Portfolio

Calculate Over:

Apparel Stocks

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

Return:

-13%

ROAI:

-18%

Stability:

Consistency:

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

SELECT Portfolio

Both
Short
Stocks
Swing Trading

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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
56.0%
-13.1%
-18.3%
16.0%
-0.8

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
TLB1-Both-APPAREL-GIII	GIII	Long	14.94 %	459	9/3/2026 9:30:00 AM	$28.54	$27.62	-3.22 %	Paper

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

9/9/2025 - 9/9/2026
56.0%
-13.1%
-18.3%
16.0%
12.6%

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

-0.8
13.3
14.9%
71.3%
$86,927

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
SHOO	R4-Both-APPAREL-SHOO	14.92 %	283	Long	$42.53	$41.63	-2.12 %	9/1/2026 9:30:00 AM 9/01/26 9:30:00	9/4/2026 9:30:00 AM 9/04/26 9:30:00	Paper
CROX	R8-Both-APPAREL-CROX	14.80 %	102	Long	$117.98	$115.48	-2.12 %	9/1/2026 9:30:00 AM 9/01/26 9:30:00	9/2/2026 9:30:00 AM 9/02/26 9:30:00	Paper
CRI	R9-Both-APPAREL-CRI	14.95 %	380	Long	$38.02	$32.16	-15.41 %	8/18/2026 9:30:00 AM 8/18/26 9:30:00	9/2/2026 9:30:00 AM 9/02/26 9:30:00	Paper
CRI	R7-Both-APPAREL-CRI	14.95 %	380	Long	$38.02	$32.16	-15.41 %	8/18/2026 9:30:00 AM 8/18/26 9:30:00	9/2/2026 9:30:00 AM 9/02/26 9:30:00	Paper
UA	VBX1-Both-APPAREL-UA	14.99 %	2615	Long	$5.51	$4.81	-12.70 %	8/11/2026 9:30:00 AM 8/11/26 9:30:00	9/2/2026 9:30:00 AM 9/02/26 9:30:00	Paper
GIII	R7-Both-APPAREL-GIII	14.95 %	415	Long	$35.71	$32.00	-10.39 %	8/7/2026 9:30:00 AM 8/07/26 9:30:00	9/2/2026 9:30:00 AM 9/02/26 9:30:00	Paper
CRI	TLB7-Both-APPAREL-CRI	14.98 %	373	Long	$39.42	$32.16	-18.42 %	7/27/2026 9:30:00 AM 7/27/26 9:30:00	9/2/2026 9:30:00 AM 9/02/26 9:30:00	Paper
GIL	TLB1-Both-APPAREL-GIL	14.94 %	271	Long	$52.76	$56.04	6.22 %	7/16/2026 9:30:00 AM 7/16/26 9:30:00	8/21/2026 9:30:00 AM 8/21/26 9:30:00	Paper
GIII	R3-Both-APPAREL-GIII	14.96 %	432	Long	$33.79	$33.63	-0.47 %	8/13/2026 9:30:00 AM 8/13/26 9:30:00	8/17/2026 9:30:00 AM 8/17/26 9:30:00	Paper
UA	R4-Both-APPAREL-UA	14.99 %	2615	Long	$5.51	$5.22	-5.26 %	8/11/2026 9:30:00 AM 8/11/26 9:30:00	8/17/2026 9:30:00 AM 8/17/26 9:30:00	Paper
LULU	R2-Both-APPAREL-LULU	14.84 %	119	Short	$123.94	$122.27	1.35 %	8/5/2026 9:30:00 AM 8/05/26 9:30:00	8/13/2026 9:30:00 AM 8/13/26 9:30:00	Paper
UA	TLB10-Both-APPAREL-UA	15.00 %	2178	Short	$6.60	$6.00	9.09 %	7/24/2026 9:30:00 AM 7/24/26 9:30:00	8/7/2026 9:30:00 AM 8/07/26 9:30:00	Paper
