Portfolio

Portfolio Image

Cosmetic Stocks

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

Return:

0%

ROAI:

0%

Stability:

 
50

Consistency:

 
58
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
SELECT Portfolio

Both
Short
Stocks
Swing Trading


How This Portfolio was Built:
#Strategies: 132 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
TLB9-Both-SOAPS-COSMETICS-CLCLShort19.91 %2617/19/2022 9:30:00 AM$77.49$80.29-3.61 %Paper
TLB1-Both-SOAPS-COSMETICS-HELEHELELong19.84 %1488/9/2022 9:30:00 AM$132.90$134.981.57 %Paper
TLB8-Both-SOAPS-COSMETICS-PGPGShort19.83 %1408/3/2022 9:30:00 AM$141.66$146.67-3.54 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
8/14/2021 - 8/12/2022
58.5%
-0.2%
-0.3%
9.4%
8.2%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

0.0
8.9
19.9%
56.8%
$99,803

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
HELER6-Both-SOAPS-COSMETICS-HELE19.91 %148Short$134.50$135.68-0.88 %
7/26/2022 9:30:00 AM
7/26/22 9:30:00
7/27/2022 9:30:00 AM
7/27/22 9:30:00
Paper
CLXTLB1-Both-SOAPS-COSMETICS-CLX19.86 %155Long$125.35$145.1915.83 %
6/22/2022 9:30:00 AM
6/22/22 9:30:00
7/27/2022 9:30:00 AM
7/27/22 9:30:00
Paper
CLR7-Both-SOAPS-COSMETICS-CL19.98 %256Long$78.61$77.50-1.41 %
7/12/2022 9:30:00 AM
7/12/22 9:30:00
7/25/2022 9:30:00 AM
7/25/22 9:30:00
Paper
CLXR5-Both-SOAPS-COSMETICS-CLX19.84 %141Short$144.01$141.921.45 %
7/5/2022 9:30:00 AM
7/05/22 9:30:00
7/11/2022 9:30:00 AM
7/11/22 9:30:00
Paper
HELETLB1-Both-SOAPS-COSMETICS-HELE19.78 %122Long$161.21$153.00-5.09 %
6/29/2022 9:30:00 AM
6/29/22 9:30:00
7/8/2022 9:30:00 AM
7/08/22 9:30:00
Paper
CLXTLB2-Both-SOAPS-COSMETICS-CLX19.78 %141Long$140.79$145.273.18 %
6/24/2022 9:30:00 AM
6/24/22 9:30:00
7/8/2022 9:30:00 AM
7/08/22 9:30:00
Paper
PGR5-Both-SOAPS-COSMETICS-PG19.80 %139Short$144.20$141.601.80 %
6/24/2022 9:30:00 AM
6/24/22 9:30:00
6/29/2022 9:30:00 AM
6/29/22 9:30:00
Paper
CLXR5-Both-SOAPS-COSMETICS-CLX19.78 %141Short$140.79$137.722.18 %
6/24/2022 9:30:00 AM
6/24/22 9:30:00
6/29/2022 9:30:00 AM
6/29/22 9:30:00
Paper
CLTLB9-Both-SOAPS-COSMETICS-CL19.96 %254Short$79.20$78.151.33 %
6/6/2022 9:30:00 AM
6/06/22 9:30:00
6/23/2022 9:30:00 AM
6/23/22 9:30:00
Paper
NUSTLB1-Both-SOAPS-COSMETICS-NUS19.96 %431Long$46.99$43.75-6.90 %
6/1/2022 9:30:00 AM
6/01/22 9:30:00
6/14/2022 9:30:00 AM
6/14/22 9:30:00
Paper
ULTLB1-Both-SOAPS-COSMETICS-UL19.96 %429Long$46.90$44.19-5.78 %
6/2/2022 9:30:00 AM
6/02/22 9:30:00
6/13/2022 9:30:00 AM
6/13/22 9:30:00
Paper
ULVP1-Both-SOAPS-COSMETICS-UL19.95 %448Long$44.21$44.19-0.05 %
5/23/2022 9:30:00 AM
5/23/22 9:30:00
6/13/2022 9:30:00 AM
6/13/22 9:30:00
Paper
ELTLB2-Both-SOAPS-COSMETICS-EL19.65 %77Long$253.68$267.885.60 %
5/31/2022 9:30:00 AM
5/31/22 9:30:00
6/6/2022 9:30:00 AM
6/06/22 9:30:00
Paper
CHDTLB2-Both-SOAPS-COSMETICS-CHD19.94 %203Long$98.50$89.55-9.09 %
5/10/2022 9:30:00 AM
5/10/22 9:30:00
5/19/2022 9:30:00 AM
5/19/22 9:30:00
Paper
PGVBX1-Both-SOAPS-COSMETICS-PG19.80 %130Long$152.58$155.131.67 %
5/13/2022 9:30:00 AM
5/13/22 9:30:00
5/17/2022 9:30:00 AM
5/17/22 9:30:00
Paper
PGR9-Both-SOAPS-COSMETICS-PG19.80 %130Long$152.58$153.470.58 %
5/13/2022 9:30:00 AM
5/13/22 9:30:00
5/16/2022 9:30:00 AM
5/16/22 9:30:00
Paper
PGR8-Both-SOAPS-COSMETICS-PG19.99 %131Long$153.52$153.47-0.03 %
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
CHDR7-Both-SOAPS-COSMETICS-CHD19.93 %205Long$96.09$98.502.51 %
5/5/2022 9:30:00 AM
5/05/22 9:30:00
5/10/2022 9:30:00 AM
5/10/22 9:30:00
Paper
CHDR9-Both-SOAPS-COSMETICS-CHD19.88 %205Long$96.34$98.502.24 %
5/3/2022 9:30:00 AM
5/03/22 9:30:00
5/10/2022 9:30:00 AM
5/10/22 9:30:00
Paper
CLXTLB1-Both-SOAPS-COSMETICS-CLX19.83 %143Long$136.01$143.455.47 %
3/24/2022 9:30:00 AM
3/24/22 9:30:00
5/2/2022 9:30:00 AM
5/02/22 9:30:00
Paper
HELEVBX1-Both-SOAPS-COSMETICS-HELE19.76 %93Short$210.10$207.591.19 %
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
HELER5-Both-SOAPS-COSMETICS-HELE19.65 %91Short$213.75$207.592.88 %
4/21/2022 9:30:00 AM
4/21/22 9:30:00
4/25/2022 9:30:00 AM
4/25/22 9:30:00
Paper
HELETLB4-Both-SOAPS-COSMETICS-HELE19.74 %97Long$203.69$212.044.10 %
4/12/2022 9:30:00 AM
4/12/22 9:30:00
4/20/2022 9:30:00 AM
4/20/22 9:30:00
Paper
CLVBX1-Both-SOAPS-COSMETICS-CL19.92 %250Short$78.87$79.85-1.24 %
4/7/2022 9:30:00 AM
4/07/22 9:30:00
4/19/2022 9:30:00 AM
4/19/22 9:30:00
Paper
NUSTLB1-Both-SOAPS-COSMETICS-NUS19.95 %417Long$47.77$47.00-1.61 %
3/21/2022 9:30:00 AM
3/21/22 9:30:00
4/19/2022 9:30:00 AM
4/19/22 9:30:00
Paper
CLXR5-Both-SOAPS-COSMETICS-CLX19.84 %141Short$138.13$146.85-6.31 %
3/30/2022 9:30:00 AM
3/30/22 9:30:00
4/12/2022 9:30:00 AM
4/12/22 9:30:00
Paper
NUSR5-Both-SOAPS-COSMETICS-NUS19.95 %407Short$48.32$48.320.00 %
3/30/2022 9:30:00 AM
3/30/22 9:30:00
4/7/2022 9:30:00 AM
4/07/22 9:30:00
Paper
HELETLB1-Both-SOAPS-COSMETICS-HELE19.76 %95Long$204.73$196.45-4.04 %
3/1/2022 9:30:00 AM
3/01/22 9:30:00
3/25/2022 9:30:00 AM
3/25/22 9:30:00
Paper
PGR5-Both-SOAPS-COSMETICS-PG19.87 %133Long$148.83$150.631.21 %
3/9/2022 9:30:00 AM
3/09/22 9:30:00
3/16/2022 9:30:00 AM
3/16/22 9:30:00
Paper
CHDTLB5-Both-SOAPS-COSMETICS-CHD19.89 %201Long$97.72$96.26-1.49 %
3/1/2022 9:30:00 AM
3/01/22 9:30:00
3/9/2022 9:30:00 AM
3/09/22 9:30:00
Paper
HELER6-Both-SOAPS-COSMETICS-HELE19.73 %96Short$204.74$204.610.06 %
3/7/2022 9:30:00 AM
3/07/22 9:30:00
3/8/2022 9:30:00 AM
3/08/22 9:30:00
Paper
CHDTLB4-Both-SOAPS-COSMETICS-CHD19.89 %201Long$97.72$100.302.64 %
3/1/2022 9:30:00 AM
3/01/22 9:30:00
3/7/2022 9:30:00 AM
3/07/22 9:30:00
Paper
PGR9-Both-SOAPS-COSMETICS-PG19.75 %128Long$152.33$154.311.30 %
2/25/2022 9:30:00 AM
2/25/22 9:30:00
3/1/2022 9:30:00 AM
3/01/22 9:30:00
Paper
COTYTLB1-Both-SOAPS-COSMETICS-COTY19.99 %2148Long$9.40$8.85-5.85 %
2/10/2022 9:30:00 AM
2/10/22 9:30:00
2/25/2022 9:30:00 AM
2/25/22 9:30:00
Paper
NUSTLB1-Both-SOAPS-COSMETICS-NUS19.92 %367Long$54.75$47.61-13.04 %
2/18/2022 9:30:00 AM
2/18/22 9:30:00
2/24/2022 9:30:00 AM
2/24/22 9:30:00
Paper
CHDR8-Both-SOAPS-COSMETICS-CHD19.89 %208Long$99.17$98.29-0.89 %
2/11/2022 9:30:00 AM
2/11/22 9:30:00
2/22/2022 9:30:00 AM
2/22/22 9:30:00
Paper
CHDR7-Both-SOAPS-COSMETICS-CHD19.91 %205Long$100.19$98.29-1.90 %
2/10/2022 9:30:00 AM
2/10/22 9:30:00
2/22/2022 9:30:00 AM
2/22/22 9:30:00
Paper
CLR7-Both-SOAPS-COSMETICS-CL19.93 %255Long$80.38$79.31-1.33 %
2/10/2022 9:30:00 AM
2/10/22 9:30:00
2/18/2022 9:30:00 AM
2/18/22 9:30:00
Paper
CLVBX1-Both-SOAPS-COSMETICS-CL19.93 %255Long$81.10$79.31-2.21 %
2/9/2022 9:30:00 AM
2/09/22 9:30:00
2/18/2022 9:30:00 AM
2/18/22 9:30:00
Paper
CHDR4-Both-SOAPS-COSMETICS-CHD19.88 %203Long$96.66$102.506.04 %
1/28/2022 9:30:00 AM
1/28/22 9:30:00
1/31/2022 9:30:00 AM
1/31/22 9:30:00
Paper
CHDR1-Both-SOAPS-COSMETICS-CHD19.88 %203Long$96.66$102.506.04 %
1/28/2022 9:30:00 AM
1/28/22 9:30:00
1/31/2022 9:30:00 AM
1/31/22 9:30:00
Paper
NUSR6-Both-SOAPS-COSMETICS-NUS19.95 %414Long$48.06$49.533.06 %
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
CLXR3-Both-SOAPS-COSMETICS-CLX19.96 %117Long$175.55$166.26-5.29 %
1/25/2022 9:30:00 AM
1/25/22 9:30:00
1/31/2022 9:30:00 AM
1/31/22 9:30:00
Paper
NUSR4-Both-SOAPS-COSMETICS-NUS19.95 %409Long$50.50$49.53-1.92 %
1/24/2022 9:30:00 AM
1/24/22 9:30:00
1/31/2022 9:30:00 AM
1/31/22 9:30:00
Paper
CLR9-Both-SOAPS-COSMETICS-CL19.87 %244Long$81.96$81.960.00 %
1/27/2022 9:30:00 AM
1/27/22 9:30:00
1/28/2022 9:30:00 AM
1/28/22 9:30:00
Paper
CLXR5-Both-SOAPS-COSMETICS-CLX19.80 %116Long$177.06$164.75-6.95 %
1/21/2022 9:30:00 AM
1/21/22 9:30:00
1/27/2022 9:30:00 AM
1/27/22 9:30:00
Paper
PGR10-Both-SOAPS-COSMETICS-PG19.88 %127Long$160.12$163.001.80 %
1/20/2022 9:30:00 AM
1/20/22 9:30:00
1/21/2022 9:30:00 AM
1/21/22 9:30:00
Paper
PGR4-Both-SOAPS-COSMETICS-PG19.88 %127Long$160.12$163.001.80 %
1/20/2022 9:30:00 AM
1/20/22 9:30:00
1/21/2022 9:30:00 AM
1/21/22 9:30:00
Paper
CLXTLB7-Both-SOAPS-COSMETICS-CLX19.84 %118Long$173.00$177.062.35 %
12/14/2021 9:30:00 AM
12/14/21 9:30:00
1/21/2022 9:30:00 AM
1/21/22 9:30:00
Paper
PGR1-Both-SOAPS-COSMETICS-PG19.83 %132Long$158.53$160.121.00 %
1/18/2022 9:30:00 AM
1/18/22 9:30:00
1/20/2022 9:30:00 AM
1/20/22 9:30:00
Paper
CLXWT1-Both-SOAPS-COSMETICS-CLX19.76 %116Long$175.34$181.003.23 %
12/16/2021 9:30:00 AM
12/16/21 9:30:00
1/20/2022 9:30:00 AM
1/20/22 9:30:00
Paper
ULTLB1-Both-SOAPS-COSMETICS-UL19.98 %385Long$52.47$49.50-5.66 %
12/8/2021 9:30:00 AM
12/08/21 9:30:00
1/19/2022 9:30:00 AM
1/19/22 9:30:00
Paper
CLR9-Both-SOAPS-COSMETICS-CL19.88 %253Long$83.02$82.78-0.29 %
1/12/2022 9:30:00 AM
1/12/22 9:30:00
1/18/2022 9:30:00 AM
1/18/22 9:30:00
Paper
COTYR9-Both-SOAPS-COSMETICS-COTY20.00 %2141Long$10.02$8.90-11.18 %
1/10/2022 9:30:00 AM
1/10/22 9:30:00
1/18/2022 9:30:00 AM
1/18/22 9:30:00
Paper
ELR9-Both-SOAPS-COSMETICS-EL19.61 %59Long$355.00$343.97-3.11 %
1/7/2022 9:30:00 AM
1/07/22 9:30:00
1/12/2022 9:30:00 AM
1/12/22 9:30:00
Paper
COTYTLB2-Both-SOAPS-COSMETICS-COTY19.99 %2038Long$10.16$10.624.53 %
12/22/2021 9:30:00 AM
12/22/21 9:30:00
1/5/2022 9:30:00 AM
1/05/22 9:30:00
Paper
CLXR3-Both-SOAPS-COSMETICS-CLX19.72 %121Long$169.50$172.441.73 %
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
HELER4-Both-SOAPS-COSMETICS-HELE19.62 %84Long$241.98$245.661.52 %
12/22/2021 9:30:00 AM
12/22/21 9:30:00
12/23/2021 9:30:00 AM
12/23/21 9:30:00
Paper
COTYR3-Both-SOAPS-COSMETICS-COTY19.99 %2115Long$9.58$10.166.05 %
12/20/2021 9:30:00 AM
12/20/21 9:30:00
12/22/2021 9:30:00 AM
12/22/21 9:30:00
Paper
CLTLB5-Both-SOAPS-COSMETICS-CL19.95 %256Long$78.25$82.315.19 %
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
CLTLB3-Both-SOAPS-COSMETICS-CL19.90 %251Long$81.20$82.711.86 %
12/14/2021 9:30:00 AM
12/14/21 9:30:00
12/16/2021 9:30:00 AM
12/16/21 9:30:00
Paper
CLTLB4-Both-SOAPS-COSMETICS-CL19.95 %256Long$78.25$79.281.32 %
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
HELER7-Both-SOAPS-COSMETICS-HELE19.81 %83Long$237.44$254.887.35 %
12/2/2021 9:30:00 AM
12/02/21 9:30:00
12/7/2021 9:30:00 AM
12/07/21 9:30:00
Paper
PGTLB8-Both-SOAPS-COSMETICS-PG19.82 %133Short$147.81$151.95-2.80 %
11/30/2021 9:30:00 AM
11/30/21 9:30:00
12/7/2021 9:30:00 AM
12/07/21 9:30:00
Paper
CHDR11-Both-SOAPS-COSMETICS-CHD19.93 %218Long$90.95$92.331.52 %
12/2/2021 9:30:00 AM
12/02/21 9:30:00
12/6/2021 9:30:00 AM
12/06/21 9:30:00
Paper
ELR8-Both-SOAPS-COSMETICS-EL19.46 %58Long$336.89$337.580.20 %
11/29/2021 9:30:00 AM
11/29/21 9:30:00
12/6/2021 9:30:00 AM
12/06/21 9:30:00
Paper
CHDR3-Both-SOAPS-COSMETICS-CHD19.93 %218Long$90.95$91.820.96 %
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
CLXTLB10-Both-SOAPS-COSMETICS-CLX19.89 %120Short$168.64$163.003.34 %
11/19/2021 9:30:00 AM
11/19/21 9:30:00
12/1/2021 9:30:00 AM
12/01/21 9:30:00
Paper
CLXTLB1-Both-SOAPS-COSMETICS-CLX19.84 %115Long$164.00$163.00-0.61 %
11/3/2021 9:30:00 AM
11/03/21 9:30:00
12/1/2021 9:30:00 AM
12/01/21 9:30:00
Paper
HELETLB1-Both-SOAPS-COSMETICS-HELE19.77 %82Long$228.98$244.306.69 %
10/20/2021 9:30:00 AM
10/20/21 9:30:00
12/1/2021 9:30:00 AM
12/01/21 9:30:00
Paper
NUSTLB1-Both-SOAPS-COSMETICS-NUS19.97 %470Long$40.60$44.419.38 %
10/13/2021 9:30:00 AM
10/13/21 9:30:00
11/29/2021 9:30:00 AM
11/29/21 9:30:00
Paper
CLVBX1-Both-SOAPS-COSMETICS-CL19.91 %251Short$77.85$77.92-0.09 %
11/8/2021 9:30:00 AM
11/08/21 9:30:00
11/12/2021 9:30:00 AM
11/12/21 9:30:00
Paper
CLR5-Both-SOAPS-COSMETICS-CL19.91 %251Short$77.85$77.92-0.09 %
11/8/2021 9:30:00 AM
11/08/21 9:30:00
11/12/2021 9:30:00 AM
11/12/21 9:30:00
Paper
CLXR5-Both-SOAPS-COSMETICS-CLX19.84 %115Short$164.00$163.130.53 %
11/3/2021 9:30:00 AM
11/03/21 9:30:00
11/8/2021 9:30:00 AM
11/08/21 9:30:00
Paper
ELTLB7-Both-SOAPS-COSMETICS-EL19.71 %59Long$316.35$335.005.90 %
10/7/2021 9:30:00 AM
10/07/21 9:30:00
11/3/2021 9:30:00 AM
11/03/21 9:30:00
Paper
HELER7-Both-SOAPS-COSMETICS-HELE19.82 %84Long$228.40$224.86-1.55 %
10/26/2021 9:30:00 AM
10/26/21 9:30:00
11/1/2021 9:30:00 AM
11/01/21 9:30:00
Paper
HELER11-Both-SOAPS-COSMETICS-HELE19.66 %82Long$226.54$231.932.38 %
9/27/2021 9:30:00 AM
9/27/21 9:30:00
10/8/2021 9:30:00 AM
10/08/21 9:30:00
Paper
PGVBX1-Both-SOAPS-COSMETICS-PG19.98 %134Long$138.80$141.752.13 %
10/5/2021 9:30:00 AM
10/05/21 9:30:00
10/7/2021 9:30:00 AM
10/07/21 9:30:00
Paper
PGR9-Both-SOAPS-COSMETICS-PG19.92 %134Long$140.27$141.751.06 %
9/29/2021 9:30:00 AM
9/29/21 9:30:00
10/7/2021 9:30:00 AM
10/07/21 9:30:00
Paper
PGR5-Both-SOAPS-COSMETICS-PG19.92 %134Long$140.27$141.751.06 %
9/29/2021 9:30:00 AM
9/29/21 9:30:00
10/7/2021 9:30:00 AM
10/07/21 9:30:00
Paper
CLTLB2-Both-SOAPS-COSMETICS-CL19.91 %246Long$77.12$75.51-2.09 %
9/30/2021 9:30:00 AM
9/30/21 9:30:00
10/4/2021 9:30:00 AM
10/04/21 9:30:00
Paper
ELTLB7-Both-SOAPS-COSMETICS-EL19.61 %58Long$319.96$303.48-5.15 %
9/24/2021 9:30:00 AM
9/24/21 9:30:00
10/1/2021 9:30:00 AM
10/01/21 9:30:00
Paper
HELER8-Both-SOAPS-COSMETICS-HELE19.66 %82Long$226.54$228.941.06 %
9/27/2021 9:30:00 AM
9/27/21 9:30:00
9/28/2021 9:30:00 AM
9/28/21 9:30:00
Paper
HELER7-Both-SOAPS-COSMETICS-HELE19.66 %82Long$226.54$228.941.06 %
9/27/2021 9:30:00 AM
9/27/21 9:30:00
9/28/2021 9:30:00 AM
9/28/21 9:30:00
Paper
HELER4-Both-SOAPS-COSMETICS-HELE19.77 %80Long$231.12$228.94-0.94 %
9/20/2021 9:30:00 AM
9/20/21 9:30:00
9/28/2021 9:30:00 AM
9/28/21 9:30:00
Paper
PGR6-Both-SOAPS-COSMETICS-PG19.87 %131Long$144.06$143.80-0.18 %
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
PGR1-Both-SOAPS-COSMETICS-PG19.87 %131Long$144.06$143.80-0.18 %
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
PGR7-Both-SOAPS-COSMETICS-PG19.79 %129Long$142.98$143.800.57 %
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
ELR9-Both-SOAPS-COSMETICS-EL19.72 %59Long$314.37$321.002.11 %
9/22/2021 9:30:00 AM
9/22/21 9:30:00
9/23/2021 9:30:00 AM
9/23/21 9:30:00
Paper
ELR10-Both-SOAPS-COSMETICS-EL19.59 %58Long$311.46$321.003.06 %
9/20/2021 9:30:00 AM
9/20/21 9:30:00
9/23/2021 9:30:00 AM
9/23/21 9:30:00
Paper
COTYR9-Both-SOAPS-COSMETICS-COTY19.99 %2314Long$8.37$8.34-0.36 %
9/9/2021 9:30:00 AM
9/09/21 9:30:00
9/23/2021 9:30:00 AM
9/23/21 9:30:00
Paper
CLXTLB1-Both-SOAPS-COSMETICS-CLX19.92 %116Long$170.82$164.80-3.52 %
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
ELWT1-Both-SOAPS-COSMETICS-EL19.65 %57Long$342.25$313.00-8.55 %
8/30/2021 9:30:00 AM
8/30/21 9:30:00
9/21/2021 9:30:00 AM
9/21/21 9:30:00
Paper
COTYR5-Both-SOAPS-COSMETICS-COTY19.99 %2314Long$8.37$8.370.00 %
9/9/2021 9:30:00 AM
9/09/21 9:30:00
9/16/2021 9:30:00 AM
9/16/21 9:30:00
Paper
COTYTLB1-Both-SOAPS-COSMETICS-COTY19.99 %2078Long$9.59$8.37-12.72 %
8/30/2021 9:30:00 AM
8/30/21 9:30:00
9/9/2021 9:30:00 AM
9/09/21 9:30:00
Paper
CLTLB5-Both-SOAPS-COSMETICS-CL19.92 %253Long$78.33$78.400.09 %
9/2/2021 9:30:00 AM
9/02/21 9:30:00
9/3/2021 9:30:00 AM
9/03/21 9:30:00
Paper
CLTLB4-Both-SOAPS-COSMETICS-CL19.92 %253Long$78.33$78.400.09 %
9/2/2021 9:30:00 AM
9/02/21 9:30:00
9/3/2021 9:30:00 AM
9/03/21 9:30:00
Paper
PGR9-Both-SOAPS-COSMETICS-PG19.87 %138Long$142.60$143.040.31 %
8/30/2021 9:30:00 AM
8/30/21 9:30:00
8/31/2021 9:30:00 AM
8/31/21 9:30:00
Paper
PGR4-Both-SOAPS-COSMETICS-PG19.87 %138Long$142.60$143.040.31 %
8/30/2021 9:30:00 AM
8/30/21 9:30:00
8/31/2021 9:30:00 AM
8/31/21 9:30:00
Paper
PGR7-Both-SOAPS-COSMETICS-PG19.88 %138Long$142.48$143.040.39 %
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-SOAPS-COSMETICS-CHD0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-SOAPS-COSMETICS-CL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-SOAPS-COSMETICS-NUS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-SOAPS-COSMETICS-EL100.0 %0.20.9 %0.1 %0.0 %19.7 %0.3 %16.80.2
100%ThumbnailR10-Both-SOAPS-COSMETICS-HELE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-SOAPS-COSMETICS-NUS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-SOAPS-COSMETICS-PG100.0 %0.20.5 %0.0 %0.0 %19.8 %0.2 %12.40.2
100%ThumbnailR11-Both-SOAPS-COSMETICS-CHD50.0 %0.20.1 %0.6 %0.3 %19.9 %0.7 %0.20.2
100%ThumbnailR11-Both-SOAPS-COSMETICS-CL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-SOAPS-COSMETICS-COTY0.0 %0.1-3.8 %3.8 %1.9 %20.0 %0.8 %-1.00.1
100%ThumbnailR11-Both-SOAPS-COSMETICS-HELE100.0 %0.10.5 %1.0 %0.5 %19.7 %0.7 %0.50.1
100%ThumbnailR11-Both-SOAPS-COSMETICS-PG0.0 %0.10.0 %0.1 %0.0 %19.9 %0.2 %-0.10.1
100%ThumbnailR11-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-SOAPS-COSMETICS-HELE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-SOAPS-COSMETICS-NUS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-SOAPS-COSMETICS-NUS0.0 %0.1-0.7 %1.3 %0.6 %19.9 %0.6 %-0.50.1
100%ThumbnailR1-Both-SOAPS-COSMETICS-CHD100.0 %0.21.3 %0.5 %0.2 %19.9 %0.5 %2.80.2
100%ThumbnailR1-Both-SOAPS-COSMETICS-CLX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-SOAPS-COSMETICS-COTY0.0 %0.1-2.3 %3.3 %1.7 %20.0 %1.0 %-0.70.1
100%ThumbnailR1-Both-SOAPS-COSMETICS-HELE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-SOAPS-COSMETICS-PG50.0 %0.20.2 %0.3 %0.1 %19.9 %0.2 %0.60.2
100%ThumbnailR1-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-SOAPS-COSMETICS-NUS0.0 %0.1-0.7 %1.3 %0.6 %19.9 %0.6 %-0.50.1
100%ThumbnailR2-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-SOAPS-COSMETICS-CHD100.0 %0.20.7 %0.1 %0.1 %19.9 %0.3 %6.50.2
100%ThumbnailR3-Both-SOAPS-COSMETICS-CLX50.0 %0.2-0.7 %1.1 %0.6 %19.9 %0.4 %-0.60.2
100%ThumbnailR3-Both-SOAPS-COSMETICS-COTY50.0 %0.2-1.2 %3.3 %1.7 %20.0 %1.1 %-0.30.2
100%ThumbnailR3-Both-SOAPS-COSMETICS-EL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-SOAPS-COSMETICS-HELE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-SOAPS-COSMETICS-PG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-SOAPS-COSMETICS-CHD100.0 %0.21.3 %0.5 %0.2 %19.9 %0.5 %2.80.2
100%ThumbnailR4-Both-SOAPS-COSMETICS-COTY0.0 %0.1-2.3 %3.3 %1.7 %20.0 %1.0 %-0.70.1
100%ThumbnailR4-Both-SOAPS-COSMETICS-HELE50.0 %0.20.1 %0.3 %0.2 %19.8 %0.5 %0.40.2
100%ThumbnailR4-Both-SOAPS-COSMETICS-NUS0.0 %0.1-0.4 %1.2 %0.6 %19.9 %0.4 %-0.30.1
100%ThumbnailR4-Both-SOAPS-COSMETICS-PG75.0 %0.30.3 %0.5 %0.3 %19.8 %0.6 %0.60.3
100%ThumbnailR4-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-SOAPS-COSMETICS-CL0.0 %0.10.0 %0.2 %0.1 %19.9 %0.3 %-0.10.1
100%ThumbnailR5-Both-SOAPS-COSMETICS-CLX57.1 %0.6-2.0 %3.2 %1.7 %19.8 %2.3 %-0.60.6
100%ThumbnailR5-Both-SOAPS-COSMETICS-COTY50.0 %0.2-2.8 %3.2 %1.9 %20.0 %1.0 %-0.90.2
100%ThumbnailR5-Both-SOAPS-COSMETICS-HELE50.0 %0.20.5 %0.3 %0.1 %19.7 %0.2 %1.70.2
100%ThumbnailR5-Both-SOAPS-COSMETICS-NUS33.3 %0.3-1.5 %2.0 %1.3 %20.0 %1.6 %-0.80.3
100%ThumbnailR5-Both-SOAPS-COSMETICS-PG100.0 %0.31.1 %0.8 %0.6 %19.8 %1.3 %1.50.3
100%ThumbnailR6-Both-SOAPS-COSMETICS-CLX0.0 %0.1-0.2 %0.5 %0.3 %19.8 %0.5 %-0.40.1
100%ThumbnailR6-Both-SOAPS-COSMETICS-EL66.7 %0.30.8 %1.2 %0.8 %19.8 %0.8 %0.60.3
100%ThumbnailR6-Both-SOAPS-COSMETICS-HELE50.0 %0.2-0.2 %0.2 %0.1 %19.8 %0.2 %-0.70.2
100%ThumbnailR6-Both-SOAPS-COSMETICS-NUS50.0 %0.2-0.1 %1.3 %0.7 %19.9 %0.7 %-0.10.2
100%ThumbnailR6-Both-SOAPS-COSMETICS-PG50.0 %0.20.2 %0.3 %0.1 %19.9 %0.2 %0.60.2
100%ThumbnailR6-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-SOAPS-COSMETICS-CHD50.0 %0.20.1 %0.8 %0.4 %20.0 %0.8 %0.10.2
100%ThumbnailR7-Both-SOAPS-COSMETICS-CL0.0 %0.3-0.6 %1.2 %0.6 %20.0 %1.4 %-0.50.3
100%ThumbnailR7-Both-SOAPS-COSMETICS-CLX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-SOAPS-COSMETICS-HELE50.0 %0.31.2 %0.7 %0.5 %19.9 %0.9 %1.60.3
100%ThumbnailR7-Both-SOAPS-COSMETICS-PG75.0 %0.30.1 %0.4 %0.2 %19.9 %0.9 %0.40.3
100%ThumbnailR7-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-SOAPS-COSMETICS-CHD0.0 %0.1-0.2 %0.6 %0.3 %19.9 %0.5 %-0.30.1
100%ThumbnailR8-Both-SOAPS-COSMETICS-CL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-SOAPS-COSMETICS-CLX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-SOAPS-COSMETICS-EL100.0 %0.10.0 %0.9 %0.4 %19.4 %0.4 %0.00.1
100%ThumbnailR8-Both-SOAPS-COSMETICS-HELE100.0 %0.10.2 %0.0 %0.0 %19.6 %0.1 %5.50.1
100%ThumbnailR8-Both-SOAPS-COSMETICS-PG0.0 %0.2-0.2 %0.3 %0.2 %19.9 %0.4 %-0.40.2
100%ThumbnailR9-Both-SOAPS-COSMETICS-CHD66.7 %0.31.5 %0.7 %0.4 %19.9 %1.0 %2.00.3
100%ThumbnailR9-Both-SOAPS-COSMETICS-CL50.0 %0.2-0.1 %0.2 %0.1 %19.9 %0.4 %-0.30.2
100%ThumbnailR9-Both-SOAPS-COSMETICS-CLX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-SOAPS-COSMETICS-COTY0.0 %0.3-3.5 %3.6 %1.8 %20.0 %1.7 %-1.00.3
100%ThumbnailR9-Both-SOAPS-COSMETICS-EL50.0 %0.3-1.1 %1.6 %1.1 %19.7 %0.8 %-0.70.3
100%ThumbnailR9-Both-SOAPS-COSMETICS-HELE66.7 %0.30.3 %0.3 %0.2 %19.8 %0.5 %1.20.3
100%ThumbnailR9-Both-SOAPS-COSMETICS-PG100.0 %0.50.8 %0.5 %0.5 %19.8 %1.2 %1.50.5
100%ThumbnailR9-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-SOAPS-COSMETICS-CLX100.0 %0.10.7 %0.9 %0.4 %19.8 %0.6 %0.80.1
100%ThumbnailTLB10-Both-SOAPS-COSMETICS-EL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-SOAPS-COSMETICS-HELE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-SOAPS-COSMETICS-NUS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-SOAPS-COSMETICS-CLX50.0 %0.33.4 %1.6 %1.3 %19.9 %6.8 %2.10.3
100%ThumbnailTLB1-Both-SOAPS-COSMETICS-COTY0.0 %0.2-3.7 %4.4 %2.5 %20.0 %1.4 %-0.80.2
100%ThumbnailTLB1-Both-SOAPS-COSMETICS-HELE40.0 %0.4-0.1 %2.9 %1.9 %19.8 %6.4 %0.00.4
100%ThumbnailTLB1-Both-SOAPS-COSMETICS-NUS25.0 %0.3-2.5 %5.4 %2.7 %19.9 %5.3 %-0.50.3
100%ThumbnailTLB1-Both-SOAPS-COSMETICS-UL0.0 %0.4-4.2 %4.2 %2.5 %20.0 %4.4 %-1.00.4
100%ThumbnailTLB1-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-SOAPS-COSMETICS-CHD0.0 %0.1-1.8 %1.8 %0.9 %19.9 %0.5 %-1.00.1
100%ThumbnailTLB2-Both-SOAPS-COSMETICS-CL0.0 %0.1-0.4 %0.4 %0.2 %20.0 %0.2 %-1.00.1
100%ThumbnailTLB2-Both-SOAPS-COSMETICS-CLX100.0 %0.10.6 %0.5 %0.3 %19.9 %0.8 %1.20.1
100%ThumbnailTLB2-Both-SOAPS-COSMETICS-COTY100.0 %0.10.9 %0.3 %0.2 %20.0 %0.8 %3.60.1
100%ThumbnailTLB2-Both-SOAPS-COSMETICS-EL100.0 %0.21.9 %0.3 %0.2 %19.8 %0.5 %5.70.2
100%ThumbnailTLB2-Both-SOAPS-COSMETICS-PG0.0 %0.10.0 %0.0 %0.0 %19.9 %0.1 %-1.00.1
100%ThumbnailTLB3-Both-SOAPS-COSMETICS-CL100.0 %0.10.4 %0.0 %0.0 %19.9 %0.2 %30.40.1
100%ThumbnailTLB3-Both-SOAPS-COSMETICS-COTY0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-SOAPS-COSMETICS-EL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-SOAPS-COSMETICS-HELE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-SOAPS-COSMETICS-PG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-SOAPS-COSMETICS-CHD100.0 %0.10.5 %0.2 %0.1 %19.9 %0.3 %3.10.1
100%ThumbnailTLB4-Both-SOAPS-COSMETICS-CL66.7 %0.3-0.3 %0.6 %0.3 %19.9 %0.8 %-0.40.3
100%ThumbnailTLB4-Both-SOAPS-COSMETICS-CLX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-SOAPS-COSMETICS-EL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-SOAPS-COSMETICS-HELE100.0 %0.10.8 %0.1 %0.0 %19.7 %0.5 %9.30.1
100%ThumbnailTLB4-Both-SOAPS-COSMETICS-UL0.0 %0.1-1.2 %1.2 %0.6 %20.0 %0.5 %-1.00.1
100%ThumbnailTLB4-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-SOAPS-COSMETICS-CHD0.0 %0.1-0.3 %1.3 %0.6 %19.9 %0.5 %-0.20.1
100%ThumbnailTLB5-Both-SOAPS-COSMETICS-CL66.7 %0.30.5 %0.6 %0.3 %19.9 %1.3 %0.80.3
100%ThumbnailTLB5-Both-SOAPS-COSMETICS-CLX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-SOAPS-COSMETICS-EL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-SOAPS-COSMETICS-UL0.0 %0.1-1.2 %1.2 %0.6 %19.9 %0.5 %-1.00.1
100%ThumbnailTLB5-Both-SOAPS-COSMETICS-UN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-SOAPS-COSMETICS-NUS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-SOAPS-COSMETICS-CLX100.0 %0.10.5 %1.2 %1.1 %19.9 %2.2 %0.40.1
100%ThumbnailTLB7-Both-SOAPS-COSMETICS-COTY0.0 %0.10.3 %3.3 %1.7 %20.0 %1.5 %0.10.1
100%ThumbnailTLB7-Both-SOAPS-COSMETICS-EL50.0 %0.20.1 %1.8 %0.9 %19.6 %1.8 %0.10.2
100%ThumbnailTLB8-Both-SOAPS-COSMETICS-PG0.0 %0.3-1.7 %1.9 %1.1 %19.8 %3.1 %-0.90.3
100%ThumbnailTLB9-Both-SOAPS-COSMETICS-CL100.0 %0.1-0.5 %2.1 %1.0 %19.9 %2.5 %-0.20.1
100%ThumbnailVBX1-Both-SOAPS-COSMETICS-CL0.0 %0.3-0.7 %1.0 %0.6 %19.9 %1.5 %-0.70.3
100%ThumbnailVBX1-Both-SOAPS-COSMETICS-HELE66.7 %0.3-0.3 %0.9 %0.6 %19.8 %0.9 %-0.30.3
100%ThumbnailVBX1-Both-SOAPS-COSMETICS-NUS75.0 %0.31.0 %1.3 %0.9 %19.9 %1.2 %0.80.3
100%ThumbnailVBX1-Both-SOAPS-COSMETICS-PG100.0 %0.31.0 %0.1 %0.1 %19.9 %0.8 %8.50.3
100%ThumbnailVP1-Both-SOAPS-COSMETICS-EL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-SOAPS-COSMETICS-NUS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-SOAPS-COSMETICS-PG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-SOAPS-COSMETICS-UL0.0 %0.10.0 %1.8 %0.9 %20.0 %1.2 %0.00.1
100%ThumbnailVP2-Both-SOAPS-COSMETICS-CL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-SOAPS-COSMETICS-NUS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-SOAPS-COSMETICS-PG100.0 %0.10.3 %0.5 %0.2 %19.8 %3.0 %0.60.1
100%ThumbnailVP2-Both-SOAPS-COSMETICS-UL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-SOAPS-COSMETICS-CL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-SOAPS-COSMETICS-CLX100.0 %0.10.6 %0.9 %0.8 %19.8 %1.9 %0.70.1
100%ThumbnailWT1-Both-SOAPS-COSMETICS-EL0.0 %0.1-1.7 %2.0 %1.0 %19.8 %1.2 %-0.90.1
100%ThumbnailWT1-Both-SOAPS-COSMETICS-HELE100.0 %0.10.7 %1.8 %0.9 %19.8 %5.7 %0.40.1
Lists Used
List NameDescriptionDynamic List
SOAPS-COSMETICS-CHDGroup: SOAPS-COSMETICS-CHDNo
SOAPS-COSMETICS-CLGroup: SOAPS-COSMETICS-CLNo
SOAPS-COSMETICS-CLXGroup: SOAPS-COSMETICS-CLXNo
SOAPS-COSMETICS-COTYGroup: SOAPS-COSMETICS-COTYNo
SOAPS-COSMETICS-ELGroup: SOAPS-COSMETICS-ELNo
SOAPS-COSMETICS-HELEGroup: SOAPS-COSMETICS-HELENo
SOAPS-COSMETICS-NUSGroup: SOAPS-COSMETICS-NUSNo
SOAPS-COSMETICS-PGGroup: SOAPS-COSMETICS-PGNo
SOAPS-COSMETICS-ULGroup: SOAPS-COSMETICS-ULNo
SOAPS-COSMETICS-UNGroup: SOAPS-COSMETICS-UNNo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic 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: 9.4%
 
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:
SOAPS-COSMETICS
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:
5/17/2016
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:
73
55%
Volatile, Trending Markets
Swing:
59
45%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets