Portfolio

Calculate Over:

Cosmetic Stocks

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

Return:

0%

ROAI:

0%

Stability:

Consistency:

Select Portfolio

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

SELECT Portfolio

Both
Short
Stocks
Swing Trading

Configure Explore Portfolios

SELECT PORTFOLIO

Portfolio based on Group: SOAPS-COSMETICS. Growth in cosmetic stocks has remained positive over the entire past decade, even as the markets collapsed in 2009. That's because beauty products are non-cyclical, meaning that demand remains fairly constant regardless of economic conditions.

Key Statistics

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

132
58.5%
-0.2%
-0.3%
9.4%
0.0

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

Strategy	Symbol	L/S	QTY %	QTY	Entry Date	Entry Price	Current Price	Current P/L %	Funding Style
TLB9-Both-SOAPS-COSMETICS-CL	CL	Short	19.91 %	261	7/19/2022 9:30:00 AM	$77.49	$80.29	-3.61 %	Paper
TLB1-Both-SOAPS-COSMETICS-HELE	HELE	Long	19.84 %	148	8/9/2022 9:30:00 AM	$132.90	$134.98	1.57 %	Paper
TLB8-Both-SOAPS-COSMETICS-PG	PG	Short	19.83 %	140	8/3/2022 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

Display All

Symbol Sym	Strategy	QTY %	QTY	L/S	Entry Price	Exit Price	Realized P/L% P/L%	Entry Date	Exit Date	Funding Style
HELE	R6-Both-SOAPS-COSMETICS-HELE	19.91 %	148	Short	$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
CLX	TLB1-Both-SOAPS-COSMETICS-CLX	19.86 %	155	Long	$125.35	$145.19	15.83 %	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
CL	R7-Both-SOAPS-COSMETICS-CL	19.98 %	256	Long	$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
CLX	R5-Both-SOAPS-COSMETICS-CLX	19.84 %	141	Short	$144.01	$141.92	1.45 %	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
HELE	TLB1-Both-SOAPS-COSMETICS-HELE	19.78 %	122	Long	$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
CLX	TLB2-Both-SOAPS-COSMETICS-CLX	19.78 %	141	Long	$140.79	$145.27	3.18 %	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
PG	R5-Both-SOAPS-COSMETICS-PG	19.80 %	139	Short	$144.20	$141.60	1.80 %	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
CLX	R5-Both-SOAPS-COSMETICS-CLX	19.78 %	141	Short	$140.79	$137.72	2.18 %	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
CL	TLB9-Both-SOAPS-COSMETICS-CL	19.96 %	254	Short	$79.20	$78.15	1.33 %	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
NUS	TLB1-Both-SOAPS-COSMETICS-NUS	19.96 %	431	Long	$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
UL	TLB1-Both-SOAPS-COSMETICS-UL	19.96 %	429	Long	$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
UL	VP1-Both-SOAPS-COSMETICS-UL	19.95 %	448	Long	$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
EL	TLB2-Both-SOAPS-COSMETICS-EL	19.65 %	77	Long	$253.68	$267.88	5.60 %	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
CHD	TLB2-Both-SOAPS-COSMETICS-CHD	19.94 %	203	Long	$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
PG	VBX1-Both-SOAPS-COSMETICS-PG	19.80 %	130	Long	$152.58	$155.13	1.67 %	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
PG	R9-Both-SOAPS-COSMETICS-PG	19.80 %	130	Long	$152.58	$153.47	0.58 %	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
PG	R8-Both-SOAPS-COSMETICS-PG	19.99 %	131	Long	$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
CHD	R7-Both-SOAPS-COSMETICS-CHD	19.93 %	205	Long	$96.09	$98.50	2.51 %	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
CHD	R9-Both-SOAPS-COSMETICS-CHD	19.88 %	205	Long	$96.34	$98.50	2.24 %	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
CLX	TLB1-Both-SOAPS-COSMETICS-CLX	19.83 %	143	Long	$136.01	$143.45	5.47 %	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
HELE	VBX1-Both-SOAPS-COSMETICS-HELE	19.76 %	93	Short	$210.10	$207.59	1.19 %	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
HELE	R5-Both-SOAPS-COSMETICS-HELE	19.65 %	91	Short	$213.75	$207.59	2.88 %	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
HELE	TLB4-Both-SOAPS-COSMETICS-HELE	19.74 %	97	Long	$203.69	$212.04	4.10 %	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
CL	VBX1-Both-SOAPS-COSMETICS-CL	19.92 %	250	Short	$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
NUS	TLB1-Both-SOAPS-COSMETICS-NUS	19.95 %	417	Long	$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
CLX	R5-Both-SOAPS-COSMETICS-CLX	19.84 %	141	Short	$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
