Portfolio

Calculate Over:

Apparel Stocks

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

Return:

+31%

ROAI:

+41%

Stability:

Consistency:

Select Portfolio

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

SELECT Portfolio

Both
Short
Stocks
Swing Trading

Configure Explore Portfolios

SELECT PORTFOLIO

Portfolio based on Group: APPAREL. Apparel stocks include clothing and footwear manufacturers. These stocks trend well, providing excellent opportunities to profit from swing trading in both directions.

Key Statistics

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

309
64.3%
31.2%
40.6%
7.4%
4.2

How This Portfolio was Built:
#Strategies: 309 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-APPAREL-COLM	COLM	Long	14.97 %	236	8/26/2024 9:30:00 AM	$83.85	$79.62	-5.04 %	Paper
TLB7-Both-APPAREL-GIII	GIII	Long	14.97 %	644	9/6/2024 9:30:00 AM	$30.55	$30.21	-1.11 %	Paper

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

9/11/2023 - 9/11/2024
64.3%
31.2%
40.6%
7.4%
7.3%

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

4.2
14.2
14.8%
77.0%
$131,257

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
UA	R7-Both-APPAREL-UA	14.99 %	2627	Long	$7.38	$7.53	2.03 %	9/3/2024 9:30:00 AM 9/03/24 9:30:00	9/6/2024 9:30:00 AM 9/06/24 9:30:00	Paper
COLM	R7-Both-APPAREL-COLM	14.88 %	241	Long	$80.54	$81.49	1.18 %	9/3/2024 9:30:00 AM 9/03/24 9:30:00	9/6/2024 9:30:00 AM 9/06/24 9:30:00	Paper
UA	R9-Both-APPAREL-UA	14.99 %	2658	Long	$7.50	$7.53	0.40 %	8/30/2024 9:30:00 AM 8/30/24 9:30:00	9/6/2024 9:30:00 AM 9/06/24 9:30:00	Paper
UA	R5-Both-APPAREL-UA	14.99 %	2658	Long	$7.50	$7.53	0.40 %	8/30/2024 9:30:00 AM 8/30/24 9:30:00	9/6/2024 9:30:00 AM 9/06/24 9:30:00	Paper
NKE	TLB1-Both-APPAREL-NKE	14.98 %	253	Long	$78.00	$81.13	4.01 %	8/14/2024 9:30:00 AM 8/14/24 9:30:00	9/5/2024 9:30:00 AM 9/05/24 9:30:00	Paper
LULU	R6-Both-APPAREL-LULU	14.88 %	77	Short	$259.60	$269.06	-3.64 %	8/19/2024 9:30:00 AM 8/19/24 9:30:00	8/30/2024 9:30:00 AM 8/30/24 9:30:00	Paper
LULU	R2-Both-APPAREL-LULU	14.88 %	77	Short	$259.60	$269.06	-3.64 %	8/19/2024 9:30:00 AM 8/19/24 9:30:00	8/30/2024 9:30:00 AM 8/30/24 9:30:00	Paper
CRI	VBX1-Both-APPAREL-CRI	14.95 %	311	Short	$64.17	$67.02	-4.44 %	8/20/2024 9:30:00 AM 8/20/24 9:30:00	8/29/2024 9:30:00 AM 8/29/24 9:30:00	Paper
HBI	TLB2-Both-APPAREL-HBI	14.99 %	3245	Long	$6.15	$6.31	2.60 %	8/9/2024 9:30:00 AM 8/09/24 9:30:00	8/29/2024 9:30:00 AM 8/29/24 9:30:00	Paper
HBI	R7-Both-APPAREL-HBI	15.00 %	3244	Long	$6.14	$6.36	3.58 %	8/23/2024 9:30:00 AM 8/23/24 9:30:00	8/26/2024 9:30:00 AM 8/26/24 9:30:00	Paper
NKE	VBX1-Both-APPAREL-NKE	14.87 %	241	Short	$82.88	$83.34	-0.56 %	8/16/2024 9:30:00 AM 8/16/24 9:30:00	8/23/2024 9:30:00 AM 8/23/24 9:30:00	Paper
NKE	R5-Both-APPAREL-NKE	14.98 %	253	Short	$78.00	$83.49	-7.04 %	8/14/2024 9:30:00 AM 8/14/24 9:30:00	8/20/2024 9:30:00 AM 8/20/24 9:30:00	Paper
