Portfolio

Portfolio Image

Pollution Control Stocks

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

Return:

+7%

ROAI:

+20%

Stability:

 
68

Consistency:

 
67
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-TTEKTTEKLong14.73 %1066/2/2023 9:30:00 AM$146.69$155.786.20 %Paper
TLB4-Both-POLLUTION CONTROL-TTEKTTEKLong14.82 %1046/5/2023 9:30:00 AM$152.72$155.782.00 %Paper
TLB5-Both-POLLUTION CONTROL-TTEKTTEKLong14.82 %1046/5/2023 9:30:00 AM$152.72$155.782.00 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
6/6/2022 - 6/6/2023
63.3%
7.0%
19.7%
7.3%
6.3%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

1.0
6.6
14.9%
35.8%
$107,036

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
ERIIR8-Both-POLLUTION CONTROL-ERII14.97 %653Long$23.81$25.185.75 %
6/1/2023 9:30:00 AM
6/01/23 9:30:00
6/5/2023 9:30:00 AM
6/05/23 9:30:00
Paper
CWSTR11-Both-POLLUTION CONTROL-CWST14.93 %174Long$92.76$93.000.26 %
5/25/2023 9:30:00 AM
5/25/23 9:30:00
6/5/2023 9:30:00 AM
6/05/23 9:30:00
Paper
CWSTR6-Both-POLLUTION CONTROL-CWST14.93 %174Long$92.76$93.000.26 %
5/25/2023 9:30:00 AM
5/25/23 9:30:00
6/5/2023 9:30:00 AM
6/05/23 9:30:00
Paper
CWSTR1-Both-POLLUTION CONTROL-CWST14.93 %174Long$92.76$93.000.26 %
5/25/2023 9:30:00 AM
5/25/23 9:30:00
6/5/2023 9:30:00 AM
6/05/23 9:30:00
Paper
DCITLB5-Both-POLLUTION CONTROL-DCI14.98 %253Long$63.80$58.46-8.37 %
5/31/2023 9:30:00 AM
5/31/23 9:30:00
6/1/2023 9:30:00 AM
6/01/23 9:30:00
Paper
DCITLB4-Both-POLLUTION CONTROL-DCI14.98 %253Long$63.80$58.46-8.37 %
5/31/2023 9:30:00 AM
5/31/23 9:30:00
6/1/2023 9:30:00 AM
6/01/23 9:30:00
Paper
CWSTWT1-Both-POLLUTION CONTROL-CWST14.92 %196Long$82.08$90.3910.12 %
4/3/2023 9:30:00 AM
4/03/23 9:30:00
6/1/2023 9:30:00 AM
6/01/23 9:30:00
Paper
DCIVP1-Both-POLLUTION CONTROL-DCI14.90 %262Long$62.25$63.682.30 %
4/11/2023 9:30:00 AM
4/11/23 9:30:00
5/11/2023 9:30:00 AM
5/11/23 9:30:00
Paper
ERIIR8-Both-POLLUTION CONTROL-ERII14.97 %689Long$23.53$22.84-2.93 %
4/20/2023 9:30:00 AM
4/20/23 9:30:00
4/27/2023 9:30:00 AM
4/27/23 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.98 %705Long$23.06$22.85-0.91 %
4/21/2023 9:30:00 AM
4/21/23 9:30:00
4/26/2023 9:30:00 AM
4/26/23 9:30:00
Paper
TTEKWT1-Both-POLLUTION CONTROL-TTEK14.90 %112Long$146.69$134.03-8.63 %
4/14/2023 9:30:00 AM
4/14/23 9:30:00
4/26/2023 9:30:00 AM
4/26/23 9:30:00
Paper
ERIITLB7-Both-POLLUTION CONTROL-ERII14.97 %705Long$23.06$23.060.00 %
4/3/2023 9:30:00 AM
4/03/23 9:30:00
4/21/2023 9:30:00 AM
4/21/23 9:30:00
Paper
DCIR5-Both-POLLUTION CONTROL-DCI14.93 %265Long$60.91$63.153.68 %
4/10/2023 9:30:00 AM
4/10/23 9:30:00
4/12/2023 9:30:00 AM
4/12/23 9:30:00
Paper
DCIR9-Both-POLLUTION CONTROL-DCI14.91 %262Long$61.72$63.152.32 %
4/6/2023 9:30:00 AM
4/06/23 9:30:00
4/12/2023 9:30:00 AM
4/12/23 9:30:00
Paper
ERIITLB9-Both-POLLUTION CONTROL-ERII14.99 %855Short$20.42$24.88-21.84 %
11/10/2022 9:30:00 AM
11/10/22 9:30:00
4/12/2023 9:30:00 AM
4/12/23 9:30:00
Paper
DCIR3-Both-POLLUTION CONTROL-DCI14.88 %251Long$63.56$64.201.01 %
3/15/2023 9:30:00 AM
3/15/23 9:30:00
3/22/2023 9:30:00 AM
3/22/23 9:30:00
Paper
DCIR9-Both-POLLUTION CONTROL-DCI14.92 %256Long$64.49$64.20-0.45 %
3/14/2023 9:30:00 AM
3/14/23 9:30:00
3/22/2023 9:30:00 AM
3/22/23 9:30:00
Paper
DCIR8-Both-POLLUTION CONTROL-DCI14.95 %253Long$63.29$64.201.44 %
3/13/2023 9:30:00 AM
3/13/23 9:30:00
3/22/2023 9:30:00 AM
3/22/23 9:30:00
Paper
DCIR1-Both-POLLUTION CONTROL-DCI14.88 %251Long$63.56$63.660.16 %
3/15/2023 9:30:00 AM
3/15/23 9:30:00
3/17/2023 9:30:00 AM
3/17/23 9:30:00
Paper
DCIR7-Both-POLLUTION CONTROL-DCI14.95 %253Long$63.29$63.660.58 %
3/13/2023 9:30:00 AM
3/13/23 9:30:00
3/17/2023 9:30:00 AM
3/17/23 9:30:00
Paper
ERIITLB7-Both-POLLUTION CONTROL-ERII14.98 %721Long$22.22$22.722.25 %
11/28/2022 9:30:00 AM
11/28/22 9:30:00
3/14/2023 9:30:00 AM
3/14/23 9:30:00
Paper
TTEKR7-Both-POLLUTION CONTROL-TTEK14.91 %112Long$144.78$138.12-4.60 %
2/10/2023 9:30:00 AM
2/10/23 9:30:00
3/2/2023 9:30:00 AM
3/02/23 9:30:00
Paper
DCIR4-Both-POLLUTION CONTROL-DCI14.93 %256Long$63.11$63.320.33 %
2/28/2023 9:30:00 AM
2/28/23 9:30:00
3/1/2023 9:30:00 AM
3/01/23 9:30:00
Paper
ERIITLB8-Both-POLLUTION CONTROL-ERII14.98 %770Short$21.14$21.54-1.89 %
2/22/2023 9:30:00 AM
2/22/23 9:30:00
2/24/2023 9:30:00 AM
2/24/23 9:30:00
Paper
ERIITLB1-Both-POLLUTION CONTROL-ERII14.97 %744Long$22.15$21.81-1.53 %
1/17/2023 9:30:00 AM
1/17/23 9:30:00
2/23/2023 9:30:00 AM
2/23/23 9:30:00
Paper
TTEKVP1-Both-POLLUTION CONTROL-TTEK14.90 %118Long$138.00$144.054.38 %
1/10/2023 9:30:00 AM
1/10/23 9:30:00
2/17/2023 9:30:00 AM
2/17/23 9:30:00
Paper
ERIITLB2-Both-POLLUTION CONTROL-ERII14.98 %773Long$21.48$22.102.89 %
1/11/2023 9:30:00 AM
1/11/23 9:30:00
1/18/2023 9:30:00 AM
1/18/23 9:30:00
Paper
CWSTTLB2-Both-POLLUTION CONTROL-CWST14.87 %199Long$82.44$78.24-5.09 %
1/11/2023 9:30:00 AM
1/11/23 9:30:00
1/17/2023 9:30:00 AM
1/17/23 9:30:00
Paper
TTEKR3-Both-POLLUTION CONTROL-TTEK14.83 %115Long$140.30$138.00-1.64 %
1/5/2023 9:30:00 AM
1/05/23 9:30:00
1/10/2023 9:30:00 AM
1/10/23 9:30:00
Paper
DCIR3-Both-POLLUTION CONTROL-DCI14.95 %276Long$59.28$58.98-0.51 %
12/30/2022 9:30:00 AM
12/30/22 9:30:00
1/5/2023 9:30:00 AM
1/05/23 9:30:00
Paper
CWSTR11-Both-POLLUTION CONTROL-CWST14.95 %206Long$79.87$79.55-0.40 %
12/21/2022 9:30:00 AM
12/21/22 9:30:00
12/23/2022 9:30:00 AM
12/23/22 9:30:00
Paper
DCIR9-Both-POLLUTION CONTROL-DCI14.97 %279Long$58.10$60.093.43 %
12/20/2022 9:30:00 AM
12/20/22 9:30:00
12/22/2022 9:30:00 AM
12/22/22 9:30:00
Paper
DCIR4-Both-POLLUTION CONTROL-DCI14.97 %279Long$58.10$60.093.43 %
12/20/2022 9:30:00 AM
12/20/22 9:30:00
12/22/2022 9:30:00 AM
12/22/22 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.97 %206Long$78.51$79.721.54 %
12/20/2022 9:30:00 AM
12/20/22 9:30:00
12/22/2022 9:30:00 AM
12/22/22 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.97 %743Long$21.74$22.624.05 %
12/12/2022 9:30:00 AM
12/12/22 9:30:00
12/13/2022 9:30:00 AM
12/13/22 9:30:00
Paper
DCIR7-Both-POLLUTION CONTROL-DCI14.96 %272Long$59.42$59.730.52 %
12/8/2022 9:30:00 AM
12/08/22 9:30:00
12/12/2022 9:30:00 AM
12/12/22 9:30:00
Paper
DCIR4-Both-POLLUTION CONTROL-DCI14.96 %272Long$59.42$59.470.08 %
12/8/2022 9:30:00 AM
12/08/22 9:30:00
12/9/2022 9:30:00 AM
12/09/22 9:30:00
Paper
TTEKR7-Both-POLLUTION CONTROL-TTEK14.93 %105Long$152.08$156.302.77 %
11/29/2022 9:30:00 AM
11/29/22 9:30:00
12/1/2022 9:30:00 AM
12/01/22 9:30:00
Paper
TTEKTLB9-Both-POLLUTION CONTROL-TTEK14.79 %120Short$136.75$162.89-19.12 %
11/3/2022 9:30:00 AM
11/03/22 9:30:00
11/11/2022 9:30:00 AM
11/11/22 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.87 %201Short$82.23$79.503.32 %
11/2/2022 9:30:00 AM
11/02/22 9:30:00
11/3/2022 9:30:00 AM
11/03/22 9:30:00
Paper
CWSTR5-Both-POLLUTION CONTROL-CWST14.95 %216Short$77.64$78.25-0.79 %
10/27/2022 9:30:00 AM
10/27/22 9:30:00
10/28/2022 9:30:00 AM
10/28/22 9:30:00
Paper
CECER3-Both-POLLUTION CONTROL-CECE14.99 %1751Long$9.29$9.734.71 %
10/13/2022 9:30:00 AM
10/13/22 9:30:00
10/17/2022 9:30:00 AM
10/17/22 9:30:00
Paper
ERIIR13-Both-POLLUTION CONTROL-ERII14.97 %758Long$22.52$21.88-2.84 %
10/4/2022 9:30:00 AM
10/04/22 9:30:00
10/5/2022 9:30:00 AM
10/05/22 9:30:00
Paper
ERIIR3-Both-POLLUTION CONTROL-ERII14.97 %758Long$22.52$21.88-2.84 %
10/4/2022 9:30:00 AM
10/04/22 9:30:00
10/5/2022 9:30:00 AM
10/05/22 9:30:00
Paper
ERIIR10-Both-POLLUTION CONTROL-ERII14.98 %761Long$21.83$21.880.23 %
10/3/2022 9:30:00 AM
10/03/22 9:30:00
10/5/2022 9:30:00 AM
10/05/22 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.98 %761Long$21.83$21.880.23 %
10/3/2022 9:30:00 AM
10/03/22 9:30:00
10/5/2022 9:30:00 AM
10/05/22 9:30:00
Paper
CECER1-Both-POLLUTION CONTROL-CECE14.98 %1787Long$9.33$9.511.93 %
9/29/2022 9:30:00 AM