NUS	R5-Both-SOAPS-COSMETICS-NUS	19.95 %	407	Short	$48.32	$48.32	0.00 %	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
HELE	TLB1-Both-SOAPS-COSMETICS-HELE	19.76 %	95	Long	$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
PG	R5-Both-SOAPS-COSMETICS-PG	19.87 %	133	Long	$148.83	$150.63	1.21 %	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
CHD	TLB5-Both-SOAPS-COSMETICS-CHD	19.89 %	201	Long	$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
HELE	R6-Both-SOAPS-COSMETICS-HELE	19.73 %	96	Short	$204.74	$204.61	0.06 %	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
CHD	TLB4-Both-SOAPS-COSMETICS-CHD	19.89 %	201	Long	$97.72	$100.30	2.64 %	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
PG	R9-Both-SOAPS-COSMETICS-PG	19.75 %	128	Long	$152.33	$154.31	1.30 %	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
COTY	TLB1-Both-SOAPS-COSMETICS-COTY	19.99 %	2148	Long	$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
NUS	TLB1-Both-SOAPS-COSMETICS-NUS	19.92 %	367	Long	$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
CHD	R8-Both-SOAPS-COSMETICS-CHD	19.89 %	208	Long	$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
CHD	R7-Both-SOAPS-COSMETICS-CHD	19.91 %	205	Long	$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
CL	R7-Both-SOAPS-COSMETICS-CL	19.93 %	255	Long	$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
CL	VBX1-Both-SOAPS-COSMETICS-CL	19.93 %	255	Long	$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
CHD	R4-Both-SOAPS-COSMETICS-CHD	19.88 %	203	Long	$96.66	$102.50	6.04 %	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
CHD	R1-Both-SOAPS-COSMETICS-CHD	19.88 %	203	Long	$96.66	$102.50	6.04 %	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
NUS	R6-Both-SOAPS-COSMETICS-NUS	19.95 %	414	Long	$48.06	$49.53	3.06 %	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
CLX	R3-Both-SOAPS-COSMETICS-CLX	19.96 %	117	Long	$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
NUS	R4-Both-SOAPS-COSMETICS-NUS	19.95 %	409	Long	$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
CL	R9-Both-SOAPS-COSMETICS-CL	19.87 %	244	Long	$81.96	$81.96	0.00 %	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
CLX	R5-Both-SOAPS-COSMETICS-CLX	19.80 %	116	Long	$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
PG	R10-Both-SOAPS-COSMETICS-PG	19.88 %	127	Long	$160.12	$163.00	1.80 %	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
PG	R4-Both-SOAPS-COSMETICS-PG	19.88 %	127	Long	$160.12	$163.00	1.80 %	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
CLX	TLB7-Both-SOAPS-COSMETICS-CLX	19.84 %	118	Long	$173.00	$177.06	2.35 %	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
PG	R1-Both-SOAPS-COSMETICS-PG	19.83 %	132	Long	$158.53	$160.12	1.00 %	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
CLX	WT1-Both-SOAPS-COSMETICS-CLX	19.76 %	116	Long	$175.34	$181.00	3.23 %	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
UL	TLB1-Both-SOAPS-COSMETICS-UL	19.98 %	385	Long	$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
CL	R9-Both-SOAPS-COSMETICS-CL	19.88 %	253	Long	$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
COTY	R9-Both-SOAPS-COSMETICS-COTY	20.00 %	2141	Long	$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
EL	R9-Both-SOAPS-COSMETICS-EL	19.61 %	59	Long	$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
COTY	TLB2-Both-SOAPS-COSMETICS-COTY	19.99 %	2038	Long	$10.16	$10.62	4.53 %	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
CLX	R3-Both-SOAPS-COSMETICS-CLX	19.72 %	121	Long	$169.50	$172.44	1.73 %	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
HELE	R4-Both-SOAPS-COSMETICS-HELE	19.62 %	84	Long	$241.98	$245.66	1.52 %	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
COTY	R3-Both-SOAPS-COSMETICS-COTY	19.99 %	2115	Long	$9.58	$10.16	6.05 %	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
CL	TLB5-Both-SOAPS-COSMETICS-CL	19.95 %	256	Long	$78.25	$82.31	5.19 %	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
CL	TLB3-Both-SOAPS-COSMETICS-CL	19.90 %	251	Long	$81.20	$82.71	1.86 %	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
CL	TLB4-Both-SOAPS-COSMETICS-CL	19.95 %	256	Long	$78.25	$79.28	1.32 %	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
HELE	R7-Both-SOAPS-COSMETICS-HELE	19.81 %	83	Long	$237.44	$254.88	7.35 %	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
PG	TLB8-Both-SOAPS-COSMETICS-PG	19.82 %	133	Short	$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
CHD	R11-Both-SOAPS-COSMETICS-CHD	19.93 %	218	Long	$90.95	$92.33	1.52 %	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
EL	R8-Both-SOAPS-COSMETICS-EL	19.46 %	58	Long	$336.89	$337.58	0.20 %	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
CHD	R3-Both-SOAPS-COSMETICS-CHD	19.93 %	218	Long	$90.95	$91.82	0.96 %	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
CLX	TLB10-Both-SOAPS-COSMETICS-CLX	19.89 %	120	Short	$168.64	$163.00	3.34 %	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
CLX	TLB1-Both-SOAPS-COSMETICS-CLX	19.84 %	115	Long	$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
HELE	TLB1-Both-SOAPS-COSMETICS-HELE	19.77 %	82	Long	$228.98	$244.30	6.69 %	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
NUS	TLB1-Both-SOAPS-COSMETICS-NUS	19.97 %	470	Long	$40.60	$44.41	9.38 %	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
CL	VBX1-Both-SOAPS-COSMETICS-CL	19.91 %	251	Short	$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
CL	R5-Both-SOAPS-COSMETICS-CL	19.91 %	251	Short	$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
CLX	R5-Both-SOAPS-COSMETICS-CLX	19.84 %	115	Short	$164.00	$163.13	0.53 %	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
EL	TLB7-Both-SOAPS-COSMETICS-EL	19.71 %	59	Long	$316.35	$335.00	5.90 %	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
HELE	R7-Both-SOAPS-COSMETICS-HELE	19.82 %	84	Long	$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
HELE	R11-Both-SOAPS-COSMETICS-HELE	19.66 %	82	Long	$226.54	$231.93	2.38 %	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
PG	VBX1-Both-SOAPS-COSMETICS-PG	19.98 %	134	Long	$138.80	$141.75	2.13 %	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
PG	R9-Both-SOAPS-COSMETICS-PG	19.92 %	134	Long	$140.27	$141.75	1.06 %	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
PG	R5-Both-SOAPS-COSMETICS-PG	19.92 %	134	Long	$140.27	$141.75	1.06 %	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
CL	TLB2-Both-SOAPS-COSMETICS-CL	19.91 %	246	Long	$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
EL	TLB7-Both-SOAPS-COSMETICS-EL	19.61 %	58	Long	$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
HELE	R8-Both-SOAPS-COSMETICS-HELE	19.66 %	82	Long	$226.54	$228.94	1.06 %	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
HELE	R7-Both-SOAPS-COSMETICS-HELE	19.66 %	82	Long	$226.54	$228.94	1.06 %	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
HELE	R4-Both-SOAPS-COSMETICS-HELE	19.77 %	80	Long	$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
PG	R6-Both-SOAPS-COSMETICS-PG	19.87 %	131	Long	$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
PG	R1-Both-SOAPS-COSMETICS-PG	19.87 %	131	Long	$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
PG	R7-Both-SOAPS-COSMETICS-PG	19.79 %	129	Long	$142.98	$143.80	0.57 %	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
EL	R9-Both-SOAPS-COSMETICS-EL	19.72 %	59	Long	$314.37	$321.00	2.11 %	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
EL	R10-Both-SOAPS-COSMETICS-EL	19.59 %	58	Long	$311.46	$321.00	3.06 %	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
COTY	R9-Both-SOAPS-COSMETICS-COTY	19.99 %	2314	Long	$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
CLX	TLB1-Both-SOAPS-COSMETICS-CLX	19.92 %	116	Long	$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
EL	WT1-Both-SOAPS-COSMETICS-EL	19.65 %	57	Long	$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
COTY	R5-Both-SOAPS-COSMETICS-COTY	19.99 %	2314	Long	$8.37	$8.37	0.00 %	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
COTY	TLB1-Both-SOAPS-COSMETICS-COTY	19.99 %	2078	Long	$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
CL	TLB5-Both-SOAPS-COSMETICS-CL	19.92 %	253	Long	$78.33	$78.40	0.09 %	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
CL	TLB4-Both-SOAPS-COSMETICS-CL	19.92 %	253	Long	$78.33	$78.40	0.09 %	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
PG	R9-Both-SOAPS-COSMETICS-PG	19.87 %	138	Long	$142.60	$143.04	0.31 %	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
PG	R4-Both-SOAPS-COSMETICS-PG	19.87 %	138	Long	$142.60	$143.04	0.31 %	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
PG	R7-Both-SOAPS-COSMETICS-PG	19.88 %	138	Long	$142.48	$143.04	0.39 %	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

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	HCT1-Both-SOAPS-COSMETICS-CHD	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	HCT1-Both-SOAPS-COSMETICS-CL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	HCT1-Both-SOAPS-COSMETICS-NUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	HCT1-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R10-Both-SOAPS-COSMETICS-EL	100.0 %	0.2	0.9 %	0.1 %	0.0 %	19.7 %	0.3 %	16.8	0.2
100%	R10-Both-SOAPS-COSMETICS-HELE	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R10-Both-SOAPS-COSMETICS-NUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R10-Both-SOAPS-COSMETICS-PG	100.0 %	0.2	0.5 %	0.0 %	0.0 %	19.8 %	0.2 %	12.4	0.2
100%	R11-Both-SOAPS-COSMETICS-CHD	50.0 %	0.2	0.1 %	0.6 %	0.3 %	19.9 %	0.7 %	0.2	0.2
100%	R11-Both-SOAPS-COSMETICS-CL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R11-Both-SOAPS-COSMETICS-COTY	0.0 %	0.1	-3.8 %	3.8 %	1.9 %	20.0 %	0.8 %	-1.0	0.1
100%	R11-Both-SOAPS-COSMETICS-HELE	100.0 %	0.1	0.5 %	1.0 %	0.5 %	19.7 %	0.7 %	0.5	0.1
100%	R11-Both-SOAPS-COSMETICS-PG	0.0 %	0.1	0.0 %	0.1 %	0.0 %	19.9 %	0.2 %	-0.1	0.1
100%	R11-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R13-Both-SOAPS-COSMETICS-HELE	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R13-Both-SOAPS-COSMETICS-NUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R14-Both-SOAPS-COSMETICS-NUS	0.0 %	0.1	-0.7 %	1.3 %	0.6 %	19.9 %	0.6 %	-0.5	0.1
100%	R1-Both-SOAPS-COSMETICS-CHD	100.0 %	0.2	1.3 %	0.5 %	0.2 %	19.9 %	0.5 %	2.8	0.2
100%	R1-Both-SOAPS-COSMETICS-CLX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R1-Both-SOAPS-COSMETICS-COTY	0.0 %	0.1	-2.3 %	3.3 %	1.7 %	20.0 %	1.0 %	-0.7	0.1
100%	R1-Both-SOAPS-COSMETICS-HELE	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R1-Both-SOAPS-COSMETICS-PG	50.0 %	0.2	0.2 %	0.3 %	0.1 %	19.9 %	0.2 %	0.6	0.2
100%	R1-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R2-Both-SOAPS-COSMETICS-NUS	0.0 %	0.1	-0.7 %	1.3 %	0.6 %	19.9 %	0.6 %	-0.5	0.1
100%	R2-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-SOAPS-COSMETICS-CHD	100.0 %	0.2	0.7 %	0.1 %	0.1 %	19.9 %	0.3 %	6.5	0.2
100%	R3-Both-SOAPS-COSMETICS-CLX	50.0 %	0.2	-0.7 %	1.1 %	0.6 %	19.9 %	0.4 %	-0.6	0.2
100%	R3-Both-SOAPS-COSMETICS-COTY	50.0 %	0.2	-1.2 %	3.3 %	1.7 %	20.0 %	1.1 %	-0.3	0.2
100%	R3-Both-SOAPS-COSMETICS-EL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-SOAPS-COSMETICS-HELE	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-SOAPS-COSMETICS-PG	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R3-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R4-Both-SOAPS-COSMETICS-CHD	100.0 %	0.2	1.3 %	0.5 %	0.2 %	19.9 %	0.5 %	2.8	0.2
100%	R4-Both-SOAPS-COSMETICS-COTY	0.0 %	0.1	-2.3 %	3.3 %	1.7 %	20.0 %	1.0 %	-0.7	0.1
100%	R4-Both-SOAPS-COSMETICS-HELE	50.0 %	0.2	0.1 %	0.3 %	0.2 %	19.8 %	0.5 %	0.4	0.2
100%	R4-Both-SOAPS-COSMETICS-NUS	0.0 %	0.1	-0.4 %	1.2 %	0.6 %	19.9 %	0.4 %	-0.3	0.1
100%	R4-Both-SOAPS-COSMETICS-PG	75.0 %	0.3	0.3 %	0.5 %	0.3 %	19.8 %	0.6 %	0.6	0.3
100%	R4-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R4-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R5-Both-SOAPS-COSMETICS-CL	0.0 %	0.1	0.0 %	0.2 %	0.1 %	19.9 %	0.3 %	-0.1	0.1
100%	R5-Both-SOAPS-COSMETICS-CLX	57.1 %	0.6	-2.0 %	3.2 %	1.7 %	19.8 %	2.3 %	-0.6	0.6
100%	R5-Both-SOAPS-COSMETICS-COTY	50.0 %	0.2	-2.8 %	3.2 %	1.9 %	20.0 %	1.0 %	-0.9	0.2
100%	R5-Both-SOAPS-COSMETICS-HELE	50.0 %	0.2	0.5 %	0.3 %	0.1 %	19.7 %	0.2 %	1.7	0.2
100%	R5-Both-SOAPS-COSMETICS-NUS	33.3 %	0.3	-1.5 %	2.0 %	1.3 %	20.0 %	1.6 %	-0.8	0.3
100%	R5-Both-SOAPS-COSMETICS-PG	100.0 %	0.3	1.1 %	0.8 %	0.6 %	19.8 %	1.3 %	1.5	0.3
100%	R6-Both-SOAPS-COSMETICS-CLX	0.0 %	0.1	-0.2 %	0.5 %	0.3 %	19.8 %	0.5 %	-0.4	0.1
100%	R6-Both-SOAPS-COSMETICS-EL	66.7 %	0.3	0.8 %	1.2 %	0.8 %	19.8 %	0.8 %	0.6	0.3
100%	R6-Both-SOAPS-COSMETICS-HELE	50.0 %	0.2	-0.2 %	0.2 %	0.1 %	19.8 %	0.2 %	-0.7	0.2
100%	R6-Both-SOAPS-COSMETICS-NUS	50.0 %	0.2	-0.1 %	1.3 %	0.7 %	19.9 %	0.7 %	-0.1	0.2
100%	R6-Both-SOAPS-COSMETICS-PG	50.0 %	0.2	0.2 %	0.3 %	0.1 %	19.9 %	0.2 %	0.6	0.2
100%	R6-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R6-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R7-Both-SOAPS-COSMETICS-CHD	50.0 %	0.2	0.1 %	0.8 %	0.4 %	20.0 %	0.8 %	0.1	0.2
100%	R7-Both-SOAPS-COSMETICS-CL	0.0 %	0.3	-0.6 %	1.2 %	0.6 %	20.0 %	1.4 %	-0.5	0.3
100%	R7-Both-SOAPS-COSMETICS-CLX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R7-Both-SOAPS-COSMETICS-HELE	50.0 %	0.3	1.2 %	0.7 %	0.5 %	19.9 %	0.9 %	1.6	0.3
100%	R7-Both-SOAPS-COSMETICS-PG	75.0 %	0.3	0.1 %	0.4 %	0.2 %	19.9 %	0.9 %	0.4	0.3
100%	R7-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R8-Both-SOAPS-COSMETICS-CHD	0.0 %	0.1	-0.2 %	0.6 %	0.3 %	19.9 %	0.5 %	-0.3	0.1
100%	R8-Both-SOAPS-COSMETICS-CL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R8-Both-SOAPS-COSMETICS-CLX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R8-Both-SOAPS-COSMETICS-EL	100.0 %	0.1	0.0 %	0.9 %	0.4 %	19.4 %	0.4 %	0.0	0.1
100%	R8-Both-SOAPS-COSMETICS-HELE	100.0 %	0.1	0.2 %	0.0 %	0.0 %	19.6 %	0.1 %	5.5	0.1
100%	R8-Both-SOAPS-COSMETICS-PG	0.0 %	0.2	-0.2 %	0.3 %	0.2 %	19.9 %	0.4 %	-0.4	0.2
100%	R9-Both-SOAPS-COSMETICS-CHD	66.7 %	0.3	1.5 %	0.7 %	0.4 %	19.9 %	1.0 %	2.0	0.3
100%	R9-Both-SOAPS-COSMETICS-CL	50.0 %	0.2	-0.1 %	0.2 %	0.1 %	19.9 %	0.4 %	-0.3	0.2
100%	R9-Both-SOAPS-COSMETICS-CLX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	R9-Both-SOAPS-COSMETICS-COTY	0.0 %	0.3	-3.5 %	3.6 %	1.8 %	20.0 %	1.7 %	-1.0	0.3
100%	R9-Both-SOAPS-COSMETICS-EL	50.0 %	0.3	-1.1 %	1.6 %	1.1 %	19.7 %	0.8 %	-0.7	0.3
100%	R9-Both-SOAPS-COSMETICS-HELE	66.7 %	0.3	0.3 %	0.3 %	0.2 %	19.8 %	0.5 %	1.2	0.3
100%	R9-Both-SOAPS-COSMETICS-PG	100.0 %	0.5	0.8 %	0.5 %	0.5 %	19.8 %	1.2 %	1.5	0.5
100%	R9-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-SOAPS-COSMETICS-CLX	100.0 %	0.1	0.7 %	0.9 %	0.4 %	19.8 %	0.6 %	0.8	0.1
100%	TLB10-Both-SOAPS-COSMETICS-EL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-SOAPS-COSMETICS-HELE	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-SOAPS-COSMETICS-NUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB10-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB1-Both-SOAPS-COSMETICS-CLX	50.0 %	0.3	3.4 %	1.6 %	1.3 %	19.9 %	6.8 %	2.1	0.3
100%	TLB1-Both-SOAPS-COSMETICS-COTY	0.0 %	0.2	-3.7 %	4.4 %	2.5 %	20.0 %	1.4 %	-0.8	0.2
100%	TLB1-Both-SOAPS-COSMETICS-HELE	40.0 %	0.4	-0.1 %	2.9 %	1.9 %	19.8 %	6.4 %	0.0	0.4
100%	TLB1-Both-SOAPS-COSMETICS-NUS	25.0 %	0.3	-2.5 %	5.4 %	2.7 %	19.9 %	5.3 %	-0.5	0.3
100%	TLB1-Both-SOAPS-COSMETICS-UL	0.0 %	0.4	-4.2 %	4.2 %	2.5 %	20.0 %	4.4 %	-1.0	0.4
100%	TLB1-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB2-Both-SOAPS-COSMETICS-CHD	0.0 %	0.1	-1.8 %	1.8 %	0.9 %	19.9 %	0.5 %	-1.0	0.1
100%	TLB2-Both-SOAPS-COSMETICS-CL	0.0 %	0.1	-0.4 %	0.4 %	0.2 %	20.0 %	0.2 %	-1.0	0.1
100%	TLB2-Both-SOAPS-COSMETICS-CLX	100.0 %	0.1	0.6 %	0.5 %	0.3 %	19.9 %	0.8 %	1.2	0.1
100%	TLB2-Both-SOAPS-COSMETICS-COTY	100.0 %	0.1	0.9 %	0.3 %	0.2 %	20.0 %	0.8 %	3.6	0.1
100%	TLB2-Both-SOAPS-COSMETICS-EL	100.0 %	0.2	1.9 %	0.3 %	0.2 %	19.8 %	0.5 %	5.7	0.2
100%	TLB2-Both-SOAPS-COSMETICS-PG	0.0 %	0.1	0.0 %	0.0 %	0.0 %	19.9 %	0.1 %	-1.0	0.1
100%	TLB3-Both-SOAPS-COSMETICS-CL	100.0 %	0.1	0.4 %	0.0 %	0.0 %	19.9 %	0.2 %	30.4	0.1
100%	TLB3-Both-SOAPS-COSMETICS-COTY	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB3-Both-SOAPS-COSMETICS-EL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB3-Both-SOAPS-COSMETICS-HELE	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB3-Both-SOAPS-COSMETICS-PG	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB3-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-SOAPS-COSMETICS-CHD	100.0 %	0.1	0.5 %	0.2 %	0.1 %	19.9 %	0.3 %	3.1	0.1
100%	TLB4-Both-SOAPS-COSMETICS-CL	66.7 %	0.3	-0.3 %	0.6 %	0.3 %	19.9 %	0.8 %	-0.4	0.3
100%	TLB4-Both-SOAPS-COSMETICS-CLX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-SOAPS-COSMETICS-EL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB4-Both-SOAPS-COSMETICS-HELE	100.0 %	0.1	0.8 %	0.1 %	0.0 %	19.7 %	0.5 %	9.3	0.1
100%	TLB4-Both-SOAPS-COSMETICS-UL	0.0 %	0.1	-1.2 %	1.2 %	0.6 %	20.0 %	0.5 %	-1.0	0.1
100%	TLB4-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-SOAPS-COSMETICS-CHD	0.0 %	0.1	-0.3 %	1.3 %	0.6 %	19.9 %	0.5 %	-0.2	0.1
100%	TLB5-Both-SOAPS-COSMETICS-CL	66.7 %	0.3	0.5 %	0.6 %	0.3 %	19.9 %	1.3 %	0.8	0.3
100%	TLB5-Both-SOAPS-COSMETICS-CLX	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-SOAPS-COSMETICS-EL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB5-Both-SOAPS-COSMETICS-UL	0.0 %	0.1	-1.2 %	1.2 %	0.6 %	19.9 %	0.5 %	-1.0	0.1
100%	TLB5-Both-SOAPS-COSMETICS-UN	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB6-Both-SOAPS-COSMETICS-NUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB6-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	TLB7-Both-SOAPS-COSMETICS-CLX	100.0 %	0.1	0.5 %	1.2 %	1.1 %	19.9 %	2.2 %	0.4	0.1
100%	TLB7-Both-SOAPS-COSMETICS-COTY	0.0 %	0.1	0.3 %	3.3 %	1.7 %	20.0 %	1.5 %	0.1	0.1
100%	TLB7-Both-SOAPS-COSMETICS-EL	50.0 %	0.2	0.1 %	1.8 %	0.9 %	19.6 %	1.8 %	0.1	0.2
100%	TLB8-Both-SOAPS-COSMETICS-PG	0.0 %	0.3	-1.7 %	1.9 %	1.1 %	19.8 %	3.1 %	-0.9	0.3
100%	TLB9-Both-SOAPS-COSMETICS-CL	100.0 %	0.1	-0.5 %	2.1 %	1.0 %	19.9 %	2.5 %	-0.2	0.1
100%	VBX1-Both-SOAPS-COSMETICS-CL	0.0 %	0.3	-0.7 %	1.0 %	0.6 %	19.9 %	1.5 %	-0.7	0.3
100%	VBX1-Both-SOAPS-COSMETICS-HELE	66.7 %	0.3	-0.3 %	0.9 %	0.6 %	19.8 %	0.9 %	-0.3	0.3
100%	VBX1-Both-SOAPS-COSMETICS-NUS	75.0 %	0.3	1.0 %	1.3 %	0.9 %	19.9 %	1.2 %	0.8	0.3
100%	VBX1-Both-SOAPS-COSMETICS-PG	100.0 %	0.3	1.0 %	0.1 %	0.1 %	19.9 %	0.8 %	8.5	0.3
100%	VP1-Both-SOAPS-COSMETICS-EL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP1-Both-SOAPS-COSMETICS-NUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP1-Both-SOAPS-COSMETICS-PG	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP1-Both-SOAPS-COSMETICS-UL	0.0 %	0.1	0.0 %	1.8 %	0.9 %	20.0 %	1.2 %	0.0	0.1
100%	VP2-Both-SOAPS-COSMETICS-CL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP2-Both-SOAPS-COSMETICS-NUS	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	VP2-Both-SOAPS-COSMETICS-PG	100.0 %	0.1	0.3 %	0.5 %	0.2 %	19.8 %	3.0 %	0.6	0.1
100%	VP2-Both-SOAPS-COSMETICS-UL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	WT1-Both-SOAPS-COSMETICS-CL	0.0 %	0.0	0.0 %	0.0 %	0.0 %	0.0 %	0.0 %	0.0	0.0
100%	WT1-Both-SOAPS-COSMETICS-CLX	100.0 %	0.1	0.6 %	0.9 %	0.8 %	19.8 %	1.9 %	0.7	0.1
100%	WT1-Both-SOAPS-COSMETICS-EL	0.0 %	0.1	-1.7 %	2.0 %	1.0 %	19.8 %	1.2 %	-0.9	0.1
100%	WT1-Both-SOAPS-COSMETICS-HELE	100.0 %	0.1	0.7 %	1.8 %	0.9 %	19.8 %	5.7 %	0.4	0.1

Lists Used

List Name	Description	Dynamic List
SOAPS-COSMETICS-CHD	Group: SOAPS-COSMETICS-CHD	No
SOAPS-COSMETICS-CL	Group: SOAPS-COSMETICS-CL	No
SOAPS-COSMETICS-CLX	Group: SOAPS-COSMETICS-CLX	No
SOAPS-COSMETICS-COTY	Group: SOAPS-COSMETICS-COTY	No
SOAPS-COSMETICS-EL	Group: SOAPS-COSMETICS-EL	No
SOAPS-COSMETICS-HELE	Group: SOAPS-COSMETICS-HELE	No
SOAPS-COSMETICS-NUS	Group: SOAPS-COSMETICS-NUS	No
SOAPS-COSMETICS-PG	Group: SOAPS-COSMETICS-PG	No
SOAPS-COSMETICS-UL	Group: SOAPS-COSMETICS-UL	No
SOAPS-COSMETICS-UN	Group: SOAPS-COSMETICS-UN	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: 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:

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:

55%

Volatile, Trending Markets

Swing:

45%

Cyclical Markets

Trending:

Strong Trending Markets