RL	R5-Both-APPAREL-RL	14.82 %	114	Long	$161.93	$162.35	0.26 %	8/6/2024 9:30:00 AM 8/06/24 9:30:00	8/12/2024 9:30:00 AM 8/12/24 9:30:00	Paper
SHOO	R5-Both-APPAREL-SHOO	14.96 %	442	Long	$41.63	$42.82	2.86 %	8/6/2024 9:30:00 AM 8/06/24 9:30:00	8/9/2024 9:30:00 AM 8/09/24 9:30:00	Paper
HBI	R9-Both-APPAREL-HBI	14.99 %	3477	Long	$5.26	$6.15	16.92 %	8/6/2024 9:30:00 AM 8/06/24 9:30:00	8/9/2024 9:30:00 AM 8/09/24 9:30:00	Paper
HBI	R5-Both-APPAREL-HBI	14.99 %	3477	Long	$5.26	$6.15	16.92 %	8/6/2024 9:30:00 AM 8/06/24 9:30:00	8/9/2024 9:30:00 AM 8/09/24 9:30:00	Paper
DECK	R5-Both-APPAREL-DECK	13.84 %	20	Long	$863.25	$880.83	2.04 %	8/6/2024 9:30:00 AM 8/06/24 9:30:00	8/9/2024 9:30:00 AM 8/09/24 9:30:00	Paper
HBI	R7-Both-APPAREL-HBI	14.99 %	3450	Long	$4.88	$6.15	26.02 %	8/5/2024 9:30:00 AM 8/05/24 9:30:00	8/9/2024 9:30:00 AM 8/09/24 9:30:00	Paper
UA	TLB1-Both-APPAREL-UA	14.99 %	2776	Long	$6.46	$6.04	-6.50 %	8/2/2024 9:30:00 AM 8/02/24 9:30:00	8/5/2024 9:30:00 AM 8/05/24 9:30:00	Paper
HBI	TLB7-Both-APPAREL-HBI	15.00 %	3604	Long	$4.98	$4.88	-2.01 %	6/24/2024 9:30:00 AM 6/24/24 9:30:00	8/5/2024 9:30:00 AM 8/05/24 9:30:00	Paper
GIL	R4-Both-APPAREL-GIL	14.95 %	474	Long	$40.00	$40.00	0.00 %	7/29/2024 9:30:00 AM 7/29/24 9:30:00	7/30/2024 9:30:00 AM 7/30/24 9:30:00	Paper
CROX	R8-Both-APPAREL-CROX	14.84 %	141	Long	$130.00	$132.69	2.07 %	7/25/2024 9:30:00 AM 7/25/24 9:30:00	7/30/2024 9:30:00 AM 7/30/24 9:30:00	Paper
DECK	R9-Both-APPAREL-DECK	13.80 %	20	Long	$959.81	$897.50	-6.49 %	7/26/2024 9:30:00 AM 7/26/24 9:30:00	7/29/2024 9:30:00 AM 7/29/24 9:30:00	Paper
CROX	VBX1-Both-APPAREL-CROX	14.87 %	135	Long	$133.49	$130.91	-1.93 %	7/17/2024 9:30:00 AM 7/17/24 9:30:00	7/29/2024 9:30:00 AM 7/29/24 9:30:00	Paper
CROX	R5-Both-APPAREL-CROX	14.87 %	135	Long	$133.49	$130.91	-1.93 %	7/17/2024 9:30:00 AM 7/17/24 9:30:00	7/29/2024 9:30:00 AM 7/29/24 9:30:00	Paper
COLM	TLB2-Both-APPAREL-COLM	14.94 %	223	Long	$79.55	$76.77	-3.49 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/29/2024 9:30:00 AM 7/29/24 9:30:00	Paper
DECK	TLB7-Both-APPAREL-DECK	14.24 %	19	Long	$910.00	$959.81	5.47 %	7/16/2024 9:30:00 AM 7/16/24 9:30:00	7/26/2024 9:30:00 AM 7/26/24 9:30:00	Paper
GES	R5-Both-APPAREL-GES	14.99 %	788	Short	$23.41	$23.12	1.24 %	7/19/2024 9:30:00 AM 7/19/24 9:30:00	7/23/2024 9:30:00 AM 7/23/24 9:30:00	Paper
HBI	TLB2-Both-APPAREL-HBI	14.99 %	3521	Long	$5.21	$5.40	3.65 %	7/12/2024 9:30:00 AM 7/12/24 9:30:00	7/19/2024 9:30:00 AM 7/19/24 9:30:00	Paper
VFC	TLB4-Both-APPAREL-VFC	14.99 %	1322	Long	$13.51	$15.13	11.99 %	7/15/2024 9:30:00 AM 7/15/24 9:30:00	7/17/2024 9:30:00 AM 7/17/24 9:30:00	Paper
DECK	VBX1-Both-APPAREL-DECK	14.07 %	19	Long	$898.00	$907.66	1.08 %	7/15/2024 9:30:00 AM 7/15/24 9:30:00	7/17/2024 9:30:00 AM 7/17/24 9:30:00	Paper
WWW	R9-Both-APPAREL-WWW	14.99 %	1412	Long	$12.44	$12.93	3.94 %	7/10/2024 9:30:00 AM 7/10/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
WWW	R8-Both-APPAREL-WWW	14.98 %	1380	Long	$12.85	$12.93	0.62 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
WWW	R7-Both-APPAREL-WWW	14.98 %	1380	Long	$12.85	$12.93	0.62 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
RL	TLB6-Both-APPAREL-RL	14.75 %	99	Long	$177.46	$185.82	4.71 %	7/9/2024 9:30:00 AM 7/09/24 9:30:00	7/12/2024 9:30:00 AM 7/12/24 9:30:00	Paper
DECK	R4-Both-APPAREL-DECK	14.52 %	18	Long	$936.33	$949.71	1.43 %	7/5/2024 9:30:00 AM 7/05/24 9:30:00	7/9/2024 9:30:00 AM 7/09/24 9:30:00	Paper
SKX	R5-Both-APPAREL-SKX	14.96 %	257	Long	$69.35	$67.72	-2.35 %	7/1/2024 9:30:00 AM 7/01/24 9:30:00	7/9/2024 9:30:00 AM 7/09/24 9:30:00	Paper
SHOO	VBX1-Both-APPAREL-SHOO	14.96 %	420	Long	$42.37	$43.17	1.89 %	7/1/2024 9:30:00 AM 7/01/24 9:30:00	7/9/2024 9:30:00 AM 7/09/24 9:30:00	Paper
RL	R5-Both-APPAREL-RL	14.74 %	100	Long	$175.65	$177.46	1.03 %	7/1/2024 9:30:00 AM 7/01/24 9:30:00	7/9/2024 9:30:00 AM 7/09/24 9:30:00	Paper
COLM	R5-Both-APPAREL-COLM	14.96 %	229	Long	$78.62	$79.55	1.18 %	6/28/2024 9:30:00 AM 6/28/24 9:30:00	7/9/2024 9:30:00 AM 7/09/24 9:30:00	Paper
SHOO	R4-Both-APPAREL-SHOO	14.96 %	420	Long	$42.37	$42.10	-0.64 %	7/1/2024 9:30:00 AM 7/01/24 9:30:00	7/5/2024 9:30:00 AM 7/05/24 9:30:00	Paper
DECK	R11-Both-APPAREL-DECK	14.06 %	17	Long	$974.55	$978.04	0.36 %	6/27/2024 9:30:00 AM 6/27/24 9:30:00	6/28/2024 9:30:00 AM 6/28/24 9:30:00	Paper
DECK	R4-Both-APPAREL-DECK	13.86 %	17	Long	$988.18	$978.04	-1.03 %	6/25/2024 9:30:00 AM 6/25/24 9:30:00	6/28/2024 9:30:00 AM 6/28/24 9:30:00	Paper
DECK	R3-Both-APPAREL-DECK	13.86 %	17	Long	$988.18	$978.04	-1.03 %	6/25/2024 9:30:00 AM 6/25/24 9:30:00	6/28/2024 9:30:00 AM 6/28/24 9:30:00	Paper
DECK	R10-Both-APPAREL-DECK	13.31 %	16	Long	$1,008.10	$978.04	-2.98 %	6/20/2024 9:30:00 AM 6/20/24 9:30:00	6/28/2024 9:30:00 AM 6/28/24 9:30:00	Paper
DECK	R8-Both-APPAREL-DECK	13.66 %	16	Long	$1,026.81	$978.04	-4.75 %	6/14/2024 9:30:00 AM 6/14/24 9:30:00	6/28/2024 9:30:00 AM 6/28/24 9:30:00	Paper
DECK	R5-Both-APPAREL-DECK	13.98 %	17	Long	$980.00	$974.55	-0.56 %	6/24/2024 9:30:00 AM 6/24/24 9:30:00	6/27/2024 9:30:00 AM 6/27/24 9:30:00	Paper
DECK	R7-Both-APPAREL-DECK	14.18 %	17	Long	$1,011.64	$974.55	-3.67 %	6/18/2024 9:30:00 AM 6/18/24 9:30:00	6/27/2024 9:30:00 AM 6/27/24 9:30:00	Paper
CAL	R8-Both-APPAREL-CAL	14.98 %	527	Long	$33.47	$34.50	3.08 %	6/21/2024 9:30:00 AM 6/21/24 9:30:00	6/25/2024 9:30:00 AM 6/25/24 9:30:00	Paper
HBI	R7-Both-APPAREL-HBI	14.99 %	3663	Long	$4.86	$4.98	2.47 %	6/14/2024 9:30:00 AM 6/14/24 9:30:00	6/24/2024 9:30:00 AM 6/24/24 9:30:00	Paper
PVH	R7-Both-APPAREL-PVH	14.90 %	156	Long	$115.77	$114.20	-1.36 %	6/13/2024 9:30:00 AM 6/13/24 9:30:00	6/24/2024 9:30:00 AM 6/24/24 9:30:00	Paper
HBI	TLB1-Both-APPAREL-HBI	14.99 %	3814	Long	$4.47	$4.67	4.47 %	4/30/2024 9:30:00 AM 4/30/24 9:30:00	6/21/2024 9:30:00 AM 6/21/24 9:30:00	Paper
GIL	R8-Both-APPAREL-GIL	14.97 %	479	Long	$37.45	$37.86	1.09 %	6/14/2024 9:30:00 AM 6/14/24 9:30:00	6/20/2024 9:30:00 AM 6/20/24 9:30:00	Paper
PVH	R9-Both-APPAREL-PVH	14.92 %	159	Long	$112.12	$114.22	1.87 %	6/14/2024 9:30:00 AM 6/14/24 9:30:00	6/18/2024 9:30:00 AM 6/18/24 9:30:00	Paper
COLM	R5-Both-APPAREL-COLM	14.94 %	221	Long	$82.53	$81.51	-1.24 %	6/12/2024 9:30:00 AM 6/12/24 9:30:00	6/14/2024 9:30:00 AM 6/14/24 9:30:00	Paper
COLM	R4-Both-APPAREL-COLM	14.94 %	221	Long	$82.53	$81.51	-1.24 %	6/12/2024 9:30:00 AM 6/12/24 9:30:00	6/14/2024 9:30:00 AM 6/14/24 9:30:00	Paper
COLM	R8-Both-APPAREL-COLM	14.96 %	215	Long	$82.42	$81.51	-1.10 %	6/10/2024 9:30:00 AM 6/10/24 9:30:00	6/14/2024 9:30:00 AM 6/14/24 9:30:00	Paper
NKE	R5-Both-APPAREL-NKE	14.92 %	184	Short	$95.73	$94.04	1.77 %	6/10/2024 9:30:00 AM 6/10/24 9:30:00	6/13/2024 9:30:00 AM 6/13/24 9:30:00	Paper
VFC	TLB4-Both-APPAREL-VFC	14.99 %	1374	Long	$13.38	$13.73	2.62 %	6/3/2024 9:30:00 AM 6/03/24 9:30:00	6/13/2024 9:30:00 AM 6/13/24 9:30:00	Paper
CAL	R7-Both-APPAREL-CAL	14.99 %	543	Long	$32.55	$34.67	6.51 %	6/11/2024 9:30:00 AM 6/11/24 9:30:00	6/12/2024 9:30:00 AM 6/12/24 9:30:00	Paper
CAL	R8-Both-APPAREL-CAL	14.99 %	541	Long	$32.80	$34.67	5.70 %	6/7/2024 9:30:00 AM 6/07/24 9:30:00	6/12/2024 9:30:00 AM 6/12/24 9:30:00	Paper
CROX	R11-Both-APPAREL-CROX	14.91 %	120	Long	$147.94	$153.01	3.43 %	6/7/2024 9:30:00 AM 6/07/24 9:30:00	6/11/2024 9:30:00 AM 6/11/24 9:30:00	Paper
GIII	TLB1-Both-APPAREL-GIII	14.98 %	600	Long	$28.99	$27.01	-6.83 %	4/24/2024 9:30:00 AM 4/24/24 9:30:00	6/7/2024 9:30:00 AM 6/07/24 9:30:00	Paper
GIII	TLB7-Both-APPAREL-GIII	14.96 %	618	Long	$28.35	$27.01	-4.73 %	3/22/2024 9:30:00 AM 3/22/24 9:30:00	6/7/2024 9:30:00 AM 6/07/24 9:30:00	Paper
NKE	VBX1-Both-APPAREL-NKE	14.95 %	193	Short	$95.32	$94.86	0.48 %	6/5/2024 9:30:00 AM 6/05/24 9:30:00	6/6/2024 9:30:00 AM 6/06/24 9:30:00	Paper
UA	VBX1-Both-APPAREL-UA	14.99 %	2622	Short	$6.98	$6.76	3.15 %	6/3/2024 9:30:00 AM 6/03/24 9:30:00	6/6/2024 9:30:00 AM 6/06/24 9:30:00	Paper
CRI	TLB9-Both-APPAREL-CRI	14.91 %	242	Short	$70.85	$68.73	2.99 %	5/6/2024 9:30:00 AM 5/06/24 9:30:00	6/4/2024 9:30:00 AM 6/04/24 9:30:00	Paper
GIII	TLB4-Both-APPAREL-GIII	14.98 %	600	Long	$28.99	$30.10	3.83 %	4/24/2024 9:30:00 AM 4/24/24 9:30:00	6/3/2024 9:30:00 AM 6/03/24 9:30:00	Paper
COLM	R7-Both-APPAREL-COLM	14.93 %	215	Long	$82.87	$84.19	1.59 %	5/30/2024 9:30:00 AM 5/30/24 9:30:00	5/31/2024 9:30:00 AM 5/31/24 9:30:00	Paper
GIL	TLB7-Both-APPAREL-GIL	14.99 %	509	Long	$34.20	$36.31	6.17 %	5/14/2024 9:30:00 AM 5/14/24 9:30:00	5/30/2024 9:30:00 AM 5/30/24 9:30:00	Paper
GIL	R4-Both-APPAREL-GIL	14.96 %	492	Long	$35.69	$34.20	-4.17 %	5/2/2024 9:30:00 AM 5/02/24 9:30:00	5/14/2024 9:30:00 AM 5/14/24 9:30:00	Paper
RL	R7-Both-APPAREL-RL	14.82 %	103	Long	$165.29	$167.91	1.59 %	5/2/2024 9:30:00 AM 5/02/24 9:30:00	5/6/2024 9:30:00 AM 5/06/24 9:30:00	Paper
WWW	WT1-Both-APPAREL-WWW	14.99 %	1710	Long	$10.00	$11.08	10.80 %	4/23/2024 9:30:00 AM 4/23/24 9:30:00	5/2/2024 9:30:00 AM 5/02/24 9:30:00	Paper
GIL	R4-Both-APPAREL-GIL	14.94 %	487	Long	$35.46	$35.15	-0.87 %	4/29/2024 9:30:00 AM 4/29/24 9:30:00	4/30/2024 9:30:00 AM 4/30/24 9:30:00	Paper
COLM	WT1-Both-APPAREL-COLM	14.98 %	211	Long	$79.95	$78.20	-2.19 %	1/23/2024 9:30:00 AM 1/23/24 9:30:00	4/30/2024 9:30:00 AM 4/30/24 9:30:00	Paper
CRI	TLB2-Both-APPAREL-CRI	14.97 %	235	Long	$73.90	$69.81	-5.53 %	4/24/2024 9:30:00 AM 4/24/24 9:30:00	4/29/2024 9:30:00 AM 4/29/24 9:30:00	Paper
CROX	R6-Both-APPAREL-CROX	14.82 %	135	Long	$125.65	$126.68	0.82 %	4/23/2024 9:30:00 AM 4/23/24 9:30:00	4/24/2024 9:30:00 AM 4/24/24 9:30:00	Paper
GIL	R4-Both-APPAREL-GIL	14.98 %	483	Long	$35.20	$35.69	1.39 %	4/22/2024 9:30:00 AM 4/22/24 9:30:00	4/24/2024 9:30:00 AM 4/24/24 9:30:00	Paper
RL	TLB8-Both-APPAREL-RL	14.94 %	98	Short	$175.63	$168.23	4.21 %	4/3/2024 9:30:00 AM 4/03/24 9:30:00	4/24/2024 9:30:00 AM 4/24/24 9:30:00	Paper
CROX	VBX1-Both-APPAREL-CROX	14.95 %	140	Long	$122.89	$125.65	2.25 %	4/17/2024 9:30:00 AM 4/17/24 9:30:00	4/23/2024 9:30:00 AM 4/23/24 9:30:00	Paper
CAL	R9-Both-APPAREL-CAL	14.96 %	460	Long	$36.99	$35.54	-3.92 %	4/5/2024 9:30:00 AM 4/05/24 9:30:00	4/22/2024 9:30:00 AM 4/22/24 9:30:00	Paper
CAL	R7-Both-APPAREL-CAL	14.96 %	460	Long	$36.99	$35.54	-3.92 %	4/5/2024 9:30:00 AM 4/05/24 9:30:00	4/22/2024 9:30:00 AM 4/22/24 9:30:00	Paper
GIL	R5-Both-APPAREL-GIL	14.96 %	474	Long	$35.86	$36.34	1.34 %	4/15/2024 9:30:00 AM 4/15/24 9:30:00	4/17/2024 9:30:00 AM 4/17/24 9:30:00	Paper
GIL	TLB4-Both-APPAREL-GIL	14.96 %	479	Long	$37.82	$35.86	-5.18 %	3/21/2024 9:30:00 AM 3/21/24 9:30:00	4/15/2024 9:30:00 AM 4/15/24 9:30:00	Paper
GIL	TLB3-Both-APPAREL-GIL	14.98 %	485	Long	$38.34	$36.02	-6.05 %	3/20/2024 9:30:00 AM 3/20/24 9:30:00	4/5/2024 9:30:00 AM 4/05/24 9:30:00	Paper
CROX	TLB7-Both-APPAREL-CROX	14.91 %	159	Long	$103.35	$134.52	30.16 %	1/9/2024 9:30:00 AM 1/09/24 9:30:00	4/5/2024 9:30:00 AM 4/05/24 9:30:00	Paper
CRI	R1-Both-APPAREL-CRI	14.88 %	209	Long	$82.87	$84.49	1.95 %	3/27/2024 9:30:00 AM 3/27/24 9:30:00	4/1/2024 9:30:00 AM 4/01/24 9:30:00	Paper
GES	TLB2-Both-APPAREL-GES	14.99 %	700	Long	$31.00	$29.67	-4.29 %	3/21/2024 9:30:00 AM 3/21/24 9:30:00	3/26/2024 9:30:00 AM 3/26/24 9:30:00	Paper
GES	TLB8-Both-APPAREL-GES	14.99 %	720	Short	$24.88	$31.00	-24.60 %	3/19/2024 9:30:00 AM 3/19/24 9:30:00	3/21/2024 9:30:00 AM 3/21/24 9:30:00	Paper
PVH	R7-Both-APPAREL-PVH	14.82 %	136	Long	$130.99	$132.40	1.08 %	3/12/2024 9:30:00 AM 3/12/24 9:30:00	3/20/2024 9:30:00 AM 3/20/24 9:30:00	Paper
HBI	R4-Both-APPAREL-HBI	14.99 %	3187	Long	$5.61	$5.57	-0.71 %	3/18/2024 9:30:00 AM 3/18/24 9:30:00	3/19/2024 9:30:00 AM 3/19/24 9:30:00	Paper
HBI	R3-Both-APPAREL-HBI	14.99 %	3187	Long	$5.61	$5.57	-0.71 %	3/18/2024 9:30:00 AM 3/18/24 9:30:00	3/19/2024 9:30:00 AM 3/19/24 9:30:00	Paper
PVH	R9-Both-APPAREL-PVH	14.82 %	136	Long	$130.99	$132.25	0.96 %	3/12/2024 9:30:00 AM 3/12/24 9:30:00	3/14/2024 9:30:00 AM 3/14/24 9:30:00	Paper
SHOO	R4-Both-APPAREL-SHOO	14.97 %	426	Long	$42.61	$42.18	-1.01 %	3/8/2024 9:30:00 AM 3/08/24 9:30:00	3/14/2024 9:30:00 AM 3/14/24 9:30:00	Paper
RL	R3-Both-APPAREL-RL	14.77 %	99	Long	$179.87	$180.12	0.14 %	3/8/2024 9:30:00 AM 3/08/24 9:30:00	3/13/2024 9:30:00 AM 3/13/24 9:30:00	Paper
SKX	TLB1-Both-APPAREL-SKX	14.95 %	299	Long	$59.72	$60.35	1.05 %	2/23/2024 9:30:00 AM 2/23/24 9:30:00	3/12/2024 9:30:00 AM 3/12/24 9:30:00	Paper
GIII	R7-Both-APPAREL-GIII	14.98 %	608	Long	$29.76	$29.59	-0.57 %	3/8/2024 9:30:00 AM 3/08/24 9:30:00	3/11/2024 9:30:00 AM 3/11/24 9:30:00	Paper
LULU	R9-Both-APPAREL-LULU	14.56 %	39	Long	$451.99	$461.27	2.05 %	3/6/2024 9:30:00 AM 3/06/24 9:30:00	3/8/2024 9:30:00 AM 3/08/24 9:30:00	Paper
GIL	R9-Both-APPAREL-GIL	14.98 %	524	Long	$34.21	$34.41	0.58 %	3/6/2024 9:30:00 AM 3/06/24 9:30:00	3/8/2024 9:30:00 AM 3/08/24 9:30:00	Paper
GIL	R8-Both-APPAREL-GIL	14.98 %	524	Long	$34.21	$34.41	0.58 %	3/6/2024 9:30:00 AM 3/06/24 9:30:00	3/8/2024 9:30:00 AM 3/08/24 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	HCT1-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	HCT1-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R10-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R11-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R12-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R13-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R14-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-COH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R1-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-GES	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R2-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R3-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-COH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-GES	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R6-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-CAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-COH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-CAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R8-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-CAL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-COH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-APPAREL-GES	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB10-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB1-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-GES	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB2-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB3-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-KORS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB4-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-APPAREL-COH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB5-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-PVH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB6-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB7-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB8-Both-APPAREL-GES	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB8-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-APPAREL-LULU	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	TLB9-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-CRI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-CROX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VBX1-Both-APPAREL-VFC	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-APPAREL-HBI	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-APPAREL-SHOO	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP1-Both-APPAREL-WWW	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-APPAREL-COH	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-APPAREL-GES	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	VP2-Both-APPAREL-RL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-COLM	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-DECK	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-FRAN	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-GIII	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-GIL	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-ICON	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-NKE	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-SKX	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-UA	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	WT1-Both-APPAREL-WWW	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
APPAREL-CAL	Group: APPAREL-CAL	No
APPAREL-COH	Group: APPAREL-COH	No
APPAREL-COLM	Group: APPAREL-COLM	No
APPAREL-CRI	Group: APPAREL-CRI	No
APPAREL-CROX	Group: APPAREL-CROX	No
APPAREL-DECK	Group: APPAREL-DECK	No
APPAREL-FRAN	Group: APPAREL-FRAN	No
APPAREL-GES	Group: APPAREL-GES	No
APPAREL-GIII	Group: APPAREL-GIII	No
APPAREL-GIL	Group: APPAREL-GIL	No
APPAREL-HBI	Group: APPAREL-HBI	No
APPAREL-ICON	Group: APPAREL-ICON	No
APPAREL-KORS	Group: APPAREL-KORS	No
APPAREL-LULU	Group: APPAREL-LULU	No
APPAREL-NKE	Group: APPAREL-NKE	No
APPAREL-PVH	Group: APPAREL-PVH	No
APPAREL-RL	Group: APPAREL-RL	No
APPAREL-SHOO	Group: APPAREL-SHOO	No
APPAREL-SKX	Group: APPAREL-SKX	No
APPAREL-UA	Group: APPAREL-UA	No
APPAREL-VFC	Group: APPAREL-VFC	No
APPAREL-WWW	Group: APPAREL-WWW	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: 7.4%

Per Trade Allocation: 15%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 14.2

Settings

Balance:

100,000

Return Calculation:

Compound

List Type:

Group

List:

APPAREL

Goal:

15%

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:

200

65%

Volatile, Trending Markets

Swing:

109

35%

Cyclical Markets

Trending:

Strong Trending Markets