Portfolio

Portfolio Image

Apparel Stocks

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

Return:

+11%

ROAI:

+14%

Stability:

 
61

Consistency:

 
50
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
SELECT Portfolio

Both
Short
Stocks
Swing Trading


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
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
VBX1-Both-APPAREL-CROXCROXShort14.88 %17311/22/2023 9:30:00 AM$93.64$102.20-9.14 %Paper
WT1-Both-APPAREL-GILGILLong14.97 %48711/3/2023 9:30:00 AM$32.74$37.0213.07 %Paper
TLB4-Both-APPAREL-HBIHBILong15.00 %430512/5/2023 9:30:00 AM$3.87$3.77-2.58 %Paper
TLB7-Both-APPAREL-UAUALong14.99 %226911/9/2023 9:30:00 AM$7.07$7.7810.04 %Paper
WT1-Both-APPAREL-UAUALong14.99 %231411/6/2023 9:30:00 AM$6.81$7.7814.24 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
12/6/2022 - 12/6/2023
60.4%
11.0%
14.5%
10.0%
7.5%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

1.1
12.8
14.9%
76.1%
$111,034

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
GESTLB8-Both-APPAREL-GES14.98 %675Short$23.84$22.027.63 %
11/20/2023 9:30:00 AM
11/20/23 9:30:00
12/5/2023 9:30:00 AM
12/05/23 9:30:00
Paper
LULUTLB2-Both-APPAREL-LULU14.44 %36Long$433.09$454.765.00 %
11/15/2023 9:30:00 AM
11/15/23 9:30:00
12/5/2023 9:30:00 AM
12/05/23 9:30:00
Paper
DECKTLB7-Both-APPAREL-DECK14.00 %27Long$511.11$620.5021.40 %
10/3/2023 9:30:00 AM
10/03/23 9:30:00
11/17/2023 9:30:00 AM
11/17/23 9:30:00
Paper
DECKVBX1-Both-APPAREL-DECK14.70 %26Short$598.95$630.92-5.34 %
11/1/2023 9:30:00 AM
11/01/23 9:30:00
11/14/2023 9:30:00 AM
11/14/23 9:30:00
Paper
COLMR5-Both-APPAREL-COLM14.93 %202Short$77.19$76.880.40 %
11/7/2023 9:30:00 AM
11/07/23 9:30:00
11/10/2023 9:30:00 AM
11/10/23 9:30:00
Paper
SHOOVBX1-Both-APPAREL-SHOO14.97 %458Short$34.37$33.981.13 %
11/7/2023 9:30:00 AM
11/07/23 9:30:00
11/9/2023 9:30:00 AM
11/09/23 9:30:00
Paper
NKETLB10-Both-APPAREL-NKE14.82 %149Short$99.78$106.43-6.66 %
10/27/2023 9:30:00 AM
10/27/23 9:30:00
11/3/2023 9:30:00 AM
11/03/23 9:30:00
Paper
CALR7-Both-APPAREL-CAL14.97 %585Long$25.73$25.45-1.09 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
11/1/2023 9:30:00 AM
11/01/23 9:30:00
Paper
DECKR7-Both-APPAREL-DECK14.72 %30Long$492.67$580.2017.77 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
10/30/2023 9:30:00 AM
10/30/23 9:30:00
Paper
CALR9-Both-APPAREL-CAL14.97 %585Long$25.73$25.880.58 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
10/27/2023 9:30:00 AM
10/27/23 9:30:00
Paper
SKXTLB1-Both-APPAREL-SKX14.94 %313Long$47.09$46.24-1.81 %
9/25/2023 9:30:00 AM
9/25/23 9:30:00
10/27/2023 9:30:00 AM
10/27/23 9:30:00
Paper
RLR2-Both-APPAREL-RL14.88 %129Short$116.01$113.831.88 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
10/26/2023 9:30:00 AM
10/26/23 9:30:00
Paper
WWWTLB9-Both-APPAREL-WWW14.98 %1058Short$14.09$8.5039.67 %
6/20/2023 9:30:00 AM
6/20/23 9:30:00
10/26/2023 9:30:00 AM
10/26/23 9:30:00
Paper
SHOOVBX1-Both-APPAREL-SHOO14.98 %456Short$33.51$33.330.54 %
10/20/2023 9:30:00 AM
10/20/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
RLR5-Both-APPAREL-RL14.98 %130Short$117.70$116.660.88 %
10/20/2023 9:30:00 AM
10/20/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
HBIVBX1-Both-APPAREL-HBI15.00 %3432Short$4.44$4.381.35 %
10/20/2023 9:30:00 AM
10/20/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
GILTLB1-Both-APPAREL-GIL14.98 %532Long$28.10$28.712.17 %
9/29/2023 9:30:00 AM
9/29/23 9:30:00
10/24/2023 9:30:00 AM
10/24/23 9:30:00
Paper
GILR2-Both-APPAREL-GIL14.99 %526Short$28.86$29.11-0.87 %
10/13/2023 9:30:00 AM
10/13/23 9:30:00
10/20/2023 9:30:00 AM
10/20/23 9:30:00
Paper
GILR5-Both-APPAREL-GIL14.96 %515Short$29.55$29.111.49 %
10/12/2023 9:30:00 AM
10/12/23 9:30:00
10/20/2023 9:30:00 AM
10/20/23 9:30:00
Paper
NKETLB2-Both-APPAREL-NKE14.89 %156Long$96.20$103.327.40 %
10/2/2023 9:30:00 AM
10/02/23 9:30:00
10/20/2023 9:30:00 AM
10/20/23 9:30:00
Paper
RLTLB1-Both-APPAREL-RL14.88 %126Long$114.71$109.81-4.27 %
9/28/2023 9:30:00 AM
9/28/23 9:30:00
10/13/2023 9:30:00 AM
10/13/23 9:30:00
Paper
GIIIR7-Both-APPAREL-GIII14.97 %631Long$23.56$24.142.46 %
10/6/2023 9:30:00 AM
10/06/23 9:30:00
10/11/2023 9:30:00 AM
10/11/23 9:30:00
Paper
RLR2-Both-APPAREL-RL14.87 %128Short$115.08$111.872.79 %
10/3/2023 9:30:00 AM
10/03/23 9:30:00
10/4/2023 9:30:00 AM
10/04/23 9:30:00
Paper
COLMR5-Both-APPAREL-COLM14.94 %202Short$74.33$70.505.15 %
10/2/2023 9:30:00 AM
10/02/23 9:30:00
10/3/2023 9:30:00 AM
10/03/23 9:30:00
Paper
COLMTLB2-Both-APPAREL-COLM14.88 %202Long$74.38$70.50-5.22 %
9/29/2023 9:30:00 AM
9/29/23 9:30:00
10/3/2023 9:30:00 AM
10/03/23 9:30:00
Paper
HBIR11-Both-APPAREL-HBI14.99 %3346Long$4.60$3.92-14.78 %
9/12/2023 9:30:00 AM
9/12/23 9:30:00
10/2/2023 9:30:00 AM
10/02/23 9:30:00
Paper
DECKR5-Both-APPAREL-DECK14.39 %28Long$502.98$520.003.38 %
9/28/2023 9:30:00 AM
9/28/23 9:30:00
9/29/2023 9:30:00 AM
9/29/23 9:30:00
Paper
GESR5-Both-APPAREL-GES14.97 %683Long$22.56$21.61-4.21 %
9/18/2023 9:30:00 AM
9/18/23 9:30:00
9/29/2023 9:30:00 AM
9/29/23 9:30:00
Paper
CALR7-Both-APPAREL-CAL14.98 %567Long$26.41$26.650.91 %
9/22/2023 9:30:00 AM
9/22/23 9:30:00
9/25/2023 9:30:00 AM
9/25/23 9:30:00
Paper
DECKTLB5-Both-APPAREL-DECK14.10 %27Long$535.89$507.92-5.22 %
9/12/2023 9:30:00 AM
9/12/23 9:30:00
9/22/2023 9:30:00 AM
9/22/23 9:30:00
Paper
DECKTLB4-Both-APPAREL-DECK14.10 %27Long$535.89$507.92-5.22 %
9/12/2023 9:30:00 AM
9/12/23 9:30:00
9/22/2023 9:30:00 AM
9/22/23 9:30:00
Paper
HBIR13-Both-APPAREL-HBI14.99 %3346Long$4.60$4.640.87 %
9/12/2023 9:30:00 AM
9/12/23 9:30:00
9/18/2023 9:30:00 AM
9/18/23 9:30:00
Paper
HBIR3-Both-APPAREL-HBI14.99 %3346Long$4.60$4.640.87 %
9/12/2023 9:30:00 AM
9/12/23 9:30:00
9/18/2023 9:30:00 AM
9/18/23 9:30:00
Paper
HBIR4-Both-APPAREL-HBI14.99 %3149Long$4.92$4.64-5.69 %
9/8/2023 9:30:00 AM
9/08/23 9:30:00
9/18/2023 9:30:00 AM
9/18/23 9:30:00
Paper
WWWR14-Both-APPAREL-WWW14.99 %1701Short$8.81$8.454.09 %
9/7/2023 9:30:00 AM
9/07/23 9:30:00
9/8/2023 9:30:00 AM
9/08/23 9:30:00
Paper
WWWR6-Both-APPAREL-WWW14.99 %1701Short$8.81$8.454.09 %
9/7/2023 9:30:00 AM
9/07/23 9:30:00
9/8/2023 9:30:00 AM
9/08/23 9:30:00
Paper
WWWR2-Both-APPAREL-WWW14.99 %1701Short$8.81$8.454.09 %
9/7/2023 9:30:00 AM
9/07/23 9:30:00
9/8/2023 9:30:00 AM
9/08/23 9:30:00
Paper
CRITLB7-Both-APPAREL-CRI14.94 %215Long$71.73$67.01-6.58 %
9/1/2023 9:30:00 AM
9/01/23 9:30:00
9/7/2023 9:30:00 AM
9/07/23 9:30:00
Paper
RLTLB8-Both-APPAREL-RL14.87 %131Short$119.76$116.582.66 %
8/15/2023 9:30:00 AM
8/15/23 9:30:00
9/6/2023 9:30:00 AM
9/06/23 9:30:00
Paper
DECKVBX1-Both-APPAREL-DECK14.69 %29Long$515.83$527.442.25 %
8/29/2023 9:30:00 AM
8/29/23 9:30:00
8/30/2023 9:30:00 AM
8/30/23 9:30:00
Paper
GIIIVBX1-Both-APPAREL-GIII14.98 %808Long$19.10$19.270.89 %
8/24/2023 9:30:00 AM
8/24/23 9:30:00
8/30/2023 9:30:00 AM
8/30/23 9:30:00
Paper
CALR9-Both-APPAREL-CAL14.98 %619Long$24.84$24.25-2.38 %
8/24/2023 9:30:00 AM
8/24/23 9:30:00
8/30/2023 9:30:00 AM
8/30/23 9:30:00
Paper
CALR7-Both-APPAREL-CAL14.98 %619Long$24.84$24.25-2.38 %
8/24/2023 9:30:00 AM
8/24/23 9:30:00
8/30/2023 9:30:00 AM
8/30/23 9:30:00
Paper
GIIIR7-Both-APPAREL-GIII14.98 %807Long$19.16$19.270.57 %
8/23/2023 9:30:00 AM
8/23/23 9:30:00
8/30/2023 9:30:00 AM
8/30/23 9:30:00
Paper
RLR5-Both-APPAREL-RL14.87 %131Long$119.76$113.97-4.83 %
8/15/2023 9:30:00 AM
8/15/23 9:30:00
8/29/2023 9:30:00 AM
8/29/23 9:30:00
Paper
GILTLB1-Both-APPAREL-GIL14.97 %525Long$30.09$29.02-3.56 %
8/21/2023 9:30:00 AM
8/21/23 9:30:00
8/24/2023 9:30:00 AM
8/24/23 9:30:00
Paper
GILTLB7-Both-APPAREL-GIL14.95 %494Long$31.03$29.02-6.48 %
8/8/2023 9:30:00 AM
8/08/23 9:30:00
8/24/2023 9:30:00 AM
8/24/23 9:30:00
Paper
RLR7-Both-APPAREL-RL14.79 %119Long$123.32$113.50-7.96 %
8/10/2023 9:30:00 AM
8/10/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
NKETLB1-Both-APPAREL-NKE14.88 %136Long$109.13$100.96-7.49 %
6/21/2023 9:30:00 AM
6/21/23 9:30:00
8/22/2023 9:30:00 AM
8/22/23 9:30:00
Paper
PVHR4-Both-APPAREL-PVH14.88 %185Long$84.93$82.65-2.68 %
8/11/2023 9:30:00 AM
8/11/23 9:30:00
8/21/2023 9:30:00 AM
8/21/23 9:30:00
Paper
CRIR3-Both-APPAREL-CRI14.89 %219Long$72.13$72.540.57 %
8/11/2023 9:30:00 AM
8/11/23 9:30:00
8/15/2023 9:30:00 AM
8/15/23 9:30:00
Paper
GIIIWT1-Both-APPAREL-GIII14.98 %739Long$20.54$21.685.55 %
7/19/2023 9:30:00 AM
7/19/23 9:30:00
8/14/2023 9:30:00 AM
8/14/23 9:30:00
Paper
GILR4-Both-APPAREL-GIL14.97 %496Long$31.04$31.03-0.03 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
GILR3-Both-APPAREL-GIL14.97 %496Long$31.04$31.03-0.03 %
8/7/2023 9:30:00 AM
8/07/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
GILR10-Both-APPAREL-GIL14.97 %495Long$30.74$31.030.94 %
8/2/2023 9:30:00 AM
8/02/23 9:30:00
8/8/2023 9:30:00 AM
8/08/23 9:30:00
Paper
SKXWT1-Both-APPAREL-SKX14.95 %277Long$53.15$54.332.22 %
6/7/2023 9:30:00 AM
6/07/23 9:30:00
8/3/2023 9:30:00 AM
8/03/23 9:30:00
Paper
SKXR5-Both-APPAREL-SKX14.93 %293Long$54.50$56.473.61 %
7/28/2023 9:30:00 AM
7/28/23 9:30:00
7/31/2023 9:30:00 AM
7/31/23 9:30:00
Paper
