Portfolio

Calculate Over:

Trading the Dips

Created by: OmniVest
Date Created: 12/12/2013

Return:

+18%

ROAI:

+23%

Stability:

Consistency:

Select Portfolio

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

Trading Theme

Both
Short
Stocks
Reversion to Mean

Configure Explore Portfolios

Short Term Reversals in All Markets

Temporary pullbacks against the primary trend offer excellent short term trading opportunities. This portfolio uses some of our best Reversion to Mean (RTM) trading strategies to take advantage of this setup in order to extract quick profits in all types of markets.

Key Statistics

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

8
62.9%
18.1%
23.3%
11.4%
1.6

How This Portfolio was Built:

Open Positions

Strategy	Symbol	L/S	QTY %	QTY	Entry Date	Entry Price	Current Price	Current P/L %	Funding Style
R5-B-SP	AIG	Short	9.99 %	220	8/11/2022 9:30:00 AM	$55.62	$57.41	-3.22 %	Paper
R5-B-R1K2	ALL	Short	9.82 %	96	8/11/2022 9:30:00 AM	$124.49	$129.44	-3.98 %	Paper
R5-B-SP	ALL	Short	9.82 %	96	8/11/2022 9:30:00 AM	$124.49	$129.44	-3.98 %	Paper
R5-B-SP	AXP	Short	9.87 %	76	8/8/2022 9:30:00 AM	$159.00	$165.84	-4.30 %	Paper
R5-B-SP	DOW	Short	9.93 %	215	8/12/2022 9:30:00 AM	$55.33	$55.93	-1.08 %	Paper
R7-L-NAS	MNST	Long	9.95 %	132	8/8/2022 9:30:00 AM	$91.72	$90.02	-1.85 %	Paper
R5-B-R1K2	PCG	Short	9.99 %	1082	8/4/2022 9:30:00 AM	$11.18	$12.13	-8.50 %	Paper
R5-B-R1K2	WMT	Short	9.93 %	93	8/11/2022 9:30:00 AM	$129.70	$132.22	-1.94 %	Paper
R5-B-SP	WMT	Short	9.93 %	93	8/11/2022 9:30:00 AM	$129.70	$132.22	-1.94 %	Paper

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

8/13/2021 - 8/12/2022
62.9%
18.1%
23.3%
11.4%
8.8%

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

1.6
49.3
9.8%
77.4%
$118,052

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
MNST	R9-L-NAS	9.88 %	134	Long	$88.78	$89.37	0.66 %	8/9/2022 9:30:00 AM 8/09/22 9:30:00	8/12/2022 9:30:00 AM 8/12/22 9:30:00	Paper
UTHR	R4-L-R1K1	9.69 %	54	Long	$220.15	$220.66	0.23 %	8/10/2022 9:30:00 AM 8/10/22 9:30:00	8/11/2022 9:30:00 AM 8/11/22 9:30:00	Paper
MAT	R7-L-NAS	9.99 %	528	Long	$22.56	$23.13	2.53 %	8/5/2022 9:30:00 AM 8/05/22 9:30:00	8/11/2022 9:30:00 AM 8/11/22 9:30:00	Paper
LLY	R5-B-SP	9.64 %	38	Long	$302.48	$301.03	-0.48 %	8/5/2022 9:30:00 AM 8/05/22 9:30:00	8/11/2022 9:30:00 AM 8/11/22 9:30:00	Paper
HPQ	R5-B-SP	9.95 %	361	Short	$33.18	$33.11	0.21 %	8/9/2022 9:30:00 AM 8/09/22 9:30:00	8/10/2022 9:30:00 AM 8/10/22 9:30:00	Paper
DD	R5-B-SP	9.93 %	203	Short	$59.03	$60.02	-1.68 %	8/9/2022 9:30:00 AM 8/09/22 9:30:00	8/10/2022 9:30:00 AM 8/10/22 9:30:00	Paper
SWKS	R5-B-R1K2	9.85 %	106	Short	$112.18	$109.63	2.27 %	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
AMZN	R5-B-R1K2	9.95 %	88	Short	$134.96	$142.90	-5.88 %	8/1/2022 9:30:00 AM 8/01/22 9:30:00	8/10/2022 9:30:00 AM 8/10/22 9:30:00	Paper
MRK	R5-B-SP	9.94 %	138	Long	$86.53	$88.75	2.57 %	8/5/2022 9:30:00 AM 8/05/22 9:30:00	8/9/2022 9:30:00 AM 8/09/22 9:30:00	Paper
VRTX	R7-L-NAS	9.71 %	43	Long	$276.01	$288.65	4.58 %	8/3/2022 9:30:00 AM 8/03/22 9:30:00	8/8/2022 9:30:00 AM 8/08/22 9:30:00	Paper
PM	R5-B-SP	9.91 %	123	Short	$96.00	$97.87	-1.95 %	7/26/2022 9:30:00 AM 7/26/22 9:30:00	8/5/2022 9:30:00 AM 8/05/22 9:30:00	Paper
VRTX	R4-L-NAS	9.71 %	43	Long	$276.01	$277.41	0.51 %	8/3/2022 9:30:00 AM 8/03/22 9:30:00	8/4/2022 9:30:00 AM 8/04/22 9:30:00	Paper
VRTX	R9-L-NAS	9.71 %	43	Long	$276.01	$277.41	0.51 %	8/3/2022 9:30:00 AM 8/03/22 9:30:00	8/4/2022 9:30:00 AM 8/04/22 9:30:00	Paper
AMGN	R7-L-NAS	9.65 %	48	Long	$245.94	$247.00	0.43 %	8/3/2022 9:30:00 AM 8/03/22 9:30:00	8/4/2022 9:30:00 AM 8/04/22 9:30:00	Paper
AMGN	R9-L-NAS	9.65 %	48	Long	$245.94	$247.00	0.43 %	8/3/2022 9:30:00 AM 8/03/22 9:30:00	8/4/2022 9:30:00 AM 8/04/22 9:30:00	Paper
HD	R5-B-SP	9.68 %	38	Short	$305.40	$303.35	0.67 %	8/2/2022 9:30:00 AM 8/02/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
EFX	R5-B-R1K2	9.83 %	56	Short	$209.13	$207.59	0.74 %	8/2/2022 9:30:00 AM 8/02/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
ACN	R5-B-SP	9.75 %	38	Short	$302.53	$302.08	0.15 %	8/1/2022 9:30:00 AM 8/01/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
UNP	R5-B-SP	9.78 %	54	Short	$220.36	$223.54	-1.44 %	7/28/2022 9:30:00 AM 7/28/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
FULT	R5-B-R1K2	9.99 %	739	Short	$16.34	$16.30	0.24 %	7/28/2022 9:30:00 AM 7/28/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
SYK	R5-B-R1K2	9.75 %	58	Short	$219.65	$214.74	2.24 %	7/27/2022 9:30:00 AM 7/27/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
ALEX	R5-B-R1K2	9.99 %	659	Short	$18.72	$19.45	-3.90 %	7/27/2022 9:30:00 AM 7/27/22 9:30:00	8/3/2022 9:30:00 AM 8/03/22 9:30:00	Paper
EOG	R5-B-R1K2	9.89 %	111	Short	$109.24	$107.92	1.21 %	7/28/2022 9:30:00 AM 7/28/22 9:30:00	8/2/2022 9:30:00 AM 8/02/22 9:30:00	Paper
RMD	R5-B-R1K2	9.72 %	49	Short	$236.70	$238.46	-0.74 %	7/26/2022 9:30:00 AM 7/26/22 9:30:00	8/2/2022 9:30:00 AM 8/02/22 9:30:00	Paper
MO	R5-B-SP	9.94 %	274	Short	$43.98	$43.71	0.61 %	7/27/2022 9:30:00 AM 7/27/22 9:30:00	8/1/2022 9:30:00 AM 8/01/22 9:30:00	Paper
MO	R5-B-R1K2	9.94 %	274	Short	$43.98	$43.71	0.61 %	7/27/2022 9:30:00 AM 7/27/22 9:30:00	8/1/2022 9:30:00 AM 8/01/22 9:30:00	Paper
ARW	R5-B-R1K2	9.87 %	101	Short	$116.68	$126.83	-8.70 %	7/20/2022 9:30:00 AM 7/20/22 9:30:00	8/1/2022 9:30:00 AM 8/01/22 9:30:00	Paper
CTXS	R7-L-NAS	9.96 %	120	Long	$101.50	$101.62	0.12 %	7/27/2022 9:30:00 AM 7/27/22 9:30:00	7/28/2022 9:30:00 AM 7/28/22 9:30:00	Paper
USB	R5-B-SP	9.98 %	247	Short	$47.69	$47.71	-0.04 %	7/26/2022 9:30:00 AM 7/26/22 9:30:00	7/27/2022 9:30:00 AM 7/27/22 9:30:00	Paper
USB	R5-B-R1K2	9.98 %	247	Short	$47.69	$47.71	-0.04 %	7/26/2022 9:30:00 AM 7/26/22 9:30:00	7/27/2022 9:30:00 AM 7/27/22 9:30:00	Paper
WMT	R5-B-SP	9.83 %	92	Short	$129.39	$121.24	6.30 %	7/19/2022 9:30:00 AM 7/19/22 9:30:00	7/27/2022 9:30:00 AM 7/27/22 9:30:00	Paper
WMT	R5-B-R1K2	9.83 %	92	Short	$129.39	$121.24	6.30 %	7/19/2022 9:30:00 AM 7/19/22 9:30:00	7/27/2022 9:30:00 AM 7/27/22 9:30:00	Paper
HD	R5-B-SP	9.73 %	40	Short	$295.44	$298.21	-0.94 %	7/19/2022 9:30:00 AM 7/19/22 9:30:00	7/27/2022 9:30:00 AM 7/27/22 9:30:00	Paper
AAPL	R5-B-R1K2	9.76 %	75	Short	$154.01	$152.27	1.13 %	7/25/2022 9:30:00 AM 7/25/22 9:30:00	7/26/2022 9:30:00 AM 7/26/22 9:30:00	Paper
BA	R5-B-SP	9.90 %	76	Short	$156.00	$155.24	0.49 %	7/20/2022 9:30:00 AM 7/20/22 9:30:00	7/26/2022 9:30:00 AM 7/26/22 9:30:00	Paper
BA	R5-B-R1K2	9.90 %	76	Short	$156.00	$155.24	0.49 %	7/20/2022 9:30:00 AM 7/20/22 9:30:00	7/26/2022 9:30:00 AM 7/26/22 9:30:00	Paper
SWKS	R5-B-R1K2	9.95 %	120	Short	$101.44	$104.88	-3.39 %	7/19/2022 9:30:00 AM 7/19/22 9:30:00	7/26/2022 9:30:00 AM 7/26/22 9:30:00	Paper
EFX	R5-B-R1K2	9.86 %	62	Short	$193.87	$195.99	-1.09 %	7/19/2022 9:30:00 AM 7/19/22 9:30:00	7/26/2022 9:30:00 AM 7/26/22 9:30:00	Paper
TXN	R5-B-SP	9.80 %	74	Short	$161.36	$163.80	-1.51 %	7/19/2022 9:30:00 AM 7/19/22 9:30:00	7/25/2022 9:30:00 AM 7/25/22 9:30:00	Paper
LMT	R5-B-SP	9.28 %	28	Long	$403.71	$394.32	-2.33 %	7/15/2022 9:30:00 AM 7/15/22 9:30:00	7/21/2022 9:30:00 AM 7/21/22 9:30:00	Paper
HII	R9-L-R1K5	9.64 %	57	Long	$206.42	$207.50	0.52 %	7/15/2022 9:30:00 AM 7/15/22 9:30:00	7/20/2022 9:30:00 AM 7/20/22 9:30:00	Paper
WRB	R9-L-R1K5	9.97 %	183	Long	$64.23	$63.77	-0.72 %	7/14/2022 9:30:00 AM 7/14/22 9:30:00	7/20/2022 9:30:00 AM 7/20/22 9:30:00	Paper
VSH	R5-B-R1K2	9.99 %	650	Short	$18.23	$18.91	-3.73 %	7/13/2022 9:30:00 AM 7/13/22 9:30:00	7/19/2022 9:30:00 AM 7/19/22 9:30:00	Paper
VRTX	R7-L-NAS	9.72 %	41	Long	$286.08	$292.87	2.37 %	7/15/2022 9:30:00 AM 7/15/22 9:30:00	7/18/2022 9:30:00 AM 7/18/22 9:30:00	Paper
VRTX	R9-L-NAS	9.72 %	41	Long	$286.08	$292.87	2.37 %	7/15/2022 9:30:00 AM 7/15/22 9:30:00	7/18/2022 9:30:00 AM 7/18/22 9:30:00	Paper
BMY	R5-B-SP	9.99 %	163	Long	$74.82	$75.80	1.31 %	7/15/2022 9:30:00 AM 7/15/22 9:30:00	7/18/2022 9:30:00 AM 7/18/22 9:30:00	Paper
WTW	R9-L-R1K5	9.81 %	61	Long	$190.84	$195.50	2.44 %	7/14/2022 9:30:00 AM 7/14/22 9:30:00	7/18/2022 9:30:00 AM 7/18/22 9:30:00	Paper
ATVI	R7-L-NAS	9.94 %	156	Long	$76.06	$77.58	1.99 %	7/13/2022 9:30:00 AM 7/13/22 9:30:00	7/18/2022 9:30:00 AM 7/18/22 9:30:00	Paper
PHM	R5-B-R1K2	9.97 %	277	Short	$43.39	$44.65	-2.90 %	7/7/2022 9:30:00 AM 7/07/22 9:30:00	7/15/2022 9:30:00 AM 7/15/22 9:30:00	Paper
LEN	R5-B-R1K2	9.95 %	154	Short	$77.58	$79.36	-2.29 %	7/6/2022 9:30:00 AM 7/06/22 9:30:00	7/15/2022 9:30:00 AM 7/15/22 9:30:00	Paper
BIDU	R4-L-NAS	9.79 %	82	Long	$140.58	$143.94	2.39 %	7/13/2022 9:30:00 AM 7/13/22 9:30:00	7/14/2022 9:30:00 AM 7/14/22 9:30:00	Paper
AAPL	R5-B-SP	9.96 %	81	Short	$145.67	$144.08	1.09 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/14/2022 9:30:00 AM 7/14/22 9:30:00	Paper
AAPL	R5-B-R1K2	9.96 %	81	Short	$145.67	$144.08	1.09 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/14/2022 9:30:00 AM 7/14/22 9:30:00	Paper
CIEN	R5-B-R1K2	9.97 %	251	Short	$47.11	$45.51	3.40 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/13/2022 9:30:00 AM 7/13/22 9:30:00	Paper
GILD	R5-B-SP	9.95 %	190	Short	$62.56	$61.92	1.02 %	7/8/2022 9:30:00 AM 7/08/22 9:30:00	7/13/2022 9:30:00 AM 7/13/22 9:30:00	Paper
LH	R5-B-R1K2	9.59 %	47	Short	$242.87	$242.52	0.14 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/12/2022 9:30:00 AM 7/12/22 9:30:00	Paper
GOOG	R5-B-SP	8.04 %	4	Short	$2,373.00	$2,336.77	1.53 %	7/11/2022 9:30:00 AM 7/11/22 9:30:00	7/12/2022 9:30:00 AM 7/12/22 9:30:00	Paper
SBUX	R5-B-SP	9.91 %	151	Short	$78.81	$78.36	0.57 %	7/7/2022 9:30:00 AM 7/07/22 9:30:00	7/12/2022 9:30:00 AM 7/12/22 9:30:00	Paper
RMD	R5-B-R1K2	9.94 %	55	Short	$216.93	$216.66	0.12 %	7/7/2022 9:30:00 AM 7/07/22 9:30:00	7/12/2022 9:30:00 AM 7/12/22 9:30:00	Paper
OII	R5-B-R1K2	9.99 %	1107	Short	$10.93	$10.00	8.51 %	6/29/2022 9:30:00 AM 6/29/22 9:30:00	7/6/2022 9:30:00 AM 7/06/22 9:30:00	Paper
RMD	R5-B-R1K2	9.82 %	54	Short	$213.74	$210.02	1.74 %	6/28/2022 9:30:00 AM 6/28/22 9:30:00	7/1/2022 9:30:00 AM 7/01/22 9:30:00	Paper
PHM	R5-B-R1K2	9.97 %	287	Short	$40.78	$39.10	4.12 %	6/28/2022 9:30:00 AM 6/28/22 9:30:00	6/30/2022 9:30:00 AM 6/30/22 9:30:00	Paper
IT	R5-B-R1K2	9.76 %	45	Short	$251.40	$240.00	4.53 %	6/27/2022 9:30:00 AM 6/27/22 9:30:00	6/29/2022 9:30:00 AM 6/29/22 9:30:00	Paper
PG	R5-B-SP	9.87 %	80	Short	$144.20	$141.60	1.80 %	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
PG	R5-B-R1K2	9.87 %	80	Short	$144.20	$141.60	1.80 %	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
LH	R5-B-R1K2	9.77 %	47	Short	$241.33	$236.22	2.12 %	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
GILD	R5-B-SP	9.93 %	183	Short	$62.81	$62.31	0.80 %	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
T	R5-B-SP	9.99 %	570	Short	$20.43	$20.67	-1.17 %	6/23/2022 9:30:00 AM 6/23/22 9:30:00	6/29/2022 9:30:00 AM 6/29/22 9:30:00	Paper
VZ	R5-B-SP	9.94 %	220	Short	$52.03	$51.07	1.85 %	6/24/2022 9:30:00 AM 6/24/22 9:30:00	6/28/2022 9:30:00 AM 6/28/22 9:30:00	Paper
VZ	R5-B-R1K2	9.94 %	220	Short	$52.03	$51.07	1.85 %	6/24/2022 9:30:00 AM 6/24/22 9:30:00	6/28/2022 9:30:00 AM 6/28/22 9:30:00	Paper
WMB	R5-B-R1K2	9.97 %	381	Long	$30.31	$31.24	3.07 %	6/17/2022 9:30:00 AM 6/17/22 9:30:00	6/28/2022 9:30:00 AM 6/28/22 9:30:00	Paper
EOG	R4-L-R1K2	9.87 %	96	Long	$118.80	$117.70	-0.93 %	6/17/2022 9:30:00 AM 6/17/22 9:30:00	6/28/2022 9:30:00 AM 6/28/22 9:30:00	Paper
EOG	R5-B-R1K2	9.88 %	93	Long	$123.99	$109.34	-11.82 %	6/16/2022 9:30:00 AM 6/16/22 9:30:00	6/24/2022 9:30:00 AM 6/24/22 9:30:00	Paper
SWN	R4-L-R1K1	9.99 %	1544	Long	$7.76	$6.87	-11.47 %	6/16/2022 9:30:00 AM 6/16/22 9:30:00	6/23/2022 9:30:00 AM 6/23/22 9:30:00	Paper
ABBV	R5-B-SP	9.87 %	86	Long	$136.57	$143.72	5.24 %	6/15/2022 9:30:00 AM 6/15/22 9:30:00	6/22/2022 9:30:00 AM 6/22/22 9:30:00	Paper
AMGN	R9-L-NAS	9.67 %	49	Long	$237.94	$237.17	-0.32 %	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
PM	R5-B-SP	9.90 %	118	Long	$100.55	$99.73	-0.82 %	6/10/2022 9:30:00 AM 6/10/22 9:30:00	6/22/2022 9:30:00 AM 6/22/22 9:30:00	Paper
PM	R9-L-R1K5	9.90 %	118	Long	$100.55	$99.73	-0.82 %	6/10/2022 9:30:00 AM 6/10/22 9:30:00	6/22/2022 9:30:00 AM 6/22/22 9:30:00	Paper
MAT	R7-L-NAS	9.98 %	506	Long	$23.41	$22.59	-3.50 %	6/10/2022 9:30:00 AM 6/10/22 9:30:00	6/22/2022 9:30:00 AM 6/22/22 9:30:00	Paper
CHKP	R7-L-NAS	9.84 %	95	Long	$124.59	$119.32	-4.23 %	6/10/2022 9:30:00 AM 6/10/22 9:30:00	6/22/2022 9:30:00 AM 6/22/22 9:30:00	Paper
WDC	R7-L-NAS	9.94 %	213	Long	$55.27	$46.50	-15.87 %	6/10/2022 9:30:00 AM 6/10/22 9:30:00	6/17/2022 9:30:00 AM 6/17/22 9:30:00	Paper
AMGN	R7-L-NAS	9.73 %	40	Long	$246.66	$230.13	-6.70 %	6/8/2022 9:30:00 AM 6/08/22 9:30:00	6/17/2022 9:30:00 AM 6/17/22 9:30:00	Paper
AVT	R4-L-R1K2	9.95 %	268	Long	$44.83	$43.90	-2.07 %	6/15/2022 9:30:00 AM 6/15/22 9:30:00	6/16/2022 9:30:00 AM 6/16/22 9:30:00	Paper
MOS	R9-L-R1K5	9.96 %	225	Long	$53.13	$51.91	-2.30 %	6/10/2022 9:30:00 AM 6/10/22 9:30:00	6/16/2022 9:30:00 AM 6/16/22 9:30:00	Paper
CHRW	R9-L-NAS	9.86 %	117	Long	$101.27	$105.92	4.59 %	6/10/2022 9:30:00 AM 6/10/22 9:30:00	6/15/2022 9:30:00 AM 6/15/22 9:30:00	Paper
CF	R9-L-R1K5	9.90 %	133	Long	$89.00	$92.46	3.89 %	6/9/2022 9:30:00 AM 6/09/22 9:30:00	6/15/2022 9:30:00 AM 6/15/22 9:30:00	Paper
VZ	R5-B-SP	9.91 %	232	Short	$51.62	$50.65	1.88 %	6/9/2022 9:30:00 AM 6/09/22 9:30:00	6/10/2022 9:30:00 AM 6/10/22 9:30:00	Paper
VZ	R5-B-R1K2	9.91 %	232	Short	$51.62	$50.65	1.88 %	6/9/2022 9:30:00 AM 6/09/22 9:30:00	6/10/2022 9:30:00 AM 6/10/22 9:30:00	Paper
EMR	R5-B-SP	9.84 %	111	Short	$89.41	$88.81	0.67 %	6/7/2022 9:30:00 AM 6/07/22 9:30:00	6/10/2022 9:30:00 AM 6/10/22 9:30:00	Paper
CMI	R5-B-R1K2	9.90 %	48	Short	$212.00	$207.72	2.02 %	6/6/2022 9:30:00 AM 6/06/22 9:30:00	6/10/2022 9:30:00 AM 6/10/22 9:30:00	Paper
APD	R5-B-R1K2	9.61 %	38	Short	$256.43	$250.00	2.51 %	6/7/2022 9:30:00 AM 6/07/22 9:30:00	6/9/2022 9:30:00 AM 6/09/22 9:30:00	Paper
NSC	R5-B-SP	9.73 %	40	Short	$245.32	$241.74	1.46 %	6/3/2022 9:30:00 AM 6/03/22 9:30:00	6/9/2022 9:30:00 AM 6/09/22 9:30:00	Paper
AMZN	R5-B-SP	9.52 %	4	Short	$2,445.12	$122.61	94.99 %	6/1/2022 9:30:00 AM 6/01/22 9:30:00	6/8/2022 9:30:00 AM 6/08/22 9:30:00	Paper
AMZN	R5-B-R1K2	9.52 %	4	Short	$2,445.12	$122.61	94.99 %	6/1/2022 9:30:00 AM 6/01/22 9:30:00	6/8/2022 9:30:00 AM 6/08/22 9:30:00	Paper
FDX	R5-B-SP	9.78 %	44	Short	$225.00	$221.00	1.78 %	6/1/2022 9:30:00 AM 6/01/22 9:30:00	6/6/2022 9:30:00 AM 6/06/22 9:30:00	Paper
VZ	R5-B-SP	9.95 %	203	Short	$48.46	$50.93	-5.10 %	5/19/2022 9:30:00 AM 5/19/22 9:30:00	6/6/2022 9:30:00 AM 6/06/22 9:30:00	Paper
VZ	R5-B-R1K2	9.95 %	203	Short	$48.46	$50.93	-5.10 %	5/19/2022 9:30:00 AM 5/19/22 9:30:00	6/6/2022 9:30:00 AM 6/06/22 9:30:00	Paper
COST	R5-B-SP	9.62 %	21	Short	$456.80	$460.90	-0.90 %	5/27/2022 9:30:00 AM 5/27/22 9:30:00	6/2/2022 9:30:00 AM 6/02/22 9:30:00	Paper
JPM	R5-B-SP	9.84 %	76	Short	$128.37	$129.90	-1.19 %	5/26/2022 9:30:00 AM 5/26/22 9:30:00	6/2/2022 9:30:00 AM 6/02/22 9:30:00	Paper
JPM	R5-B-R1K2	9.84 %	76	Short	$128.37	$129.90	-1.19 %	5/26/2022 9:30:00 AM 5/26/22 9:30:00	6/2/2022 9:30:00 AM 6/02/22 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	R4-L-NAS	66.1 %	10.1	-2.6 %	5.9 %	4.8 %	9.8 %	23.5 %	-0.4	10.1
100%	R4-L-R1K1	62.9 %	12.6	5.8 %	3.9 %	3.0 %	9.9 %	23.8 %	1.5	12.6
100%	R4-L-R1K2	60.4 %	11.6	-2.3 %	6.7 %	5.6 %	9.9 %	27.2 %	-0.3	11.6
100%	R5-B-R1K2	59.0 %	21.0	-0.3 %	10.4 %	8.2 %	9.9 %	46.0 %	0.0	21.0
100%	R5-B-SP	61.1 %	24.5	9.7 %	6.0 %	3.9 %	9.9 %	43.8 %	1.6	24.5
100%	R7-L-NAS	63.9 %	15.3	-3.9 %	9.7 %	6.8 %	9.8 %	34.9 %	-0.4	15.3
100%	R9-L-NAS	61.9 %	13.0	-6.6 %	10.3 %	6.0 %	9.8 %	19.7 %	-0.6	13.0
100%	R9-L-R1K5	59.4 %	14.6	-4.6 %	8.5 %	5.3 %	9.9 %	23.4 %	-0.5	14.6

Lists Used

List Name	Description	Dynamic List
R1K1	Russell 1000 sub-list #1	No
R1K2	Russell 1000 sub-list #2	No
R1K5	Russell 1000 sub-list #5	No
NAS	NASDAQ 100	No
SP	S&P 100	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: 12/12/2013

Back Test: ?* to 12/12/2013

Forward Test: None

Max Draw Down: 11.4%

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

Per Trade Allocation: 10%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 49.3

Warning: Average Trades per Month is high. This will result in higher commissions.

* Data not available

Settings

Balance:

100,000

Return Calculation:

Compound

List Type:

List:

Goal:

NumStrategies:

Optimize On:

Filter Limit:

Filter On:

Direction:

Min Volume:

100,000

Min Price:

$5.00

Sim Start Date:

Sim End Date:

Date Created:

Approach Breakout:

Approach RTM:

Approach Swing:

Approach Trending:

* Data not available

Strategy Types Used

Strategy Type

Most Effectively Used in

Breakout:

Very Strong Trending Markets

RTM:

100%

Volatile, Trending Markets

Swing:

Cyclical Markets

Trending:

Strong Trending Markets