RL	TLB8-Both-APPAREL-RL	14.93 %	36	Short	$413.93	$395.56	4.44 %	6/15/2026 9:30:00 AM 6/15/26 9:30:00	8/7/2026 9:30:00 AM 8/07/26 9:30:00	Paper
WWW	WT1-Both-APPAREL-WWW	14.99 %	803	Long	$18.37	$18.98	3.32 %	6/12/2026 9:30:00 AM 6/12/26 9:30:00	8/7/2026 9:30:00 AM 8/07/26 9:30:00	Paper
UA	R4-Both-APPAREL-UA	14.99 %	2269	Long	$6.61	$6.76	2.27 %	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
VFC	TLB3-Both-APPAREL-VFC	14.97 %	808	Long	$16.04	$14.94	-6.86 %	7/29/2026 9:30:00 AM 7/29/26 9:30:00	7/31/2026 9:30:00 AM 7/31/26 9:30:00	Paper
CRI	R3-Both-APPAREL-CRI	14.94 %	382	Long	$36.03	$39.28	9.02 %	7/24/2026 9:30:00 AM 7/24/26 9:30:00	7/28/2026 9:30:00 AM 7/28/26 9:30:00	Paper
RL	R3-Both-APPAREL-RL	14.37 %	37	Long	$367.70	$386.15	5.02 %	7/15/2026 9:30:00 AM 7/15/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
CRI	R3-Both-APPAREL-CRI	14.96 %	374	Long	$38.01	$39.21	3.16 %	7/15/2026 9:30:00 AM 7/15/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
CRI	R11-Both-APPAREL-CRI	14.96 %	342	Long	$41.11	$39.21	-4.62 %	7/2/2026 9:30:00 AM 7/02/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
VFC	TLB9-Both-APPAREL-VFC	14.97 %	810	Short	$18.00	$17.27	4.06 %	6/16/2026 9:30:00 AM 6/16/26 9:30:00	7/16/2026 9:30:00 AM 7/16/26 9:30:00	Paper
CRI	R5-Both-APPAREL-CRI	14.96 %	367	Long	$37.97	$39.16	3.13 %	7/9/2026 9:30:00 AM 7/09/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
CRI	R7-Both-APPAREL-CRI	14.96 %	344	Long	$40.15	$39.16	-2.47 %	7/6/2026 9:30:00 AM 7/06/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
CRI	R3-Both-APPAREL-CRI	14.96 %	342	Long	$41.11	$39.16	-4.74 %	7/2/2026 9:30:00 AM 7/02/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
COLM	R4-Both-APPAREL-COLM	14.95 %	220	Long	$64.22	$63.75	-0.73 %	6/25/2026 9:30:00 AM 6/25/26 9:30:00	7/2/2026 9:30:00 AM 7/02/26 9:30:00	Paper
GIII	R3-Both-APPAREL-GIII	14.97 %	413	Long	$34.64	$33.80	-2.42 %	6/22/2026 9:30:00 AM 6/22/26 9:30:00	7/2/2026 9:30:00 AM 7/02/26 9:30:00	Paper
COLM	R3-Both-APPAREL-COLM	14.89 %	215	Long	$66.54	$63.75	-4.19 %	6/22/2026 9:30:00 AM 6/22/26 9:30:00	7/2/2026 9:30:00 AM 7/02/26 9:30:00	Paper
GIII	TLB7-Both-APPAREL-GIII	14.98 %	462	Long	$30.93	$33.79	9.25 %	5/26/2026 9:30:00 AM 5/26/26 9:30:00	6/24/2026 9:30:00 AM 6/24/26 9:30:00	Paper
VFC	VBX1-Both-APPAREL-VFC	14.97 %	810	Short	$18.00	$16.92	6.00 %	6/16/2026 9:30:00 AM 6/16/26 9:30:00	6/18/2026 9:30:00 AM 6/18/26 9:30:00	Paper
GIL	TLB7-Both-APPAREL-GIL	14.93 %	236	Long	$60.72	$50.85	-16.25 %	5/29/2026 9:30:00 AM 5/29/26 9:30:00	6/17/2026 9:30:00 AM 6/17/26 9:30:00	Paper
PVH	R4-Both-APPAREL-PVH	14.93 %	183	Long	$77.60	$78.33	0.94 %	6/8/2026 9:30:00 AM 6/08/26 9:30:00	6/10/2026 9:30:00 AM 6/10/26 9:30:00	Paper
COLM	R3-Both-APPAREL-COLM	14.97 %	219	Long	$64.85	$65.53	1.05 %	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
DECK	R7-Both-APPAREL-DECK	14.90 %	132	Long	$108.79	$111.38	2.38 %	6/4/2026 9:30:00 AM 6/04/26 9:30:00	6/9/2026 9:30:00 AM 6/09/26 9:30:00	Paper
LULU	R2-Both-APPAREL-LULU	14.90 %	109	Short	$132.34	$128.60	2.83 %	6/1/2026 9:30:00 AM 6/01/26 9:30:00	6/4/2026 9:30:00 AM 6/04/26 9:30:00	Paper
NKE	TLB1-Both-APPAREL-NKE	14.96 %	319	Long	$45.71	$44.50	-2.65 %	5/27/2026 9:30:00 AM 5/27/26 9:30:00	6/4/2026 9:30:00 AM 6/04/26 9:30:00	Paper
NKE	TLB2-Both-APPAREL-NKE	14.95 %	305	Long	$47.11	$43.65	-7.34 %	5/29/2026 9:30:00 AM 5/29/26 9:30:00	6/3/2026 9:30:00 AM 6/03/26 9:30:00	Paper
WWW	R5-Both-APPAREL-WWW	14.98 %	837	Short	$17.32	$16.67	3.75 %	5/27/2026 9:30:00 AM 5/27/26 9:30:00	6/3/2026 9:30:00 AM 6/03/26 9:30:00	Paper
LULU	TLB2-Both-APPAREL-LULU	14.82 %	115	Long	$124.56	$131.13	5.27 %	5/21/2026 9:30:00 AM 5/21/26 9:30:00	5/29/2026 9:30:00 AM 5/29/26 9:30:00	Paper
RL	TLB5-Both-APPAREL-RL	14.92 %	38	Long	$377.18	$372.01	-1.37 %	5/22/2026 9:30:00 AM 5/22/26 9:30:00	5/28/2026 9:30:00 AM 5/28/26 9:30:00	Paper
GIL	TLB4-Both-APPAREL-GIL	14.92 %	245	Long	$58.50	$60.14	2.80 %	5/22/2026 9:30:00 AM 5/22/26 9:30:00	5/28/2026 9:30:00 AM 5/28/26 9:30:00	Paper
RL	TLB4-Both-APPAREL-RL	14.92 %	38	Long	$377.18	$387.37	2.70 %	5/22/2026 9:30:00 AM 5/22/26 9:30:00	5/27/2026 9:30:00 AM 5/27/26 9:30:00	Paper
SHOO	TLB9-Both-APPAREL-SHOO	14.98 %	376	Short	$37.89	$43.60	-15.07 %	4/24/2026 9:30:00 AM 4/24/26 9:30:00	5/27/2026 9:30:00 AM 5/27/26 9:30:00	Paper
CRI	TLB2-Both-APPAREL-CRI	14.98 %	406	Long	$35.48	$37.25	4.99 %	5/19/2026 9:30:00 AM 5/19/26 9:30:00	5/26/2026 9:30:00 AM 5/26/26 9:30:00	Paper
RL	TLB8-Both-APPAREL-RL	14.84 %	38	Short	$360.58	$377.18	-4.60 %	5/4/2026 9:30:00 AM 5/04/26 9:30:00	5/22/2026 9:30:00 AM 5/22/26 9:30:00	Paper
PVH	R3-Both-APPAREL-PVH	14.89 %	160	Long	$89.02	$84.30	-5.30 %	5/11/2026 9:30:00 AM 5/11/26 9:30:00	5/21/2026 9:30:00 AM 5/21/26 9:30:00	Paper
CROX	R8-Both-APPAREL-CROX	14.91 %	145	Long	$98.75	$98.29	-0.47 %	5/13/2026 9:30:00 AM 5/13/26 9:30:00	5/20/2026 9:30:00 AM 5/20/26 9:30:00	Paper
CROX	R5-Both-APPAREL-CROX	14.89 %	143	Long	$100.00	$98.29	-1.71 %	5/12/2026 9:30:00 AM 5/12/26 9:30:00	5/20/2026 9:30:00 AM 5/20/26 9:30:00	Paper
COLM	R5-Both-APPAREL-COLM	14.96 %	247	Long	$58.24	$59.17	1.60 %	5/14/2026 9:30:00 AM 5/14/26 9:30:00	5/19/2026 9:30:00 AM 5/19/26 9:30:00	Paper
PVH	R3-Both-APPAREL-PVH	14.87 %	155	Long	$89.96	$92.77	3.12 %	5/6/2026 9:30:00 AM 5/06/26 9:30:00	5/7/2026 9:30:00 AM 5/07/26 9:30:00	Paper
CRI	R7-Both-APPAREL-CRI	14.99 %	418	Long	$33.30	$37.80	13.51 %	5/5/2026 9:30:00 AM 5/05/26 9:30:00	5/7/2026 9:30:00 AM 5/07/26 9:30:00	Paper
CRI	R5-Both-APPAREL-CRI	14.94 %	411	Long	$33.42	$37.80	13.11 %	5/4/2026 9:30:00 AM 5/04/26 9:30:00	5/7/2026 9:30:00 AM 5/07/26 9:30:00	Paper
PVH	R7-Both-APPAREL-PVH	14.91 %	151	Long	$92.44	$92.77	0.36 %	5/1/2026 9:30:00 AM 5/01/26 9:30:00	5/7/2026 9:30:00 AM 5/07/26 9:30:00	Paper
RL	R7-Both-APPAREL-RL	14.73 %	38	Long	$371.11	$367.46	-0.98 %	4/28/2026 9:30:00 AM 4/28/26 9:30:00	5/6/2026 9:30:00 AM 5/06/26 9:30:00	Paper
CAL	R7-Both-APPAREL-CAL	14.98 %	1068	Long	$12.97	$13.33	2.78 %	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
VFC	R5-Both-APPAREL-VFC	14.98 %	739	Long	$19.43	$18.94	-2.50 %	4/28/2026 9:30:00 AM 4/28/26 9:30:00	5/4/2026 9:30:00 AM 5/04/26 9:30:00	Paper
GIL	TLB9-Both-APPAREL-GIL	14.96 %	247	Short	$57.40	$60.85	-6.01 %	4/28/2026 9:30:00 AM 4/28/26 9:30:00	5/4/2026 9:30:00 AM 5/04/26 9:30:00	Paper
CRI	TLB7-Both-APPAREL-CRI	14.96 %	369	Long	$34.89	$34.99	0.29 %	3/17/2026 9:30:00 AM 3/17/26 9:30:00	5/1/2026 9:30:00 AM 5/01/26 9:30:00	Paper
SHOO	TLB1-Both-APPAREL-SHOO	14.96 %	381	Long	$33.86	$36.70	8.39 %	4/1/2026 9:30:00 AM 4/01/26 9:30:00	4/30/2026 9:30:00 AM 4/30/26 9:30:00	Paper
GIII	VBX1-Both-APPAREL-GIII	14.99 %	452	Short	$32.01	$31.30	2.22 %	4/22/2026 9:30:00 AM 4/22/26 9:30:00	4/27/2026 9:30:00 AM 4/27/26 9:30:00	Paper
CRI	VBX1-Both-APPAREL-CRI	14.94 %	373	Short	$38.43	$38.08	0.91 %	4/20/2026 9:30:00 AM 4/20/26 9:30:00	4/24/2026 9:30:00 AM 4/24/26 9:30:00	Paper
SHOO	R6-Both-APPAREL-SHOO	14.93 %	364	Short	$38.22	$37.89	0.86 %	4/10/2026 9:30:00 AM 4/10/26 9:30:00	4/24/2026 9:30:00 AM 4/24/26 9:30:00	Paper
VFC	TLB7-Both-APPAREL-VFC	14.99 %	743	Long	$17.54	$20.12	14.74 %	3/25/2026 9:30:00 AM 3/25/26 9:30:00	4/24/2026 9:30:00 AM 4/24/26 9:30:00	Paper
DECK	TLB5-Both-APPAREL-DECK	14.92 %	128	Long	$98.89	$110.80	12.04 %	4/2/2026 9:30:00 AM 4/02/26 9:30:00	4/21/2026 9:30:00 AM 4/21/26 9:30:00	Paper
RL	R7-Both-APPAREL-RL	14.56 %	37	Long	$377.42	$385.87	2.24 %	4/17/2026 9:30:00 AM 4/17/26 9:30:00	4/20/2026 9:30:00 AM 4/20/26 9:30:00	Paper
COLM	TLB2-Both-APPAREL-COLM	14.98 %	234	Long	$57.64	$57.22	-0.73 %	4/9/2026 9:30:00 AM 4/09/26 9:30:00	4/14/2026 9:30:00 AM 4/14/26 9:30:00	Paper
DECK	TLB2-Both-APPAREL-DECK	14.83 %	128	Long	$98.78	$110.30	11.66 %	4/1/2026 9:30:00 AM 4/01/26 9:30:00	4/10/2026 9:30:00 AM 4/10/26 9:30:00	Paper
DECK	TLB4-Both-APPAREL-DECK	14.92 %	128	Long	$98.89	$106.00	7.19 %	4/2/2026 9:30:00 AM 4/02/26 9:30:00	4/9/2026 9:30:00 AM 4/09/26 9:30:00	Paper
DECK	TLB6-Both-APPAREL-DECK	14.83 %	128	Long	$98.78	$98.89	0.11 %	4/1/2026 9:30:00 AM 4/01/26 9:30:00	4/2/2026 9:30:00 AM 4/02/26 9:30:00	Paper
UA	R7-Both-APPAREL-UA	14.99 %	2294	Long	$5.71	$5.71	0.00 %	3/31/2026 9:30:00 AM 3/31/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
UA	R5-Both-APPAREL-UA	14.99 %	2267	Long	$5.65	$5.71	1.06 %	3/30/2026 9:30:00 AM 3/30/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
UA	R4-Both-APPAREL-UA	14.99 %	2103	Long	$6.60	$5.98	-9.39 %	3/5/2026 9:30:00 AM 3/05/26 9:30:00	3/25/2026 9:30:00 AM 3/25/26 9:30:00	Paper
COLM	R10-Both-APPAREL-COLM	14.93 %	231	Long	$59.28	$54.66	-7.79 %	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
COLM	R1-Both-APPAREL-COLM	14.94 %	237	Long	$56.31	$54.81	-2.66 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
COLM	R7-Both-APPAREL-COLM	14.93 %	231	Long	$59.28	$54.81	-7.54 %	3/6/2026 9:30:00 AM 3/06/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
GIL	R4-Both-APPAREL-GIL	14.91 %	210	Long	$66.24	$57.91	-12.58 %	3/2/2026 9:30:00 AM 3/02/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
VFC	R4-Both-APPAREL-VFC	14.98 %	749	Long	$19.23	$16.40	-14.72 %	2/27/2026 9:30:00 AM 2/27/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
DECK	R4-Both-APPAREL-DECK	14.81 %	128	Long	$107.65	$106.18	-1.36 %	3/5/2026 9:30:00 AM 3/05/26 9:30:00	3/11/2026 9:30:00 AM 3/11/26 9:30:00	Paper
CRI	R7-Both-APPAREL-CRI	14.98 %	428	Long	$33.26	$35.06	5.41 %	3/2/2026 9:30:00 AM 3/02/26 9:30:00	3/6/2026 9:30:00 AM 3/06/26 9:30:00	Paper
COLM	R3-Both-APPAREL-COLM	14.99 %	232	Long	$60.24	$60.00	-0.40 %	3/2/2026 9:30:00 AM 3/02/26 9:30:00	3/5/2026 9:30:00 AM 3/05/26 9:30:00	Paper
DECK	TLB4-Both-APPAREL-DECK	14.81 %	121	Long	$119.00	$107.65	-9.54 %	2/2/2026 9:30:00 AM 2/02/26 9:30:00	3/5/2026 9:30:00 AM 3/05/26 9:30:00	Paper
DECK	TLB2-Both-APPAREL-DECK	14.81 %	121	Long	$119.00	$107.65	-9.54 %	2/2/2026 9:30:00 AM 2/02/26 9:30:00	3/5/2026 9:30:00 AM 3/05/26 9:30:00	Paper
WWW	VP1-Both-APPAREL-WWW	14.99 %	832	Long	$17.66	$17.29	-2.10 %	2/25/2026 9:30:00 AM 2/25/26 9:30:00	3/2/2026 9:30:00 AM 3/02/26 9:30:00	Paper
GIL	TLB1-Both-APPAREL-GIL	14.93 %	251	Long	$57.06	$68.28	19.66 %	12/1/2025 9:30:00 AM 12/01/25 9:30:00	2/27/2026 9:30:00 AM 2/27/26 9:30:00	Paper
VFC	R7-Both-APPAREL-VFC	14.97 %	719	Long	$19.97	$20.41	2.20 %	2/18/2026 9:30:00 AM 2/18/26 9:30:00	2/19/2026 9:30:00 AM 2/19/26 9:30:00	Paper
