Portfolio

Calculate Over:

Appliances and Furnishings

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

Return:

-100%

ROAI:

0%

Stability:

Consistency:

The statistics and equity curve are currently being calculated. Please check back later.

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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
0.0%
0.0%
0.0%
0.0%
0.0

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
R5-Both-HOME FURNISHING-APPLIANCE-AMWD	AMWD	Short	19.93 %	536	5/27/2026 9:30:00 AM	$43.24	$48.09	-11.22 %	Paper
TLB1-Both-HOME FURNISHING-APPLIANCE-LEG	LEG	Long	19.99 %	2277	7/30/2026 9:30:00 AM	$10.36	$9.70	-6.37 %	Paper

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

0.0%
0.0%
0.0%
0.0%
0.0%

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

0.0
0.0
0.0%
0.0%
$0

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
LEG	VBX1-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2360	Long	$10.03	$10.31	2.79 %	8/3/2026 9:30:00 AM 8/03/26 9:30:00	8/5/2026 9:30:00 AM 8/05/26 9:30:00	Paper
HOFT	R3-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	1669	Long	$13.72	$14.02	2.19 %	7/21/2026 9:30:00 AM 7/21/26 9:30:00	7/28/2026 9:30:00 AM 7/28/26 9:30:00	Paper
HOFT	R8-Both-HOME FURNISHING-APPLIANCE-HOFT	19.98 %	1618	Long	$14.47	$14.02	-3.11 %	7/15/2026 9:30:00 AM 7/15/26 9:30:00	7/28/2026 9:30:00 AM 7/28/26 9:30:00	Paper
LEG	R3-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2147	Long	$10.77	$11.09	2.97 %	7/24/2026 9:30:00 AM 7/24/26 9:30:00	7/27/2026 9:30:00 AM 7/27/26 9:30:00	Paper
MHK	R4-Both-HOME FURNISHING-APPLIANCE-MHK	19.95 %	207	Long	$108.90	$110.36	1.34 %	7/23/2026 9:30:00 AM 7/23/26 9:30:00	7/24/2026 9:30:00 AM 7/24/26 9:30:00	Paper
HOFT	R7-Both-HOME FURNISHING-APPLIANCE-HOFT	19.98 %	1547	Long	$15.11	$14.24	-5.76 %	7/9/2026 9:30:00 AM 7/09/26 9:30:00	7/22/2026 9:30:00 AM 7/22/26 9:30:00	Paper
LEG	R7-Both-HOME FURNISHING-APPLIANCE-LEG	20.00 %	2124	Long	$10.85	$10.88	0.28 %	7/14/2026 9:30:00 AM 7/14/26 9:30:00	7/16/2026 9:30:00 AM 7/16/26 9:30:00	Paper
MHK	R1-Both-HOME FURNISHING-APPLIANCE-MHK	19.87 %	210	Long	$110.22	$110.08	-0.13 %	7/14/2026 9:30:00 AM 7/14/26 9:30:00	7/15/2026 9:30:00 AM 7/15/26 9:30:00	Paper
MHK	R9-Both-HOME FURNISHING-APPLIANCE-MHK	19.92 %	209	Long	$109.71	$110.22	0.46 %	7/8/2026 9:30:00 AM 7/08/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
MHK	R8-Both-HOME FURNISHING-APPLIANCE-MHK	19.92 %	209	Long	$109.71	$110.22	0.46 %	7/8/2026 9:30:00 AM 7/08/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
LEG	TLB1-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2178	Long	$10.26	$11.19	9.06 %	6/11/2026 9:30:00 AM 6/11/26 9:30:00	7/9/2026 9:30:00 AM 7/09/26 9:30:00	Paper
MHK	TLB1-Both-HOME FURNISHING-APPLIANCE-MHK	19.89 %	231	Long	$95.66	$109.71	14.69 %	5/19/2026 9:30:00 AM 5/19/26 9:30:00	7/8/2026 9:30:00 AM 7/08/26 9:30:00	Paper
TILE	TLB7-Both-HOME FURNISHING-APPLIANCE-TILE	19.97 %	762	Long	$29.39	$33.26	13.17 %	5/11/2026 9:30:00 AM 5/11/26 9:30:00	7/8/2026 9:30:00 AM 7/08/26 9:30:00	Paper
LZB	R3-Both-HOME FURNISHING-APPLIANCE-LZB	19.97 %	607	Long	$36.24	$37.54	3.59 %	6/5/2026 9:30:00 AM 6/05/26 9:30:00	6/10/2026 9:30:00 AM 6/10/26 9:30:00	Paper
MHK	VBX1-Both-HOME FURNISHING-APPLIANCE-MHK	19.94 %	206	Short	$105.78	$106.33	-0.52 %	6/1/2026 9:30:00 AM 6/01/26 9:30:00	6/2/2026 9:30:00 AM 6/02/26 9:30:00	Paper
HOFT	TLB1-Both-HOME FURNISHING-APPLIANCE-HOFT	20.00 %	1700	Long	$13.42	$12.16	-9.39 %	5/26/2026 9:30:00 AM 5/26/26 9:30:00	6/1/2026 9:30:00 AM 6/01/26 9:30:00	Paper
LEG	TLB2-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2031	Long	$11.25	$10.25	-8.89 %	5/7/2026 9:30:00 AM 5/07/26 9:30:00	5/8/2026 9:30:00 AM 5/08/26 9:30:00	Paper
MHK	TLB9-Both-HOME FURNISHING-APPLIANCE-MHK	19.88 %	212	Short	$108.95	$105.91	2.79 %	4/23/2026 9:30:00 AM 4/23/26 9:30:00	5/7/2026 9:30:00 AM 5/07/26 9:30:00	Paper
HOFT	R7-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	1913	Long	$12.28	$12.31	0.24 %	5/5/2026 9:30:00 AM 5/05/26 9:30:00	5/6/2026 9:30:00 AM 5/06/26 9:30:00	Paper
LEG	R7-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2053	Long	$11.35	$11.09	-2.29 %	4/27/2026 9:30:00 AM 4/27/26 9:30:00	5/6/2026 9:30:00 AM 5/06/26 9:30:00	Paper
LEG	R9-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2136	Long	$10.80	$10.75	-0.46 %	4/30/2026 9:30:00 AM 4/30/26 9:30:00	5/4/2026 9:30:00 AM 5/04/26 9:30:00	Paper
LEG	TLB1-Both-HOME FURNISHING-APPLIANCE-LEG	19.98 %	2089	Long	$11.17	$10.80	-3.31 %	4/14/2026 9:30:00 AM 4/14/26 9:30:00	4/30/2026 9:30:00 AM 4/30/26 9:30:00	Paper
LZB	R5-Both-HOME FURNISHING-APPLIANCE-LZB	19.96 %	693	Short	$33.98	$35.34	-4.00 %	4/15/2026 9:30:00 AM 4/15/26 9:30:00	4/27/2026 9:30:00 AM 4/27/26 9:30:00	Paper
LZB	VBX1-Both-HOME FURNISHING-APPLIANCE-LZB	19.96 %	693	Short	$33.98	$35.74	-5.18 %	4/15/2026 9:30:00 AM 4/15/26 9:30:00	4/24/2026 9:30:00 AM 4/24/26 9:30:00	Paper
LEG	VBX1-Both-HOME FURNISHING-APPLIANCE-LEG	19.99 %	2072	Short	$11.33	$11.35	-0.18 %	4/16/2026 9:30:00 AM 4/16/26 9:30:00	4/23/2026 9:30:00 AM 4/23/26 9:30:00	Paper
HOFT	R8-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	1868	Long	$12.70	$12.96	2.05 %	4/17/2026 9:30:00 AM 4/17/26 9:30:00	4/21/2026 9:30:00 AM 4/21/26 9:30:00	Paper
MHK	TLB2-Both-HOME FURNISHING-APPLIANCE-MHK	19.96 %	221	Long	$99.89	$105.00	5.12 %	3/24/2026 9:30:00 AM 3/24/26 9:30:00	4/15/2026 9:30:00 AM 4/15/26 9:30:00	Paper
HOFT	TLB5-Both-HOME FURNISHING-APPLIANCE-HOFT	19.99 %	1901	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 %	1901	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 %	346	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 %	698	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 %	1971	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 %	2086	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	19.98 %	1970	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 %	2086	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 %	1681	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	19.96 %	745	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 %	1681	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	19.89 %	273	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	19.98 %	1632	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	19.97 %	183	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	19.86 %	176	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 %	1962	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 %	1962	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	19.91 %	356	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 %	600	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	19.89 %	185	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	19.99 %	1904	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	19.99 %	1904	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 %	1880	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	19.96 %	574	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	19.86 %	198	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	19.92 %	373	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 %	190	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 %	1908	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 %	584	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 %	585	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 %	585	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	19.97 %	581	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 %	1990	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 %	1990	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 %	1965	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	19.97 %	783	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	19.96 %	559	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	19.95 %	549	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 %	1915	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	19.99 %	2208	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	19.96 %	386	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	19.82 %	185	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	19.82 %	185	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 %	2074	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 %	2197	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 %	2217	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 %	819	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 %	819	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 %	819	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 %	332	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	19.98 %	2400	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	19.98 %	2400	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 %	2368	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 %	332	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	19.95 %	327	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	19.98 %	2400	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	19.91 %	171	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 %	775	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 %	775	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	19.85 %	170	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	19.96 %	608	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	19.91 %	159	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	19.91 %	159	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	19.91 %	318	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	19.94 %	162	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 %	1969	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	20.00 %	2030	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	19.89 %	322	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	19.96 %	154	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	19.97 %	767	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	19.98 %	558	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	19.97 %	161	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

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: 0.0%

Per Trade Allocation: 0%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 0.0

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