Portfolio

Portfolio Image

Pollution Control Stocks

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

Return:

+6%

ROAI:

+20%

Stability:

 
66

Consistency:

 
75
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-ERIIERIILong14.97 %71111/28/2022 9:30:00 AM$22.22$22.300.36 %Paper
TLB9-Both-POLLUTION CONTROL-ERIIERIIShort15.00 %84411/10/2022 9:30:00 AM$20.42$22.30-9.21 %Paper
R7-Both-POLLUTION CONTROL-TTEKTTEKLong14.85 %10311/29/2022 9:30:00 AM$152.08$150.12-1.29 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
11/30/2021 - 11/30/2022
63.5%
5.6%
19.9%
5.9%
3.0%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

0.9
6.2
14.9%
28.0%
$105,582

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
TTEKTLB9-Both-POLLUTION CONTROL-TTEK14.86 %119Short$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-CWST14.85 %198Short$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-CWST14.94 %213Short$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 %1728Long$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-ERII14.98 %748Long$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-ERII14.98 %748Long$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-ERII14.96 %750Long$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-ERII14.96 %750Long$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-CECE14.99 %1764Long$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-CWST14.96 %212Long$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 %1781Long$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 %1781Long$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 %1781Long$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-ERII14.96 %691Long$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 %685Long$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 %1768Long$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-ERII14.97 %652Long$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-TTEK14.78 %112Short$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-CECE14.98 %1655Long$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-CECE14.99 %1638Long$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-CECE14.99 %1638Long$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-DCI14.95 %309Long$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-TTEK14.86 %117Long$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 %710Long$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-CWST14.87 %198Long$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-TTEK14.84 %109Long$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-CWST14.86 %192Long$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-DCI14.96 %298Long$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-TTEK14.79 %113Long$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-DCI14.96 %298Long$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 %1620Long$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 %2504Long$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-TTEK14.92 %111Long$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-TTEK14.83 %110Long$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 %305Short$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-CWST14.98 %210Short$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-CWST14.94 %208Short$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 %768Long$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-CWST14.95 %207Short$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 %2551Long$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 %2551Long$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-CWST14.98 %205Long$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 %825Long$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-TTEK14.79 %109Long$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-ERII15.00 %716Short$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-CWST14.90 %192Long$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-CECE15.00 %3133Long$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-DCI14.93 %281Long$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-CWST14.88 %171Long$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-ERII15.00 %778Long$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-TTEK14.94 %97Long$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-TTEK14.94 %97Long$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 %2801Long$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-DCI14.94 %277Long$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-DCI14.94 %277Long$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 %764Short$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-DCI14.93 %277Short$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-CWST14.94 %177Short$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 %756Short$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-ERII15.00 %804Short$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-ERII14.98 %737Short$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 %192Short$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-TTEK14.77 %97Long$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 %189Long$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-ERII15.00 %740Long$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 %256Short$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 %259Short$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-DCI14.94 %259Short$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-CWST14.92 %176Long$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-TTEK14.89 %88Long$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-ERII14.97 %737Long$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-ERII14.98 %734Long$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-CWST14.94 %183Long$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-CWST14.94 %183Long$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
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-CWST50.0 %0.20.3 %0.1 %0.0 %14.9 %0.1 %5.40.2
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 %0.1-0.4 %0.4 %0.2 %15.0 %0.1 %-1.00.1
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 %0.00.0 %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 %0.20.7 %0.0 %0.0 %14.9 %0.2 %0.00.2
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-CECE25.0 %0.30.2 %1.6 %0.8 %15.0 %0.5 %0.10.3
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-ERII75.0 %0.30.3 %0.4 %0.2 %15.0 %0.3 %0.60.3
100%ThumbnailR3-Both-POLLUTION CONTROL-TTEK100.0 %0.30.7 %0.4 %0.2 %14.9 %0.7 %1.60.3
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-DCI0.0 %0.1-0.3 %0.6 %0.3 %14.9 %0.3 %-0.50.1
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-CWST50.0 %0.3-0.3 %0.9 %0.4 %14.9 %0.8 %-0.30.3
100%ThumbnailR5-Both-POLLUTION CONTROL-DCI0.0 %0.2-1.0 %1.1 %0.7 %15.0 %0.8 %-0.90.2
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 %0.10.2 %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-CECE50.0 %0.20.4 %1.5 %0.7 %15.0 %0.3 %0.30.2
100%ThumbnailR7-Both-POLLUTION CONTROL-DCI100.0 %0.10.2 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailR7-Both-POLLUTION CONTROL-TTEK0.0 %0.2-1.7 %1.7 %0.9 %14.8 %0.6 %-1.00.2
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-DCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-POLLUTION CONTROL-ERII50.0 %0.2-0.1 %0.7 %0.2 %15.0 %0.4 %-0.10.2
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-DCI100.0 %0.10.1 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailR9-Both-POLLUTION CONTROL-ERII66.7 %0.30.5 %0.5 %0.3 %15.0 %0.5 %1.00.3
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-CECE100.0 %0.21.6 %3.0 %1.5 %15.0 %1.5 %0.50.2
100%ThumbnailTLB1-Both-POLLUTION CONTROL-ERII100.0 %0.22.1 %1.5 %0.8 %15.0 %4.4 %1.30.2
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 %0.2-1.6 %1.6 %0.8 %14.9 %0.7 %-1.00.2
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 %0.20.4 %0.5 %0.3 %15.0 %0.4 %0.80.2
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-CECE100.0 %0.18.5 %1.7 %0.8 %15.0 %2.0 %5.00.1
100%ThumbnailTLB7-Both-POLLUTION CONTROL-ERII0.0 %0.1-1.7 %2.6 %1.4 %15.0 %1.5 %-0.70.1
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-ERII40.0 %0.4-1.8 %2.7 %1.3 %15.0 %3.2 %-0.70.4
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 %0.1-0.4 %0.9 %0.4 %15.0 %0.3 %-0.40.1
100%ThumbnailTLB9-Both-POLLUTION CONTROL-ERII100.0 %0.2-0.7 %2.1 %1.0 %15.0 %3.0 %-0.30.2
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-CWST71.4 %0.6-1.0 %3.2 %1.6 %14.9 %1.3 %-0.30.6
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-ERII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
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 %0.00.0 %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-CWST0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-POLLUTION CONTROL-TTEK0.0 %0.1-0.9 %1.1 %0.6 %14.8 %0.5 %-0.80.1
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: 5.9%
 
Per Trade Allocation: 15%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 6.2
 

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