9/29/22 9:30:00
10/4/2022 9:30:00 AM
10/04/22 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.90 %214Long$77.50$79.482.55 %
9/27/2022 9:30:00 AM
9/27/22 9:30:00
9/29/2022 9:30:00 AM
9/29/22 9:30:00
Paper
CECER11-Both-POLLUTION CONTROL-CECE14.99 %1805Long$9.26$9.330.76 %
9/27/2022 9:30:00 AM
9/27/22 9:30:00
9/29/2022 9:30:00 AM
9/29/22 9:30:00
Paper
CECER4-Both-POLLUTION CONTROL-CECE14.99 %1805Long$9.26$9.18-0.86 %
9/27/2022 9:30:00 AM
9/27/22 9:30:00
9/28/2022 9:30:00 AM
9/28/22 9:30:00
Paper
CECER3-Both-POLLUTION CONTROL-CECE14.99 %1805Long$9.26$9.18-0.86 %
9/27/2022 9:30:00 AM
9/27/22 9:30:00
9/28/2022 9:30:00 AM
9/28/22 9:30:00
Paper
ERIIR8-Both-POLLUTION CONTROL-ERII14.98 %701Long$23.61$23.830.93 %
9/26/2022 9:30:00 AM
9/26/22 9:30:00
9/28/2022 9:30:00 AM
9/28/22 9:30:00
Paper
ERIIR3-Both-POLLUTION CONTROL-ERII14.98 %694Long$23.70$23.830.55 %
9/23/2022 9:30:00 AM
9/23/22 9:30:00
9/28/2022 9:30:00 AM
9/28/22 9:30:00
Paper
CECER7-Both-POLLUTION CONTROL-CECE14.99 %1792Long$9.07$9.464.30 %
9/19/2022 9:30:00 AM
9/19/22 9:30:00
9/20/2022 9:30:00 AM
9/20/22 9:30:00
Paper
ERIITLB2-Both-POLLUTION CONTROL-ERII14.98 %661Long$24.94$25.130.76 %
9/8/2022 9:30:00 AM
9/08/22 9:30:00
9/13/2022 9:30:00 AM
9/13/22 9:30:00
Paper
TTEKTLB9-Both-POLLUTION CONTROL-TTEK14.84 %114Short$145.16$137.715.13 %
8/10/2022 9:30:00 AM
8/10/22 9:30:00
9/13/2022 9:30:00 AM
9/13/22 9:30:00
Paper
CECER9-Both-POLLUTION CONTROL-CECE14.99 %1678Long$9.85$9.73-1.22 %
9/2/2022 9:30:00 AM
9/02/22 9:30:00
9/8/2022 9:30:00 AM
9/08/22 9:30:00
Paper
CECER7-Both-POLLUTION CONTROL-CECE15.00 %1661Long$9.86$9.73-1.32 %
9/1/2022 9:30:00 AM
9/01/22 9:30:00
9/8/2022 9:30:00 AM
9/08/22 9:30:00
Paper
CECER3-Both-POLLUTION CONTROL-CECE15.00 %1661Long$9.86$9.73-1.32 %
9/1/2022 9:30:00 AM
9/01/22 9:30:00
9/8/2022 9:30:00 AM
9/08/22 9:30:00
Paper
DCIR4-Both-POLLUTION CONTROL-DCI14.94 %313Long$52.96$51.81-2.17 %
8/31/2022 9:30:00 AM
8/31/22 9:30:00
9/8/2022 9:30:00 AM
9/08/22 9:30:00
Paper
TTEKR10-Both-POLLUTION CONTROL-TTEK14.91 %119Long$139.58$136.59-2.14 %
8/30/2022 9:30:00 AM
8/30/22 9:30:00
9/8/2022 9:30:00 AM
9/08/22 9:30:00
Paper
ERIIR3-Both-POLLUTION CONTROL-ERII14.97 %720Long$22.59$22.991.77 %
9/1/2022 9:30:00 AM
9/01/22 9:30:00
9/2/2022 9:30:00 AM
9/02/22 9:30:00
Paper
CWSTR1-Both-POLLUTION CONTROL-CWST14.90 %201Long$82.34$83.321.19 %
8/30/2022 9:30:00 AM
8/30/22 9:30:00
8/31/2022 9:30:00 AM
8/31/22 9:30:00
Paper
TTEKWT1-Both-POLLUTION CONTROL-TTEK14.78 %110Long$149.12$139.58-6.40 %
8/16/2022 9:30:00 AM
8/16/22 9:30:00
8/30/2022 9:30:00 AM
8/30/22 9:30:00
Paper
CWSTR11-Both-POLLUTION CONTROL-CWST14.89 %195Long$84.61$84.27-0.40 %
8/25/2022 9:30:00 AM
8/25/22 9:30:00
8/26/2022 9:30:00 AM
8/26/22 9:30:00
Paper
DCIR7-Both-POLLUTION CONTROL-DCI14.95 %302Long$54.56$55.411.56 %
8/24/2022 9:30:00 AM
8/24/22 9:30:00
8/26/2022 9:30:00 AM
8/26/22 9:30:00
Paper
TTEKR3-Both-POLLUTION CONTROL-TTEK14.85 %115Long$141.85$143.731.33 %
8/24/2022 9:30:00 AM
8/24/22 9:30:00
8/25/2022 9:30:00 AM
8/25/22 9:30:00
Paper
DCIR9-Both-POLLUTION CONTROL-DCI14.95 %302Long$54.56$54.980.77 %
8/24/2022 9:30:00 AM
8/24/22 9:30:00
8/25/2022 9:30:00 AM
8/25/22 9:30:00
Paper
CECER3-Both-POLLUTION CONTROL-CECE14.99 %1642Long$10.49$10.37-1.14 %
8/23/2022 9:30:00 AM
8/23/22 9:30:00
8/24/2022 9:30:00 AM
8/24/22 9:30:00
Paper
CECETLB7-Both-POLLUTION CONTROL-CECE14.99 %2538Long$5.96$9.3857.38 %
7/13/2022 9:30:00 AM
7/13/22 9:30:00
8/22/2022 9:30:00 AM
8/22/22 9:30:00
Paper
TTEKR10-Both-POLLUTION CONTROL-TTEK14.86 %112Long$146.25$146.800.38 %
8/11/2022 9:30:00 AM
8/11/22 9:30:00
8/12/2022 9:30:00 AM
8/12/22 9:30:00
Paper
TTEKR3-Both-POLLUTION CONTROL-TTEK14.76 %111Long$146.38$146.800.29 %
8/9/2022 9:30:00 AM
8/09/22 9:30:00
8/12/2022 9:30:00 AM
8/12/22 9:30:00
Paper
DCIR5-Both-POLLUTION CONTROL-DCI14.97 %309Short$51.60$55.00-6.59 %
7/22/2022 9:30:00 AM
7/22/22 9:30:00
8/8/2022 9:30:00 AM
8/08/22 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.92 %212Short$75.47$74.900.76 %
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
CWSTR5-Both-POLLUTION CONTROL-CWST14.95 %211Short$75.57$74.900.89 %
7/25/2022 9:30:00 AM
7/25/22 9:30:00
7/27/2022 9:30:00 AM
7/27/22 9:30:00
Paper
ERIITLB2-Both-POLLUTION CONTROL-ERII14.98 %778Long$19.96$20.341.90 %
7/20/2022 9:30:00 AM
7/20/22 9:30:00
7/25/2022 9:30:00 AM
7/25/22 9:30:00
Paper
CWSTR5-Both-POLLUTION CONTROL-CWST14.89 %209Short$72.70$70.053.65 %
6/27/2022 9:30:00 AM
6/27/22 9:30:00
6/29/2022 9:30:00 AM
6/29/22 9:30:00
Paper
CECER6-Both-POLLUTION CONTROL-CECE15.00 %2586Long$5.68$6.046.34 %
6/22/2022 9:30:00 AM
6/22/22 9:30:00
6/24/2022 9:30:00 AM
6/24/22 9:30:00
Paper
CECER1-Both-POLLUTION CONTROL-CECE15.00 %2586Long$5.68$6.046.34 %
6/22/2022 9:30:00 AM
6/22/22 9:30:00
6/24/2022 9:30:00 AM
6/24/22 9:30:00
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-POLLUTION CONTROL-ERII100.0 %0.10.0 %0.2 %0.1 %15.0 %0.1 %0.20.1
100%ThumbnailR10-Both-POLLUTION CONTROL-TTEK50.0 %0.2-0.3 %0.7 %0.4 %14.9 %0.4 %-0.40.2
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-POLLUTION CONTROL-CECE100.0 %0.10.1 %0.2 %0.1 %15.0 %0.1 %0.70.1
100%ThumbnailR11-Both-POLLUTION CONTROL-CWST33.3 %0.3-0.1 %0.6 %0.3 %14.9 %0.6 %-0.10.3
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-POLLUTION CONTROL-CWST0.0 %0.10.0 %0.1 %0.1 %14.9 %0.1 %-0.20.1
100%ThumbnailR13-Both-POLLUTION CONTROL-ERII0.0 %0.1-0.4 %0.4 %0.2 %15.0 %0.1 %-1.00.1
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-POLLUTION CONTROL-CECE100.0 %0.21.2 %0.8 %0.4 %15.0 %0.3 %1.60.2
100%ThumbnailR1-Both-POLLUTION CONTROL-CWST100.0 %0.20.2 %0.4 %0.2 %14.9 %0.5 %0.50.2
100%ThumbnailR1-Both-POLLUTION CONTROL-DCI100.0 %0.10.0 %0.2 %0.1 %14.9 %0.1 %0.10.1
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-POLLUTION CONTROL-CECE25.0 %0.30.2 %1.6 %0.8 %15.0 %0.5 %0.10.3
100%ThumbnailR3-Both-POLLUTION CONTROL-DCI50.0 %0.20.1 %0.4 %0.3 %14.9 %0.5 %0.20.2
100%ThumbnailR3-Both-POLLUTION CONTROL-ERII66.7 %0.3-0.1 %0.4 %0.2 %15.0 %0.3 %-0.20.3
100%ThumbnailR3-Both-POLLUTION CONTROL-TTEK75.0 %0.30.2 %0.9 %0.6 %14.8 %0.6 %0.20.3
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-POLLUTION CONTROL-CECE0.0 %0.1-0.1 %0.2 %0.1 %15.0 %0.1 %-0.80.1
100%ThumbnailR4-Both-POLLUTION CONTROL-DCI80.0 %0.40.4 %0.6 %0.5 %14.9 %0.8 %0.70.4
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 %0.11.2 %0.1 %0.1 %15.0 %0.1 %9.00.1
100%ThumbnailR5-Both-POLLUTION CONTROL-CWST66.7 %0.30.6 %0.3 %0.1 %14.9 %0.3 %2.10.3
100%ThumbnailR5-Both-POLLUTION CONTROL-DCI50.0 %0.2-0.4 %1.1 %0.6 %14.9 %0.8 %-0.40.2
100%ThumbnailR6-Both-POLLUTION CONTROL-CCC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-POLLUTION CONTROL-CECE100.0 %0.10.9 %0.0 %0.0 %15.0 %0.1 %0.00.1
100%ThumbnailR6-Both-POLLUTION CONTROL-CWST100.0 %0.10.0 %0.4 %0.2 %14.9 %0.4 %0.10.1
100%ThumbnailR6-Both-POLLUTION CONTROL-DCI100.0 %0.10.0 %0.2 %0.1 %14.9 %0.1 %0.10.1
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-POLLUTION CONTROL-CECE50.0 %0.20.4 %1.5 %0.7 %15.0 %0.3 %0.30.2
100%ThumbnailR7-Both-POLLUTION CONTROL-DCI100.0 %0.30.4 %0.5 %0.2 %15.0 %0.5 %0.80.3
100%ThumbnailR7-Both-POLLUTION CONTROL-TTEK50.0 %0.2-0.3 %1.2 %0.7 %14.9 %0.9 %-0.20.2
100%ThumbnailR8-Both-POLLUTION CONTROL-CCC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-POLLUTION CONTROL-DCI100.0 %0.10.2 %0.6 %0.3 %15.0 %0.4 %0.40.1
100%ThumbnailR8-Both-POLLUTION CONTROL-ERII66.7 %0.30.6 %0.7 %0.4 %15.0 %0.5 %0.80.3
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-CCC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-POLLUTION CONTROL-CECE0.0 %0.1-0.2 %1.4 %0.7 %15.0 %0.2 %-0.10.1
100%ThumbnailR9-Both-POLLUTION CONTROL-DCI75.0 %0.30.9 %0.6 %0.3 %14.9 %0.7 %1.40.3
100%ThumbnailR9-Both-POLLUTION CONTROL-ERII66.7 %0.30.5 %0.4 %0.3 %15.0 %0.3 %1.20.3
100%ThumbnailTLB10-Both-POLLUTION CONTROL-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-POLLUTION CONTROL-CECE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-POLLUTION CONTROL-ERII50.0 %0.2-1.7 %2.3 %1.2 %15.0 %1.9 %-0.70.2
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 %0.2-1.8 %2.1 %1.1 %14.9 %0.6 %-0.80.2
100%ThumbnailTLB2-Both-POLLUTION CONTROL-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-POLLUTION CONTROL-ERII100.0 %0.30.8 %0.5 %0.4 %15.0 %0.6 %1.60.3
100%ThumbnailTLB2-Both-POLLUTION CONTROL-TTEK100.0 %0.21.1 %0.1 %0.1 %14.8 %0.5 %10.70.2
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 %0.1-1.2 %1.2 %0.6 %15.0 %0.1 %-1.00.1
100%ThumbnailTLB4-Both-POLLUTION CONTROL-TTEK100.0 %0.10.4 %0.1 %0.1 %14.9 %0.3 %3.90.1
100%ThumbnailTLB5-Both-POLLUTION CONTROL-DCI0.0 %0.1-1.2 %1.2 %0.6 %15.0 %0.1 %-1.00.1
100%ThumbnailTLB5-Both-POLLUTION CONTROL-TTEK100.0 %0.10.8 %0.1 %0.1 %14.8 %0.9 %7.70.1
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-TTEK100.0 %0.10.5 %0.1 %0.1 %14.9 %0.2 %4.80.1
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-CECE100.0 %0.18.5 %1.7 %0.8 %15.0 %2.0 %5.00.1
100%ThumbnailTLB7-Both-POLLUTION CONTROL-ERII100.0 %0.20.3 %2.3 %1.6 %15.0 %5.1 %0.10.2
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-ERII33.3 %0.3-1.3 %2.0 %1.1 %15.0 %1.2 %-0.70.3
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-CECE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-POLLUTION CONTROL-ERII0.0 %0.1-3.4 %3.9 %3.0 %15.0 %7.1 %-0.90.1
100%ThumbnailTLB9-Both-POLLUTION CONTROL-TTEK50.0 %0.2-2.1 %3.3 %1.6 %14.8 %1.7 %-0.60.2
100%ThumbnailVBX1-Both-POLLUTION CONTROL-CWST100.0 %0.41.7 %0.1 %0.1 %14.9 %0.5 %11.80.4
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-DCI100.0 %0.10.3 %0.5 %0.3 %14.9 %1.3 %0.70.1
100%ThumbnailVP1-Both-POLLUTION CONTROL-ERII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-POLLUTION CONTROL-TTEK100.0 %0.10.7 %1.5 %0.7 %14.9 %1.7 %0.40.1
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-POLLUTION CONTROL-ERII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-POLLUTION CONTROL-CECE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-POLLUTION CONTROL-CWST100.0 %0.11.5 %0.9 %0.5 %14.9 %2.6 %1.60.1
100%ThumbnailWT1-Both-POLLUTION CONTROL-TTEK0.0 %0.2-2.2 %2.3 %1.2 %14.9 %1.0 %-1.00.2
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: 7.3%
 
Per Trade Allocation: 15%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 6.6
 

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