Portfolio

Calculate Over:

Appliances and Furnishings

Created by: OmniVest
Date Created: 5/18/2016

Return:

+23%

ROAI:

+40%

Stability:

Consistency:

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

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Both
Short
Stocks
Swing Trading

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Portfolio based on Group: HOME FURNISHING-APPLIANCE. The appliances and furnishings stocks provide a wide selection of sub-industries. These stocks include beds and mattresses, home appliances, home furnishings retailers and manufacturers, and housewares.

Key Statistics

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

161
59.8%
23.1%
40.3%
10.3%
2.2

How This Portfolio was Built:
#Strategies: 161 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
TLB2-Both-HOME FURNISHING-APPLIANCE-MHK	MHK	Long	19.96 %	235	3/24/2026 9:30:00 AM	$99.89	$103.48	3.59 %	Paper

Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:

4/3/2025 - 4/3/2026
59.8%
23.1%
40.3%
10.3%
8.2%

Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

2.2
8.1
20.0%
57.2%
$123,059

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
HOFT	TLB5-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2021	Long	$12.00	$13.50	12.50 %	3/25/2026 9:30:00 AM 3/25/26 9:30:00	4/8/2026 9:30:00 AM 4/08/26 9:30:00	Paper
HOFT	TLB4-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2021	Long	$12.00	$13.30	10.83 %	3/25/2026 9:30:00 AM 3/25/26 9:30:00	3/31/2026 9:30:00 AM 3/31/26 9:30:00	Paper
AMWD	VP2-Both-HOME FURNISHING-APPLIANCE-AMWD	19.96 %	368	Short	$67.52	$42.00	37.80 %	2/10/2026 9:30:00 AM 2/10/26 9:30:00	3/26/2026 9:30:00 AM 3/26/26 9:30:00	Paper
LZB	TLB1-Both-HOME FURNISHING-APPLIANCE-LZB	19.98 %	742	Long	$32.63	$32.34	-0.89 %	3/23/2026 9:30:00 AM 3/23/26 9:30:00	3/24/2026 9:30:00 AM 3/24/26 9:30:00	Paper
HOFT	R5-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2096	Long	$11.32	$11.81	4.33 %	3/19/2026 9:30:00 AM 3/19/26 9:30:00	3/24/2026 9:30:00 AM 3/24/26 9:30:00	Paper
LEG	R7-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2218	Long	$10.86	$9.90	-8.84 %	3/6/2026 9:30:00 AM 3/06/26 9:30:00	3/24/2026 9:30:00 AM 3/24/26 9:30:00	Paper
HOFT	VBX1-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2095	Long	$11.31	$11.17	-1.24 %	3/20/2026 9:30:00 AM 3/20/26 9:30:00	3/23/2026 9:30:00 AM 3/23/26 9:30:00	Paper
LEG	R8-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2218	Long	$10.86	$10.32	-4.97 %	3/6/2026 9:30:00 AM 3/06/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
HOFT	R1-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	1787	Long	$13.35	$12.88	-3.52 %	3/5/2026 9:30:00 AM 3/05/26 9:30:00	3/16/2026 9:30:00 AM 3/16/26 9:30:00	Paper
TILE	R9-Both-HOME FURNISHING-APPLIANCE-TILE	19.99 %	793	Long	$29.68	$27.25	-8.19 %	3/3/2026 9:30:00 AM 3/03/26 9:30:00	3/12/2026 9:30:00 AM 3/12/26 9:30:00	Paper
HOFT	R3-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	1787	Long	$13.35	$13.40	0.37 %	3/5/2026 9:30:00 AM 3/05/26 9:30:00	3/6/2026 9:30:00 AM 3/06/26 9:30:00	Paper
WHR	R3-Both-HOME FURNISHING-APPLIANCE-WHR	19.87 %	290	Long	$85.08	$60.33	-29.09 %	2/20/2026 9:30:00 AM 2/20/26 9:30:00	3/6/2026 9:30:00 AM 3/06/26 9:30:00	Paper
HOFT	TLB10-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	1736	Short	$14.12	$13.35	5.45 %	2/10/2026 9:30:00 AM 2/10/26 9:30:00	3/5/2026 9:30:00 AM 3/05/26 9:30:00	Paper
MHK	R9-Both-HOME FURNISHING-APPLIANCE-MHK	19.91 %	194	Long	$126.55	$122.12	-3.50 %	2/20/2026 9:30:00 AM 2/20/26 9:30:00	3/2/2026 9:30:00 AM 3/02/26 9:30:00	Paper
MHK	R3-Both-HOME FURNISHING-APPLIANCE-MHK	19.85 %	187	Long	$130.34	$122.12	-6.31 %	2/19/2026 9:30:00 AM 2/19/26 9:30:00	3/2/2026 9:30:00 AM 3/02/26 9:30:00	Paper
LEG	R6-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2086	Long	$11.75	$12.17	3.57 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/20/2026 9:30:00 AM 2/20/26 9:30:00	Paper
LEG	R1-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2086	Long	$11.75	$12.17	3.57 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/20/2026 9:30:00 AM 2/20/26 9:30:00	Paper
AMWD	WT1-Both-HOME FURNISHING-APPLIANCE-AMWD	19.94 %	379	Long	$65.18	$60.39	-7.35 %	2/4/2026 9:30:00 AM 2/04/26 9:30:00	2/12/2026 9:30:00 AM 2/12/26 9:30:00	Paper
LZB	R3-Both-HOME FURNISHING-APPLIANCE-LZB	19.97 %	638	Long	$36.92	$37.74	2.22 %	1/29/2026 9:30:00 AM 1/29/26 9:30:00	2/4/2026 9:30:00 AM 2/04/26 9:30:00	Paper
MHK	R7-Both-HOME FURNISHING-APPLIANCE-MHK	19.82 %	196	Long	$117.58	$120.78	2.72 %	1/30/2026 9:30:00 AM 1/30/26 9:30:00	2/3/2026 9:30:00 AM 2/03/26 9:30:00	Paper
LEG	R9-Both-HOME FURNISHING-APPLIANCE-LEG	19.98 %	2024	Long	$11.71	$12.21	4.27 %	1/29/2026 9:30:00 AM 1/29/26 9:30:00	2/3/2026 9:30:00 AM 2/03/26 9:30:00	Paper
LEG	R7-Both-HOME FURNISHING-APPLIANCE-LEG	19.98 %	2024	Long	$11.71	$12.21	4.27 %	1/29/2026 9:30:00 AM 1/29/26 9:30:00	2/3/2026 9:30:00 AM 2/03/26 9:30:00	Paper
LEG	R8-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	1999	Long	$11.86	$12.21	2.95 %	1/28/2026 9:30:00 AM 1/28/26 9:30:00	2/3/2026 9:30:00 AM 2/03/26 9:30:00	Paper
LZB	WT1-Both-HOME FURNISHING-APPLIANCE-LZB	19.98 %	611	Long	$39.20	$36.81	-6.10 %	1/12/2026 9:30:00 AM 1/12/26 9:30:00	1/30/2026 9:30:00 AM 1/30/26 9:30:00	Paper
MHK	TLB1-Both-HOME FURNISHING-APPLIANCE-MHK	19.91 %	211	Long	$109.75	$118.98	8.41 %	12/29/2025 9:30:00 AM 12/29/25 9:30:00	1/27/2026 9:30:00 AM 1/27/26 9:30:00	Paper
AMWD	VBX1-Both-HOME FURNISHING-APPLIANCE-AMWD	19.94 %	397	Short	$60.40	$60.73	-0.55 %	1/14/2026 9:30:00 AM 1/14/26 9:30:00	1/21/2026 9:30:00 AM 1/21/26 9:30:00	Paper
MHK	VBX1-Both-HOME FURNISHING-APPLIANCE-MHK	19.93 %	202	Short	$118.50	$121.46	-2.50 %	1/13/2026 9:30:00 AM 1/13/26 9:30:00	1/21/2026 9:30:00 AM 1/21/26 9:30:00	Paper
LEG	TLB2-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2029	Long	$11.56	$12.21	5.62 %	1/7/2026 9:30:00 AM 1/07/26 9:30:00	1/13/2026 9:30:00 AM 1/13/26 9:30:00	Paper
LZB	R7-Both-HOME FURNISHING-APPLIANCE-LZB	19.98 %	621	Long	$37.09	$37.91	2.21 %	1/5/2026 9:30:00 AM 1/05/26 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
LZB	R6-Both-HOME FURNISHING-APPLIANCE-LZB	19.97 %	622	Long	$37.45	$37.91	1.23 %	1/2/2026 9:30:00 AM 1/02/26 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
LZB	R1-Both-HOME FURNISHING-APPLIANCE-LZB	19.97 %	622	Long	$37.45	$37.91	1.23 %	1/2/2026 9:30:00 AM 1/02/26 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
LZB	VBX1-Both-HOME FURNISHING-APPLIANCE-LZB	19.95 %	617	Long	$37.83	$37.91	0.21 %	12/29/2025 9:30:00 AM 12/29/25 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
LEG	R9-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2115	Long	$11.00	$11.00	0.00 %	12/23/2025 9:30:00 AM 12/23/25 9:30:00	12/29/2025 9:30:00 AM 12/29/25 9:30:00	Paper
LEG	R7-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2115	Long	$11.00	$11.00	0.00 %	12/23/2025 9:30:00 AM 12/23/25 9:30:00	12/29/2025 9:30:00 AM 12/29/25 9:30:00	Paper
LEG	R8-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2089	Long	$11.05	$11.00	-0.45 %	12/22/2025 9:30:00 AM 12/22/25 9:30:00	12/29/2025 9:30:00 AM 12/29/25 9:30:00	Paper
TILE	R7-Both-HOME FURNISHING-APPLIANCE-TILE	19.99 %	833	Long	$28.05	$28.29	0.86 %	12/22/2025 9:30:00 AM 12/22/25 9:30:00	12/26/2025 9:30:00 AM 12/26/25 9:30:00	Paper
LZB	R9-Both-HOME FURNISHING-APPLIANCE-LZB	19.95 %	594	Long	$38.29	$39.75	3.81 %	12/10/2025 9:30:00 AM 12/10/25 9:30:00	12/12/2025 9:30:00 AM 12/12/25 9:30:00	Paper
LZB	R7-Both-HOME FURNISHING-APPLIANCE-LZB	19.96 %	584	Long	$38.16	$39.75	4.17 %	12/9/2025 9:30:00 AM 12/09/25 9:30:00	12/12/2025 9:30:00 AM 12/12/25 9:30:00	Paper
LEG	R7-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2036	Long	$10.88	$11.85	8.92 %	12/9/2025 9:30:00 AM 12/09/25 9:30:00	12/12/2025 9:30:00 AM 12/12/25 9:30:00	Paper
HOFT	VP1-Both-HOME FURNISHING-APPLIANCE-HOFT	19.98 %	2347	Long	$9.55	$10.54	10.37 %	10/9/2025 9:30:00 AM 10/09/25 9:30:00	12/12/2025 9:30:00 AM 12/12/25 9:30:00	Paper
AMWD	R5-Both-HOME FURNISHING-APPLIANCE-AMWD	19.94 %	410	Short	$54.93	$54.92	0.02 %	11/28/2025 9:30:00 AM 11/28/25 9:30:00	12/8/2025 9:30:00 AM 12/08/25 9:30:00	Paper
MHK	TLB2-Both-HOME FURNISHING-APPLIANCE-MHK	19.86 %	197	Long	$113.41	$112.01	-1.23 %	11/26/2025 9:30:00 AM 11/26/25 9:30:00	12/5/2025 9:30:00 AM 12/05/25 9:30:00	Paper
MHK	R5-Both-HOME FURNISHING-APPLIANCE-MHK	19.86 %	197	Short	$113.41	$114.93	-1.34 %	11/26/2025 9:30:00 AM 11/26/25 9:30:00	12/4/2025 9:30:00 AM 12/04/25 9:30:00	Paper
HOFT	R5-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2205	Short	$10.23	$10.67	-4.30 %	11/14/2025 9:30:00 AM 11/14/25 9:30:00	11/26/2025 9:30:00 AM 11/26/25 9:30:00	Paper
HOFT	TLB1-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2336	Long	$9.54	$10.45	9.54 %	11/11/2025 9:30:00 AM 11/11/25 9:30:00	11/25/2025 9:30:00 AM 11/25/25 9:30:00	Paper
HOFT	VBX1-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2357	Short	$9.60	$10.45	-8.85 %	11/10/2025 9:30:00 AM 11/10/25 9:30:00	11/25/2025 9:30:00 AM 11/25/25 9:30:00	Paper
TILE	R6-Both-HOME FURNISHING-APPLIANCE-TILE	19.97 %	871	Long	$28.17	$26.27	-6.74 %	10/31/2025 9:30:00 AM 10/31/25 9:30:00	11/6/2025 9:30:00 AM 11/06/25 9:30:00	Paper
TILE	R1-Both-HOME FURNISHING-APPLIANCE-TILE	19.97 %	871	Long	$28.17	$26.27	-6.74 %	10/31/2025 9:30:00 AM 10/31/25 9:30:00	11/6/2025 9:30:00 AM 11/06/25 9:30:00	Paper
TILE	R3-Both-HOME FURNISHING-APPLIANCE-TILE	19.97 %	871	Long	$28.17	$25.62	-9.05 %	10/31/2025 9:30:00 AM 10/31/25 9:30:00	11/5/2025 9:30:00 AM 11/05/25 9:30:00	Paper
AMWD	TLB1-Both-HOME FURNISHING-APPLIANCE-AMWD	19.95 %	353	Long	$66.84	$63.37	-5.19 %	10/24/2025 9:30:00 AM 10/24/25 9:30:00	11/3/2025 9:30:00 AM 11/03/25 9:30:00	Paper
LEG	TLB5-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2552	Long	$8.81	$9.47	7.49 %	10/16/2025 9:30:00 AM 10/16/25 9:30:00	10/31/2025 9:30:00 AM 10/31/25 9:30:00	Paper
LEG	TLB1-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2552	Long	$8.81	$9.47	7.49 %	10/16/2025 9:30:00 AM 10/16/25 9:30:00	10/31/2025 9:30:00 AM 10/31/25 9:30:00	Paper
LEG	VBX1-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2517	Short	$9.38	$9.86	-5.12 %	10/24/2025 9:30:00 AM 10/24/25 9:30:00	10/30/2025 9:30:00 AM 10/30/25 9:30:00	Paper
AMWD	R3-Both-HOME FURNISHING-APPLIANCE-AMWD	19.96 %	353	Long	$64.71	$66.84	3.29 %	10/23/2025 9:30:00 AM 10/23/25 9:30:00	10/24/2025 9:30:00 AM 10/24/25 9:30:00	Paper
AMWD	R4-Both-HOME FURNISHING-APPLIANCE-AMWD	19.92 %	347	Long	$64.82	$66.84	3.12 %	10/21/2025 9:30:00 AM 10/21/25 9:30:00	10/24/2025 9:30:00 AM 10/24/25 9:30:00	Paper
LEG	TLB4-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2552	Long	$8.81	$9.13	3.63 %	10/16/2025 9:30:00 AM 10/16/25 9:30:00	10/22/2025 9:30:00 AM 10/22/25 9:30:00	Paper
MHK	R5-Both-HOME FURNISHING-APPLIANCE-MHK	19.93 %	182	Long	$120.32	$128.28	6.62 %	10/10/2025 9:30:00 AM 10/10/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
TILE	R11-Both-HOME FURNISHING-APPLIANCE-TILE	19.98 %	824	Long	$26.88	$27.16	1.04 %	10/9/2025 9:30:00 AM 10/09/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
TILE	R4-Both-HOME FURNISHING-APPLIANCE-TILE	19.98 %	824	Long	$26.88	$27.16	1.04 %	10/9/2025 9:30:00 AM 10/09/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
MHK	R4-Both-HOME FURNISHING-APPLIANCE-MHK	19.87 %	181	Long	$122.11	$128.28	5.05 %	10/9/2025 9:30:00 AM 10/09/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
LZB	TLB1-Both-HOME FURNISHING-APPLIANCE-LZB	19.95 %	646	Long	$34.66	$32.53	-6.15 %	9/11/2025 9:30:00 AM 9/11/25 9:30:00	10/10/2025 9:30:00 AM 10/10/25 9:30:00	Paper
MHK	R11-Both-HOME FURNISHING-APPLIANCE-MHK	19.90 %	169	Long	$132.70	$128.89	-2.87 %	9/19/2025 9:30:00 AM 9/19/25 9:30:00	10/1/2025 9:30:00 AM 10/01/25 9:30:00	Paper
MHK	R3-Both-HOME FURNISHING-APPLIANCE-MHK	19.90 %	169	Long	$132.70	$128.89	-2.87 %	9/19/2025 9:30:00 AM 9/19/25 9:30:00	10/1/2025 9:30:00 AM 10/01/25 9:30:00	Paper
AMWD	R7-Both-HOME FURNISHING-APPLIANCE-AMWD	19.96 %	339	Long	$65.62	$67.58	2.99 %	9/23/2025 9:30:00 AM 9/23/25 9:30:00	9/30/2025 9:30:00 AM 9/30/25 9:30:00	Paper
MHK	R1-Both-HOME FURNISHING-APPLIANCE-MHK	19.92 %	172	Long	$129.46	$129.36	-0.08 %	9/23/2025 9:30:00 AM 9/23/25 9:30:00	9/29/2025 9:30:00 AM 9/29/25 9:30:00	Paper
HOFT	R5-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2093	Short	$10.92	$10.34	5.31 %	9/8/2025 9:30:00 AM 9/08/25 9:30:00	9/15/2025 9:30:00 AM 9/15/25 9:30:00	Paper
HOFT	TLB1-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2158	Long	$9.86	$10.62	7.71 %	8/21/2025 9:30:00 AM 8/21/25 9:30:00	9/12/2025 9:30:00 AM 9/12/25 9:30:00	Paper
AMWD	WT1-Both-HOME FURNISHING-APPLIANCE-AMWD	19.93 %	343	Long	$63.70	$65.00	2.04 %	9/4/2025 9:30:00 AM 9/04/25 9:30:00	9/10/2025 9:30:00 AM 9/10/25 9:30:00	Paper
MHK	WT1-Both-HOME FURNISHING-APPLIANCE-MHK	19.87 %	163	Long	$132.05	$135.18	2.37 %	8/25/2025 9:30:00 AM 8/25/25 9:30:00	9/10/2025 9:30:00 AM 9/10/25 9:30:00	Paper
TILE	R4-Both-HOME FURNISHING-APPLIANCE-TILE	19.99 %	816	Long	$26.91	$28.15	4.61 %	9/4/2025 9:30:00 AM 9/04/25 9:30:00	9/5/2025 9:30:00 AM 9/05/25 9:30:00	Paper
LZB	R5-Both-HOME FURNISHING-APPLIANCE-LZB	19.97 %	593	Short	$36.45	$36.06	1.07 %	8/26/2025 9:30:00 AM 8/26/25 9:30:00	9/4/2025 9:30:00 AM 9/04/25 9:30:00	Paper
MHK	R7-Both-HOME FURNISHING-APPLIANCE-MHK	19.95 %	171	Long	$122.26	$132.05	8.01 %	8/21/2025 9:30:00 AM 8/21/25 9:30:00	8/25/2025 9:30:00 AM 8/25/25 9:30:00	Paper
AMWD	R5-Both-HOME FURNISHING-APPLIANCE-AMWD	19.93 %	343	Short	$62.75	$63.48	-1.16 %	8/7/2025 9:30:00 AM 8/07/25 9:30:00	8/19/2025 9:30:00 AM 8/19/25 9:30:00	Paper
MHK	VP2-Both-HOME FURNISHING-APPLIANCE-MHK	19.91 %	177	Short	$119.90	$127.06	-5.97 %	7/29/2025 9:30:00 AM 7/29/25 9:30:00	8/13/2025 9:30:00 AM 8/13/25 9:30:00	Paper
LEG	VBX1-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2524	Long	$8.56	$8.91	4.09 %	8/5/2025 9:30:00 AM 8/05/25 9:30:00	8/7/2025 9:30:00 AM 8/07/25 9:30:00	Paper
HOFT	VBX1-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2327	Long	$9.08	$9.51	4.68 %	8/4/2025 9:30:00 AM 8/04/25 9:30:00	8/7/2025 9:30:00 AM 8/07/25 9:30:00	Paper
TILE	TLB3-Both-HOME FURNISHING-APPLIANCE-TILE	19.97 %	858	Long	$24.30	$25.25	3.91 %	8/4/2025 9:30:00 AM 8/04/25 9:30:00	8/5/2025 9:30:00 AM 8/05/25 9:30:00	Paper
LEG	TLB1-Both-HOME FURNISHING-APPLIANCE-LEG	20.00 %	2368	Long	$8.81	$9.60	8.97 %	7/1/2025 9:30:00 AM 7/01/25 9:30:00	8/1/2025 9:30:00 AM 8/01/25 9:30:00	Paper
TILE	R3-Both-HOME FURNISHING-APPLIANCE-TILE	19.98 %	1001	Long	$21.34	$21.07	-1.27 %	7/18/2025 9:30:00 AM 7/18/25 9:30:00	7/24/2025 9:30:00 AM 7/24/25 9:30:00	Paper
WHR	R9-Both-HOME FURNISHING-APPLIANCE-WHR	19.98 %	212	Long	$101.09	$98.00	-3.05 %	7/16/2025 9:30:00 AM 7/16/25 9:30:00	7/23/2025 9:30:00 AM 7/23/25 9:30:00	Paper
WHR	R7-Both-HOME FURNISHING-APPLIANCE-WHR	19.98 %	212	Long	$101.09	$98.00	-3.05 %	7/16/2025 9:30:00 AM 7/16/25 9:30:00	7/23/2025 9:30:00 AM 7/23/25 9:30:00	Paper
AMWD	TLB1-Both-HOME FURNISHING-APPLIANCE-AMWD	19.97 %	387	Long	$53.30	$53.31	0.02 %	6/30/2025 9:30:00 AM 6/30/25 9:30:00	7/17/2025 9:30:00 AM 7/17/25 9:30:00	Paper
HOFT	R11-Both-HOME FURNISHING-APPLIANCE-HOFT	20.00 %	1977	Long	$10.82	$11.17	3.23 %	7/11/2025 9:30:00 AM 7/11/25 9:30:00	7/14/2025 9:30:00 AM 7/14/25 9:30:00	Paper
HOFT	R3-Both-HOME FURNISHING-APPLIANCE-HOFT	20.00 %	1977	Long	$10.82	$11.17	3.23 %	7/11/2025 9:30:00 AM 7/11/25 9:30:00	7/14/2025 9:30:00 AM 7/14/25 9:30:00	Paper
MHK	R6-Both-HOME FURNISHING-APPLIANCE-MHK	19.85 %	200	Short	$104.19	$110.48	-6.04 %	7/1/2025 9:30:00 AM 7/01/25 9:30:00	7/9/2025 9:30:00 AM 7/09/25 9:30:00	Paper
MHK	R2-Both-HOME FURNISHING-APPLIANCE-MHK	19.85 %	200	Short	$104.19	$110.48	-6.04 %	7/1/2025 9:30:00 AM 7/01/25 9:30:00	7/9/2025 9:30:00 AM 7/09/25 9:30:00	Paper
HOFT	TLB10-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	2108	Short	$9.90	$10.40	-5.05 %	6/13/2025 9:30:00 AM 6/13/25 9:30:00	7/1/2025 9:30:00 AM 7/01/25 9:30:00	Paper
LZB	VBX1-Both-HOME FURNISHING-APPLIANCE-LZB	19.94 %	542	Long	$38.55	$37.96	-1.53 %	6/17/2025 9:30:00 AM 6/17/25 9:30:00	6/30/2025 9:30:00 AM 6/30/25 9:30:00	Paper
TILE	R3-Both-HOME FURNISHING-APPLIANCE-TILE	19.97 %	1036	Long	$20.15	$21.01	4.27 %	6/17/2025 9:30:00 AM 6/17/25 9:30:00	6/24/2025 9:30:00 AM 6/24/25 9:30:00	Paper
LEG	R3-Both-HOME FURNISHING-APPLIANCE-LEG	20.00 %	2326	Long	$9.14	$9.11	-0.33 %	6/20/2025 9:30:00 AM 6/20/25 9:30:00	6/23/2025 9:30:00 AM 6/23/25 9:30:00	Paper
HOFT	R5-Both-HOME FURNISHING-APPLIANCE-HOFT	19.98 %	1887	Short	$11.07	$9.84	11.11 %	6/4/2025 9:30:00 AM 6/04/25 9:30:00	6/16/2025 9:30:00 AM 6/16/25 9:30:00	Paper
AMWD	TLB1-Both-HOME FURNISHING-APPLIANCE-AMWD	19.97 %	344	Long	$58.36	$52.63	-9.82 %	4/28/2025 9:30:00 AM 4/28/25 9:30:00	6/16/2025 9:30:00 AM 6/16/25 9:30:00	Paper
HOFT	VBX1-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	1970	Short	$10.96	$9.90	9.67 %	6/6/2025 9:30:00 AM 6/06/25 9:30:00	6/13/2025 9:30:00 AM 6/13/25 9:30:00	Paper
HOFT	TLB1-Both-HOME FURNISHING-APPLIANCE-HOFT	20.00 %	2179	Long	$9.25	$9.90	7.03 %	4/30/2025 9:30:00 AM 4/30/25 9:30:00	6/13/2025 9:30:00 AM 6/13/25 9:30:00	Paper
LZB	R9-Both-HOME FURNISHING-APPLIANCE-LZB	19.94 %	479	Long	$41.43	$43.03	3.86 %	5/23/2025 9:30:00 AM 5/23/25 9:30:00	5/28/2025 9:30:00 AM 5/28/25 9:30:00	Paper
LZB	R7-Both-HOME FURNISHING-APPLIANCE-LZB	19.94 %	479	Long	$41.43	$43.03	3.86 %	5/23/2025 9:30:00 AM 5/23/25 9:30:00	5/28/2025 9:30:00 AM 5/28/25 9:30:00	Paper
LZB	TLB1-Both-HOME FURNISHING-APPLIANCE-LZB	19.99 %	528	Long	$38.39	$41.43	7.92 %	4/22/2025 9:30:00 AM 4/22/25 9:30:00	5/23/2025 9:30:00 AM 5/23/25 9:30:00	Paper
LEG	TLB1-Both-HOME FURNISHING-APPLIANCE-LEG	20.00 %	2762	Long	$8.88	$8.71	-1.86 %	4/29/2025 9:30:00 AM 4/29/25 9:30:00	5/22/2025 9:30:00 AM 5/22/25 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	HCT1-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-DOOR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-HOME FURNISHING-APPLIANCE-DOOR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-DOOR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-DOOR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-HOME FURNISHING-APPLIANCE-WHR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-HOME FURNISHING-APPLIANCE-DOOR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-HOME FURNISHING-APPLIANCE-LEG	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-HOME FURNISHING-APPLIANCE-DOOR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-HOME FURNISHING-APPLIANCE-HOFT	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-HOME FURNISHING-APPLIANCE-DOOR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-HOME FURNISHING-APPLIANCE-AMWD	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-HOME FURNISHING-APPLIANCE-DOOR	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-HOME FURNISHING-APPLIANCE-LBY	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-HOME FURNISHING-APPLIANCE-LZB	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-HOME FURNISHING-APPLIANCE-MHK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-HOME FURNISHING-APPLIANCE-SCSS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-HOME FURNISHING-APPLIANCE-TILE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a

Lists Used

List Name	Description	Dynamic List
HOME FURNISHING-APPLIANCE-AMWD	Group: HOME FURNISHING-APPLIANCE-AMWD	No
HOME FURNISHING-APPLIANCE-DOOR	Group: HOME FURNISHING-APPLIANCE-DOOR	No
HOME FURNISHING-APPLIANCE-HOFT	Group: HOME FURNISHING-APPLIANCE-HOFT	No
HOME FURNISHING-APPLIANCE-LBY	Group: HOME FURNISHING-APPLIANCE-LBY	No
HOME FURNISHING-APPLIANCE-LEG	Group: HOME FURNISHING-APPLIANCE-LEG	No
HOME FURNISHING-APPLIANCE-LZB	Group: HOME FURNISHING-APPLIANCE-LZB	No
HOME FURNISHING-APPLIANCE-MHK	Group: HOME FURNISHING-APPLIANCE-MHK	No
HOME FURNISHING-APPLIANCE-SCSS	Group: HOME FURNISHING-APPLIANCE-SCSS	No
HOME FURNISHING-APPLIANCE-TILE	Group: HOME FURNISHING-APPLIANCE-TILE	No
HOME FURNISHING-APPLIANCE-WHR	Group: HOME FURNISHING-APPLIANCE-WHR	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: 5/18/2016

Back Test: 1/1/2012 to 12/31/2015

Forward Test: 12/31/2015 to 5/18/2016

Max Draw Down: 10.3%

Warning: Max Draw Down in the last 12 months is high.

Per Trade Allocation: 20%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 8.1

Settings

Balance:

100,000

Return Calculation:

Compound

List Type:

Group

List:

HOME FURNISHING-APPLIANCE

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:

5/18/2016

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:

104

65%

Volatile, Trending Markets

Swing:

35%

Cyclical Markets

Trending:

Strong Trending Markets