Portfolio

Portfolio Image

Pollution Control Stocks

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

Return:

+8%

ROAI:

+26%

Stability:

 
48

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
TLB7-Both-POLLUTION CONTROL-CECECECELong15.00 %24657/13/2022 9:30:00 AM$5.96$9.6762.25 %Paper
TLB9-Both-POLLUTION CONTROL-TTEKTTEKShort14.88 %1118/10/2022 9:30:00 AM$145.16$147.83-1.84 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
8/14/2021 - 8/12/2022
60.3%
8.0%
25.7%
8.7%
5.7%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

0.9
5.3
14.9%
30.9%
$107,928

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
TTEKR10-Both-POLLUTION CONTROL-TTEK14.89 %109Long$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-TTEK14.79 %108Long$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-DCI14.96 %300Short$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-CWST14.93 %206Short$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-CWST14.96 %205Short$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-ERII14.99 %756Long$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 %203Short$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 %2511Long$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 %2511Long$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
CWSTTLB2-Both-POLLUTION CONTROL-CWST15.00 %202Long$72.38$66.56-8.04 %
5/31/2022 9:30:00 AM
5/31/22 9:30:00
6/14/2022 9:30:00 AM
6/14/22 9:30:00
Paper
ERIITLB1-Both-POLLUTION CONTROL-ERII14.99 %812Long$17.63$19.8112.37 %
5/18/2022 9:30:00 AM
5/18/22 9:30:00
6/13/2022 9:30:00 AM
6/13/22 9:30:00
Paper
TTEKTLB2-Both-POLLUTION CONTROL-TTEK14.75 %107Long$133.97$138.863.65 %
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
ERIITLB8-Both-POLLUTION CONTROL-ERII14.98 %704Short$20.60$18.709.22 %
4/14/2022 9:30:00 AM
4/14/22 9:30:00
5/24/2022 9:30:00 AM
5/24/22 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.91 %189Long$77.14$69.95-9.32 %
5/4/2022 9:30:00 AM
5/04/22 9:30:00
5/18/2022 9:30:00 AM
5/18/22 9:30:00
Paper
CECETLB1-Both-POLLUTION CONTROL-CECE14.99 %3083Long$4.70$4.924.68 %
5/4/2022 9:30:00 AM
5/04/22 9:30:00
5/10/2022 9:30:00 AM
5/10/22 9:30:00
Paper
DCITLB2-Both-POLLUTION CONTROL-DCI14.95 %277Long$51.93$49.67-4.35 %
5/5/2022 9:30:00 AM
5/05/22 9:30:00
5/9/2022 9:30:00 AM
5/09/22 9:30:00
Paper
CWSTR11-Both-POLLUTION CONTROL-CWST14.85 %168Long$85.77$87.982.58 %
4/27/2022 9:30:00 AM
4/27/22 9:30:00
4/28/2022 9:30:00 AM
4/28/22 9:30:00
Paper
ERIITLB1-Both-POLLUTION CONTROL-ERII14.98 %765Long$18.95$19.231.48 %
2/4/2022 9:30:00 AM
2/04/22 9:30:00
4/25/2022 9:30:00 AM
4/25/22 9:30:00
Paper
TTEKR13-Both-POLLUTION CONTROL-TTEK14.87 %95Long$151.36$154.091.80 %
4/13/2022 9:30:00 AM
4/13/22 9:30:00
4/20/2022 9:30:00 AM
4/20/22 9:30:00
Paper
TTEKR3-Both-POLLUTION CONTROL-TTEK14.87 %95Long$151.36$154.091.80 %
4/13/2022 9:30:00 AM
4/13/22 9:30:00
4/20/2022 9:30:00 AM
4/20/22 9:30:00
Paper
CECETLB1-Both-POLLUTION CONTROL-CECE15.00 %2757Long$5.17$5.486.00 %
3/4/2022 9:30:00 AM
3/04/22 9:30:00
4/4/2022 9:30:00 AM
4/04/22 9:30:00
Paper
DCITLB5-Both-POLLUTION CONTROL-DCI14.96 %273Long$52.53$52.720.36 %
3/18/2022 9:30:00 AM
3/18/22 9:30:00
3/31/2022 9:30:00 AM
3/31/22 9:30:00
Paper
DCITLB4-Both-POLLUTION CONTROL-DCI14.96 %273Long$52.53$53.912.63 %
3/18/2022 9:30:00 AM
3/18/22 9:30:00
3/30/2022 9:30:00 AM
3/30/22 9:30:00
Paper
ERIITLB8-Both-POLLUTION CONTROL-ERII14.98 %752Short$19.15$20.65-7.83 %
3/16/2022 9:30:00 AM
3/16/22 9:30:00
3/30/2022 9:30:00 AM
3/30/22 9:30:00
Paper
DCIR6-Both-POLLUTION CONTROL-DCI14.95 %273Short$52.50$51.951.05 %
3/23/2022 9:30:00 AM
3/23/22 9:30:00
3/24/2022 9:30:00 AM
3/24/22 9:30:00
Paper
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.92 %174Short$82.58$91.44-10.73 %
3/7/2022 9:30:00 AM
3/07/22 9:30:00
3/14/2022 9:30:00 AM
3/14/22 9:30:00
Paper
ERIITLB9-Both-POLLUTION CONTROL-ERII14.99 %744Short$19.50$19.022.46 %
2/22/2022 9:30:00 AM
2/22/22 9:30:00
3/8/2022 9:30:00 AM
3/08/22 9:30:00
Paper
ERIITLB8-Both-POLLUTION CONTROL-ERII14.99 %791Short$18.00$19.23-6.83 %
2/24/2022 9:30:00 AM
2/24/22 9:30:00
2/28/2022 9:30:00 AM
2/28/22 9:30:00
Paper
ERIITLB9-Both-POLLUTION CONTROL-ERII14.99 %726Short$20.39$19.733.24 %
1/7/2022 9:30:00 AM
1/07/22 9:30:00
2/17/2022 9:30:00 AM
2/17/22 9:30:00
Paper
CWSTR6-Both-POLLUTION CONTROL-CWST14.96 %189Short$76.29$75.401.17 %
2/4/2022 9:30:00 AM
2/04/22 9:30:00
2/7/2022 9:30:00 AM
2/07/22 9:30:00
Paper
TTEKR7-Both-POLLUTION CONTROL-TTEK14.85 %96Long$155.00$140.24-9.52 %
1/12/2022 9:30:00 AM
1/12/22 9:30:00
1/25/2022 9:30:00 AM
1/25/22 9:30:00
Paper
CWSTR5-Both-POLLUTION CONTROL-CWST14.91 %186Long$79.52$75.13-5.52 %
1/11/2022 9:30:00 AM
1/11/22 9:30:00
1/25/2022 9:30:00 AM
1/25/22 9:30:00
Paper
ERIITLB7-Both-POLLUTION CONTROL-ERII14.99 %728Long$20.79$18.20-12.46 %
12/21/2021 9:30:00 AM
12/21/21 9:30:00
1/24/2022 9:30:00 AM
1/24/22 9:30:00
Paper
DCITLB10-Both-POLLUTION CONTROL-DCI14.91 %252Short$58.04$56.023.48 %
1/19/2022 9:30:00 AM
1/19/22 9:30:00
1/21/2022 9:30:00 AM
1/21/22 9:30:00
Paper
DCIR6-Both-POLLUTION CONTROL-DCI14.94 %255Short$58.78$58.490.49 %
1/4/2022 9:30:00 AM
1/04/22 9:30:00
1/11/2022 9:30:00 AM
1/11/22 9:30:00
Paper
DCIR5-Both-POLLUTION CONTROL-DCI14.95 %255Short$58.57$58.78-0.36 %
12/31/2021 9:30:00 AM
12/31/21 9:30:00
1/4/2022 9:30:00 AM
1/04/22 9:30:00
Paper
CWSTTLB2-Both-POLLUTION CONTROL-CWST14.89 %173Long$86.40$84.04-2.73 %
12/30/2021 9:30:00 AM
12/30/21 9:30:00
1/4/2022 9:30:00 AM
1/04/22 9:30:00
Paper
TTEKR7-Both-POLLUTION CONTROL-TTEK14.79 %86Long$171.19$168.17-1.76 %
12/15/2021 9:30:00 AM
12/15/21 9:30:00
12/17/2021 9:30:00 AM
12/17/21 9:30:00
Paper
ERIIR3-Both-POLLUTION CONTROL-ERII14.98 %726Long$20.41$20.892.35 %
12/15/2021 9:30:00 AM
12/15/21 9:30:00
12/16/2021 9:30:00 AM
12/16/21 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.97 %722Long$20.19$20.893.47 %
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
CWSTVBX1-Both-POLLUTION CONTROL-CWST14.93 %180Long$81.35$84.213.52 %
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
CWSTR1-Both-POLLUTION CONTROL-CWST14.93 %180Long$81.35$84.213.52 %
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
CECETLB9-Both-POLLUTION CONTROL-CECE14.99 %2157Short$7.03$6.3110.24 %
10/12/2021 9:30:00 AM
10/12/21 9:30:00
12/8/2021 9:30:00 AM
12/08/21 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.97 %684Long$21.38$21.35-0.14 %
11/30/2021 9:30:00 AM
11/30/21 9:30:00
12/6/2021 9:30:00 AM
12/06/21 9:30:00
Paper
ERIIR8-Both-POLLUTION CONTROL-ERII14.98 %679Long$22.23$21.35-3.96 %
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
CWSTTLB2-Both-POLLUTION CONTROL-CWST14.90 %166Long$88.06$87.35-0.81 %
11/17/2021 9:30:00 AM
11/17/21 9:30:00
11/22/2021 9:30:00 AM
11/22/21 9:30:00
Paper
CECETLB1-Both-POLLUTION CONTROL-CECE14.99 %1996Long$7.50$6.95-7.33 %
11/4/2021 9:30:00 AM
11/04/21 9:30:00
11/9/2021 9:30:00 AM
11/09/21 9:30:00
Paper
ERIITLB9-Both-POLLUTION CONTROL-ERII14.97 %769Short$18.95$21.89-15.51 %
9/20/2021 9:30:00 AM
9/20/21 9:30:00
11/5/2021 9:30:00 AM
11/05/21 9:30:00
Paper
DCIR5-Both-POLLUTION CONTROL-DCI14.97 %251Short$60.31$59.880.71 %
10/22/2021 9:30:00 AM
10/22/21 9:30:00
10/27/2021 9:30:00 AM
10/27/21 9:30:00
Paper
TTEKWT1-Both-POLLUTION CONTROL-TTEK14.89 %98Long$152.91$157.913.27 %
9/27/2021 9:30:00 AM
9/27/21 9:30:00
10/13/2021 9:30:00 AM
10/13/21 9:30:00
Paper
TTEKHCT1-Both-POLLUTION CONTROL-TTEK14.88 %102Long$146.21$148.481.55 %
9/23/2021 9:30:00 AM
9/23/21 9:30:00
9/29/2021 9:30:00 AM
9/29/21 9:30:00
Paper
CWSTTLB2-Both-POLLUTION CONTROL-CWST14.95 %192Long$77.97$77.04-1.19 %
9/22/2021 9:30:00 AM
9/22/21 9:30:00
9/29/2021 9:30:00 AM
9/29/21 9:30:00
Paper
ERIIR9-Both-POLLUTION CONTROL-ERII14.98 %736Long$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
DCIR7-Both-POLLUTION CONTROL-DCI14.96 %249Long$62.00$60.41-2.56 %
9/7/2021 9:30:00 AM
9/07/21 9:30:00
9/16/2021 9:30:00 AM
9/16/21 9:30:00
Paper
TTEKWT1-Both-POLLUTION CONTROL-TTEK14.75 %105Long$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
DCIR9-Both-POLLUTION CONTROL-DCI14.94 %241Long$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 %241Long$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-ERII14.98 %775Long$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 %2026Short$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 %2026Short$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
TTEKR7-Both-POLLUTION CONTROL-TTEK14.87 %111Long$133.81$138.283.34 %
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
DCIR9-Both-POLLUTION CONTROL-DCI14.95 %225Long$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-TTEK14.87 %111Long$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
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-TTEK100.0 %0.10.2 %0.6 %0.3 %14.9 %0.2 %0.40.1
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-ERII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-POLLUTION CONTROL-TTEK100.0 %0.10.1 %0.0 %0.0 %14.9 %0.1 %3.20.1
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-POLLUTION CONTROL-CECE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-POLLUTION CONTROL-CWST100.0 %0.10.4 %0.0 %0.0 %14.9 %0.1 %0.00.1
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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-ERII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-POLLUTION CONTROL-TTEK100.0 %0.10.3 %0.4 %0.2 %14.9 %0.3 %0.70.1
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-POLLUTION CONTROL-CECE100.0 %0.10.9 %0.0 %0.0 %15.0 %0.1 %0.00.1
100%ThumbnailR1-Both-POLLUTION CONTROL-CWST100.0 %0.10.5 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailR1-Both-POLLUTION CONTROL-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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-CECE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-POLLUTION CONTROL-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-POLLUTION CONTROL-ERII100.0 %0.10.4 %0.0 %0.0 %15.0 %0.1 %0.00.1
100%ThumbnailR3-Both-POLLUTION CONTROL-TTEK100.0 %0.30.6 %0.4 %0.2 %14.9 %0.5 %1.30.3
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-POLLUTION CONTROL-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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-CECE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-POLLUTION CONTROL-CWST66.7 %0.3-0.2 %0.9 %0.4 %14.9 %0.8 %-0.20.3
100%ThumbnailR5-Both-POLLUTION CONTROL-DCI25.0 %0.3-1.7 %1.7 %1.0 %14.9 %1.3 %-1.00.3
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-CECE50.0 %0.20.7 %0.2 %0.1 %15.0 %0.4 %2.90.2
100%ThumbnailR6-Both-POLLUTION CONTROL-CWST100.0 %0.10.2 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailR6-Both-POLLUTION CONTROL-DCI100.0 %0.20.2 %0.2 %0.1 %14.9 %0.3 %1.00.2
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-CECE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-POLLUTION CONTROL-DCI0.0 %0.1-0.4 %0.6 %0.3 %15.0 %0.4 %-0.70.1
100%ThumbnailR7-Both-POLLUTION CONTROL-TTEK33.3 %0.3-1.2 %1.7 %0.9 %14.8 %0.7 %-0.70.3
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-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-POLLUTION CONTROL-ERII0.0 %0.1-0.6 %1.1 %0.5 %15.0 %0.3 %-0.60.1
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 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-POLLUTION CONTROL-DCI50.0 %0.2-0.6 %0.9 %0.4 %14.9 %0.4 %-0.60.2
100%ThumbnailR9-Both-POLLUTION CONTROL-ERII33.3 %0.30.1 %0.9 %0.4 %15.0 %0.6 %0.20.3
100%ThumbnailTLB10-Both-POLLUTION CONTROL-DCI100.0 %0.10.5 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailTLB1-Both-POLLUTION CONTROL-CECE66.7 %0.30.5 %3.0 %2.1 %15.0 %1.6 %0.20.3
100%ThumbnailTLB1-Both-POLLUTION CONTROL-ERII100.0 %0.33.7 %1.5 %1.3 %15.0 %5.2 %2.40.3
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 %0.3-1.9 %2.2 %1.1 %14.9 %1.2 %-0.90.3
100%ThumbnailTLB2-Both-POLLUTION CONTROL-DCI0.0 %0.1-0.6 %0.6 %0.3 %14.9 %0.1 %-1.00.1
100%ThumbnailTLB2-Both-POLLUTION CONTROL-ERII100.0 %0.10.3 %0.3 %0.2 %15.0 %0.2 %0.90.1
100%ThumbnailTLB2-Both-POLLUTION CONTROL-TTEK100.0 %0.10.5 %0.2 %0.1 %14.8 %0.2 %3.20.1
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-DCI100.0 %0.10.4 %0.3 %0.2 %15.0 %0.5 %1.20.1
100%ThumbnailTLB4-Both-POLLUTION CONTROL-TTEK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-POLLUTION CONTROL-DCI100.0 %0.10.1 %0.3 %0.2 %15.0 %0.5 %0.20.1
100%ThumbnailTLB5-Both-POLLUTION CONTROL-TTEK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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-CECE0.0 %0.09.2 %0.4 %0.2 %0.0 %1.6 %24.20.0
100%ThumbnailTLB7-Both-POLLUTION CONTROL-ERII50.0 %0.2-0.6 %3.6 %2.3 %15.0 %2.8 %-0.20.2
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 %0.3-0.8 %2.2 %1.1 %15.0 %2.2 %-0.40.3
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-CECE100.0 %0.20.1 %2.4 %1.2 %15.0 %2.7 %0.10.2
100%ThumbnailTLB9-Both-POLLUTION CONTROL-ERII66.7 %0.3-1.4 %2.4 %1.7 %15.0 %4.1 %-0.60.3
100%ThumbnailTLB9-Both-POLLUTION CONTROL-TTEK0.0 %0.0-0.3 %0.3 %0.1 %0.0 %0.2 %-1.00.0
100%ThumbnailVBX1-Both-POLLUTION CONTROL-CWST50.0 %0.3-2.4 %3.2 %1.6 %14.9 %1.0 %-0.70.3
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 %0.10.0 %0.4 %0.1 %15.0 %0.3 %0.10.1
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-DCI100.0 %0.11.9 %0.7 %0.4 %14.9 %2.6 %2.70.1
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-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-POLLUTION CONTROL-TTEK100.0 %0.21.0 %0.9 %0.5 %14.8 %1.4 %1.10.2
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: 8.7%
 
Per Trade Allocation: 15%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 5.3
 

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