CROX	TLB9-Both-APPAREL-CROX	14.94 %	175	Short	$84.06	$96.89	-15.26 %	2/10/2026 9:30:00 AM 2/10/26 9:30:00	2/17/2026 9:30:00 AM 2/17/26 9:30:00	Paper
GES	TLB2-Both-APPAREL-GES	15.00 %	844	Long	$16.82	$16.88	0.36 %	1/14/2026 9:30:00 AM 1/14/26 9:30:00	2/12/2026 9:30:00 AM 2/12/26 9:30:00	Paper
RL	TLB8-Both-APPAREL-RL	14.53 %	37	Short	$371.35	$363.29	2.17 %	12/12/2025 9:30:00 AM 12/12/25 9:30:00	2/12/2026 9:30:00 AM 2/12/26 9:30:00	Paper
RL	R4-Both-APPAREL-RL	14.58 %	40	Long	$353.47	$349.54	-1.11 %	1/30/2026 9:30:00 AM 1/30/26 9:30:00	2/10/2026 9:30:00 AM 2/10/26 9:30:00	Paper
CRI	R5-Both-APPAREL-CRI	14.97 %	437	Long	$32.77	$35.05	6.96 %	1/29/2026 9:30:00 AM 1/29/26 9:30:00	2/2/2026 9:30:00 AM 2/02/26 9:30:00	Paper
GIII	VBX1-Both-APPAREL-GIII	14.95 %	513	Long	$28.28	$28.63	1.24 %	1/28/2026 9:30:00 AM 1/28/26 9:30:00	1/30/2026 9:30:00 AM 1/30/26 9:30:00	Paper
GIII	R8-Both-APPAREL-GIII	14.95 %	513	Long	$28.28	$28.63	1.24 %	1/28/2026 9:30:00 AM 1/28/26 9:30:00	1/30/2026 9:30:00 AM 1/30/26 9:30:00	Paper
COLM	R4-Both-APPAREL-COLM	14.95 %	269	Long	$53.69	$53.64	-0.09 %	1/22/2026 9:30:00 AM 1/22/26 9:30:00	1/27/2026 9:30:00 AM 1/27/26 9:30:00	Paper
COLM	R1-Both-APPAREL-COLM	14.95 %	269	Long	$53.69	$53.64	-0.09 %	1/22/2026 9:30:00 AM 1/22/26 9:30:00	1/27/2026 9:30:00 AM 1/27/26 9:30:00	Paper
COLM	R3-Both-APPAREL-COLM	14.98 %	259	Long	$54.82	$53.64	-2.15 %	1/16/2026 9:30:00 AM 1/16/26 9:30:00	1/27/2026 9:30:00 AM 1/27/26 9:30:00	Paper
CROX	VBX1-Both-APPAREL-CROX	14.90 %	170	Long	$82.06	$83.42	1.66 %	1/20/2026 9:30:00 AM 1/20/26 9:30:00	1/22/2026 9:30:00 AM 1/22/26 9:30:00	Paper
VFC	R7-Both-APPAREL-VFC	14.99 %	744	Long	$19.11	$19.70	3.09 %	1/16/2026 9:30:00 AM 1/16/26 9:30:00	1/22/2026 9:30:00 AM 1/22/26 9:30:00	Paper
CRI	TLB2-Both-APPAREL-CRI	14.96 %	405	Long	$35.17	$36.63	4.15 %	1/7/2026 9:30:00 AM 1/07/26 9:30:00	1/16/2026 9:30:00 AM 1/16/26 9:30:00	Paper
RL	HCT1-Both-APPAREL-RL	14.64 %	38	Long	$359.70	$362.23	0.70 %	12/31/2025 9:30:00 AM 12/31/25 9:30:00	1/13/2026 9:30:00 AM 1/13/26 9:30:00	Paper
VFC	TLB2-Both-APPAREL-VFC	14.97 %	730	Long	$19.19	$19.35	0.83 %	1/7/2026 9:30:00 AM 1/07/26 9:30:00	1/12/2026 9:30:00 AM 1/12/26 9:30:00	Paper
RL	R8-Both-APPAREL-RL	14.97 %	39	Long	$356.19	$364.99	2.47 %	12/30/2025 9:30:00 AM 12/30/25 9:30:00	1/12/2026 9:30:00 AM 1/12/26 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: 16.0%

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

Per Trade Allocation: 15%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 13.3

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