GILR8-Both-APPAREL-GIL14.98 %485Long$31.03$31.280.81 %
7/26/2023 9:30:00 AM
7/26/23 9:30:00
7/31/2023 9:30:00 AM
7/31/23 9:30:00
Paper
GESTLB8-Both-APPAREL-GES14.99 %772Short$19.53$20.61-5.53 %
6/29/2023 9:30:00 AM
6/29/23 9:30:00
7/28/2023 9:30:00 AM
7/28/23 9:30:00
Paper
UAVBX1-Both-APPAREL-UA14.99 %2027Short$7.56$7.402.12 %
7/21/2023 9:30:00 AM
7/21/23 9:30:00
7/24/2023 9:30:00 AM
7/24/23 9:30:00
Paper
GILTLB1-Both-APPAREL-GIL14.95 %499Long$29.86$31.314.86 %
6/9/2023 9:30:00 AM
6/09/23 9:30:00
7/18/2023 9:30:00 AM
7/18/23 9:30:00
Paper
GILTLB7-Both-APPAREL-GIL14.97 %493Long$30.25$31.002.48 %
6/8/2023 9:30:00 AM
6/08/23 9:30:00
7/17/2023 9:30:00 AM
7/17/23 9:30:00
Paper
LULUR7-Both-APPAREL-LULU14.73 %39Long$377.31$378.020.19 %
6/26/2023 9:30:00 AM
6/26/23 9:30:00
6/29/2023 9:30:00 AM
6/29/23 9:30:00
Paper
SHOOTLB1-Both-APPAREL-SHOO14.98 %451Long$31.22$31.862.05 %
6/2/2023 9:30:00 AM
6/02/23 9:30:00
6/23/2023 9:30:00 AM
6/23/23 9:30:00
Paper
HBIR6-Both-APPAREL-HBI14.99 %3156Short$4.72$4.651.48 %
6/13/2023 9:30:00 AM
6/13/23 9:30:00
6/20/2023 9:30:00 AM
6/20/23 9:30:00
Paper
HBIVBX1-Both-APPAREL-HBI15.00 %3232Short$4.66$4.650.21 %
6/7/2023 9:30:00 AM
6/07/23 9:30:00
6/20/2023 9:30:00 AM
6/20/23 9:30:00
Paper
GILR5-Both-APPAREL-GIL14.98 %497Short$29.57$29.63-0.20 %
6/7/2023 9:30:00 AM
6/07/23 9:30:00
6/12/2023 9:30:00 AM
6/12/23 9:30:00
Paper
VFCTLB2-Both-APPAREL-VFC14.98 %787Long$18.13$19.427.12 %
6/5/2023 9:30:00 AM
6/05/23 9:30:00
6/9/2023 9:30:00 AM
6/09/23 9:30:00
Paper
PVHR7-Both-APPAREL-PVH14.87 %183Long$76.36$83.018.71 %
6/6/2023 9:30:00 AM
6/06/23 9:30:00
6/7/2023 9:30:00 AM
6/07/23 9:30:00
Paper
PVHR9-Both-APPAREL-PVH14.93 %183Long$77.09$83.017.68 %
6/5/2023 9:30:00 AM
6/05/23 9:30:00
6/7/2023 9:30:00 AM
6/07/23 9:30:00
Paper
GILTLB6-Both-APPAREL-GIL14.99 %490Long$28.93$29.572.21 %
6/5/2023 9:30:00 AM
6/05/23 9:30:00
6/7/2023 9:30:00 AM
6/07/23 9:30:00
Paper
GILTLB4-Both-APPAREL-GIL14.99 %490Long$28.93$29.572.21 %
6/5/2023 9:30:00 AM
6/05/23 9:30:00
6/7/2023 9:30:00 AM
6/07/23 9:30:00
Paper
GILTLB9-Both-APPAREL-GIL14.97 %467Short$29.81$29.291.74 %
5/5/2023 9:30:00 AM
5/05/23 9:30:00
6/6/2023 9:30:00 AM
6/06/23 9:30:00
Paper
LULUR12-Both-APPAREL-LULU14.67 %41Long$335.39$363.008.23 %
5/31/2023 9:30:00 AM
5/31/23 9:30:00
6/5/2023 9:30:00 AM
6/05/23 9:30:00
Paper
LULUR4-Both-APPAREL-LULU14.39 %39Long$342.34$363.006.03 %
5/26/2023 9:30:00 AM
5/26/23 9:30:00
6/5/2023 9:30:00 AM
6/05/23 9:30:00
Paper
RLTLB1-Both-APPAREL-RL14.96 %125Long$113.01$105.45-6.69 %
5/30/2023 9:30:00 AM
5/30/23 9:30:00
6/1/2023 9:30:00 AM
6/01/23 9:30:00
Paper
GIIITLB7-Both-APPAREL-GIII14.98 %867Long$16.02$16.080.37 %
5/9/2023 9:30:00 AM
5/09/23 9:30:00
6/1/2023 9:30:00 AM
6/01/23 9:30:00
Paper
DECKR13-Both-APPAREL-DECK14.37 %29Long$451.42$471.084.36 %
5/23/2023 9:30:00 AM
5/23/23 9:30:00
5/30/2023 9:30:00 AM
5/30/23 9:30:00
Paper
DECKR10-Both-APPAREL-DECK14.37 %29Long$451.42$471.084.36 %
5/23/2023 9:30:00 AM
5/23/23 9:30:00
5/30/2023 9:30:00 AM
5/30/23 9:30:00
Paper
DECKR1-Both-APPAREL-DECK14.38 %29Long$460.00$471.082.41 %
5/19/2023 9:30:00 AM
5/19/23 9:30:00
5/30/2023 9:30:00 AM
5/30/23 9:30:00
Paper
SKXR3-Both-APPAREL-SKX14.91 %268Long$51.00$51.460.90 %
5/23/2023 9:30:00 AM
5/23/23 9:30:00
5/26/2023 9:30:00 AM
5/26/23 9:30:00
Paper
WWWTLB7-Both-APPAREL-WWW14.98 %900Long$15.39$14.64-4.87 %
5/9/2023 9:30:00 AM
5/09/23 9:30:00
5/22/2023 9:30:00 AM
5/22/23 9:30:00
Paper
GIIIWT1-Both-APPAREL-GIII14.98 %867Long$16.02$16.482.87 %
5/9/2023 9:30:00 AM
5/09/23 9:30:00
5/22/2023 9:30:00 AM
5/22/23 9:30:00
Paper
NKEWT1-Both-APPAREL-NKE14.82 %115Long$123.66$112.85-8.74 %
3/22/2023 9:30:00 AM
3/22/23 9:30:00
5/22/2023 9:30:00 AM
5/22/23 9:30:00
Paper
LULUR7-Both-APPAREL-LULU14.60 %36Long$376.60$375.21-0.37 %
5/15/2023 9:30:00 AM
5/15/23 9:30:00
5/19/2023 9:30:00 AM
5/19/23 9:30:00
Paper
PVHR4-Both-APPAREL-PVH14.92 %173Long$81.38$83.262.31 %
5/11/2023 9:30:00 AM
5/11/23 9:30:00
5/12/2023 9:30:00 AM
5/12/23 9:30:00
Paper
UATLB1-Both-APPAREL-UA15.00 %1898Long$7.90$7.48-5.32 %
3/21/2023 9:30:00 AM
3/21/23 9:30:00
5/10/2023 9:30:00 AM
5/10/23 9:30:00
Paper
CROXR5-Both-APPAREL-CROX14.87 %118Long$123.01$115.03-6.49 %
4/28/2023 9:30:00 AM
4/28/23 9:30:00
5/9/2023 9:30:00 AM
5/09/23 9:30:00
Paper
RLR7-Both-APPAREL-RL14.93 %124Long$111.91$115.192.93 %
5/5/2023 9:30:00 AM
5/05/23 9:30:00
5/8/2023 9:30:00 AM
5/08/23 9:30:00
Paper
WWWTLB7-Both-APPAREL-WWW14.97 %906Long$16.26$14.37-11.62 %
3/29/2023 9:30:00 AM
3/29/23 9:30:00
5/5/2023 9:30:00 AM
5/05/23 9:30:00
Paper
HBITLB1-Both-APPAREL-HBI15.00 %2904Long$5.12$4.43-13.48 %
3/21/2023 9:30:00 AM
3/21/23 9:30:00
5/5/2023 9:30:00 AM
5/05/23 9:30:00
Paper
HBITLB2-Both-APPAREL-HBI14.99 %2873Long$5.23$4.80-8.22 %
5/1/2023 9:30:00 AM
5/01/23 9:30:00
5/4/2023 9:30:00 AM
5/04/23 9:30:00
Paper
GIIITLB1-Both-APPAREL-GIII14.98 %983Long$14.79$15.474.60 %
4/6/2023 9:30:00 AM
4/06/23 9:30:00
4/28/2023 9:30:00 AM
4/28/23 9:30:00
Paper
DECKWT1-Both-APPAREL-DECK14.70 %34Long$428.50$470.129.71 %
3/6/2023 9:30:00 AM
3/06/23 9:30:00
4/28/2023 9:30:00 AM
4/28/23 9:30:00
Paper
GILTLB7-Both-APPAREL-GIL14.96 %451Long$32.01$31.81-0.62 %
3/27/2023 9:30:00 AM
3/27/23 9:30:00
4/6/2023 9:30:00 AM
4/06/23 9:30:00
Paper
GIIIVBX1-Both-APPAREL-GIII14.99 %975Long$15.39$14.96-2.79 %
3/21/2023 9:30:00 AM
3/21/23 9:30:00
3/29/2023 9:30:00 AM
3/29/23 9:30:00
Paper
LULUTLB9-Both-APPAREL-LULU14.66 %46Short$307.81$308.28-0.15 %
1/27/2023 9:30:00 AM
1/27/23 9:30:00
3/23/2023 9:30:00 AM
3/23/23 9:30:00
Paper
SHOOR4-Both-APPAREL-SHOO14.97 %414Long$34.98$35.521.54 %
3/17/2023 9:30:00 AM
3/17/23 9:30:00
3/20/2023 9:30:00 AM
3/20/23 9:30:00
Paper
GILR10-Both-APPAREL-GIL14.99 %458Long$31.42$31.610.60 %
3/17/2023 9:30:00 AM
3/17/23 9:30:00
3/20/2023 9:30:00 AM
3/20/23 9:30:00
Paper
GILR4-Both-APPAREL-GIL14.99 %458Long$31.42$31.610.60 %
3/17/2023 9:30:00 AM
3/17/23 9:30:00
3/20/2023 9:30:00 AM
3/20/23 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailHCT1-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-APPAREL-CROX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-APPAREL-GIL100.0 %0.10.7 %0.2 %0.1 %15.0 %0.2 %4.30.1
100%ThumbnailHCT1-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-APPAREL-PVH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-APPAREL-RL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-APPAREL-SHOO100.0 %0.10.7 %1.2 %0.8 %15.0 %1.9 %0.60.1
100%ThumbnailHCT1-Both-APPAREL-SKX100.0 %0.10.2 %0.6 %0.3 %15.0 %0.7 %0.40.1
100%ThumbnailR10-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-APPAREL-DECK100.0 %0.10.6 %0.3 %0.2 %14.2 %0.3 %1.80.1
100%ThumbnailR10-Both-APPAREL-GIII100.0 %0.10.2 %0.2 %0.1 %15.0 %0.2 %0.90.1
100%ThumbnailR10-Both-APPAREL-GIL100.0 %0.20.2 %0.3 %0.2 %15.0 %0.3 %0.70.2
100%ThumbnailR10-Both-APPAREL-HBI0.0 %0.1-0.3 %0.4 %0.2 %15.0 %0.2 %-0.60.1
100%ThumbnailR10-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-APPAREL-NKE100.0 %0.10.3 %0.0 %0.0 %14.8 %0.1 %0.00.1
100%ThumbnailR10-Both-APPAREL-RL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-APPAREL-SHOO100.0 %0.10.3 %0.1 %0.1 %15.0 %0.2 %2.40.1
100%ThumbnailR10-Both-APPAREL-SKX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-APPAREL-UA0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-APPAREL-COLM50.0 %0.20.1 %0.4 %0.2 %14.9 %0.2 %0.30.2
100%ThumbnailR11-Both-APPAREL-CRI100.0 %0.10.2 %0.1 %0.0 %14.9 %0.1 %3.50.1
100%ThumbnailR11-Both-APPAREL-CROX100.0 %0.21.0 %0.1 %0.1 %14.9 %0.1 %6.90.2
100%ThumbnailR11-Both-APPAREL-DECK100.0 %0.10.0 %1.0 %0.5 %14.5 %0.4 %0.00.1
100%ThumbnailR11-Both-APPAREL-GIII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-APPAREL-HBI50.0 %0.2-2.1 %3.7 %1.8 %15.0 %0.9 %-0.60.2
100%ThumbnailR11-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-APPAREL-LULU0.0 %0.1-0.6 %0.9 %0.4 %14.8 %0.4 %-0.70.1
100%ThumbnailR11-Both-APPAREL-PVH0.0 %0.10.0 %0.2 %0.1 %14.9 %0.1 %0.00.1
100%ThumbnailR11-Both-APPAREL-SHOO60.0 %0.4-0.3 %1.2 %1.0 %15.0 %1.1 %-0.30.4
100%ThumbnailR11-Both-APPAREL-SKX75.0 %0.30.1 %0.8 %0.5 %15.0 %0.9 %0.10.3
100%ThumbnailR11-Both-APPAREL-UA100.0 %0.20.1 %0.3 %0.2 %15.0 %0.3 %0.50.2
100%ThumbnailR11-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-APPAREL-DECK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-APPAREL-GIII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-APPAREL-LULU100.0 %0.21.2 %0.6 %0.3 %14.5 %0.2 %2.10.2
100%ThumbnailR12-Both-APPAREL-SKX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-APPAREL-DECK100.0 %0.10.6 %0.3 %0.2 %14.3 %0.3 %1.80.1
100%ThumbnailR13-Both-APPAREL-GIL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-APPAREL-HBI100.0 %0.20.3 %0.5 %0.2 %15.0 %0.3 %0.60.2
100%ThumbnailR13-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-APPAREL-SKX100.0 %0.10.2 %0.2 %0.1 %15.0 %0.1 %1.10.1
100%ThumbnailR13-Both-APPAREL-UA50.0 %0.2-0.1 %0.3 %0.2 %15.0 %0.2 %-0.20.2
100%ThumbnailR14-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-APPAREL-GIII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-APPAREL-SHOO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-APPAREL-WWW100.0 %0.31.1 %0.6 %0.3 %15.0 %0.5 %1.90.3
100%ThumbnailR1-Both-APPAREL-COH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-APPAREL-COLM100.0 %0.10.2 %0.2 %0.1 %14.9 %0.1 %0.90.1
100%ThumbnailR1-Both-APPAREL-CRI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-APPAREL-DECK100.0 %0.20.4 %0.6 %0.3 %14.4 %0.4 %0.70.2
100%ThumbnailR1-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-APPAREL-GIII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-APPAREL-GIL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-APPAREL-HBI0.0 %0.1-0.3 %0.4 %0.2 %15.0 %0.2 %-0.60.1
100%ThumbnailR1-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-APPAREL-LULU0.0 %0.1-0.5 %1.2 %0.6 %14.5 %0.5 %-0.50.1
100%ThumbnailR1-Both-APPAREL-NKE100.0 %0.10.2 %0.0 %0.0 %14.9 %0.2 %6.60.1
100%ThumbnailR1-Both-APPAREL-RL100.0 %0.10.2 %0.0 %0.0 %14.9 %0.1 %17.30.1
100%ThumbnailR1-Both-APPAREL-SHOO100.0 %0.10.1 %0.1 %0.1 %14.9 %0.1 %0.80.1
100%ThumbnailR1-Both-APPAREL-SKX100.0 %0.20.4 %0.2 %0.1 %15.0 %0.2 %2.70.2
100%ThumbnailR1-Both-APPAREL-UA100.0 %0.10.1 %0.1 %0.1 %15.0 %0.2 %0.50.1
100%ThumbnailR1-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-CRI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-CROX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-GES0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-GIII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-GIL0.0 %0.2-0.8 %1.2 %0.6 %15.0 %0.7 %-0.70.2
100%ThumbnailR2-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-LULU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-RL100.0 %0.20.7 %0.0 %0.0 %14.9 %0.1 %0.00.2
100%ThumbnailR2-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-APPAREL-WWW100.0 %0.20.7 %0.0 %0.0 %15.0 %0.1 %69.40.2
100%ThumbnailR3-Both-APPAREL-COLM33.3 %0.30.0 %0.5 %0.3 %14.9 %0.3 %0.00.3
100%ThumbnailR3-Both-APPAREL-CRI100.0 %0.20.3 %0.2 %0.1 %14.9 %0.2 %1.90.2
100%ThumbnailR3-Both-APPAREL-DECK100.0 %0.10.0 %1.0 %0.5 %14.6 %0.4 %0.00.1
100%ThumbnailR3-Both-APPAREL-GIII50.0 %0.20.6 %0.4 %0.2 %15.0 %0.4 %1.40.2
100%ThumbnailR3-Both-APPAREL-GIL50.0 %0.30.6 %0.6 %0.3 %15.0 %0.6 %1.00.3
100%ThumbnailR3-Both-APPAREL-HBI100.0 %0.20.3 %0.5 %0.2 %15.0 %0.3 %0.60.2
100%ThumbnailR3-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-APPAREL-NKE50.0 %0.20.3 %0.1 %0.1 %14.9 %0.3 %2.00.2
100%ThumbnailR3-Both-APPAREL-PVH100.0 %0.20.3 %0.2 %0.1 %14.9 %0.3 %1.40.2
100%ThumbnailR3-Both-APPAREL-RL60.0 %0.40.9 %0.5 %0.3 %14.9 %0.6 %1.90.4
100%ThumbnailR3-Both-APPAREL-SHOO75.0 %0.70.2 %1.1 %0.8 %15.0 %1.2 %0.20.7
100%ThumbnailR3-Both-APPAREL-SKX60.0 %0.4-0.1 %0.9 %0.5 %15.0 %0.8 %-0.10.4
100%ThumbnailR3-Both-APPAREL-UA50.0 %0.2-0.1 %0.3 %0.2 %15.0 %0.2 %-0.20.2
100%ThumbnailR4-Both-APPAREL-COLM0.0 %0.2-0.2 %0.4 %0.2 %14.9 %0.2 %-0.50.2
100%ThumbnailR4-Both-APPAREL-DECK100.0 %0.30.7 %0.7 %0.3 %14.3 %0.8 %1.00.3
100%ThumbnailR4-Both-APPAREL-GIL66.7 %0.30.7 %0.2 %0.1 %15.0 %0.2 %3.30.3
100%ThumbnailR4-Both-APPAREL-HBI0.0 %0.2-1.1 %1.4 %0.7 %15.0 %0.6 %-0.80.2
100%ThumbnailR4-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-APPAREL-LULU100.0 %0.21.0 %0.7 %0.4 %14.5 %0.5 %1.40.2
100%ThumbnailR4-Both-APPAREL-NKE50.0 %0.20.3 %0.1 %0.1 %14.9 %0.3 %2.00.2
100%ThumbnailR4-Both-APPAREL-PVH66.7 %0.3-0.1 %0.6 %0.3 %14.9 %0.6 %-0.10.3
100%ThumbnailR4-Both-APPAREL-RL100.0 %0.20.5 %0.2 %0.1 %14.9 %0.2 %3.30.2
100%ThumbnailR4-Both-APPAREL-SHOO60.0 %0.40.0 %0.6 %0.5 %15.0 %0.5 %0.10.4
100%ThumbnailR4-Both-APPAREL-SKX50.0 %0.30.1 %0.4 %0.2 %15.0 %0.4 %0.20.3
100%ThumbnailR4-Both-APPAREL-UA100.0 %0.10.1 %0.3 %0.2 %15.0 %0.2 %0.30.1
100%ThumbnailR4-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-APPAREL-COH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-APPAREL-COLM80.0 %0.41.6 %0.2 %0.1 %14.9 %0.6 %7.00.4
100%ThumbnailR5-Both-APPAREL-CRI66.7 %0.30.2 %0.7 %0.5 %14.9 %0.7 %0.30.3
100%ThumbnailR5-Both-APPAREL-CROX50.0 %0.2-1.3 %1.6 %0.8 %14.9 %0.9 %-0.80.2
100%ThumbnailR5-Both-APPAREL-DECK75.0 %0.30.4 %0.6 %0.3 %14.4 %0.4 %0.80.3
100%ThumbnailR5-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-APPAREL-GES0.0 %0.2-0.8 %1.3 %0.6 %15.0 %0.7 %-0.70.2
100%ThumbnailR5-Both-APPAREL-GIL50.0 %0.3-0.5 %1.1 %0.5 %15.0 %1.0 %-0.50.3
100%ThumbnailR5-Both-APPAREL-HBI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-APPAREL-NKE25.0 %0.3-0.5 %1.2 %0.6 %14.9 %0.8 %-0.40.3
100%ThumbnailR5-Both-APPAREL-PVH66.7 %0.3-0.3 %1.0 %0.6 %15.0 %0.8 %-0.30.3
100%ThumbnailR5-Both-APPAREL-RL75.0 %0.30.1 %1.0 %0.6 %14.9 %0.9 %0.10.3
100%ThumbnailR5-Both-APPAREL-SHOO100.0 %0.20.6 %0.2 %0.1 %15.0 %0.2 %2.60.2
100%ThumbnailR5-Both-APPAREL-SKX33.3 %0.30.0 %0.9 %0.5 %14.9 %0.7 %0.00.3
100%ThumbnailR5-Both-APPAREL-UA0.0 %0.1-0.2 %0.6 %0.3 %15.0 %0.2 %-0.30.1
100%ThumbnailR5-Both-APPAREL-VFC80.0 %0.42.5 %1.1 %0.5 %15.0 %1.1 %2.30.4
100%ThumbnailR5-Both-APPAREL-WWW25.0 %0.3-2.5 %3.1 %1.5 %15.0 %0.8 %-0.80.3
100%ThumbnailR6-Both-APPAREL-COLM100.0 %0.10.2 %0.2 %0.1 %14.9 %0.1 %0.90.1
100%ThumbnailR6-Both-APPAREL-CRI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-APPAREL-CROX100.0 %0.10.5 %0.1 %0.1 %15.0 %0.1 %3.60.1
100%ThumbnailR6-Both-APPAREL-DECK100.0 %0.10.3 %0.6 %0.3 %14.2 %0.4 %0.60.1
100%ThumbnailR6-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-APPAREL-GIII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-APPAREL-GIL0.0 %0.2-0.8 %1.2 %0.6 %15.0 %0.7 %-0.70.2
100%ThumbnailR6-Both-APPAREL-HBI33.3 %0.3-4.6 %5.1 %2.6 %15.0 %1.6 %-0.90.3
100%ThumbnailR6-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-APPAREL-LULU0.0 %0.1-0.5 %1.2 %0.6 %14.4 %0.5 %-0.50.1
100%ThumbnailR6-Both-APPAREL-RL100.0 %0.31.2 %0.0 %0.0 %14.9 %0.2 %106.20.3
100%ThumbnailR6-Both-APPAREL-SHOO100.0 %0.10.2 %0.2 %0.1 %15.0 %0.2 %1.50.1
100%ThumbnailR6-Both-APPAREL-SKX100.0 %0.20.4 %0.2 %0.1 %15.0 %0.2 %2.70.2
100%ThumbnailR6-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-APPAREL-WWW100.0 %0.20.7 %0.0 %0.0 %15.0 %0.1 %69.40.2
100%ThumbnailR7-Both-APPAREL-CAL50.0 %0.30.6 %0.6 %0.3 %15.0 %0.7 %1.00.3
100%ThumbnailR7-Both-APPAREL-COH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-APPAREL-COLM0.0 %0.3-0.5 %0.7 %0.4 %14.9 %0.5 %-0.70.3
100%ThumbnailR7-Both-APPAREL-CRI0.0 %0.1-0.1 %0.3 %0.1 %15.0 %0.2 %-0.30.1
100%ThumbnailR7-Both-APPAREL-DECK50.0 %0.51.6 %1.3 %0.8 %14.5 %0.8 %1.20.5
100%ThumbnailR7-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-APPAREL-GIII66.7 %0.30.4 %0.4 %0.2 %15.0 %0.7 %0.90.3
100%ThumbnailR7-Both-APPAREL-GIL66.7 %0.30.8 %0.3 %0.1 %15.0 %0.5 %2.80.3
100%ThumbnailR7-Both-APPAREL-HBI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-APPAREL-LULU60.0 %0.40.4 %1.5 %0.9 %14.6 %1.7 %0.20.4
100%ThumbnailR7-Both-APPAREL-NKE50.0 %0.3-0.4 %1.0 %0.5 %14.9 %0.8 %-0.40.3
100%ThumbnailR7-Both-APPAREL-PVH71.4 %0.61.7 %1.0 %0.7 %14.9 %1.3 %1.70.6
100%ThumbnailR7-Both-APPAREL-RL77.8 %0.80.5 %1.1 %0.7 %14.9 %1.6 %0.50.8
100%ThumbnailR7-Both-APPAREL-SHOO100.0 %0.41.7 %0.6 %0.3 %15.0 %0.5 %2.70.4
100%ThumbnailR7-Both-APPAREL-SKX50.0 %0.5-0.2 %1.0 %0.5 %15.0 %1.1 %-0.20.5
100%ThumbnailR7-Both-APPAREL-UA50.0 %0.2-0.6 %1.0 %0.5 %15.0 %0.3 %-0.60.2
100%ThumbnailR7-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-CAL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-CRI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-CROX0.0 %0.2-0.8 %1.3 %0.7 %14.9 %0.4 %-0.60.2
100%ThumbnailR8-Both-APPAREL-DECK100.0 %0.20.5 %0.2 %0.1 %14.6 %0.2 %2.60.2
100%ThumbnailR8-Both-APPAREL-GIII100.0 %0.10.1 %0.1 %0.0 %15.0 %0.1 %1.60.1
100%ThumbnailR8-Both-APPAREL-GIL50.0 %0.2-0.4 %0.6 %0.3 %15.0 %0.4 %-0.60.2
100%ThumbnailR8-Both-APPAREL-HBI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-NKE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-RL0.0 %0.2-0.7 %1.0 %0.5 %14.9 %0.5 %-0.70.2
100%ThumbnailR8-Both-APPAREL-SHOO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-SKX50.0 %0.2-0.1 %0.8 %0.4 %15.0 %0.3 %-0.10.2
100%ThumbnailR8-Both-APPAREL-UA0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-CAL66.7 %0.30.7 %0.6 %0.3 %15.0 %0.5 %1.20.3
100%ThumbnailR9-Both-APPAREL-COH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-COLM66.7 %0.30.2 %0.4 %0.3 %14.9 %0.6 %0.40.3
100%ThumbnailR9-Both-APPAREL-CRI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-DECK75.0 %0.30.1 %1.3 %0.6 %14.5 %0.7 %0.10.3
100%ThumbnailR9-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-GIL100.0 %0.10.1 %0.3 %0.1 %15.0 %0.2 %0.20.1
100%ThumbnailR9-Both-APPAREL-HBI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-LULU66.7 %0.30.9 %0.8 %0.4 %14.6 %0.7 %1.20.3
100%ThumbnailR9-Both-APPAREL-NKE0.0 %0.3-1.2 %1.3 %0.6 %14.9 %0.6 %-1.00.3
100%ThumbnailR9-Both-APPAREL-PVH60.0 %0.40.4 %1.2 %0.7 %14.9 %1.0 %0.30.4
100%ThumbnailR9-Both-APPAREL-SKX60.0 %0.40.1 %0.8 %0.4 %15.0 %0.7 %0.10.4
100%ThumbnailR9-Both-APPAREL-UA0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-APPAREL-GES0.0 %0.0-1.0 %1.3 %0.6 %0.0 %0.5 %-0.80.0
100%ThumbnailTLB10-Both-APPAREL-LULU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-APPAREL-NKE50.0 %0.2-0.2 %1.3 %0.6 %14.9 %0.5 %-0.20.2
100%ThumbnailTLB10-Both-APPAREL-PVH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-APPAREL-SHOO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-APPAREL-UA0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-APPAREL-GIII100.0 %0.10.7 %1.2 %0.6 %15.0 %1.0 %0.60.1
100%ThumbnailTLB1-Both-APPAREL-GIL60.0 %0.4-0.1 %1.8 %0.9 %15.0 %3.5 %-0.10.4
100%ThumbnailTLB1-Both-APPAREL-HBI0.0 %0.1-2.1 %2.7 %1.3 %15.0 %1.9 %-0.80.1
100%ThumbnailTLB1-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-APPAREL-NKE75.0 %0.3-1.1 %2.0 %1.5 %14.9 %7.1 %-0.60.3
100%ThumbnailTLB1-Both-APPAREL-RL33.3 %0.5-3.5 %3.8 %1.9 %14.9 %3.8 %-0.90.5
100%ThumbnailTLB1-Both-APPAREL-SHOO80.0 %0.42.5 %1.7 %0.8 %15.0 %5.7 %1.50.4
100%ThumbnailTLB1-Both-APPAREL-SKX50.0 %0.3-0.9 %1.6 %1.3 %15.0 %3.3 %-0.60.3
100%ThumbnailTLB1-Both-APPAREL-UA33.3 %0.3-0.7 %2.4 %1.2 %15.0 %3.9 %-0.30.3
100%ThumbnailTLB2-Both-APPAREL-COLM0.0 %0.3-1.5 %1.7 %0.9 %14.9 %0.5 %-0.80.3
100%ThumbnailTLB2-Both-APPAREL-CRI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-APPAREL-DECK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-APPAREL-GES0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-APPAREL-HBI0.0 %0.2-2.5 %2.5 %1.2 %15.0 %0.8 %-1.00.2
100%ThumbnailTLB2-Both-APPAREL-LULU100.0 %0.11.5 %0.4 %0.2 %14.5 %1.2 %3.40.1
100%ThumbnailTLB2-Both-APPAREL-NKE66.7 %0.31.1 %0.8 %0.4 %14.8 %1.4 %1.30.3
100%ThumbnailTLB2-Both-APPAREL-VFC75.0 %0.34.3 %1.2 %0.9 %15.0 %1.1 %3.60.3
100%ThumbnailTLB3-Both-APPAREL-GIII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-APPAREL-GIL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-APPAREL-NKE100.0 %0.10.2 %0.2 %0.1 %14.9 %0.2 %1.30.1
100%ThumbnailTLB3-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-APPAREL-DECK0.0 %0.1-0.8 %1.0 %0.5 %14.5 %0.4 %-0.80.1
100%ThumbnailTLB4-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-APPAREL-GIII100.0 %0.11.3 %0.8 %0.6 %15.0 %1.0 %1.50.1
100%ThumbnailTLB4-Both-APPAREL-GIL100.0 %0.10.3 %0.1 %0.0 %15.0 %0.1 %3.80.1
100%ThumbnailTLB4-Both-APPAREL-HBI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-APPAREL-KORS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-APPAREL-NKE100.0 %0.10.3 %0.3 %0.1 %14.9 %0.4 %1.30.1
100%ThumbnailTLB4-Both-APPAREL-PVH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-APPAREL-RL100.0 %0.10.3 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailTLB4-Both-APPAREL-SHOO0.0 %0.1-0.3 %1.0 %0.5 %15.0 %0.6 %-0.40.1
100%ThumbnailTLB4-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-APPAREL-COH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-APPAREL-DECK50.0 %0.2-0.7 %0.9 %0.5 %14.4 %0.5 %-0.70.2
100%ThumbnailTLB5-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-APPAREL-GIII100.0 %0.11.9 %0.8 %0.6 %15.0 %1.3 %2.20.1
100%ThumbnailTLB5-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-APPAREL-NKE100.0 %0.11.2 %0.3 %0.1 %14.8 %0.9 %4.50.1
100%ThumbnailTLB5-Both-APPAREL-RL100.0 %0.10.2 %0.2 %0.1 %14.9 %0.2 %1.00.1
100%ThumbnailTLB5-Both-APPAREL-SHOO0.0 %0.1-0.3 %1.0 %0.5 %15.0 %0.6 %-0.40.1
100%ThumbnailTLB6-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-APPAREL-CROX100.0 %0.11.0 %0.0 %0.0 %14.9 %0.2 %0.00.1
100%ThumbnailTLB6-Both-APPAREL-DECK0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-APPAREL-GIII100.0 %0.22.6 %1.4 %0.9 %15.0 %1.8 %1.90.2
100%ThumbnailTLB6-Both-APPAREL-GIL100.0 %0.10.3 %0.1 %0.0 %15.0 %0.1 %3.80.1
100%ThumbnailTLB6-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-APPAREL-LULU0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-APPAREL-PVH100.0 %0.10.5 %0.8 %0.4 %14.9 %0.9 %0.70.1
100%ThumbnailTLB6-Both-APPAREL-RL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-APPAREL-SHOO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-APPAREL-CRI0.0 %0.1-1.0 %1.0 %0.5 %14.9 %0.2 %-1.00.1
100%ThumbnailTLB7-Both-APPAREL-CROX50.0 %0.24.2 %2.4 %1.6 %14.9 %3.8 %1.70.2
100%ThumbnailTLB7-Both-APPAREL-DECK100.0 %0.13.0 %1.0 %0.5 %14.4 %1.9 %3.20.1
100%ThumbnailTLB7-Both-APPAREL-GIII100.0 %0.10.1 %1.1 %0.6 %15.0 %1.0 %0.00.1
100%ThumbnailTLB7-Both-APPAREL-GIL33.3 %0.3-0.7 %1.8 %0.9 %15.0 %2.7 %-0.40.3
100%ThumbnailTLB7-Both-APPAREL-HBI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-APPAREL-NKE0.0 %0.00.6 %0.1 %0.0 %0.0 %0.3 %8.20.0
100%ThumbnailTLB7-Both-APPAREL-SKX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-APPAREL-UA0.0 %0.02.1 %1.0 %0.5 %0.0 %1.1 %2.00.0
100%ThumbnailTLB7-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-APPAREL-WWW0.0 %0.3-4.4 %5.4 %2.7 %15.0 %2.6 %-0.80.3
100%ThumbnailTLB8-Both-APPAREL-GES25.0 %0.31.0 %1.8 %1.1 %15.0 %4.4 %0.60.3
100%ThumbnailTLB8-Both-APPAREL-RL100.0 %0.31.4 %0.8 %0.4 %14.8 %3.3 %1.80.3
100%ThumbnailTLB9-Both-APPAREL-CRI0.0 %0.1-2.0 %2.7 %1.5 %15.0 %1.5 %-0.70.1
100%ThumbnailTLB9-Both-APPAREL-CROX0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-APPAREL-GIL50.0 %0.3-1.2 %3.0 %1.5 %15.0 %3.6 %-0.40.3
100%ThumbnailTLB9-Both-APPAREL-LULU0.0 %0.10.0 %1.1 %0.5 %14.6 %2.2 %0.00.1
100%ThumbnailTLB9-Both-APPAREL-RL0.0 %0.10.0 %0.8 %0.4 %14.9 %1.3 %0.00.1
100%ThumbnailTLB9-Both-APPAREL-SHOO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-APPAREL-VFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-APPAREL-WWW100.0 %0.26.0 %1.8 %0.9 %15.0 %4.0 %3.30.2
100%ThumbnailVBX1-Both-APPAREL-CRI50.0 %0.30.4 %0.6 %0.3 %14.9 %0.9 %0.60.3
100%ThumbnailVBX1-Both-APPAREL-CROX100.0 %0.2-1.6 %2.3 %1.1 %14.9 %1.0 %-0.70.2
100%ThumbnailVBX1-Both-APPAREL-DECK75.0 %0.30.3 %0.9 %0.5 %14.5 %0.9 %0.30.3
100%ThumbnailVBX1-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-APPAREL-GIII80.0 %0.40.6 %1.4 %0.7 %15.0 %1.0 %0.40.4
100%ThumbnailVBX1-Both-APPAREL-HBI60.0 %0.4-1.3 %1.9 %0.9 %15.0 %1.4 %-0.70.4
100%ThumbnailVBX1-Both-APPAREL-NKE50.0 %0.3-0.6 %1.3 %0.6 %14.9 %0.9 %-0.50.3
100%ThumbnailVBX1-Both-APPAREL-SHOO85.7 %0.61.4 %0.3 %0.2 %15.0 %0.9 %5.20.6
100%ThumbnailVBX1-Both-APPAREL-SKX100.0 %0.20.3 %0.2 %0.1 %15.0 %0.2 %1.70.2
100%ThumbnailVBX1-Both-APPAREL-UA100.0 %0.31.3 %0.3 %0.2 %15.0 %0.6 %4.00.3
100%ThumbnailVBX1-Both-APPAREL-VFC100.0 %0.20.9 %0.8 %0.4 %15.0 %0.6 %1.20.2
100%ThumbnailVP1-Both-APPAREL-GIII0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-APPAREL-HBI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-APPAREL-NKE0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-APPAREL-SHOO0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-APPAREL-COH0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-APPAREL-GES0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-APPAREL-GIII100.0 %0.2-1.6 %2.6 %1.1 %15.0 %1.6 %-0.60.2
100%ThumbnailVP2-Both-APPAREL-RL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-APPAREL-COLM0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-APPAREL-DECK100.0 %0.21.8 %1.8 %1.0 %14.8 %4.7 %1.00.2
100%ThumbnailWT1-Both-APPAREL-FRAN0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-APPAREL-GIII100.0 %0.21.3 %1.0 %0.5 %15.0 %1.6 %1.20.2
100%ThumbnailWT1-Both-APPAREL-GIL0.0 %0.02.1 %0.2 %0.1 %0.0 %1.4 %11.20.0
100%ThumbnailWT1-Both-APPAREL-ICON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-APPAREL-NKE50.0 %0.20.8 %1.9 %1.1 %14.9 %4.1 %0.40.2
100%ThumbnailWT1-Both-APPAREL-SKX100.0 %0.21.9 %1.1 %0.5 %15.0 %3.6 %1.70.2
100%ThumbnailWT1-Both-APPAREL-UA100.0 %0.13.9 %2.3 %1.2 %15.0 %2.9 %1.70.1
100%ThumbnailWT1-Both-APPAREL-WWW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
Lists Used
List NameDescriptionDynamic List
APPAREL-CALGroup: APPAREL-CALNo
APPAREL-COHGroup: APPAREL-COHNo
APPAREL-COLMGroup: APPAREL-COLMNo
APPAREL-CRIGroup: APPAREL-CRINo
APPAREL-CROXGroup: APPAREL-CROXNo
APPAREL-DECKGroup: APPAREL-DECKNo
APPAREL-FRANGroup: APPAREL-FRANNo
APPAREL-GESGroup: APPAREL-GESNo
APPAREL-GIIIGroup: APPAREL-GIIINo
APPAREL-GILGroup: APPAREL-GILNo
APPAREL-HBIGroup: APPAREL-HBINo
APPAREL-ICONGroup: APPAREL-ICONNo
APPAREL-KORSGroup: APPAREL-KORSNo
APPAREL-LULUGroup: APPAREL-LULUNo
APPAREL-NKEGroup: APPAREL-NKENo
APPAREL-PVHGroup: APPAREL-PVHNo
APPAREL-RLGroup: APPAREL-RLNo
APPAREL-SHOOGroup: APPAREL-SHOONo
APPAREL-SKXGroup: APPAREL-SKXNo
APPAREL-UAGroup: APPAREL-UANo
APPAREL-VFCGroup: APPAREL-VFCNo
APPAREL-WWWGroup: APPAREL-WWWNo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic Entries & Exits
(no filters used)

Warnings

Simulation Starting Balance: $100,000.00
 
Creation (Inception) Date: 5/18/2016
 
Back Test: 1/1/2012 to 12/31/2015
 
Forward Test: 12/31/2015 to 5/18/2016
 
Max Draw Down: 10.0%
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: 12.8
 

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
Group
List:
APPAREL
Goal:
15%
NumStrategies:
5
Optimize On:
CAR
Filter Limit:
10
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:
No
Approach RTM:
Yes
Approach Swing:
Yes
Approach Trending:
No

Strategy Types Used

Strategy Type
#
%
Most Effectively Used in
Breakout:
0
0%
Very Strong Trending Markets
RTM:
200
65%
Volatile, Trending Markets
Swing:
109
35%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets