Portfolio

Calculate Over:

Steel Stocks

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

Return:

-12%

ROAI:

-20%

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
55.0%
-11.5%
-20.4%
18.0%
-0.6

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
TLB7-Both-STEEL-ATI	ATI	Long	19.90 %	292	9/11/2024 9:30:00 AM	$58.97	$63.13	7.05 %	Paper
TLB8-Both-STEEL-PKX	PKX	Short	19.94 %	261	10/7/2024 9:30:00 AM	$69.62	$68.71	1.31 %	Paper
VBX1-Both-STEEL-STLD	STLD	Short	19.90 %	143	9/27/2024 9:30:00 AM	$126.14	$130.00	-3.06 %	Paper

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

10/8/2023 - 10/8/2024
55.0%
-11.5%
-20.4%
18.0%
10.0%

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

-0.6
9.2
19.9%
56.4%
$88,466

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
NUE	TLB2-Both-STEEL-NUE	19.92 %	119	Long	$148.05	$150.09	1.38 %	9/20/2024 9:30:00 AM 9/20/24 9:30:00	10/3/2024 9:30:00 AM 10/03/24 9:30:00	Paper
ATI	TLB5-Both-STEEL-ATI	19.98 %	275	Long	$64.45	$65.59	1.77 %	9/20/2024 9:30:00 AM 9/20/24 9:30:00	10/3/2024 9:30:00 AM 10/03/24 9:30:00	Paper
ATI	TLB4-Both-STEEL-ATI	19.98 %	275	Long	$64.45	$66.20	2.72 %	9/20/2024 9:30:00 AM 9/20/24 9:30:00	9/27/2024 9:30:00 AM 9/27/24 9:30:00	Paper
CRS	R4-Both-STEEL-CRS	19.91 %	122	Long	$143.13	$143.10	-0.02 %	8/30/2024 9:30:00 AM 8/30/24 9:30:00	9/3/2024 9:30:00 AM 9/03/24 9:30:00	Paper
STLD	R6-Both-STEEL-STLD	19.86 %	143	Short	$118.89	$119.13	-0.20 %	8/28/2024 9:30:00 AM 8/28/24 9:30:00	8/30/2024 9:30:00 AM 8/30/24 9:30:00	Paper
STLD	R2-Both-STEEL-STLD	19.86 %	143	Short	$118.89	$119.13	-0.20 %	8/28/2024 9:30:00 AM 8/28/24 9:30:00	8/30/2024 9:30:00 AM 8/30/24 9:30:00	Paper
X	VBX1-Both-STEEL-X	19.94 %	459	Long	$37.64	$38.64	2.66 %	8/27/2024 9:30:00 AM 8/27/24 9:30:00	8/30/2024 9:30:00 AM 8/30/24 9:30:00	Paper
PKX	TLB1-Both-STEEL-PKX	19.95 %	284	Long	$60.63	$64.17	5.84 %	8/20/2024 9:30:00 AM 8/20/24 9:30:00	8/29/2024 9:30:00 AM 8/29/24 9:30:00	Paper
X	R4-Both-STEEL-X	19.94 %	446	Long	$38.66	$37.90	-1.97 %	8/22/2024 9:30:00 AM 8/22/24 9:30:00	8/28/2024 9:30:00 AM 8/28/24 9:30:00	Paper
X	R3-Both-STEEL-X	19.94 %	446	Long	$38.66	$37.90	-1.97 %	8/22/2024 9:30:00 AM 8/22/24 9:30:00	8/28/2024 9:30:00 AM 8/28/24 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.97 %	315	Long	$52.54	$53.61	2.04 %	8/5/2024 9:30:00 AM 8/05/24 9:30:00	8/12/2024 9:30:00 AM 8/12/24 9:30:00	Paper
STLD	TLB3-Both-STEEL-STLD	19.88 %	133	Long	$132.56	$123.03	-7.19 %	8/1/2024 9:30:00 AM 8/01/24 9:30:00	8/2/2024 9:30:00 AM 8/02/24 9:30:00	Paper
CMC	TLB7-Both-STEEL-CMC	19.91 %	308	Long	$54.40	$55.06	1.21 %	6/24/2024 9:30:00 AM 6/24/24 9:30:00	8/2/2024 9:30:00 AM 8/02/24 9:30:00	Paper
ATI	TLB2-Both-STEEL-ATI	19.95 %	276	Long	$62.67	$65.23	4.08 %	7/24/2024 9:30:00 AM 7/24/24 9:30:00	7/30/2024 9:30:00 AM 7/30/24 9:30:00	Paper
STLD	R9-Both-STEEL-STLD	19.76 %	136	Long	$126.94	$130.88	3.10 %	7/24/2024 9:30:00 AM 7/24/24 9:30:00	7/29/2024 9:30:00 AM 7/29/24 9:30:00	Paper
STLD	R5-Both-STEEL-STLD	19.76 %	136	Long	$126.94	$128.18	0.98 %	7/24/2024 9:30:00 AM 7/24/24 9:30:00	7/26/2024 9:30:00 AM 7/26/24 9:30:00	Paper
NUE	R6-Both-STEEL-NUE	19.78 %	102	Short	$165.90	$160.50	3.25 %	7/19/2024 9:30:00 AM 7/19/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
NUE	R2-Both-STEEL-NUE	19.78 %	102	Short	$165.90	$160.50	3.25 %	7/19/2024 9:30:00 AM 7/19/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
RYI	VBX1-Both-STEEL-RYI	19.97 %	754	Short	$22.61	$23.15	-2.39 %	7/17/2024 9:30:00 AM 7/17/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
TX	TLB10-Both-STEEL-TX	19.97 %	467	Short	$36.60	$35.75	2.32 %	7/18/2024 9:30:00 AM 7/18/24 9:30:00	7/19/2024 9:30:00 AM 7/19/24 9:30:00	Paper
CRS	TLB8-Both-STEEL-CRS	19.87 %	154	Short	$114.98	$118.19	-2.79 %	7/15/2024 9:30:00 AM 7/15/24 9:30:00	7/18/2024 9:30:00 AM 7/18/24 9:30:00	Paper
CMC	TLB2-Both-STEEL-CMC	19.92 %	312	Long	$55.51	$57.92	4.34 %	7/12/2024 9:30:00 AM 7/12/24 9:30:00	7/18/2024 9:30:00 AM 7/18/24 9:30:00	Paper
PKX	TLB1-Both-STEEL-PKX	19.86 %	240	Long	$71.23	$66.99	-5.95 %	7/12/2024 9:30:00 AM 7/12/24 9:30:00	7/17/2024 9:30:00 AM 7/17/24 9:30:00	Paper
STLD	R9-Both-STEEL-STLD	19.74 %	133	Long	$124.86	$127.55	2.15 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/11/2024 9:30:00 AM 7/11/24 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.91 %	319	Long	$52.21	$53.49	2.45 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/11/2024 9:30:00 AM 7/11/24 9:30:00	Paper
CRS	R3-Both-STEEL-CRS	19.95 %	157	Long	$106.67	$108.37	1.59 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/10/2024 9:30:00 AM 7/10/24 9:30:00	Paper
NUE	TLB9-Both-STEEL-NUE	19.80 %	99	Short	$172.19	$158.61	7.89 %	5/20/2024 9:30:00 AM 5/20/24 9:30:00	7/1/2024 9:30:00 AM 7/01/24 9:30:00	Paper
CRS	R4-Both-STEEL-CRS	19.94 %	171	Long	$101.05	$102.27	1.21 %	6/25/2024 9:30:00 AM 6/25/24 9:30:00	6/26/2024 9:30:00 AM 6/26/24 9:30:00	Paper
ATI	VBX1-Both-STEEL-ATI	19.92 %	305	Long	$55.21	$55.04	-0.31 %	6/18/2024 9:30:00 AM 6/18/24 9:30:00	6/26/2024 9:30:00 AM 6/26/24 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.92 %	324	Long	$51.83	$52.54	1.37 %	6/10/2024 9:30:00 AM 6/10/24 9:30:00	6/21/2024 9:30:00 AM 6/21/24 9:30:00	Paper
STLD	R5-Both-STEEL-STLD	19.81 %	133	Long	$126.80	$126.48	-0.25 %	6/7/2024 9:30:00 AM 6/07/24 9:30:00	6/18/2024 9:30:00 AM 6/18/24 9:30:00	Paper
ATI	VBX1-Both-STEEL-ATI	19.96 %	292	Long	$59.30	$53.32	-10.08 %	6/12/2024 9:30:00 AM 6/12/24 9:30:00	6/17/2024 9:30:00 AM 6/17/24 9:30:00	Paper
CRS	R7-Both-STEEL-CRS	19.85 %	162	Long	$104.30	$105.35	1.01 %	6/5/2024 9:30:00 AM 6/05/24 9:30:00	6/13/2024 9:30:00 AM 6/13/24 9:30:00	Paper
ATI	TLB2-Both-STEEL-ATI	19.98 %	295	Long	$61.25	$59.30	-3.18 %	5/1/2024 9:30:00 AM 5/01/24 9:30:00	6/12/2024 9:30:00 AM 6/12/24 9:30:00	Paper
NUE	TLB7-Both-STEEL-NUE	19.73 %	99	Long	$176.59	$160.26	-9.25 %	4/26/2024 9:30:00 AM 4/26/24 9:30:00	6/10/2024 9:30:00 AM 6/10/24 9:30:00	Paper
CRS	R9-Both-STEEL-CRS	19.85 %	162	Long	$104.30	$105.65	1.29 %	6/5/2024 9:30:00 AM 6/05/24 9:30:00	6/7/2024 9:30:00 AM 6/07/24 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.99 %	305	Long	$56.14	$56.47	0.59 %	5/23/2024 9:30:00 AM 5/23/24 9:30:00	6/3/2024 9:30:00 AM 6/03/24 9:30:00	Paper
NUE	TLB2-Both-STEEL-NUE	19.73 %	98	Long	$174.90	$167.88	-4.01 %	5/10/2024 9:30:00 AM 5/10/24 9:30:00	6/3/2024 9:30:00 AM 6/03/24 9:30:00	Paper
TX	R6-Both-STEEL-TX	19.97 %	420	Long	$39.97	$41.76	4.48 %	5/8/2024 9:30:00 AM 5/08/24 9:30:00	5/10/2024 9:30:00 AM 5/10/24 9:30:00	Paper
TX	R1-Both-STEEL-TX	19.97 %	420	Long	$39.97	$41.76	4.48 %	5/8/2024 9:30:00 AM 5/08/24 9:30:00	5/10/2024 9:30:00 AM 5/10/24 9:30:00	Paper
TX	R13-Both-STEEL-TX	19.96 %	420	Long	$40.59	$39.97	-1.53 %	5/6/2024 9:30:00 AM 5/06/24 9:30:00	5/8/2024 9:30:00 AM 5/08/24 9:30:00	Paper
TX	R4-Both-STEEL-TX	19.96 %	420	Long	$40.59	$39.97	-1.53 %	5/6/2024 9:30:00 AM 5/06/24 9:30:00	5/8/2024 9:30:00 AM 5/08/24 9:30:00	Paper
STLD	R5-Both-STEEL-STLD	19.80 %	132	Long	$131.79	$136.16	3.32 %	5/3/2024 9:30:00 AM 5/03/24 9:30:00	5/6/2024 9:30:00 AM 5/06/24 9:30:00	Paper
ZEUS	R5-Both-STEEL-ZEUS	19.91 %	274	Long	$64.19	$57.56	-10.33 %	5/2/2024 9:30:00 AM 5/02/24 9:30:00	5/6/2024 9:30:00 AM 5/06/24 9:30:00	Paper
ZEUS	R7-Both-STEEL-ZEUS	19.91 %	276	Long	$64.24	$57.56	-10.40 %	5/1/2024 9:30:00 AM 5/01/24 9:30:00	5/6/2024 9:30:00 AM 5/06/24 9:30:00	Paper
STLD	R4-Both-STEEL-STLD	19.92 %	134	Long	$130.27	$131.79	1.17 %	5/2/2024 9:30:00 AM 5/02/24 9:30:00	5/3/2024 9:30:00 AM 5/03/24 9:30:00	Paper
NUE	R7-Both-STEEL-NUE	19.79 %	100	Long	$171.39	$174.29	1.69 %	4/25/2024 9:30:00 AM 4/25/24 9:30:00	4/30/2024 9:30:00 AM 4/30/24 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.93 %	324	Long	$53.16	$54.44	2.41 %	4/25/2024 9:30:00 AM 4/25/24 9:30:00	4/30/2024 9:30:00 AM 4/30/24 9:30:00	Paper
CMC	R8-Both-STEEL-CMC	19.92 %	318	Long	$54.64	$54.44	-0.37 %	4/24/2024 9:30:00 AM 4/24/24 9:30:00	4/30/2024 9:30:00 AM 4/30/24 9:30:00	Paper
CMC	R4-Both-STEEL-CMC	19.93 %	325	Long	$55.07	$54.44	-1.14 %	4/16/2024 9:30:00 AM 4/16/24 9:30:00	4/30/2024 9:30:00 AM 4/30/24 9:30:00	Paper
ATI	VBX1-Both-STEEL-ATI	19.96 %	354	Long	$48.91	$50.26	2.76 %	4/25/2024 9:30:00 AM 4/25/24 9:30:00	4/26/2024 9:30:00 AM 4/26/24 9:30:00	Paper
STLD	R5-Both-STEEL-STLD	19.93 %	129	Long	$142.29	$141.06	-0.86 %	4/15/2024 9:30:00 AM 4/15/24 9:30:00	4/24/2024 9:30:00 AM 4/24/24 9:30:00	Paper
NUE	R7-Both-STEEL-NUE	19.66 %	92	Long	$197.10	$175.00	-11.21 %	4/15/2024 9:30:00 AM 4/15/24 9:30:00	4/24/2024 9:30:00 AM 4/24/24 9:30:00	Paper
STLD	R9-Both-STEEL-STLD	19.80 %	125	Long	$144.29	$133.53	-7.46 %	4/12/2024 9:30:00 AM 4/12/24 9:30:00	4/23/2024 9:30:00 AM 4/23/24 9:30:00	Paper
PKX	TLB8-Both-STEEL-PKX	19.87 %	218	Short	$82.73	$71.14	14.01 %	3/18/2024 9:30:00 AM 3/18/24 9:30:00	4/23/2024 9:30:00 AM 4/23/24 9:30:00	Paper
NUE	WT1-Both-STEEL-NUE	19.85 %	93	Long	$190.93	$197.10	3.23 %	3/20/2024 9:30:00 AM 3/20/24 9:30:00	4/15/2024 9:30:00 AM 4/15/24 9:30:00	Paper
CMC	R4-Both-STEEL-CMC	19.94 %	316	Long	$58.83	$57.16	-2.84 %	4/9/2024 9:30:00 AM 4/09/24 9:30:00	4/10/2024 9:30:00 AM 4/10/24 9:30:00	Paper
RYI	VBX1-Both-STEEL-RYI	19.98 %	543	Short	$33.14	$32.85	0.88 %	4/2/2024 9:30:00 AM 4/02/24 9:30:00	4/3/2024 9:30:00 AM 4/03/24 9:30:00	Paper
TX	TLB10-Both-STEEL-TX	19.96 %	472	Short	$38.99	$41.09	-5.39 %	3/5/2024 9:30:00 AM 3/05/24 9:30:00	3/21/2024 9:30:00 AM 3/21/24 9:30:00	Paper
NUE	R10-Both-STEEL-NUE	19.79 %	96	Long	$183.13	$189.87	3.68 %	3/14/2024 9:30:00 AM 3/14/24 9:30:00	3/18/2024 9:30:00 AM 3/18/24 9:30:00	Paper
STLD	TLB8-Both-STEEL-STLD	19.86 %	139	Short	$131.66	$138.46	-5.16 %	3/13/2024 9:30:00 AM 3/13/24 9:30:00	3/18/2024 9:30:00 AM 3/18/24 9:30:00	Paper
NUE	R8-Both-STEEL-NUE	19.90 %	100	Long	$184.45	$189.87	2.94 %	3/13/2024 9:30:00 AM 3/13/24 9:30:00	3/18/2024 9:30:00 AM 3/18/24 9:30:00	Paper
X	WT1-Both-STEEL-X	19.97 %	398	Long	$47.00	$39.18	-16.64 %	2/26/2024 9:30:00 AM 2/26/24 9:30:00	3/14/2024 9:30:00 AM 3/14/24 9:30:00	Paper
CMC	R6-Both-STEEL-CMC	19.93 %	344	Long	$54.03	$53.72	-0.57 %	3/8/2024 9:30:00 AM 3/08/24 9:30:00	3/11/2024 9:30:00 AM 3/11/24 9:30:00	Paper
CMC	R1-Both-STEEL-CMC	19.93 %	344	Long	$54.03	$53.72	-0.57 %	3/8/2024 9:30:00 AM 3/08/24 9:30:00	3/11/2024 9:30:00 AM 3/11/24 9:30:00	Paper
CMC	R4-Both-STEEL-CMC	19.92 %	347	Long	$53.32	$54.03	1.33 %	3/6/2024 9:30:00 AM 3/06/24 9:30:00	3/8/2024 9:30:00 AM 3/08/24 9:30:00	Paper
CMC	R8-Both-STEEL-CMC	19.97 %	347	Long	$54.06	$54.03	-0.06 %	3/4/2024 9:30:00 AM 3/04/24 9:30:00	3/8/2024 9:30:00 AM 3/08/24 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.97 %	347	Long	$54.06	$54.03	-0.06 %	3/4/2024 9:30:00 AM 3/04/24 9:30:00	3/8/2024 9:30:00 AM 3/08/24 9:30:00	Paper
RYI	WT1-Both-STEEL-RYI	19.96 %	532	Long	$34.33	$30.88	-10.05 %	1/30/2024 9:30:00 AM 1/30/24 9:30:00	3/6/2024 9:30:00 AM 3/06/24 9:30:00	Paper
RYI	VBX1-Both-STEEL-RYI	19.96 %	585	Long	$31.71	$32.24	1.67 %	2/29/2024 9:30:00 AM 2/29/24 9:30:00	3/4/2024 9:30:00 AM 3/04/24 9:30:00	Paper
ZEUS	R8-Both-STEEL-ZEUS	19.93 %	272	Long	$67.49	$67.75	0.39 %	2/28/2024 9:30:00 AM 2/28/24 9:30:00	3/4/2024 9:30:00 AM 3/04/24 9:30:00	Paper
ZEUS	R3-Both-STEEL-ZEUS	19.92 %	269	Long	$69.80	$67.75	-2.94 %	2/26/2024 9:30:00 AM 2/26/24 9:30:00	3/4/2024 9:30:00 AM 3/04/24 9:30:00	Paper
ZEUS	WT1-Both-STEEL-ZEUS	19.90 %	271	Long	$68.40	$68.63	0.34 %	1/26/2024 9:30:00 AM 1/26/24 9:30:00	2/27/2024 9:30:00 AM 2/27/24 9:30:00	Paper
STLD	R3-Both-STEEL-STLD	19.91 %	154	Long	$120.04	$124.47	3.69 %	2/15/2024 9:30:00 AM 2/15/24 9:30:00	2/16/2024 9:30:00 AM 2/16/24 9:30:00	Paper
NUE	R3-Both-STEEL-NUE	19.74 %	101	Long	$181.42	$186.81	2.97 %	2/15/2024 9:30:00 AM 2/15/24 9:30:00	2/16/2024 9:30:00 AM 2/16/24 9:30:00	Paper
CMC	WT1-Both-STEEL-CMC	19.93 %	354	Long	$52.19	$52.74	1.05 %	1/26/2024 9:30:00 AM 1/26/24 9:30:00	2/14/2024 9:30:00 AM 2/14/24 9:30:00	Paper
NUE	WT1-Both-STEEL-NUE	19.72 %	107	Long	$174.78	$180.23	3.12 %	12/19/2023 9:30:00 AM 12/19/23 9:30:00	2/14/2024 9:30:00 AM 2/14/24 9:30:00	Paper
NUE	R11-Both-STEEL-NUE	19.77 %	99	Long	$185.92	$186.56	0.34 %	2/8/2024 9:30:00 AM 2/08/24 9:30:00	2/9/2024 9:30:00 AM 2/09/24 9:30:00	Paper
X	R5-Both-STEEL-X	19.97 %	400	Long	$45.28	$46.07	1.74 %	2/6/2024 9:30:00 AM 2/06/24 9:30:00	2/8/2024 9:30:00 AM 2/08/24 9:30:00	Paper
ATI	TLB7-Both-STEEL-ATI	19.92 %	432	Long	$43.63	$41.24	-5.48 %	1/23/2024 9:30:00 AM 1/23/24 9:30:00	1/26/2024 9:30:00 AM 1/26/24 9:30:00	Paper
NUE	VP2-Both-STEEL-NUE	19.69 %	107	Short	$177.45	$175.20	1.27 %	12/21/2023 9:30:00 AM 12/21/23 9:30:00	1/26/2024 9:30:00 AM 1/26/24 9:30:00	Paper
TX	R4-Both-STEEL-TX	19.98 %	480	Long	$38.84	$39.13	0.75 %	1/19/2024 9:30:00 AM 1/19/24 9:30:00	1/25/2024 9:30:00 AM 1/25/24 9:30:00	Paper
X	R4-Both-STEEL-X	19.92 %	395	Long	$47.42	$47.23	-0.40 %	1/16/2024 9:30:00 AM 1/16/24 9:30:00	1/19/2024 9:30:00 AM 1/19/24 9:30:00	Paper
STLD	R5-Both-STEEL-STLD	19.92 %	162	Long	$117.83	$112.46	-4.56 %	1/2/2024 9:30:00 AM 1/02/24 9:30:00	1/19/2024 9:30:00 AM 1/19/24 9:30:00	Paper
TMST	R5-Both-STEEL-TMST	19.97 %	867	Long	$21.71	$20.03	-7.74 %	1/9/2024 9:30:00 AM 1/09/24 9:30:00	1/18/2024 9:30:00 AM 1/18/24 9:30:00	Paper
STLD	R3-Both-STEEL-STLD	19.88 %	166	Long	$112.75	$112.93	0.16 %	1/11/2024 9:30:00 AM 1/11/24 9:30:00	1/16/2024 9:30:00 AM 1/16/24 9:30:00	Paper
CRS	R7-Both-STEEL-CRS	19.94 %	280	Long	$68.26	$66.05	-3.24 %	1/4/2024 9:30:00 AM 1/04/24 9:30:00	1/11/2024 9:30:00 AM 1/11/24 9:30:00	Paper
CMC	R7-Both-STEEL-CMC	19.94 %	389	Long	$49.17	$51.20	4.13 %	1/4/2024 9:30:00 AM 1/04/24 9:30:00	1/9/2024 9:30:00 AM 1/09/24 9:30:00	Paper
NUE	R11-Both-STEEL-NUE	19.98 %	109	Long	$173.00	$176.53	2.04 %	1/3/2024 9:30:00 AM 1/03/24 9:30:00	1/4/2024 9:30:00 AM 1/04/24 9:30:00	Paper
ATI	TLB7-Both-STEEL-ATI	19.95 %	445	Long	$43.18	$43.06	-0.28 %	12/15/2023 9:30:00 AM 12/15/23 9:30:00	1/4/2024 9:30:00 AM 1/04/24 9:30:00	Paper
TMST	TLB8-Both-STEEL-TMST	19.97 %	965	Short	$20.79	$23.00	-10.63 %	11/17/2023 9:30:00 AM 11/17/23 9:30:00	12/18/2023 9:30:00 AM 12/18/23 9:30:00	Paper
TX	TLB9-Both-STEEL-TX	19.96 %	509	Short	$38.45	$41.30	-7.41 %	12/13/2023 9:30:00 AM 12/13/23 9:30:00	12/15/2023 9:30:00 AM 12/15/23 9:30:00	Paper
NUE	R7-Both-STEEL-NUE	19.82 %	120	Long	$160.58	$165.03	2.77 %	12/11/2023 9:30:00 AM 12/11/23 9:30:00	12/12/2023 9:30:00 AM 12/12/23 9:30:00	Paper
PKX	TLB1-Both-STEEL-PKX	19.89 %	226	Long	$85.51	$85.02	-0.57 %	11/10/2023 9:30:00 AM 11/10/23 9:30:00	12/7/2023 9:30:00 AM 12/07/23 9:30:00	Paper
CMC	R6-Both-STEEL-CMC	19.95 %	425	Short	$45.98	$45.51	1.02 %	12/5/2023 9:30:00 AM 12/05/23 9:30:00	12/6/2023 9:30:00 AM 12/06/23 9:30:00	Paper
ATI	TLB10-Both-STEEL-ATI	19.96 %	471	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	19.96 %	363	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	19.77 %	125	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 %	464	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 %	574	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

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	HCT1-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-STEEL-PKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-STEEL-PKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-STEEL-SCHN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-STEEL-PKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-SCHN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-STEEL-SCHN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-STEEL-SCHN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-PKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-STEEL-PKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-STEEL-PKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-STEEL-PKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB8-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB8-Both-STEEL-PKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB8-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB8-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB8-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-STEEL-SCHN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-STEEL-TMST	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-STEEL-ATI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-STEEL-SCHN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-STEEL-STLD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-STEEL-CRS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-STEEL-TX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-STEEL-CMC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-STEEL-NUE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-STEEL-RYI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-STEEL-X	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-STEEL-ZEUS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a

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: 18.0%

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: 9.2

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