Portfolio

Portfolio Image

Miscellaneous Staples Stocks

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

Return:

+14%

ROAI:

+23%

Stability:

 
71

Consistency:

 
67
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
SELECT Portfolio

Both
Short
Stocks
Swing Trading


How This Portfolio was Built:
#Strategies: 146 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
WT1-Both-CONS PROD-MISC STAPLES-KMBKMBLong14.83 %1248/11/2022 9:30:00 AM$135.94$135.48-0.34 %Paper
TLB1-Both-CONS PROD-MISC STAPLES-NWLNWLLong14.99 %8797/6/2022 9:30:00 AM$19.95$21.085.66 %Paper
VP1-Both-CONS PROD-MISC STAPLES-STONSTONLong15.00 %67855/6/2022 9:30:00 AM$2.40$3.4342.92 %Paper
WT1-Both-CONS PROD-MISC STAPLES-STONSTONLong15.00 %50035/26/2022 9:30:00 AM$3.42$3.430.29 %Paper
R5-Both-CONS PROD-MISC STAPLES-WDFCWDFCShort14.78 %888/12/2022 9:30:00 AM$191.02$196.41-2.82 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
8/14/2021 - 8/12/2022
68.3%
13.9%
23.5%
11.5%
7.4%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

1.2
10.1
14.9%
58.7%
$113,776

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
HIR9-Both-CONS PROD-MISC STAPLES-HI14.95 %385Long$44.74$46.614.18 %
8/10/2022 9:30:00 AM
8/10/22 9:30:00
8/12/2022 9:30:00 AM
8/12/22 9:30:00
Paper
TUPVBX1-Both-CONS PROD-MISC STAPLES-TUP14.98 %1475Short$11.47$11.222.18 %
8/8/2022 9:30:00 AM
8/08/22 9:30:00
8/10/2022 9:30:00 AM
8/10/22 9:30:00
Paper
SCIVBX1-Both-CONS PROD-MISC STAPLES-SCI14.91 %257Long$64.76$66.001.91 %
8/8/2022 9:30:00 AM
8/08/22 9:30:00
8/10/2022 9:30:00 AM
8/10/22 9:30:00
Paper
WDFCR5-Both-CONS PROD-MISC STAPLES-WDFC14.89 %91Short$181.79$177.902.14 %
8/4/2022 9:30:00 AM
8/04/22 9:30:00
8/5/2022 9:30:00 AM
8/05/22 9:30:00
Paper
TUPTLB8-Both-CONS PROD-MISC STAPLES-TUP14.99 %2374Short$7.24$9.45-30.52 %
7/8/2022 9:30:00 AM
7/08/22 9:30:00
8/4/2022 9:30:00 AM
8/04/22 9:30:00
Paper
TUPTLB6-Both-CONS PROD-MISC STAPLES-TUP14.99 %2491Long$6.95$8.4922.16 %
5/27/2022 9:30:00 AM
5/27/22 9:30:00
8/3/2022 9:30:00 AM
8/03/22 9:30:00
Paper
STONR1-Both-CONS PROD-MISC STAPLES-STON15.00 %5027Long$3.40$3.410.29 %
7/29/2022 9:30:00 AM
7/29/22 9:30:00
8/2/2022 9:30:00 AM
8/02/22 9:30:00
Paper
OLLIR7-Both-CONS PROD-MISC STAPLES-OLLI14.94 %258Long$68.31$59.05-13.56 %
7/15/2022 9:30:00 AM
7/15/22 9:30:00
7/29/2022 9:30:00 AM
7/29/22 9:30:00
Paper
KMBR5-Both-CONS PROD-MISC STAPLES-KMB14.91 %129Short$132.22$135.14-2.21 %
6/24/2022 9:30:00 AM
6/24/22 9:30:00
7/8/2022 9:30:00 AM
7/08/22 9:30:00
Paper
WDFCR5-Both-CONS PROD-MISC STAPLES-WDFC14.89 %83Short$204.83$196.903.87 %
6/24/2022 9:30:00 AM
6/24/22 9:30:00
6/29/2022 9:30:00 AM
6/29/22 9:30:00
Paper
TUPVBX1-Both-CONS PROD-MISC STAPLES-TUP14.99 %2337Short$7.40$6.5211.89 %
6/24/2022 9:30:00 AM
6/24/22 9:30:00
6/29/2022 9:30:00 AM
6/29/22 9:30:00
Paper
KMBR10-Both-CONS PROD-MISC STAPLES-KMB14.91 %131Long$126.29$125.28-0.80 %
6/13/2022 9:30:00 AM
6/13/22 9:30:00
6/22/2022 9:30:00 AM
6/22/22 9:30:00
Paper
KMBR4-Both-CONS PROD-MISC STAPLES-KMB14.91 %131Long$126.29$125.28-0.80 %
6/13/2022 9:30:00 AM
6/13/22 9:30:00
6/22/2022 9:30:00 AM
6/22/22 9:30:00
Paper
SCIR9-Both-CONS PROD-MISC STAPLES-SCI14.93 %244Long$67.00$65.58-2.12 %
6/13/2022 9:30:00 AM
6/13/22 9:30:00
6/16/2022 9:30:00 AM
6/16/22 9:30:00
Paper
SCITLB7-Both-CONS PROD-MISC STAPLES-SCI14.93 %236Long$66.70$67.000.45 %
5/13/2022 9:30:00 AM
5/13/22 9:30:00
6/13/2022 9:30:00 AM
6/13/22 9:30:00
Paper
HIR14-Both-CONS PROD-MISC STAPLES-HI14.98 %391Short$43.50$43.62-0.28 %
6/6/2022 9:30:00 AM
6/06/22 9:30:00
6/9/2022 9:30:00 AM
