1
100%	R8-Both-STEEL-X	100.0 %	0.2	0.4 %	0.2 %	0.1 %	20.0 %	0.3 %	1.7	0.2
100%	R8-Both-STEEL-ZEUS	80.0 %	0.4	1.1 %	2.0 %	1.0 %	20.0 %	1.2 %	0.6	0.4
100%	R9-Both-STEEL-CRS	75.0 %	0.3	0.8 %	0.9 %	0.7 %	20.0 %	0.6 %	0.9	0.3
100%	R9-Both-STEEL-STLD	80.0 %	0.4	-2.2 %	3.2 %	1.7 %	19.9 %	1.1 %	-0.7	0.4
100%	R9-Both-STEEL-TMST	100.0 %	0.4	2.9 %	0.2 %	0.1 %	20.0 %	0.8 %	12.5	0.4
100%	R9-Both-STEEL-TX	33.3 %	0.3	0.3 %	1.4 %	0.7 %	20.0 %	1.4 %	0.2	0.3
100%	R9-Both-STEEL-ZEUS	60.0 %	0.4	2.1 %	2.3 %	1.1 %	20.0 %	1.1 %	0.9	0.4
100%	TLB10-Both-STEEL-ATI	0.0 %	0.0	0.4 %	0.3 %	0.2 %	0.0 %	0.3 %	1.4	0.0
100%	TLB10-Both-STEEL-PKX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-STEEL-STLD	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-STEEL-TX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-STEEL-ZEUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB1-Both-STEEL-PKX	50.0 %	0.2	-1.2 %	3.3 %	1.6 %	19.9 %	2.4 %	-0.4	0.2
100%	TLB2-Both-STEEL-ATI	0.0 %	0.1	-0.3 %	0.9 %	0.5 %	20.0 %	0.2 %	-0.3	0.1
100%	TLB2-Both-STEEL-CMC	0.0 %	0.1	-0.8 %	1.0 %	0.5 %	20.0 %	1.3 %	-0.8	0.1
100%	TLB2-Both-STEEL-NUE	100.0 %	0.1	0.8 %	0.4 %	0.2 %	19.8 %	0.2 %	2.0	0.1
100%	TLB2-Both-STEEL-PKX	100.0 %	0.1	1.7 %	0.7 %	0.4 %	20.0 %	1.9 %	2.4	0.1
100%	TLB2-Both-STEEL-TMST	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB2-Both-STEEL-X	33.3 %	0.3	0.2 %	1.3 %	0.7 %	20.0 %	1.8 %	0.2	0.3
100%	TLB3-Both-STEEL-NUE	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB3-Both-STEEL-STLD	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-STEEL-ATI	0.0 %	0.1	-1.5 %	1.8 %	0.9 %	20.0 %	0.2 %	-0.8	0.1
100%	TLB4-Both-STEEL-CRS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-STEEL-NUE	66.7 %	0.3	0.7 %	1.2 %	0.6 %	19.9 %	1.1 %	0.6	0.3
100%	TLB4-Both-STEEL-RYI	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-STEEL-STLD	50.0 %	0.2	-0.2 %	1.5 %	0.7 %	19.9 %	0.5 %	-0.1	0.2
100%	TLB4-Both-STEEL-TMST	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-STEEL-ZEUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-STEEL-ATI	0.0 %	0.1	-1.5 %	1.8 %	0.9 %	20.0 %	0.2 %	-0.8	0.1
100%	TLB5-Both-STEEL-CRS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-STEEL-RYI	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-STEEL-STLD	50.0 %	0.2	0.1 %	1.5 %	0.7 %	19.9 %	0.8 %	0.1	0.2
100%	TLB5-Both-STEEL-TMST	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-STEEL-ZEUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB6-Both-STEEL-ATI	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB6-Both-STEEL-CRS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB6-Both-STEEL-NUE	100.0 %	0.1	0.7 %	0.2 %	0.1 %	19.9 %	0.2 %	3.5	0.1
100%	TLB6-Both-STEEL-STLD	100.0 %	0.1	0.8 %	0.1 %	0.0 %	19.9 %	0.2 %	11.0	0.1
100%	TLB6-Both-STEEL-TMST	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB6-Both-STEEL-X	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB7-Both-STEEL-ATI	66.7 %	0.3	6.7 %	4.0 %	2.8 %	20.0 %	10.8 %	1.7	0.3
100%	TLB7-Both-STEEL-CMC	0.0 %	0.1	-1.4 %	1.8 %	0.9 %	20.0 %	0.6 %	-0.8	0.1
100%	TLB7-Both-STEEL-NUE	50.0 %	0.2	0.1 %	3.0 %	1.5 %	19.8 %	3.5 %	0.0	0.2
100%	TLB7-Both-STEEL-X	0.0 %	0.2	-4.2 %	4.9 %	2.6 %	20.0 %	1.2 %	-0.9	0.2
100%	TLB7-Both-STEEL-ZEUS	50.0 %	0.3	11.8 %	2.9 %	1.7 %	20.0 %	10.7 %	4.1	0.3
100%	TLB8-Both-STEEL-CRS	40.0 %	0.4	-4.7 %	7.2 %	4.1 %	19.9 %	4.7 %	-0.7	0.4
100%	TLB8-Both-STEEL-PKX	20.0 %	0.4	-6.5 %	8.0 %	4.1 %	19.9 %	3.4 %	-0.8	0.4
100%	TLB8-Both-STEEL-STLD	66.7 %	0.3	-0.1 %	2.9 %	1.4 %	19.9 %	9.5 %	0.0	0.3
100%	TLB8-Both-STEEL-TMST	33.3 %	0.3	-1.1 %	2.7 %	1.8 %	20.0 %	5.5 %	-0.4	0.3
100%	TLB8-Both-STEEL-ZEUS	50.0 %	0.3	-1.0 %	2.5 %	1.2 %	19.9 %	2.5 %	-0.4	0.3
100%	TLB9-Both-STEEL-ATI	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB9-Both-STEEL-NUE	100.0 %	0.1	0.6 %	1.2 %	0.6 %	19.9 %	2.0 %	0.5	0.1
100%	TLB9-Both-STEEL-SCHN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB9-Both-STEEL-TMST	0.0 %	0.2	-3.7 %	3.8 %	2.1 %	20.0 %	2.3 %	-1.0	0.2
100%	TLB9-Both-STEEL-TX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB9-Both-STEEL-ZEUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VBX1-Both-STEEL-ATI	75.0 %	0.3	0.2 %	1.6 %	0.8 %	20.0 %	1.4 %	0.2	0.3
100%	VBX1-Both-STEEL-CRS	40.0 %	0.4	-1.9 %	4.1 %	2.0 %	20.0 %	0.9 %	-0.5	0.4
100%	VBX1-Both-STEEL-NUE	40.0 %	0.4	0.0 %	1.3 %	0.7 %	19.9 %	1.8 %	0.0	0.4
100%	VBX1-Both-STEEL-RYI	60.0 %	0.4	1.9 %	1.1 %	0.6 %	20.0 %	1.3 %	1.7	0.4
100%	VBX1-Both-STEEL-SCHN	66.7 %	0.3	0.3 %	1.2 %	0.9 %	20.0 %	1.2 %	0.3	0.3
100%	VBX1-Both-STEEL-STLD	100.0 %	0.4	3.2 %	0.5 %	0.3 %	19.9 %	0.8 %	6.0	0.4
100%	VBX1-Both-STEEL-X	75.0 %	0.3	8.5 %	1.5 %	0.7 %	20.0 %	0.8 %	5.7	0.3
100%	VBX1-Both-STEEL-ZEUS	100.0 %	0.3	1.0 %	0.2 %	0.1 %	20.0 %	0.4 %	4.3	0.3
100%	VP1-Both-STEEL-CMC	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP1-Both-STEEL-CRS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP1-Both-STEEL-TX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP2-Both-STEEL-NUE	100.0 %	0.1	2.0 %	1.4 %	0.7 %	19.9 %	5.7 %	1.4	0.1
100%	WT1-Both-STEEL-CMC	0.0 %	0.1	-1.7 %	1.8 %	0.9 %	19.9 %	0.4 %	-1.0	0.1
100%	WT1-Both-STEEL-NUE	100.0 %	0.1	0.8 %	0.9 %	0.5 %	19.8 %	0.7 %	0.8	0.1
100%	WT1-Both-STEEL-RYI	100.0 %	0.1	1.1 %	0.3 %	0.2 %	20.0 %	0.6 %	3.2	0.1
100%	WT1-Both-STEEL-X	66.7 %	0.3	-1.1 %	3.8 %	2.6 %	20.0 %	3.8 %	-0.3	0.3
100%	WT1-Both-STEEL-ZEUS	0.0 %	0.1	-0.9 %	2.5 %	1.3 %	20.0 %	1.5 %	-0.3	0.1

Lists Used

List Name	Description	Dynamic List
STEEL-ATI	Group: STEEL-ATI	No
STEEL-CMC	Group: STEEL-CMC	No
STEEL-CRS	Group: STEEL-CRS	No
STEEL-NUE	Group: STEEL-NUE	No
STEEL-PKX	Group: STEEL-PKX	No
STEEL-RYI	Group: STEEL-RYI	No
STEEL-SCHN	Group: STEEL-SCHN	No
STEEL-STLD	Group: STEEL-STLD	No
STEEL-TMST	Group: STEEL-TMST	No
STEEL-TX	Group: STEEL-TX	No
STEEL-X	Group: STEEL-X	No
STEEL-ZEUS	Group: STEEL-ZEUS	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: 5/17/2016

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

Forward Test: 12/31/2015 to 5/17/2016

Max Draw Down: 7.1%

Per Trade Allocation: 20%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 10.4

Settings

Balance:

100,000

Return Calculation:

Compound

List Type:

Group

List:

STEEL

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:

5/17/2016

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:

59%

Volatile, Trending Markets

Swing:

41%

Cyclical Markets

Trending:

Strong Trending Markets