Portfolio

Calculate Over:

Apparel Stocks

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

Return:

+2%

ROAI:

+3%

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
56.5%
2.3%
3.3%
17.4%
0.1

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	14.99 %	276	4/9/2026 9:30:00 AM	$57.64	$57.26	-0.66 %	Paper
TLB7-Both-APPAREL-CRI	CRI	Long	14.97 %	439	3/17/2026 9:30:00 AM	$34.89	$35.52	1.81 %	Paper
TLB2-Both-APPAREL-DECK	DECK	Long	14.88 %	153	4/1/2026 9:30:00 AM	$98.78	$107.86	9.19 %	Paper
TLB1-Both-APPAREL-SHOO	SHOO	Long	14.97 %	454	4/1/2026 9:30:00 AM	$33.86	$37.96	12.11 %	Paper
TLB1-Both-APPAREL-SKX	SKX	Long	14.97 %	315	4/30/2025 9:30:00 AM	$47.76	$63.13	32.18 %	Paper
TLB7-Both-APPAREL-VFC	VFC	Long	14.99 %	885	3/25/2026 9:30:00 AM	$17.54	$18.23	3.96 %	Paper

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

4/3/2025 - 4/3/2026
56.5%
2.3%
3.3%
17.4%
11.8%

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

0.1
10.9
14.9%
71.5%
$102,345

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
DECK	TLB4-Both-APPAREL-DECK	14.88 %	152	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	14.88 %	153	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	15.00 %	2733	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	15.00 %	2700	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 %	2450	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 %	270	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	14.92 %	279	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 %	270	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
VFC	R4-Both-APPAREL-VFC	14.99 %	873	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	14.80 %	149	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	14.99 %	500	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	14.94 %	270	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	14.86 %	143	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	14.86 %	143	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 %	962	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
VFC	R7-Both-APPAREL-VFC	14.98 %	831	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 %	202	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	14.98 %	998	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	14.52 %	44	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	14.90 %	48	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	14.99 %	514	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	14.97 %	601	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	14.97 %	601	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	14.97 %	316	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	14.97 %	316	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	14.94 %	305	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	14.89 %	201	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 %	879	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	14.97 %	478	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 %	45	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	14.99 %	862	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	14.90 %	46	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
GIII	R8-Both-APPAREL-GIII	14.95 %	567	Long	$29.15	$30.03	3.02 %	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
VFC	R1-Both-APPAREL-VFC	14.99 %	884	Long	$18.58	$19.19	3.28 %	12/23/2025 9:30:00 AM 12/23/25 9:30:00	1/7/2026 9:30:00 AM 1/07/26 9:30:00	Paper
GIII	R3-Both-APPAREL-GIII	15.00 %	546	Long	$30.23	$30.23	0.00 %	12/26/2025 9:30:00 AM 12/26/25 9:30:00	12/29/2025 9:30:00 AM 12/29/25 9:30:00	Paper
VFC	R11-Both-APPAREL-VFC	14.99 %	882	Long	$18.65	$18.58	-0.38 %	12/22/2025 9:30:00 AM 12/22/25 9:30:00	12/23/2025 9:30:00 AM 12/23/25 9:30:00	Paper
WWW	R6-Both-APPAREL-WWW	14.98 %	899	Short	$18.60	$18.00	3.23 %	12/12/2025 9:30:00 AM 12/12/25 9:30:00	12/23/2025 9:30:00 AM 12/23/25 9:30:00	Paper
WWW	R2-Both-APPAREL-WWW	14.98 %	899	Short	$18.60	$18.00	3.23 %	12/12/2025 9:30:00 AM 12/12/25 9:30:00	12/23/2025 9:30:00 AM 12/23/25 9:30:00	Paper
NKE	TLB1-Both-APPAREL-NKE	14.94 %	260	Long	$62.95	$58.99	-6.29 %	11/20/2025 9:30:00 AM 11/20/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
GIII	TLB1-Both-APPAREL-GIII	14.99 %	620	Long	$27.31	$30.45	11.50 %	10/21/2025 9:30:00 AM 10/21/25 9:30:00	12/22/2025 9:30:00 AM 12/22/25 9:30:00	Paper
GIII	VP2-Both-APPAREL-GIII	14.96 %	573	Short	$29.50	$30.85	-4.58 %	11/28/2025 9:30:00 AM 11/28/25 9:30:00	12/12/2025 9:30:00 AM 12/12/25 9:30:00	Paper
DECK	VBX1-Both-APPAREL-DECK	14.89 %	191	Short	$87.55	$99.74	-13.92 %	12/1/2025 9:30:00 AM 12/01/25 9:30:00	12/10/2025 9:30:00 AM 12/10/25 9:30:00	Paper
CROX	R5-Both-APPAREL-CROX	14.90 %	198	Short	$84.98	$85.50	-0.61 %	12/1/2025 9:30:00 AM 12/01/25 9:30:00	12/10/2025 9:30:00 AM 12/10/25 9:30:00	Paper
PVH	TLB4-Both-APPAREL-PVH	14.89 %	212	Long	$78.81	$81.89	3.91 %	11/25/2025 9:30:00 AM 11/25/25 9:30:00	11/26/2025 9:30:00 AM 11/26/25 9:30:00	Paper
GIII	R7-Both-APPAREL-GIII	14.98 %	605	Long	$27.18	$28.47	4.75 %	11/20/2025 9:30:00 AM 11/20/25 9:30:00	11/25/2025 9:30:00 AM 11/25/25 9:30:00	Paper
HBI	R5-Both-APPAREL-HBI	14.99 %	2514	Long	$6.55	$6.48	-1.07 %	11/19/2025 9:30:00 AM 11/19/25 9:30:00	11/25/2025 9:30:00 AM 11/25/25 9:30:00	Paper
SHOO	R7-Both-APPAREL-SHOO	14.95 %	439	Long	$37.17	$38.25	2.91 %	11/19/2025 9:30:00 AM 11/19/25 9:30:00	11/21/2025 9:30:00 AM 11/21/25 9:30:00	Paper
UA	TLB1-Both-APPAREL-UA	15.00 %	3770	Long	$4.33	$4.11	-5.08 %	11/17/2025 9:30:00 AM 11/17/25 9:30:00	11/19/2025 9:30:00 AM 11/19/25 9:30:00	Paper
NKE	R5-Both-APPAREL-NKE	14.94 %	247	Short	$64.94	$62.43	3.87 %	11/14/2025 9:30:00 AM 11/14/25 9:30:00	11/19/2025 9:30:00 AM 11/19/25 9:30:00	Paper
COLM	R5-Both-APPAREL-COLM	14.97 %	300	Short	$54.31	$50.83	6.40 %	11/14/2025 9:30:00 AM 11/14/25 9:30:00	11/19/2025 9:30:00 AM 11/19/25 9:30:00	Paper
HBI	VBX1-Both-APPAREL-HBI	14.99 %	2537	Long	$6.43	$6.67	3.73 %	11/11/2025 9:30:00 AM 11/11/25 9:30:00	11/13/2025 9:30:00 AM 11/13/25 9:30:00	Paper
GES	VP2-Both-APPAREL-GES	14.98 %	1003	Short	$17.02	$16.91	0.65 %	10/30/2025 9:30:00 AM 10/30/25 9:30:00	11/13/2025 9:30:00 AM 11/13/25 9:30:00	Paper
CRI	R6-Both-APPAREL-CRI	14.95 %	514	Long	$32.07	$30.98	-3.40 %	11/6/2025 9:30:00 AM 11/06/25 9:30:00	11/7/2025 9:30:00 AM 11/07/25 9:30:00	Paper
CRI	R1-Both-APPAREL-CRI	14.95 %	514	Long	$32.07	$30.98	-3.40 %	11/6/2025 9:30:00 AM 11/06/25 9:30:00	11/7/2025 9:30:00 AM 11/07/25 9:30:00	Paper
RL	TLB8-Both-APPAREL-RL	14.65 %	51	Short	$328.28	$317.51	3.28 %	10/20/2025 9:30:00 AM 10/20/25 9:30:00	11/7/2025 9:30:00 AM 11/07/25 9:30:00	Paper
GIII	R7-Both-APPAREL-GIII	14.97 %	620	Long	$27.15	$28.11	3.54 %	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
WWW	R5-Both-APPAREL-WWW	14.98 %	734	Long	$23.52	$16.28	-30.78 %	10/30/2025 9:30:00 AM 10/30/25 9:30:00	11/6/2025 9:30:00 AM 11/06/25 9:30:00	Paper
GIL	TLB1-Both-APPAREL-GIL	14.90 %	305	Long	$55.89	$58.46	4.60 %	9/22/2025 9:30:00 AM 9/22/25 9:30:00	10/31/2025 9:30:00 AM 10/31/25 9:30:00	Paper
COLM	R6-Both-APPAREL-COLM	14.96 %	314	Short	$53.80	$54.25	-0.84 %	10/22/2025 9:30:00 AM 10/22/25 9:30:00	10/28/2025 9:30:00 AM 10/28/25 9:30:00	Paper
COLM	R2-Both-APPAREL-COLM	14.96 %	314	Short	$53.80	$54.25	-0.84 %	10/22/2025 9:30:00 AM 10/22/25 9:30:00	10/28/2025 9:30:00 AM 10/28/25 9:30:00	Paper
GIII	VBX1-Both-APPAREL-GIII	14.97 %	646	Long	$25.42	$27.28	7.32 %	10/14/2025 9:30:00 AM 10/14/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
GIII	R11-Both-APPAREL-GIII	14.97 %	646	Long	$25.42	$27.28	7.32 %	10/14/2025 9:30:00 AM 10/14/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
GIII	R3-Both-APPAREL-GIII	14.97 %	646	Long	$25.42	$27.28	7.32 %	10/14/2025 9:30:00 AM 10/14/25 9:30:00	10/16/2025 9:30:00 AM 10/16/25 9:30:00	Paper
VFC	R11-Both-APPAREL-VFC	14.99 %	1186	Long	$13.83	$14.35	3.76 %	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
VFC	VBX1-Both-APPAREL-VFC	14.99 %	1224	Long	$13.61	$13.75	1.03 %	10/13/2025 9:30:00 AM 10/13/25 9:30:00	10/14/2025 9:30:00 AM 10/14/25 9:30:00	Paper
UA	TLB1-Both-APPAREL-UA	14.99 %	3460	Long	$4.95	$4.63	-6.46 %	10/3/2025 9:30:00 AM 10/03/25 9:30:00	10/13/2025 9:30:00 AM 10/13/25 9:30:00	Paper
VFC	TLB4-Both-APPAREL-VFC	14.98 %	1106	Long	$15.42	$14.06	-8.82 %	10/2/2025 9:30:00 AM 10/02/25 9:30:00	10/9/2025 9:30:00 AM 10/09/25 9:30:00	Paper
NKE	TLB2-Both-APPAREL-NKE	14.94 %	228	Long	$75.00	$69.55	-7.27 %	10/2/2025 9:30:00 AM 10/02/25 9:30:00	10/9/2025 9:30:00 AM 10/09/25 9:30:00	Paper
WWW	R10-Both-APPAREL-WWW	14.99 %	568	Long	$30.68	$25.72	-16.17 %	9/18/2025 9:30:00 AM 9/18/25 9:30:00	10/9/2025 9:30:00 AM 10/09/25 9:30:00	Paper
DECK	R12-Both-APPAREL-DECK	14.82 %	160	Long	$107.42	$104.15	-3.04 %	9/29/2025 9:30:00 AM 9/29/25 9:30:00	10/3/2025 9:30:00 AM 10/03/25 9:30:00	Paper
NKE	R7-Both-APPAREL-NKE	14.94 %	240	Long	$73.44	$70.07	-4.58 %	9/18/2025 9:30:00 AM 9/18/25 9:30:00	9/30/2025 9:30:00 AM 9/30/25 9:30:00	Paper
NKE	R4-Both-APPAREL-NKE	14.94 %	240	Long	$73.44	$70.07	-4.58 %	9/18/2025 9:30:00 AM 9/18/25 9:30:00	9/30/2025 9:30:00 AM 9/30/25 9:30:00	Paper
LULU	R2-Both-APPAREL-LULU	14.82 %	99	Short	$173.26	$177.72	-2.58 %	9/24/2025 9:30:00 AM 9/24/25 9:30:00	9/29/2025 9:30:00 AM 9/29/25 9:30:00	Paper
GIII	R3-Both-APPAREL-GIII	14.97 %	652	Long	$26.64	$26.64	0.00 %	9/23/2025 9:30:00 AM 9/23/25 9:30:00	9/24/2025 9:30:00 AM 9/24/25 9:30:00	Paper
CRI	R5-Both-APPAREL-CRI	14.97 %	554	Short	$31.18	$29.76	4.55 %	9/16/2025 9:30:00 AM 9/16/25 9:30:00	9/23/2025 9:30:00 AM 9/23/25 9:30:00	Paper
CRI	VBX1-Both-APPAREL-CRI	14.98 %	555	Short	$31.87	$31.09	2.45 %	9/18/2025 9:30:00 AM 9/18/25 9:30:00	9/22/2025 9:30:00 AM 9/22/25 9:30:00	Paper
WWW	R7-Both-APPAREL-WWW	14.96 %	563	Long	$30.49	$30.68	0.62 %	9/12/2025 9:30:00 AM 9/12/25 9:30:00	9/18/2025 9:30:00 AM 9/18/25 9:30:00	Paper
WWW	R8-Both-APPAREL-WWW	14.95 %	560	Long	$30.97	$30.68	-0.94 %	9/11/2025 9:30:00 AM 9/11/25 9:30:00	9/18/2025 9:30:00 AM 9/18/25 9:30:00	Paper
PVH	R11-Both-APPAREL-PVH	14.86 %	208	Long	$81.71	$83.59	2.30 %	9/12/2025 9:30:00 AM 9/12/25 9:30:00	9/16/2025 9:30:00 AM 9/16/25 9:30:00	Paper
PVH	R7-Both-APPAREL-PVH	14.86 %	208	Long	$81.71	$83.59	2.30 %	9/12/2025 9:30:00 AM 9/12/25 9:30:00	9/16/2025 9:30:00 AM 9/16/25 9:30:00	Paper
PVH	R3-Both-APPAREL-PVH	14.86 %	208	Long	$81.71	$83.59	2.30 %	9/12/2025 9:30:00 AM 9/12/25 9:30:00	9/16/2025 9:30:00 AM 9/16/25 9:30:00	Paper
VFC	R5-Both-APPAREL-VFC	14.99 %	1133	Short	$15.14	$15.37	-1.55 %	9/10/2025 9:30:00 AM 9/10/25 9:30:00	9/12/2025 9:30:00 AM 9/12/25 9:30:00	Paper
NKE	R10-Both-APPAREL-NKE	14.92 %	232	Long	$73.99	$74.24	0.34 %	9/9/2025 9:30:00 AM 9/09/25 9:30:00	9/12/2025 9:30:00 AM 9/12/25 9:30:00	Paper
NKE	R1-Both-APPAREL-NKE	14.96 %	228	Long	$74.80	$74.24	-0.75 %	9/5/2025 9:30:00 AM 9/05/25 9:30:00	9/12/2025 9:30:00 AM 9/12/25 9:30:00	Paper
COLM	R5-Both-APPAREL-COLM	14.96 %	305	Short	$56.37	$56.22	0.27 %	9/3/2025 9:30:00 AM 9/03/25 9:30:00	9/9/2025 9:30:00 AM 9/09/25 9:30:00	Paper
CRI	R6-Both-APPAREL-CRI	14.95 %	602	Short	$28.36	$28.61	-0.88 %	9/4/2025 9:30:00 AM 9/04/25 9:30:00	9/8/2025 9:30:00 AM 9/08/25 9:30:00	Paper
CRI	R2-Both-APPAREL-CRI	14.95 %	602	Short	$28.36	$28.61	-0.88 %	9/4/2025 9:30:00 AM 9/04/25 9:30:00	9/8/2025 9:30:00 AM 9/08/25 9:30:00	Paper
CRI	R5-Both-APPAREL-CRI	14.98 %	611	Short	$28.25	$28.61	-1.27 %	9/2/2025 9:30:00 AM 9/02/25 9:30:00	9/8/2025 9:30:00 AM 9/08/25 9:30:00	Paper
CRI	VBX1-Both-APPAREL-CRI	14.98 %	624	Short	$28.44	$28.17	0.95 %	8/28/2025 9:30:00 AM 8/28/25 9:30:00	9/5/2025 9:30:00 AM 9/05/25 9:30:00	Paper
VFC	R5-Both-APPAREL-VFC	14.98 %	1181	Short	$14.74	$14.75	-0.07 %	8/29/2025 9:30:00 AM 8/29/25 9:30:00	9/4/2025 9:30:00 AM 9/04/25 9:30:00	Paper
DECK	R5-Both-APPAREL-DECK	14.85 %	154	Short	$114.09	$123.30	-8.07 %	8/27/2025 9:30:00 AM 8/27/25 9:30:00	9/4/2025 9:30:00 AM 9/04/25 9:30:00	Paper
NKE	TLB2-Both-APPAREL-NKE	14.92 %	222	Long	$78.47	$74.40	-5.19 %	8/25/2025 9:30:00 AM 8/25/25 9:30:00	9/3/2025 9:30:00 AM 9/03/25 9:30:00	Paper
GIL	R3-Both-APPAREL-GIL	14.93 %	321	Long	$54.72	$55.54	1.50 %	8/27/2025 9:30:00 AM 8/27/25 9:30:00	8/28/2025 9:30:00 AM 8/28/25 9:30:00	Paper
RL	R1-Both-APPAREL-RL	14.70 %	60	Long	$286.11	$288.59	0.87 %	8/25/2025 9:30:00 AM 8/25/25 9:30:00	8/26/2025 9:30:00 AM 8/26/25 9:30:00	Paper
DECK	TLB6-Both-APPAREL-DECK	14.87 %	159	Long	$108.88	$113.51	4.25 %	8/25/2025 9:30:00 AM 8/25/25 9:30:00	8/26/2025 9:30:00 AM 8/26/25 9:30:00	Paper
RL	R7-Both-APPAREL-RL	14.76 %	60	Long	$284.00	$288.59	1.62 %	8/21/2025 9:30:00 AM 8/21/25 9:30:00	8/26/2025 9:30:00 AM 8/26/25 9:30:00	Paper
RL	R3-Both-APPAREL-RL	14.76 %	60	Long	$284.00	$288.59	1.62 %	8/21/2025 9:30:00 AM 8/21/25 9:30:00	8/26/2025 9:30:00 AM 8/26/25 9:30:00	Paper
GES	TLB8-Both-APPAREL-GES	15.00 %	1381	Short	$13.20	$16.84	-27.58 %	8/5/2025 9:30:00 AM 8/05/25 9:30:00	8/22/2025 9:30:00 AM 8/22/25 9:30:00	Paper
SHOO	R5-Both-APPAREL-SHOO	14.98 %	701	Short	$25.90	$26.16	-1.00 %	8/7/2025 9:30:00 AM 8/07/25 9:30:00	8/13/2025 9:30:00 AM 8/13/25 9:30:00	Paper
NKE	R1-Both-APPAREL-NKE	14.91 %	239	Long	$76.32	$75.48	-1.10 %	8/7/2025 9:30:00 AM 8/07/25 9:30:00	8/13/2025 9:30:00 AM 8/13/25 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: 17.4%

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: 10.9

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