6/09/22 9:30:00
Paper
TUPR11-Both-CONS PROD-MISC STAPLES-TUP14.99 %927Long$18.56$7.00-62.28 %
4/22/2022 9:30:00 AM
4/22/22 9:30:00
5/18/2022 9:30:00 AM
5/18/22 9:30:00
Paper
SCIR6-Both-CONS PROD-MISC STAPLES-SCI14.98 %235Long$67.62$68.451.23 %
5/16/2022 9:30:00 AM
5/16/22 9:30:00
5/17/2022 9:30:00 AM
5/17/22 9:30:00
Paper
SCIR1-Both-CONS PROD-MISC STAPLES-SCI14.98 %235Long$67.62$68.451.23 %
5/16/2022 9:30:00 AM
5/16/22 9:30:00
5/17/2022 9:30:00 AM
5/17/22 9:30:00
Paper
SCIR7-Both-CONS PROD-MISC STAPLES-SCI14.95 %238Long$65.80$67.622.77 %
5/12/2022 9:30:00 AM
5/12/22 9:30:00
5/16/2022 9:30:00 AM
5/16/22 9:30:00
Paper
SCIVBX1-Both-CONS PROD-MISC STAPLES-SCI14.92 %264Long$66.00$71.027.61 %
5/4/2022 9:30:00 AM
5/04/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
SCIR10-Both-CONS PROD-MISC STAPLES-SCI14.92 %264Long$66.00$71.027.61 %
5/4/2022 9:30:00 AM
5/04/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
SCIR9-Both-CONS PROD-MISC STAPLES-SCI14.95 %262Long$65.77$71.027.98 %
5/2/2022 9:30:00 AM
5/02/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
SCIR5-Both-CONS PROD-MISC STAPLES-SCI14.95 %262Long$65.77$71.027.98 %
5/2/2022 9:30:00 AM
5/02/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
SCIR4-Both-CONS PROD-MISC STAPLES-SCI14.90 %254Long$68.00$71.024.44 %
4/28/2022 9:30:00 AM
4/28/22 9:30:00
5/5/2022 9:30:00 AM
5/05/22 9:30:00
Paper
TUPVBX1-Both-CONS PROD-MISC STAPLES-TUP14.99 %986Long$17.55$11.88-32.31 %
4/27/2022 9:30:00 AM
4/27/22 9:30:00
5/4/2022 9:30:00 AM
5/04/22 9:30:00
Paper
HITLB9-Both-CONS PROD-MISC STAPLES-HI14.96 %370Short$46.28$42.578.02 %
3/8/2022 9:30:00 AM
3/08/22 9:30:00
5/4/2022 9:30:00 AM
5/04/22 9:30:00
Paper
TUPR10-Both-CONS PROD-MISC STAPLES-TUP14.99 %982Long$17.63$17.821.08 %
4/28/2022 9:30:00 AM
4/28/22 9:30:00
4/29/2022 9:30:00 AM
4/29/22 9:30:00
Paper
TUPR3-Both-CONS PROD-MISC STAPLES-TUP14.99 %927Long$18.56$17.82-3.99 %
4/22/2022 9:30:00 AM
4/22/22 9:30:00
4/29/2022 9:30:00 AM
4/29/22 9:30:00
Paper
NWLVBX1-Both-CONS PROD-MISC STAPLES-NWL15.00 %745Short$23.20$22.662.33 %
4/22/2022 9:30:00 AM
4/22/22 9:30:00
4/25/2022 9:30:00 AM
4/25/22 9:30:00
Paper
NWLR5-Both-CONS PROD-MISC STAPLES-NWL15.00 %745Short$23.20$22.662.33 %
4/22/2022 9:30:00 AM
4/22/22 9:30:00
4/25/2022 9:30:00 AM
4/25/22 9:30:00
Paper
SCITLB1-Both-CONS PROD-MISC STAPLES-SCI14.97 %285Long$59.71$68.6414.96 %
3/8/2022 9:30:00 AM
3/08/22 9:30:00
4/25/2022 9:30:00 AM
4/25/22 9:30:00
Paper
TUPTLB8-Both-CONS PROD-MISC STAPLES-TUP14.98 %927Short$18.43$19.99-8.46 %
3/1/2022 9:30:00 AM
3/01/22 9:30:00
4/18/2022 9:30:00 AM
4/18/22 9:30:00
Paper
TUPR3-Both-CONS PROD-MISC STAPLES-TUP14.97 %902Long$19.53$19.570.20 %
4/12/2022 9:30:00 AM
4/12/22 9:30:00
4/13/2022 9:30:00 AM
4/13/22 9:30:00
Paper
STONVBX1-Both-CONS PROD-MISC STAPLES-STON15.00 %6809Long$2.55$2.44-4.31 %
4/6/2022 9:30:00 AM
4/06/22 9:30:00
4/11/2022 9:30:00 AM
4/11/22 9:30:00
Paper
STONR4-Both-CONS PROD-MISC STAPLES-STON15.00 %6822Long$2.54$2.44-3.94 %
4/4/2022 9:30:00 AM
4/04/22 9:30:00
4/11/2022 9:30:00 AM
4/11/22 9:30:00
Paper
WDFCTLB1-Both-CONS PROD-MISC STAPLES-WDFC14.67 %94Long$187.56$182.33-2.79 %
3/29/2022 9:30:00 AM
3/29/22 9:30:00
4/5/2022 9:30:00 AM
4/05/22 9:30:00
Paper
STONTLB1-Both-CONS PROD-MISC STAPLES-STON15.00 %6807Long$2.36$2.6512.29 %
12/22/2021 9:30:00 AM
12/22/21 9:30:00
4/1/2022 9:30:00 AM
4/01/22 9:30:00
Paper
CSVVBX1-Both-CONS PROD-MISC STAPLES-CSV14.96 %319Short$54.49$53.372.06 %
3/17/2022 9:30:00 AM
3/17/22 9:30:00
3/24/2022 9:30:00 AM
3/24/22 9:30:00
Paper
SCIVBX1-Both-CONS PROD-MISC STAPLES-SCI14.92 %272Short$64.62$64.130.76 %
3/18/2022 9:30:00 AM
3/18/22 9:30:00
3/23/2022 9:30:00 AM
3/23/22 9:30:00
Paper
TUPR3-Both-CONS PROD-MISC STAPLES-TUP14.98 %942Long$18.52$18.831.67 %
3/17/2022 9:30:00 AM
3/17/22 9:30:00
3/18/2022 9:30:00 AM
3/18/22 9:30:00
Paper
WDFCTLB1-Both-CONS PROD-MISC STAPLES-WDFC14.90 %79Long$211.58$200.81-5.09 %
3/2/2022 9:30:00 AM
3/02/22 9:30:00
3/9/2022 9:30:00 AM
3/09/22 9:30:00
Paper
SCIR6-Both-CONS PROD-MISC STAPLES-SCI14.94 %269Short$61.42$59.712.78 %
3/7/2022 9:30:00 AM
3/07/22 9:30:00
3/8/2022 9:30:00 AM
3/08/22 9:30:00
Paper
SCIR2-Both-CONS PROD-MISC STAPLES-SCI14.94 %269Short$61.42$59.712.78 %
3/7/2022 9:30:00 AM
3/07/22 9:30:00
3/8/2022 9:30:00 AM
3/08/22 9:30:00
Paper
TUPR5-Both-CONS PROD-MISC STAPLES-TUP14.99 %877Short$18.99$18.214.11 %
3/2/2022 9:30:00 AM
3/02/22 9:30:00
3/8/2022 9:30:00 AM
3/08/22 9:30:00
Paper
STONWT1-Both-CONS PROD-MISC STAPLES-STON15.00 %6525Long$2.52$2.675.95 %
2/10/2022 9:30:00 AM
2/10/22 9:30:00
3/7/2022 9:30:00 AM
3/07/22 9:30:00
Paper
NWLR9-Both-CONS PROD-MISC STAPLES-NWL14.99 %704Long$23.69$23.48-0.89 %
2/25/2022 9:30:00 AM
2/25/22 9:30:00
3/4/2022 9:30:00 AM
3/04/22 9:30:00
Paper
CSVR8-Both-CONS PROD-MISC STAPLES-CSV14.98 %343Long$49.31$49.800.99 %
2/25/2022 9:30:00 AM
2/25/22 9:30:00
2/28/2022 9:30:00 AM
2/28/22 9:30:00
Paper
CSVR7-Both-CONS PROD-MISC STAPLES-CSV14.96 %337Long$48.35$49.803.00 %
2/24/2022 9:30:00 AM
2/24/22 9:30:00
2/28/2022 9:30:00 AM
2/28/22 9:30:00
Paper
TUPR5-Both-CONS PROD-MISC STAPLES-TUP14.98 %922Short$17.76$17.78-0.11 %
2/10/2022 9:30:00 AM
2/10/22 9:30:00
2/15/2022 9:30:00 AM
2/15/22 9:30:00
Paper
EPCR9-Both-CONS PROD-MISC STAPLES-EPC14.97 %380Long$40.09$35.62-11.15 %
2/8/2022 9:30:00 AM
2/08/22 9:30:00
2/15/2022 9:30:00 AM
2/15/22 9:30:00
Paper
STONVBX1-Both-CONS PROD-MISC STAPLES-STON15.00 %6529Short$2.50$2.500.00 %
2/7/2022 9:30:00 AM
2/07/22 9:30:00
2/14/2022 9:30:00 AM
2/14/22 9:30:00
Paper
TUPTLB3-Both-CONS PROD-MISC STAPLES-TUP14.98 %922Long$17.76$18.705.29 %
2/10/2022 9:30:00 AM
2/10/22 9:30:00
2/11/2022 9:30:00 AM
2/11/22 9:30:00
Paper
TUPTLB2-Both-CONS PROD-MISC STAPLES-TUP14.98 %1033Long$15.05$17.7618.01 %
1/25/2022 9:30:00 AM
1/25/22 9:30:00
2/10/2022 9:30:00 AM
2/10/22 9:30:00
Paper
TUPTLB6-Both-CONS PROD-MISC STAPLES-TUP14.98 %1033Long$15.05$16.328.44 %
1/25/2022 9:30:00 AM
1/25/22 9:30:00
2/9/2022 9:30:00 AM
2/09/22 9:30:00
Paper
NWLR5-Both-CONS PROD-MISC STAPLES-NWL14.98 %678Short$23.50$21.379.05 %
2/3/2022 9:30:00 AM
2/03/22 9:30:00
2/7/2022 9:30:00 AM
2/07/22 9:30:00
Paper
CSVR5-Both-CONS PROD-MISC STAPLES-CSV14.97 %319Long$48.52$50.343.75 %
1/31/2022 9:30:00 AM
1/31/22 9:30:00
2/1/2022 9:30:00 AM
2/01/22 9:30:00
Paper
CSVR9-Both-CONS PROD-MISC STAPLES-CSV14.95 %317Long$48.39$50.344.03 %
1/28/2022 9:30:00 AM
1/28/22 9:30:00
2/1/2022 9:30:00 AM
2/01/22 9:30:00
Paper
KMBR3-Both-CONS PROD-MISC STAPLES-KMB14.96 %111Long$136.98$137.820.61 %
1/28/2022 9:30:00 AM
1/28/22 9:30:00
1/31/2022 9:30:00 AM
1/31/22 9:30:00
Paper
EPCR6-Both-CONS PROD-MISC STAPLES-EPC14.95 %327Long$47.18$46.93-0.53 %
1/27/2022 9:30:00 AM
1/27/22 9:30:00
1/31/2022 9:30:00 AM
1/31/22 9:30:00
Paper
CSVR5-Both-CONS PROD-MISC STAPLES-CSV14.96 %292Long$54.75$50.05-8.58 %
1/20/2022 9:30:00 AM
1/20/22 9:30:00
1/27/2022 9:30:00 AM
1/27/22 9:30:00
Paper
HIR9-Both-CONS PROD-MISC STAPLES-HI14.93 %334Long$47.69$46.96-1.53 %
1/20/2022 9:30:00 AM
1/20/22 9:30:00
1/25/2022 9:30:00 AM
1/25/22 9:30:00
Paper
HIR7-Both-CONS PROD-MISC STAPLES-HI14.93 %334Long$47.69$46.96-1.53 %
1/20/2022 9:30:00 AM
1/20/22 9:30:00
1/25/2022 9:30:00 AM
1/25/22 9:30:00
Paper
CSVR9-Both-CONS PROD-MISC STAPLES-CSV14.96 %292Long$54.75$52.18-4.69 %
1/20/2022 9:30:00 AM
1/20/22 9:30:00
1/25/2022 9:30:00 AM
1/25/22 9:30:00
Paper
NWLTLB1-Both-CONS PROD-MISC STAPLES-NWL14.98 %733Long$21.86$23.226.22 %
1/3/2022 9:30:00 AM
1/03/22 9:30:00
1/25/2022 9:30:00 AM
1/25/22 9:30:00
Paper
KMBR7-Both-CONS PROD-MISC STAPLES-KMB14.82 %112Long$141.08$142.200.79 %
1/19/2022 9:30:00 AM
1/19/22 9:30:00
1/20/2022 9:30:00 AM
1/20/22 9:30:00
Paper
NWLR5-Both-CONS PROD-MISC STAPLES-NWL14.98 %677Short$23.54$23.301.02 %
1/14/2022 9:30:00 AM
1/14/22 9:30:00
1/20/2022 9:30:00 AM
1/20/22 9:30:00
Paper
KMBTLB7-Both-CONS PROD-MISC STAPLES-KMB14.83 %112Long$135.55$141.084.08 %
11/24/2021 9:30:00 AM
11/24/21 9:30:00
1/19/2022 9:30:00 AM
1/19/22 9:30:00
Paper
CSVR7-Both-CONS PROD-MISC STAPLES-CSV14.90 %271Long$58.92$57.75-1.99 %
1/6/2022 9:30:00 AM
1/06/22 9:30:00
1/14/2022 9:30:00 AM
1/14/22 9:30:00
Paper
CSVR9-Both-CONS PROD-MISC STAPLES-CSV14.91 %263Long$61.47$58.28-5.19 %
1/5/2022 9:30:00 AM
1/05/22 9:30:00
1/13/2022 9:30:00 AM
1/13/22 9:30:00
Paper
NWLR5-Both-CONS PROD-MISC STAPLES-NWL14.98 %699Short$23.26$23.090.73 %
1/6/2022 9:30:00 AM
1/06/22 9:30:00
1/12/2022 9:30:00 AM
1/12/22 9:30:00
Paper
WDFCTLB1-Both-CONS PROD-MISC STAPLES-WDFC14.81 %66Long$236.47$231.87-1.95 %
12/10/2021 9:30:00 AM
12/10/21 9:30:00
1/6/2022 9:30:00 AM
1/06/22 9:30:00
Paper
TUPTLB9-Both-CONS PROD-MISC STAPLES-TUP14.98 %631Short$23.40$15.2234.96 %
10/12/2021 9:30:00 AM
10/12/21 9:30:00
12/31/2021 9:30:00 AM
12/31/21 9:30:00
Paper
HIR1-Both-CONS PROD-MISC STAPLES-HI14.96 %322Long$48.84$50.202.78 %
12/20/2021 9:30:00 AM
12/20/21 9:30:00
12/22/2021 9:30:00 AM
12/22/21 9:30:00
Paper
CSVR3-Both-CONS PROD-MISC STAPLES-CSV14.93 %276Long$57.78$58.070.50 %
12/16/2021 9:30:00 AM
12/16/21 9:30:00
12/17/2021 9:30:00 AM
12/17/21 9:30:00
Paper
NWLR5-Both-CONS PROD-MISC STAPLES-NWL14.98 %688Short$22.72$22.351.64 %
12/9/2021 9:30:00 AM
12/09/21 9:30:00
12/13/2021 9:30:00 AM
12/13/21 9:30:00
Paper
EPCR9-Both-CONS PROD-MISC STAPLES-EPC14.93 %376Long$41.67$42.241.37 %
12/3/2021 9:30:00 AM
12/03/21 9:30:00
12/6/2021 9:30:00 AM
12/06/21 9:30:00
Paper
HITLB8-Both-CONS PROD-MISC STAPLES-HI14.95 %307Short$49.83$48.482.71 %
11/23/2021 9:30:00 AM
11/23/21 9:30:00
12/6/2021 9:30:00 AM
12/06/21 9:30:00
Paper
SCIR4-Both-CONS PROD-MISC STAPLES-SCI14.96 %236Long$65.93$67.582.50 %
12/2/2021 9:30:00 AM
12/02/21 9:30:00
12/3/2021 9:30:00 AM
12/03/21 9:30:00
Paper
CSVR3-Both-CONS PROD-MISC STAPLES-CSV14.98 %298Long$52.08$53.963.61 %
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SCIR9-Both-CONS PROD-MISC STAPLES-SCI14.91 %233Long$66.60$67.581.47 %
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HIR9-Both-CONS PROD-MISC STAPLES-HI14.97 %339Long$45.09$47.154.57 %
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WDFCR5-Both-CONS PROD-MISC STAPLES-WDFC14.63 %64Short$233.57$230.441.34 %
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11/24/21 9:30:00
11/30/2021 9:30:00 AM
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HIR7-Both-CONS PROD-MISC STAPLES-HI14.92 %314Long$48.21$49.262.18 %
11/18/2021 9:30:00 AM
11/18/21 9:30:00
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HIR9-Both-CONS PROD-MISC STAPLES-HI14.92 %314Long$48.21$48.320.23 %
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11/18/21 9:30:00
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11/19/21 9:30:00
Paper
NWLTLB1-Both-CONS PROD-MISC STAPLES-NWL14.97 %625Long$24.23$22.54-6.97 %
11/4/2021 9:30:00 AM
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SCIR7-Both-CONS PROD-MISC STAPLES-SCI14.89 %228Long$65.86$67.111.90 %
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11/11/2021 9:30:00 AM
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NWLR6-Both-CONS PROD-MISC STAPLES-NWL14.99 %619Short$24.25$24.150.43 %
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11/09/21 9:30:00
11/11/2021 9:30:00 AM
11/11/21 9:30:00
Paper
NWLR5-Both-CONS PROD-MISC STAPLES-NWL14.98 %615Short$23.74$24.15-1.71 %
11/3/2021 9:30:00 AM
11/03/21 9:30:00
11/11/2021 9:30:00 AM
11/11/21 9:30:00
Paper
HITLB2-Both-CONS PROD-MISC STAPLES-HI14.95 %311Long$47.13$49.605.24 %
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CSVR11-Both-CONS PROD-MISC STAPLES-CSV14.96 %307Long$49.37$50.051.38 %
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CSVR3-Both-CONS PROD-MISC STAPLES-CSV14.96 %307Long$49.37$50.051.38 %
11/8/2021 9:30:00 AM
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SCIWT1-Both-CONS PROD-MISC STAPLES-SCI14.93 %233Long$62.97$66.786.05 %
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HITLB9-Both-CONS PROD-MISC STAPLES-HI14.96 %322Short$45.18$49.60-9.78 %
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TUPTLB8-Both-CONS PROD-MISC STAPLES-TUP14.99 %691Short$21.75$23.81-9.47 %
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CSVTLB6-Both-CONS PROD-MISC STAPLES-CSV14.96 %299Long$50.87$51.511.26 %
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CSVR4-Both-CONS PROD-MISC STAPLES-CSV14.99 %333Long$44.40$44.540.32 %
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CSVR9-Both-CONS PROD-MISC STAPLES-CSV14.96 %332Long$44.15$44.540.88 %
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CSVR7-Both-CONS PROD-MISC STAPLES-CSV14.96 %326Long$45.61$45.28-0.72 %
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10/19/21 9:30:00
Paper
SCIR4-Both-CONS PROD-MISC STAPLES-SCI14.95 %242Long$60.99$61.200.34 %
9/30/2021 9:30:00 AM
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Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailHCT1-Both-CONS PROD-MISC STAPLES-HI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-CONS PROD-MISC STAPLES-TUP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-CSV50.0 %0.2-0.2 %1.3 %0.7 %15.0 %0.4 %-0.20.2
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-HI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-KMB50.0 %0.20.0 %0.6 %0.5 %14.9 %0.7 %0.00.2
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-SCI75.0 %0.31.3 %0.2 %0.1 %14.9 %0.3 %8.40.3
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-STON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-TUP100.0 %0.10.2 %0.0 %0.0 %15.0 %0.1 %19.10.1
100%ThumbnailR10-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-CONS PROD-MISC STAPLES-CSV100.0 %0.20.3 %0.0 %0.0 %15.0 %0.1 %0.00.2
100%ThumbnailR11-Both-CONS PROD-MISC STAPLES-KMB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-CONS PROD-MISC STAPLES-SCI100.0 %0.20.2 %0.3 %0.1 %14.9 %0.6 %0.60.2
100%ThumbnailR11-Both-CONS PROD-MISC STAPLES-STON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-CONS PROD-MISC STAPLES-TUP0.0 %0.1-9.3 %9.4 %4.7 %15.0 %0.7 %-1.00.1
100%ThumbnailR12-Both-CONS PROD-MISC STAPLES-CSV0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-CONS PROD-MISC STAPLES-CSV0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-CONS PROD-MISC STAPLES-EPC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-CONS PROD-MISC STAPLES-HI0.0 %0.10.0 %0.3 %0.1 %14.9 %0.2 %-0.20.1
100%ThumbnailR14-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-CONS PROD-MISC STAPLES-CSV100.0 %0.20.4 %0.0 %0.0 %15.0 %0.2 %0.00.2
100%ThumbnailR1-Both-CONS PROD-MISC STAPLES-HI100.0 %0.10.4 %0.1 %0.1 %14.9 %0.1 %3.50.1
100%ThumbnailR1-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-CONS PROD-MISC STAPLES-KMB0.0 %0.1-0.2 %0.3 %0.1 %14.8 %0.4 %-0.60.1
100%ThumbnailR1-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-CONS PROD-MISC STAPLES-SCI75.0 %0.31.7 %0.2 %0.1 %15.0 %0.4 %10.80.3
100%ThumbnailR1-Both-CONS PROD-MISC STAPLES-STON100.0 %0.10.0 %0.0 %0.0 %15.0 %0.1 %1.00.1
100%ThumbnailR1-Both-CONS PROD-MISC STAPLES-TUP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-CONS PROD-MISC STAPLES-EPC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-CONS PROD-MISC STAPLES-SCI100.0 %0.10.4 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailR3-Both-CONS PROD-MISC STAPLES-CSV100.0 %0.41.1 %0.1 %0.1 %15.0 %0.4 %10.00.4
100%ThumbnailR3-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-CONS PROD-MISC STAPLES-KMB100.0 %0.10.1 %0.1 %0.1 %14.9 %0.1 %0.80.1
100%ThumbnailR3-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-CONS PROD-MISC STAPLES-TUP66.7 %0.3-0.3 %0.9 %0.4 %15.0 %0.4 %-0.40.3
100%ThumbnailR3-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-CONS PROD-MISC STAPLES-CSV80.0 %0.40.2 %1.3 %0.7 %15.0 %0.7 %0.10.4
100%ThumbnailR4-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-CONS PROD-MISC STAPLES-KMB33.3 %0.3-0.5 %1.1 %0.7 %14.9 %1.2 %-0.40.3
100%ThumbnailR4-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-CONS PROD-MISC STAPLES-SCI100.0 %0.51.4 %0.8 %0.5 %14.9 %0.7 %1.70.5
100%ThumbnailR4-Both-CONS PROD-MISC STAPLES-STON50.0 %0.2-0.5 %0.8 %0.4 %15.0 %0.5 %-0.60.2
100%ThumbnailR4-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-CONS PROD-MISC STAPLES-CSV83.3 %0.52.0 %1.4 %0.7 %15.0 %1.1 %1.50.5
100%ThumbnailR5-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-CONS PROD-MISC STAPLES-KMB0.0 %0.2-0.5 %0.7 %0.4 %14.9 %1.0 %-0.70.2
100%ThumbnailR5-Both-CONS PROD-MISC STAPLES-NWL85.7 %0.62.1 %0.5 %0.4 %15.0 %1.4 %4.60.6
100%ThumbnailR5-Both-CONS PROD-MISC STAPLES-SCI50.0 %0.20.9 %0.7 %0.3 %14.9 %0.5 %1.30.2
100%ThumbnailR5-Both-CONS PROD-MISC STAPLES-TUP50.0 %0.31.0 %1.1 %0.6 %15.0 %0.8 %0.90.3
100%ThumbnailR5-Both-CONS PROD-MISC STAPLES-WDFC100.0 %0.31.1 %0.4 %0.3 %14.8 %0.7 %2.50.3
100%ThumbnailR6-Both-CONS PROD-MISC STAPLES-CSV100.0 %0.10.1 %0.0 %0.0 %15.0 %0.1 %0.00.1
100%ThumbnailR6-Both-CONS PROD-MISC STAPLES-EPC0.0 %0.1-0.1 %0.3 %0.1 %14.9 %0.1 %-0.30.1
100%ThumbnailR6-Both-CONS PROD-MISC STAPLES-NWL100.0 %0.10.1 %0.1 %0.1 %15.0 %0.1 %0.50.1
100%ThumbnailR6-Both-CONS PROD-MISC STAPLES-SCI100.0 %0.32.0 %0.2 %0.1 %15.0 %0.2 %13.00.3
100%ThumbnailR6-Both-CONS PROD-MISC STAPLES-STON100.0 %0.10.0 %0.0 %0.0 %15.0 %0.1 %1.00.1
100%ThumbnailR6-Both-CONS PROD-MISC STAPLES-TUP100.0 %0.11.3 %0.0 %0.0 %15.0 %0.1 %31.10.1
100%ThumbnailR7-Both-CONS PROD-MISC STAPLES-CSV40.0 %0.4-1.1 %1.7 %1.1 %15.0 %1.1 %-0.70.4
100%ThumbnailR7-Both-CONS PROD-MISC STAPLES-HI50.0 %0.20.1 %0.4 %0.2 %15.0 %0.3 %0.20.2
100%ThumbnailR7-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-CONS PROD-MISC STAPLES-KMB50.0 %0.20.0 %0.2 %0.1 %14.9 %0.4 %0.00.2
100%ThumbnailR7-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-CONS PROD-MISC STAPLES-OLLI0.0 %0.1-2.1 %2.1 %1.1 %15.0 %0.6 %-1.00.1
100%ThumbnailR7-Both-CONS PROD-MISC STAPLES-SCI66.7 %0.82.1 %0.6 %0.4 %14.9 %1.4 %3.40.8
100%ThumbnailR7-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-CONS PROD-MISC STAPLES-CSV100.0 %0.20.2 %0.3 %0.2 %15.0 %0.3 %0.50.2
100%ThumbnailR8-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-CONS PROD-MISC STAPLES-SCI100.0 %0.20.2 %0.2 %0.1 %15.0 %0.3 %1.00.2
100%ThumbnailR8-Both-CONS PROD-MISC STAPLES-STON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-CONS PROD-MISC STAPLES-TUP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-CSV60.0 %0.4-0.5 %1.7 %0.9 %15.0 %1.1 %-0.30.4
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-EPC50.0 %0.3-2.5 %2.6 %1.4 %15.0 %0.6 %-0.90.3
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-HI75.0 %0.31.1 %0.4 %0.3 %14.9 %0.5 %2.90.3
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-KMB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.1-0.1 %0.8 %0.4 %15.0 %0.3 %-0.20.1
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-SCI75.0 %0.71.5 %0.5 %0.4 %14.9 %1.1 %3.10.7
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-TUP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-CONS PROD-MISC STAPLES-CSV0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-CONS PROD-MISC STAPLES-HI0.0 %0.1-1.0 %1.1 %0.5 %15.0 %0.7 %-1.00.1
100%ThumbnailTLB10-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-CONS PROD-MISC STAPLES-STON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-CONS PROD-MISC STAPLES-NWL33.3 %0.30.0 %1.9 %1.6 %15.0 %4.2 %0.00.3
100%ThumbnailTLB1-Both-CONS PROD-MISC STAPLES-SCI66.7 %0.31.5 %0.9 %0.8 %15.0 %3.2 %1.60.3
100%ThumbnailTLB1-Both-CONS PROD-MISC STAPLES-STON50.0 %0.2-0.2 %4.4 %3.4 %15.0 %5.7 %0.00.2
100%ThumbnailTLB1-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.3-1.5 %2.5 %1.2 %14.7 %1.7 %-0.60.3
100%ThumbnailTLB2-Both-CONS PROD-MISC STAPLES-HI100.0 %0.10.8 %0.3 %0.2 %14.9 %0.4 %2.30.1
100%ThumbnailTLB2-Both-CONS PROD-MISC STAPLES-SCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-CONS PROD-MISC STAPLES-TUP100.0 %0.12.7 %0.7 %0.4 %15.0 %0.7 %3.70.1
100%ThumbnailTLB3-Both-CONS PROD-MISC STAPLES-CSV0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-CONS PROD-MISC STAPLES-KMB100.0 %0.10.2 %0.4 %0.2 %14.9 %0.7 %0.60.1
100%ThumbnailTLB3-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-CONS PROD-MISC STAPLES-TUP100.0 %0.10.8 %0.0 %0.0 %15.0 %0.1 %0.00.1
100%ThumbnailTLB4-Both-CONS PROD-MISC STAPLES-CSV0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-CONS PROD-MISC STAPLES-SCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-CONS PROD-MISC STAPLES-STON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-CONS PROD-MISC STAPLES-CSV0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-CONS PROD-MISC STAPLES-NWL0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-CONS PROD-MISC STAPLES-SCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-CONS PROD-MISC STAPLES-STON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-CONS PROD-MISC STAPLES-CSV100.0 %0.10.2 %0.0 %0.0 %14.9 %0.1 %0.00.1
100%ThumbnailTLB6-Both-CONS PROD-MISC STAPLES-TUP100.0 %0.24.7 %3.4 %1.7 %15.0 %3.3 %1.40.2
100%ThumbnailTLB7-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-CONS PROD-MISC STAPLES-KMB100.0 %0.10.7 %0.7 %0.6 %14.8 %3.1 %1.10.1
100%ThumbnailTLB7-Both-CONS PROD-MISC STAPLES-SCI100.0 %0.10.1 %1.0 %0.5 %14.9 %1.2 %0.10.1
100%ThumbnailTLB7-Both-CONS PROD-MISC STAPLES-STON0.0 %0.1-3.7 %5.9 %2.9 %15.0 %1.4 %-0.60.1
100%ThumbnailTLB8-Both-CONS PROD-MISC STAPLES-HI100.0 %0.31.9 %1.1 %1.0 %15.0 %2.3 %1.60.3
100%ThumbnailTLB8-Both-CONS PROD-MISC STAPLES-TUP0.0 %0.3-8.4 %8.9 %4.9 %15.0 %4.3 %-0.90.3
100%ThumbnailTLB9-Both-CONS PROD-MISC STAPLES-HI50.0 %0.2-0.3 %2.1 %1.4 %15.0 %3.1 %-0.10.2
100%ThumbnailTLB9-Both-CONS PROD-MISC STAPLES-TUP100.0 %0.15.3 %1.3 %0.7 %15.0 %2.5 %4.00.1
100%ThumbnailVBX1-Both-CONS PROD-MISC STAPLES-BUFF0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-CONS PROD-MISC STAPLES-CSV75.0 %0.31.7 %1.3 %0.7 %14.9 %1.1 %1.30.3
100%ThumbnailVBX1-Both-CONS PROD-MISC STAPLES-NWL66.7 %0.30.3 %0.5 %0.3 %15.0 %0.5 %0.70.3
100%ThumbnailVBX1-Both-CONS PROD-MISC STAPLES-SCI100.0 %0.31.6 %0.2 %0.1 %14.9 %0.3 %10.00.3
100%ThumbnailVBX1-Both-CONS PROD-MISC STAPLES-STON66.7 %0.3-0.6 %0.9 %0.4 %15.0 %0.5 %-0.60.3
100%ThumbnailVBX1-Both-CONS PROD-MISC STAPLES-TUP50.0 %0.5-1.9 %5.1 %2.6 %15.0 %1.0 %-0.40.5
100%ThumbnailVP1-Both-CONS PROD-MISC STAPLES-CSV0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-CONS PROD-MISC STAPLES-HI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-CONS PROD-MISC STAPLES-KMB0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-CONS PROD-MISC STAPLES-SCI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-CONS PROD-MISC STAPLES-STON0.0 %0.06.4 %1.4 %0.7 %0.0 %5.2 %4.50.0
100%ThumbnailVP2-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-CONS PROD-MISC STAPLES-KMB100.0 %0.11.8 %0.9 %0.4 %14.8 %3.3 %2.00.1
100%ThumbnailVP2-Both-CONS PROD-MISC STAPLES-SCI0.0 %0.01.1 %0.5 %0.3 %0.0 %0.7 %2.00.0
100%ThumbnailVP2-Both-CONS PROD-MISC STAPLES-STON0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-CONS PROD-MISC STAPLES-TUP0.0 %0.1-0.7 %1.8 %0.9 %15.0 %1.6 %-0.40.1
100%ThumbnailWT1-Both-CONS PROD-MISC STAPLES-CSV100.0 %0.13.0 %0.7 %0.3 %14.9 %1.2 %4.50.1
100%ThumbnailWT1-Both-CONS PROD-MISC STAPLES-HI0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-CONS PROD-MISC STAPLES-HRG0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-CONS PROD-MISC STAPLES-KMB100.0 %0.10.1 %0.6 %0.3 %14.9 %1.3 %0.10.1
100%ThumbnailWT1-Both-CONS PROD-MISC STAPLES-SCI100.0 %0.20.5 %0.7 %0.3 %14.9 %1.0 %0.70.2
100%ThumbnailWT1-Both-CONS PROD-MISC STAPLES-STON50.0 %0.2-0.9 %3.8 %2.1 %15.0 %5.5 %-0.20.2
100%ThumbnailWT1-Both-CONS PROD-MISC STAPLES-TUP0.0 %0.1-1.4 %1.8 %0.9 %15.0 %1.0 %-0.80.1
100%ThumbnailWT1-Both-CONS PROD-MISC STAPLES-WDFC0.0 %0.1-2.3 %2.3 %1.1 %14.8 %0.6 %-1.00.1
Lists Used
List NameDescriptionDynamic List
CONS PROD-MISC STAPLES-BUFFGroup: CONS PROD-MISC STAPLES-BUFFNo
CONS PROD-MISC STAPLES-CSVGroup: CONS PROD-MISC STAPLES-CSVNo
CONS PROD-MISC STAPLES-EPCGroup: CONS PROD-MISC STAPLES-EPCNo
CONS PROD-MISC STAPLES-HIGroup: CONS PROD-MISC STAPLES-HINo
CONS PROD-MISC STAPLES-HRGGroup: CONS PROD-MISC STAPLES-HRGNo
CONS PROD-MISC STAPLES-KMBGroup: CONS PROD-MISC STAPLES-KMBNo
CONS PROD-MISC STAPLES-NWLGroup: CONS PROD-MISC STAPLES-NWLNo
CONS PROD-MISC STAPLES-OLLIGroup: CONS PROD-MISC STAPLES-OLLINo
CONS PROD-MISC STAPLES-SCIGroup: CONS PROD-MISC STAPLES-SCINo
CONS PROD-MISC STAPLES-STONGroup: CONS PROD-MISC STAPLES-STONNo
CONS PROD-MISC STAPLES-TUPGroup: CONS PROD-MISC STAPLES-TUPNo
CONS PROD-MISC STAPLES-WDFCGroup: CONS PROD-MISC STAPLES-WDFCNo
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: 11.5%
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: 10.1
 

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
Group
List:
CONS PROD-MISC STAPLES
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:
87
60%
Volatile, Trending Markets
Swing:
59
40%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets