Portfolio

Portfolio Image

Pollution Control Stocks

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

Return:

+4%

ROAI:

+9%

Stability:

 
55

Consistency:

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

Both
Short
Stocks
Swing Trading


How This Portfolio was Built:
#Strategies: 95 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
TLB2-Both-POLLUTION CONTROL-CWSTCWSTLong14.95 %2009/22/2021 9:30:00 AM$77.97$79.441.89 %Paper
VP2-Both-POLLUTION CONTROL-DCIDCIShort14.99 %2288/5/2021 9:30:00 AM$67.07$59.4011.44 %Paper
TLB9-Both-POLLUTION CONTROL-ERIIERIIShort14.98 %7989/20/2021 9:30:00 AM$18.95$20.51-8.23 %Paper
HCT1-Both-POLLUTION CONTROL-TTEKTTEKLong14.87 %1069/23/2021 9:30:00 AM$146.21$149.412.19 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
9/23/2020 - 9/23/2021
64.3%
3.9%
8.9%
17.6%
11.7%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

0.2
8.2
15.0%
44.0%
$103,905

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
ERIIR9-Both-POLLUTION CONTROL-ERII14.97 %762Long$20.38$19.91-2.31 %
9/16/2021 9:30:00 AM
9/16/21 9:30:00
9/23/2021 9:30:00 AM
9/23/21 9:30:00
Paper
TTEKWT1-Both-POLLUTION CONTROL-TTEK14.75 %106Long$142.58$147.693.58 %
8/30/2021 9:30:00 AM
8/30/21 9:30:00
9/16/2021 9:30:00 AM
9/16/21 9:30:00
Paper
ERIITLB7-Both-POLLUTION CONTROL-ERII14.98 %801Long$19.16$20.768.35 %
8/10/2021 9:30:00 AM
8/10/21 9:30:00
9/15/2021 9:30:00 AM
9/15/21 9:30:00
Paper
DCIR9-Both-POLLUTION CONTROL-DCI14.94 %250Long$63.53$60.21-5.23 %
9/3/2021 9:30:00 AM
9/03/21 9:30:00
9/13/2021 9:30:00 AM
9/13/21 9:30:00
Paper
DCIR5-Both-POLLUTION CONTROL-DCI14.94 %250Long$63.53$60.21-5.23 %
9/3/2021 9:30:00 AM
9/03/21 9:30:00
9/13/2021 9:30:00 AM
9/13/21 9:30:00
Paper
ERIITLB1-Both-POLLUTION CONTROL-ERII14.97 %779Long$19.54$21.6310.70 %
8/25/2021 9:30:00 AM
8/25/21 9:30:00
9/10/2021 9:30:00 AM
9/10/21 9:30:00
Paper
CECER6-Both-POLLUTION CONTROL-CECE15.00 %2036Short$7.47$7.59-1.61 %
8/26/2021 9:30:00 AM
8/26/21 9:30:00
9/2/2021 9:30:00 AM
9/02/21 9:30:00
Paper
CECER14-Both-POLLUTION CONTROL-CECE15.00 %2036Short$7.47$7.58-1.47 %
8/26/2021 9:30:00 AM
8/26/21 9:30:00
9/1/2021 9:30:00 AM
9/01/21 9:30:00
Paper
CECETLB9-Both-POLLUTION CONTROL-CECE14.99 %2093Short$7.50$7.450.67 %
5/26/2021 9:30:00 AM
5/26/21 9:30:00
8/25/2021 9:30:00 AM
8/25/21 9:30:00
Paper
DCIR9-Both-POLLUTION CONTROL-DCI14.94 %227Long$66.43$67.311.32 %
8/20/2021 9:30:00 AM
8/20/21 9:30:00
8/24/2021 9:30:00 AM
8/24/21 9:30:00
Paper
TTEKR3-Both-POLLUTION CONTROL-TTEK14.86 %112Long$133.81$136.331.88 %
8/20/2021 9:30:00 AM
8/20/21 9:30:00
8/23/2021 9:30:00 AM
8/23/21 9:30:00
Paper
ERIIVP1-Both-POLLUTION CONTROL-ERII14.98 %756Long$17.94$19.146.69 %
8/6/2021 9:30:00 AM
8/06/21 9:30:00
8/23/2021 9:30:00 AM
8/23/21 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.96 %215Short$69.60$67.403.16 %
8/4/2021 9:30:00 AM
8/04/21 9:30:00
8/6/2021 9:30:00 AM
8/06/21 9:30:00
Paper
TTEKTLB9-Both-POLLUTION CONTROL-TTEK14.91 %125Short$120.37$130.15-8.12 %
6/18/2021 9:30:00 AM
6/18/21 9:30:00
7/26/2021 9:30:00 AM
7/26/21 9:30:00
Paper
ERIITLB8-Both-POLLUTION CONTROL-ERII14.98 %747Short$19.75$21.40-8.35 %
7/8/2021 9:30:00 AM
7/08/21 9:30:00
7/13/2021 9:30:00 AM
7/13/21 9:30:00
Paper
ERIIR13-Both-POLLUTION CONTROL-ERII14.98 %756Long$20.38$20.751.82 %
7/9/2021 9:30:00 AM
7/09/21 9:30:00
7/12/2021 9:30:00 AM
7/12/21 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.98 %756Long$20.38$20.751.82 %
7/9/2021 9:30:00 AM
7/09/21 9:30:00
7/12/2021 9:30:00 AM
7/12/21 9:30:00
Paper
ERIIR3-Both-POLLUTION CONTROL-ERII14.98 %756Long$20.38$20.751.82 %
7/9/2021 9:30:00 AM
7/09/21 9:30:00
7/12/2021 9:30:00 AM
7/12/21 9:30:00
Paper
CECEWT1-Both-POLLUTION CONTROL-CECE15.00 %1896Long$8.15$7.26-10.92 %
6/8/2021 9:30:00 AM
6/08/21 9:30:00
6/29/2021 9:30:00 AM
6/29/21 9:30:00
Paper
CECETLB7-Both-POLLUTION CONTROL-CECE15.00 %1896Long$8.15$7.26-10.92 %
6/8/2021 9:30:00 AM
6/08/21 9:30:00
6/29/2021 9:30:00 AM
6/29/21 9:30:00
Paper
CWSTR1-Both-POLLUTION CONTROL-CWST14.91 %233Long$67.33$66.08-1.86 %
6/2/2021 9:30:00 AM
6/02/21 9:30:00
6/16/2021 9:30:00 AM
6/16/21 9:30:00
Paper
CWSTR11-Both-POLLUTION CONTROL-CWST14.94 %234Long$67.19$66.08-1.65 %
5/28/2021 9:30:00 AM
5/28/21 9:30:00
6/16/2021 9:30:00 AM
6/16/21 9:30:00
Paper
DCIR7-Both-POLLUTION CONTROL-DCI14.94 %258Long$61.03$61.150.20 %
5/24/2021 9:30:00 AM
5/24/21 9:30:00
5/25/2021 9:30:00 AM
5/25/21 9:30:00
Paper
DCIR3-Both-POLLUTION CONTROL-DCI14.94 %258Long$61.03$61.150.20 %
5/24/2021 9:30:00 AM
5/24/21 9:30:00
5/25/2021 9:30:00 AM
5/25/21 9:30:00
Paper
DCIR8-Both-POLLUTION CONTROL-DCI14.95 %259Long$60.93$61.150.36 %
5/21/2021 9:30:00 AM
5/21/21 9:30:00
5/25/2021 9:30:00 AM
5/25/21 9:30:00
Paper
DCIR4-Both-POLLUTION CONTROL-DCI14.95 %259Long$60.93$61.150.36 %
5/21/2021 9:30:00 AM
5/21/21 9:30:00
5/25/2021 9:30:00 AM
5/25/21 9:30:00
Paper
DCIR5-Both-POLLUTION CONTROL-DCI14.93 %258Long$60.64$61.150.84 %
5/20/2021 9:30:00 AM
5/20/21 9:30:00
5/25/2021 9:30:00 AM
5/25/21 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.98 %893Long$17.24$17.511.57 %
5/12/2021 9:30:00 AM
5/12/21 9:30:00
5/17/2021 9:30:00 AM
5/17/21 9:30:00
Paper
ERIIR10-Both-POLLUTION CONTROL-ERII14.99 %836Long$20.54$17.51-14.75 %
5/10/2021 9:30:00 AM
5/10/21 9:30:00
5/17/2021 9:30:00 AM
5/17/21 9:30:00
Paper
ERIIR3-Both-POLLUTION CONTROL-ERII14.98 %843Long$20.41$17.51-14.21 %
5/7/2021 9:30:00 AM
5/07/21 9:30:00
5/17/2021 9:30:00 AM
5/17/21 9:30:00
Paper
TTEKR7-Both-POLLUTION CONTROL-TTEK14.82 %137Long$124.36$122.05-1.86 %
5/6/2021 9:30:00 AM
5/06/21 9:30:00
5/14/2021 9:30:00 AM
5/14/21 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.98 %843Long$20.41$17.60-13.77 %
5/7/2021 9:30:00 AM
5/07/21 9:30:00
5/11/2021 9:30:00 AM
5/11/21 9:30:00
Paper
ERIIR8-Both-POLLUTION CONTROL-ERII14.98 %843Long$20.41$17.60-13.77 %
5/7/2021 9:30:00 AM
5/07/21 9:30:00
5/11/2021 9:30:00 AM
5/11/21 9:30:00
Paper
CECER7-Both-POLLUTION CONTROL-CECE14.99 %2221Long$7.89$7.52-4.69 %
4/16/2021 9:30:00 AM
4/16/21 9:30:00
4/30/2021 9:30:00 AM
4/30/21 9:30:00
Paper
CECER1-Both-POLLUTION CONTROL-CECE14.99 %2219Long$7.86$7.52-4.33 %
4/15/2021 9:30:00 AM
4/15/21 9:30:00
4/30/2021 9:30:00 AM
4/30/21 9:30:00
Paper
CECER9-Both-POLLUTION CONTROL-CECE14.99 %2250Long$7.72$7.60-1.55 %
4/19/2021 9:30:00 AM
4/19/21 9:30:00
4/27/2021 9:30:00 AM
4/27/21 9:30:00
Paper
CECER4-Both-POLLUTION CONTROL-CECE14.99 %2219Long$7.86$7.890.38 %
4/15/2021 9:30:00 AM
4/15/21 9:30:00
4/16/2021 9:30:00 AM
4/16/21 9:30:00
Paper
ERIIR3-Both-POLLUTION CONTROL-ERII14.97 %953Long$18.44$18.661.19 %
4/14/2021 9:30:00 AM
4/14/21 9:30:00
4/15/2021 9:30:00 AM
4/15/21 9:30:00
Paper
CECER5-Both-POLLUTION CONTROL-CECE15.00 %2183Long$7.78$8.134.50 %
3/24/2021 9:30:00 AM
3/24/21 9:30:00
3/29/2021 9:30:00 AM
3/29/21 9:30:00
Paper
CECER11-Both-POLLUTION CONTROL-CECE14.99 %2155Long$8.00$8.131.63 %
3/23/2021 9:30:00 AM
3/23/21 9:30:00
3/29/2021 9:30:00 AM
3/29/21 9:30:00
Paper
CECER13-Both-POLLUTION CONTROL-CECE14.99 %2155Long$8.00$7.98-0.25 %
3/23/2021 9:30:00 AM
3/23/21 9:30:00
3/26/2021 9:30:00 AM
3/26/21 9:30:00
Paper
CECER3-Both-POLLUTION CONTROL-CECE14.99 %2155Long$8.00$7.98-0.25 %
3/23/2021 9:30:00 AM
3/23/21 9:30:00
3/26/2021 9:30:00 AM
3/26/21 9:30:00
Paper
CECER9-Both-POLLUTION CONTROL-CECE14.99 %2111Long$8.40$7.98-5.00 %
3/22/2021 9:30:00 AM
3/22/21 9:30:00
3/26/2021 9:30:00 AM
3/26/21 9:30:00
Paper
CECER7-Both-POLLUTION CONTROL-CECE14.99 %2066Long$8.53$7.98-6.45 %
3/19/2021 9:30:00 AM
3/19/21 9:30:00
3/26/2021 9:30:00 AM
3/26/21 9:30:00
Paper
DCITLB2-Both-POLLUTION CONTROL-DCI14.95 %296Long$61.31$57.62-6.02 %
3/11/2021 9:30:00 AM
3/11/21 9:30:00
3/24/2021 9:30:00 AM
3/24/21 9:30:00
Paper
CECETLB1-Both-POLLUTION CONTROL-CECE15.00 %2233Long$7.44$8.4012.90 %
11/17/2020 9:30:00 AM
11/17/20 9:30:00
3/22/2021 9:30:00 AM
3/22/21 9:30:00
Paper
CECETLB7-Both-POLLUTION CONTROL-CECE14.99 %2209Long$7.50$8.6715.60 %
1/7/2021 9:30:00 AM
1/07/21 9:30:00
3/17/2021 9:30:00 AM
3/17/21 9:30:00
Paper
DCIR8-Both-POLLUTION CONTROL-DCI14.92 %296Long$57.88$60.624.73 %
3/5/2021 9:30:00 AM
3/05/21 9:30:00
3/9/2021 9:30:00 AM
3/09/21 9:30:00
Paper
DCIR4-Both-POLLUTION CONTROL-DCI14.94 %289Long$60.46$60.620.26 %
3/2/2021 9:30:00 AM
3/02/21 9:30:00
3/9/2021 9:30:00 AM
3/09/21 9:30:00
Paper
DCIR3-Both-POLLUTION CONTROL-DCI14.94 %289Long$60.46$60.620.26 %
3/2/2021 9:30:00 AM
3/02/21 9:30:00
3/9/2021 9:30:00 AM
3/09/21 9:30:00
Paper
DCIR5-Both-POLLUTION CONTROL-DCI14.92 %296Long$57.88$59.282.42 %
3/5/2021 9:30:00 AM
3/05/21 9:30:00
3/8/2021 9:30:00 AM
3/08/21 9:30:00
Paper
CECEWT1-Both-POLLUTION CONTROL-CECE15.00 %2115Long$7.91$8.234.05 %
2/12/2021 9:30:00 AM
2/12/21 9:30:00
3/5/2021 9:30:00 AM
3/05/21 9:30:00
Paper
ERIITLB2-Both-POLLUTION CONTROL-ERII14.99 %1037Long$16.62$17.998.24 %
2/24/2021 9:30:00 AM
2/24/21 9:30:00
3/1/2021 9:30:00 AM
3/01/21 9:30:00
Paper
ERIITLB8-Both-POLLUTION CONTROL-ERII14.99 %1151Short$13.92$14.89-6.97 %
1/27/2021 9:30:00 AM
1/27/21 9:30:00
2/9/2021 9:30:00 AM
2/09/21 9:30:00
Paper
TTEKR7-Both-POLLUTION CONTROL-TTEK14.84 %130Long$121.53$133.7310.04 %
2/1/2021 9:30:00 AM
2/01/21 9:30:00
2/3/2021 9:30:00 AM
2/03/21 9:30:00
Paper
CECER7-Both-POLLUTION CONTROL-CECE14.99 %2286Long$7.18$7.250.97 %
1/28/2021 9:30:00 AM
1/28/21 9:30:00
2/2/2021 9:30:00 AM
2/02/21 9:30:00
Paper
ERIIR8-Both-POLLUTION CONTROL-ERII14.99 %1190Long$13.71$14.002.12 %
1/28/2021 9:30:00 AM
1/28/21 9:30:00
2/1/2021 9:30:00 AM
2/01/21 9:30:00
Paper
TTEKTLB2-Both-POLLUTION CONTROL-TTEK14.81 %124Long$130.41$135.814.14 %
1/7/2021 9:30:00 AM
1/07/21 9:30:00
1/22/2021 9:30:00 AM
1/22/21 9:30:00
Paper
CCCR8-Both-POLLUTION CONTROL-CCC14.97 %564Long$29.49$30.031.83 %
1/20/2021 9:30:00 AM
1/20/21 9:30:00
1/21/2021 9:30:00 AM
1/21/21 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.99 %280Long$58.16$57.32-1.44 %
1/13/2021 9:30:00 AM
1/13/21 9:30:00
1/20/2021 9:30:00 AM
1/20/21 9:30:00
Paper
CWSTR5-Both-POLLUTION CONTROL-CWST14.91 %274Long$58.40$54.09-7.38 %
1/12/2021 9:30:00 AM
1/12/21 9:30:00
1/15/2021 9:30:00 AM
1/15/21 9:30:00
Paper
DCIR6-Both-POLLUTION CONTROL-DCI14.97 %286Long$56.61$58.573.46 %
1/6/2021 9:30:00 AM
1/06/21 9:30:00
1/7/2021 9:30:00 AM
1/07/21 9:30:00
Paper
DCIR4-Both-POLLUTION CONTROL-DCI14.97 %286Long$56.61$58.573.46 %
1/6/2021 9:30:00 AM
1/06/21 9:30:00
1/7/2021 9:30:00 AM
1/07/21 9:30:00
Paper
DCIR3-Both-POLLUTION CONTROL-DCI14.97 %286Long$56.61$58.573.46 %
1/6/2021 9:30:00 AM
1/06/21 9:30:00
1/7/2021 9:30:00 AM
1/07/21 9:30:00
Paper
DCIR1-Both-POLLUTION CONTROL-DCI14.97 %286Long$56.61$58.573.46 %
1/6/2021 9:30:00 AM
1/06/21 9:30:00
1/7/2021 9:30:00 AM
1/07/21 9:30:00
Paper
CCCR8-Both-POLLUTION CONTROL-CCC14.97 %535Long$29.73$30.281.85 %
12/30/2020 9:30:00 AM
12/30/20 9:30:00
1/6/2021 9:30:00 AM
1/06/21 9:30:00
Paper
ERIIR3-Both-POLLUTION CONTROL-ERII14.98 %1171Long$14.31$13.80-3.56 %
1/4/2021 9:30:00 AM
1/04/21 9:30:00
1/5/2021 9:30:00 AM
1/05/21 9:30:00
Paper
TTEKR7-Both-POLLUTION CONTROL-TTEK14.87 %137Long$116.67$117.260.51 %
12/28/2020 9:30:00 AM
12/28/20 9:30:00
12/29/2020 9:30:00 AM
12/29/20 9:30:00
Paper
TTEKR3-Both-POLLUTION CONTROL-TTEK14.97 %138Long$117.73$117.830.08 %
12/14/2020 9:30:00 AM
12/14/20 9:30:00
12/18/2020 9:30:00 AM
12/18/20 9:30:00
Paper
ERIITLB8-Both-POLLUTION CONTROL-ERII14.99 %1497Short$11.08$12.12-9.39 %
12/3/2020 9:30:00 AM
12/03/20 9:30:00
12/10/2020 9:30:00 AM
12/10/20 9:30:00
Paper
ERIIVP2-Both-POLLUTION CONTROL-ERII14.99 %1540Short$10.79$12.12-12.33 %
11/30/2020 9:30:00 AM
11/30/20 9:30:00
12/10/2020 9:30:00 AM
12/10/20 9:30:00
Paper
CECER7-Both-POLLUTION CONTROL-CECE15.00 %2298Long$7.29$7.502.88 %
11/23/2020 9:30:00 AM
11/23/20 9:30:00
11/24/2020 9:30:00 AM
11/24/20 9:30:00
Paper
CWSTWT1-Both-POLLUTION CONTROL-CWST14.92 %283Long$58.05$59.372.27 %
11/5/2020 9:30:00 AM
11/05/20 9:30:00
11/19/2020 9:30:00 AM
11/19/20 9:30:00
Paper
CCCR9-Both-POLLUTION CONTROL-CCC14.98 %614Long$26.98$27.692.63 %
11/12/2020 9:30:00 AM
11/12/20 9:30:00
11/16/2020 9:30:00 AM
11/16/20 9:30:00
Paper
TTEKTLB2-Both-POLLUTION CONTROL-TTEK14.92 %149Long$109.47$120.009.62 %
11/4/2020 9:30:00 AM
11/04/20 9:30:00
11/12/2020 9:30:00 AM
11/12/20 9:30:00
Paper
CECETLB1-Both-POLLUTION CONTROL-CECE14.99 %2105Long$7.47$6.02-19.41 %
10/5/2020 9:30:00 AM
10/05/20 9:30:00
11/5/2020 9:30:00 AM
11/05/20 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.91 %300Long$54.99$55.390.73 %
11/2/2020 9:30:00 AM
11/02/20 9:30:00
11/4/2020 9:30:00 AM
11/04/20 9:30:00
Paper
DCIR7-Both-POLLUTION CONTROL-DCI14.95 %341Long$46.85$49.054.70 %
10/29/2020 9:30:00 AM
10/29/20 9:30:00
11/3/2020 9:30:00 AM
11/03/20 9:30:00
Paper
DCIR5-Both-POLLUTION CONTROL-DCI14.95 %341Long$46.85$49.054.70 %
10/29/2020 9:30:00 AM
10/29/20 9:30:00
11/3/2020 9:30:00 AM
11/03/20 9:30:00
Paper
CECER7-Both-POLLUTION CONTROL-CECE14.99 %2303Long$7.05$7.202.13 %
10/29/2020 9:30:00 AM
10/29/20 9:30:00
11/3/2020 9:30:00 AM
11/03/20 9:30:00
Paper
CECER5-Both-POLLUTION CONTROL-CECE14.99 %2303Long$7.05$7.202.13 %
10/29/2020 9:30:00 AM
10/29/20 9:30:00
11/3/2020 9:30:00 AM
11/03/20 9:30:00
Paper
DCIR9-Both-POLLUTION CONTROL-DCI14.92 %325Long$48.71$48.24-0.96 %
10/28/2020 9:30:00 AM
10/28/20 9:30:00
11/2/2020 9:30:00 AM
11/02/20 9:30:00
Paper
DCITLB10-Both-POLLUTION CONTROL-DCI14.95 %322Short$50.14$46.856.56 %
10/27/2020 9:30:00 AM
10/27/20 9:30:00
10/29/2020 9:30:00 AM
10/29/20 9:30:00
Paper
CCCR1-Both-POLLUTION CONTROL-CCC14.98 %546Long$30.94$29.93-3.26 %
10/19/2020 9:30:00 AM
10/19/20 9:30:00
10/28/2020 9:30:00 AM
10/28/20 9:30:00
Paper
CCCR9-Both-POLLUTION CONTROL-CCC14.96 %541Long$30.85$29.93-2.98 %
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Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailHCT1-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-POLLUTION CONTROL-CCC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-POLLUTION CONTROL-TTEK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-POLLUTION CONTROL-CCC0.0 %0.1-0.5 %0.8 %0.4 %15.0 %0.4 %-0.60.1
100%ThumbnailR10-Both-POLLUTION CONTROL-ERII50.0 %0.2-1.9 %2.7 %1.4 %15.0 %0.3 %-0.70.2
100%ThumbnailR10-Both-POLLUTION CONTROL-TTEK100.0 %0.11.0 %0.0 %0.0 %14.9 %0.1 %28.50.1
100%ThumbnailR11-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-POLLUTION CONTROL-CCC0.0 %0.1-0.3 %0.6 %0.3 %15.0 %0.3 %-0.50.1
100%ThumbnailR11-Both-POLLUTION CONTROL-CECE100.0 %0.10.2 %0.7 %0.3 %15.0 %0.2 %0.40.1
100%ThumbnailR11-Both-POLLUTION CONTROL-CWST0.0 %0.1-0.2 %0.4 %0.2 %15.0 %0.7 %-0.60.1
100%ThumbnailR12-Both-POLLUTION CONTROL-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-POLLUTION CONTROL-CECE0.0 %0.10.0 %0.7 %0.3 %15.0 %0.2 %-0.10.1
100%ThumbnailR13-Both-POLLUTION CONTROL-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-POLLUTION CONTROL-ERII100.0 %0.20.6 %0.1 %0.0 %15.0 %0.1 %12.10.2
100%ThumbnailR13-Both-POLLUTION CONTROL-TTEK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-POLLUTION CONTROL-CECE0.0 %0.1-0.2 %0.2 %0.1 %15.0 %0.2 %-0.90.1
100%ThumbnailR14-Both-POLLUTION CONTROL-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-POLLUTION CONTROL-ERII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-POLLUTION CONTROL-CCC0.0 %0.1-0.5 %0.8 %0.4 %15.0 %0.4 %-0.60.1
100%ThumbnailR1-Both-POLLUTION CONTROL-CECE50.0 %0.20.5 %0.9 %0.5 %15.0 %0.7 %0.50.2
100%ThumbnailR1-Both-POLLUTION CONTROL-CWST0.0 %0.1-0.3 %0.4 %0.2 %14.9 %0.6 %-0.70.1
100%ThumbnailR1-Both-POLLUTION CONTROL-DCI100.0 %0.10.5 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailR2-Both-POLLUTION CONTROL-CCC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-POLLUTION CONTROL-ERII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-POLLUTION CONTROL-CCC0.0 %0.1-0.4 %0.7 %0.4 %15.0 %0.3 %-0.60.1
100%ThumbnailR3-Both-POLLUTION CONTROL-CECE0.0 %0.10.0 %0.7 %0.3 %15.0 %0.2 %-0.10.1
100%ThumbnailR3-Both-POLLUTION CONTROL-DCI100.0 %0.30.7 %0.8 %0.4 %14.9 %0.6 %0.80.3
100%ThumbnailR3-Both-POLLUTION CONTROL-ERII66.7 %0.5-1.2 %2.9 %1.4 %15.0 %0.8 %-0.40.5
100%ThumbnailR3-Both-POLLUTION CONTROL-TTEK80.0 %0.41.2 %0.3 %0.3 %14.9 %0.7 %3.60.4
100%ThumbnailR4-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-POLLUTION CONTROL-CCC0.0 %0.1-0.5 %0.8 %0.4 %15.0 %0.4 %-0.60.1
100%ThumbnailR4-Both-POLLUTION CONTROL-CECE66.7 %0.31.3 %0.0 %0.0 %15.0 %0.3 %64.40.3
100%ThumbnailR4-Both-POLLUTION CONTROL-DCI100.0 %0.30.6 %0.8 %0.4 %15.0 %0.5 %0.70.3
100%ThumbnailR5-Both-POLLUTION CONTROL-CCC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-POLLUTION CONTROL-CECE100.0 %0.31.5 %0.3 %0.2 %15.0 %0.5 %5.30.3
100%ThumbnailR5-Both-POLLUTION CONTROL-CWST0.0 %0.1-1.1 %1.1 %0.6 %14.9 %0.2 %-1.00.1
100%ThumbnailR5-Both-POLLUTION CONTROL-DCI80.0 %0.40.8 %0.9 %0.5 %14.9 %0.8 %0.90.4
100%ThumbnailR6-Both-POLLUTION CONTROL-CCC0.0 %0.1-0.3 %0.6 %0.3 %15.0 %0.3 %-0.50.1
100%ThumbnailR6-Both-POLLUTION CONTROL-CECE50.0 %0.20.9 %0.4 %0.2 %15.0 %0.4 %2.30.2
100%ThumbnailR6-Both-POLLUTION CONTROL-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-POLLUTION CONTROL-DCI100.0 %0.10.5 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailR7-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-POLLUTION CONTROL-CCC0.0 %0.1-0.5 %0.8 %0.4 %15.0 %0.4 %-0.60.1
100%ThumbnailR7-Both-POLLUTION CONTROL-CECE71.4 %0.6-0.6 %1.8 %0.9 %15.0 %1.3 %-0.30.6
100%ThumbnailR7-Both-POLLUTION CONTROL-DCI75.0 %0.30.4 %0.6 %0.3 %15.0 %0.8 %0.70.3
100%ThumbnailR7-Both-POLLUTION CONTROL-TTEK83.3 %0.53.2 %0.8 %0.4 %14.8 %0.9 %3.90.5
100%ThumbnailR8-Both-POLLUTION CONTROL-CCC100.0 %0.20.6 %0.1 %0.1 %15.0 %0.3 %5.00.2
100%ThumbnailR8-Both-POLLUTION CONTROL-DCI100.0 %0.20.8 %0.1 %0.0 %14.9 %0.2 %9.50.2
100%ThumbnailR8-Both-POLLUTION CONTROL-ERII66.7 %0.3-0.9 %2.2 %1.1 %15.0 %0.4 %-0.40.3
100%ThumbnailR9-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-POLLUTION CONTROL-CCC50.0 %0.20.0 %0.8 %0.4 %15.0 %0.6 %-0.10.2
100%ThumbnailR9-Both-POLLUTION CONTROL-CECE33.3 %0.3-0.6 %1.4 %0.7 %15.0 %0.6 %-0.40.3
100%ThumbnailR9-Both-POLLUTION CONTROL-DCI50.0 %0.3-0.6 %0.9 %0.7 %14.9 %0.8 %-0.70.3
100%ThumbnailR9-Both-POLLUTION CONTROL-ERII66.7 %0.3-1.6 %2.6 %1.3 %15.0 %0.7 %-0.60.3
100%ThumbnailTLB10-Both-POLLUTION CONTROL-DCI100.0 %0.11.0 %0.0 %0.0 %15.0 %0.1 %0.00.1
100%ThumbnailTLB1-Both-POLLUTION CONTROL-CECE50.0 %0.2-1.0 %5.8 %3.9 %15.0 %6.5 %-0.20.2
100%ThumbnailTLB1-Both-POLLUTION CONTROL-ERII100.0 %0.11.6 %1.2 %0.6 %15.0 %0.7 %1.40.1
100%ThumbnailTLB2-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-POLLUTION CONTROL-CWST0.0 %0.00.2 %0.0 %0.0 %0.0 %0.1 %0.00.0
100%ThumbnailTLB2-Both-POLLUTION CONTROL-DCI0.0 %0.2-1.0 %1.5 %0.8 %15.0 %1.4 %-0.70.2
100%ThumbnailTLB2-Both-POLLUTION CONTROL-ERII100.0 %0.11.3 %0.0 %0.0 %15.0 %0.2 %0.00.1
100%ThumbnailTLB2-Both-POLLUTION CONTROL-TTEK100.0 %0.33.2 %0.3 %0.2 %14.9 %1.3 %12.50.3
100%ThumbnailTLB3-Both-POLLUTION CONTROL-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-POLLUTION CONTROL-ERII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-POLLUTION CONTROL-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-POLLUTION CONTROL-TTEK100.0 %0.10.7 %0.0 %0.0 %14.9 %0.2 %0.00.1
100%ThumbnailTLB5-Both-POLLUTION CONTROL-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-POLLUTION CONTROL-TTEK100.0 %0.12.2 %0.1 %0.1 %14.8 %0.7 %21.90.1
100%ThumbnailTLB6-Both-POLLUTION CONTROL-CECE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-POLLUTION CONTROL-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-POLLUTION CONTROL-TTEK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-POLLUTION CONTROL-CECE50.0 %0.20.7 %3.0 %1.5 %15.0 %3.8 %0.20.2
100%ThumbnailTLB7-Both-POLLUTION CONTROL-ERII100.0 %0.22.6 %1.7 %1.3 %15.0 %2.6 %1.50.2
100%ThumbnailTLB8-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB8-Both-POLLUTION CONTROL-ERII20.0 %0.4-7.3 %7.4 %3.9 %15.0 %2.7 %-1.00.4
100%ThumbnailTLB9-Both-POLLUTION CONTROL-CCC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-POLLUTION CONTROL-CECE100.0 %0.10.1 %1.6 %0.8 %15.0 %3.6 %0.10.1
100%ThumbnailTLB9-Both-POLLUTION CONTROL-ERII0.0 %0.0-1.0 %1.0 %0.5 %0.0 %0.2 %-1.00.0
100%ThumbnailTLB9-Both-POLLUTION CONTROL-TTEK0.0 %0.1-1.2 %1.7 %0.8 %14.9 %1.5 %-0.70.1
100%ThumbnailVBX1-Both-POLLUTION CONTROL-CWST50.0 %0.30.1 %1.2 %0.6 %14.9 %0.6 %0.00.3
100%ThumbnailVP1-Both-POLLUTION CONTROL-CCC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-POLLUTION CONTROL-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-POLLUTION CONTROL-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-POLLUTION CONTROL-ERII100.0 %0.10.9 %0.7 %0.3 %15.0 %0.6 %1.30.1
100%ThumbnailVP1-Both-POLLUTION CONTROL-TTEK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-POLLUTION CONTROL-BIN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-POLLUTION CONTROL-DCI0.0 %0.01.7 %0.6 %0.3 %0.0 %2.0 %3.00.0
100%ThumbnailVP2-Both-POLLUTION CONTROL-ERII0.0 %0.1-1.8 %2.0 %1.0 %15.0 %0.5 %-0.90.1
100%ThumbnailWT1-Both-POLLUTION CONTROL-CECE50.0 %0.2-1.0 %2.3 %1.1 %15.0 %1.7 %-0.50.2
100%ThumbnailWT1-Both-POLLUTION CONTROL-CWST100.0 %0.20.8 %1.1 %0.6 %15.0 %1.6 %0.80.2
100%ThumbnailWT1-Both-POLLUTION CONTROL-TTEK100.0 %0.22.1 %0.8 %0.7 %14.8 %1.8 %2.70.2
Lists Used
List NameDescriptionDynamic List
POLLUTION CONTROL-BINGroup: POLLUTION CONTROL-BINNo
POLLUTION CONTROL-CCCGroup: POLLUTION CONTROL-CCCNo
POLLUTION CONTROL-CECEGroup: POLLUTION CONTROL-CECENo
POLLUTION CONTROL-CWSTGroup: POLLUTION CONTROL-CWSTNo
POLLUTION CONTROL-DCIGroup: POLLUTION CONTROL-DCINo
POLLUTION CONTROL-ERIIGroup: POLLUTION CONTROL-ERIINo
POLLUTION CONTROL-TTEKGroup: POLLUTION CONTROL-TTEKNo
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: 17.6%
Warning: Max Draw Down in the last 12 months is high.
Per Trade Allocation: 15%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 8.2
 

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
Group
List:
POLLUTION CONTROL
Goal:
15%
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:
54
57%
Volatile, Trending Markets
Swing:
41
43%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets