Portfolio

Portfolio Image

Trading the Dips

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

Return:

+18%

ROAI:

+23%

Stability:

 
69

Consistency:

 
50
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
Trading Theme

Both
Short
Stocks
Reversion to Mean


How This Portfolio was Built:
Open Positions
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
R5-B-SPAIGShort9.99 %2208/11/2022 9:30:00 AM$55.62$57.41-3.22 %Paper
R5-B-R1K2ALLShort9.82 %968/11/2022 9:30:00 AM$124.49$129.44-3.98 %Paper
R5-B-SPALLShort9.82 %968/11/2022 9:30:00 AM$124.49$129.44-3.98 %Paper
R5-B-SPAXPShort9.87 %768/8/2022 9:30:00 AM$159.00$165.84-4.30 %Paper
R5-B-SPDOWShort9.93 %2158/12/2022 9:30:00 AM$55.33$55.93-1.08 %Paper
R7-L-NASMNSTLong9.95 %1328/8/2022 9:30:00 AM$91.72$90.02-1.85 %Paper
R5-B-R1K2PCGShort9.99 %10828/4/2022 9:30:00 AM$11.18$12.13-8.50 %Paper
R5-B-R1K2WMTShort9.93 %938/11/2022 9:30:00 AM$129.70$132.22-1.94 %Paper
R5-B-SPWMTShort9.93 %938/11/2022 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
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
MNSTR9-L-NAS9.88 %134Long$88.78$89.370.66 %
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
UTHRR4-L-R1K19.69 %54Long$220.15$220.660.23 %
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
MATR7-L-NAS9.99 %528Long$22.56$23.132.53 %
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
LLYR5-B-SP9.64 %38Long$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
HPQR5-B-SP9.95 %361Short$33.18$33.110.21 %
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
DDR5-B-SP9.93 %203Short$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
SWKSR5-B-R1K29.85 %106Short$112.18$109.632.27 %
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
AMZNR5-B-R1K29.95 %88Short$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
MRKR5-B-SP9.94 %138Long$86.53$88.752.57 %
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
VRTXR7-L-NAS9.71 %43Long$276.01$288.654.58 %
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
PMR5-B-SP9.91 %123Short$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
VRTXR4-L-NAS9.71 %43Long$276.01$277.410.51 %
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
VRTXR9-L-NAS9.71 %43Long$276.01$277.410.51 %
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
AMGNR7-L-NAS9.65 %48Long$245.94$247.000.43 %
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
AMGNR9-L-NAS9.65 %48Long$245.94$247.000.43 %
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
HDR5-B-SP9.68 %38Short$305.40$303.350.67 %
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
EFXR5-B-R1K29.83 %56Short$209.13$207.590.74 %
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
ACNR5-B-SP9.75 %38Short$302.53$302.080.15 %
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
UNPR5-B-SP9.78 %54Short$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
FULTR5-B-R1K29.99 %739Short$16.34$16.300.24 %
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
SYKR5-B-R1K29.75 %58Short$219.65$214.742.24 %
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
ALEXR5-B-R1K29.99 %659Short$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
EOGR5-B-R1K29.89 %111Short$109.24$107.921.21 %
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
RMDR5-B-R1K29.72 %49Short$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
MOR5-B-SP9.94 %274Short$43.98$43.710.61 %
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
MOR5-B-R1K29.94 %274Short$43.98$43.710.61 %
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
ARWR5-B-R1K29.87 %101Short$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
CTXSR7-L-NAS9.96 %120Long$101.50$101.620.12 %
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
USBR5-B-SP9.98 %247Short$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
USBR5-B-R1K29.98 %247Short$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
WMTR5-B-SP9.83 %92Short$129.39$121.246.30 %
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
WMTR5-B-R1K29.83 %92Short$129.39$121.246.30 %
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
HDR5-B-SP9.73 %40Short$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
AAPLR5-B-R1K29.76 %75Short$154.01$152.271.13 %
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
BAR5-B-SP9.90 %76Short$156.00$155.240.49 %
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
BAR5-B-R1K29.90 %76Short$156.00$155.240.49 %
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
SWKSR5-B-R1K29.95 %120Short$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
EFXR5-B-R1K29.86 %62Short$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
TXNR5-B-SP9.80 %74Short$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
LMTR5-B-SP9.28 %28Long$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
HIIR9-L-R1K59.64 %57Long$206.42$207.500.52 %
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
WRBR9-L-R1K59.97 %183Long$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
VSHR5-B-R1K29.99 %650Short$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
VRTXR7-L-NAS9.72 %41Long$286.08$292.872.37 %
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
VRTXR9-L-NAS9.72 %41Long$286.08$292.872.37 %
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
BMYR5-B-SP9.99 %163Long$74.82$75.801.31 %
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
WTWR9-L-R1K59.81 %61Long$190.84$195.502.44 %
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
ATVIR7-L-NAS9.94 %156Long$76.06$77.581.99 %
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
PHMR5-B-R1K29.97 %277Short$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
LENR5-B-R1K29.95 %154Short$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
BIDUR4-L-NAS9.79 %82Long$140.58$143.942.39 %
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
AAPLR5-B-SP9.96 %81Short$145.67$144.081.09 %
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
AAPLR5-B-R1K29.96 %81Short$145.67$144.081.09 %
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
CIENR5-B-R1K29.97 %251Short$47.11$45.513.40 %
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
GILDR5-B-SP9.95 %190Short$62.56$61.921.02 %
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
LHR5-B-R1K29.59 %47Short$242.87$242.520.14 %
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
GOOGR5-B-SP8.04 %4Short$2,373.00$2,336.771.53 %
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
SBUXR5-B-SP9.91 %151Short$78.81$78.360.57 %
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
RMDR5-B-R1K29.94 %55Short$216.93$216.660.12 %
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
OIIR5-B-R1K29.99 %1107Short$10.93$10.008.51 %
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
RMDR5-B-R1K29.82 %54Short$213.74$210.021.74 %
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
PHMR5-B-R1K29.97 %287Short$40.78$39.104.12 %
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
ITR5-B-R1K29.76 %45Short$251.40$240.004.53 %
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
PGR5-B-SP9.87 %80Short$144.20$141.601.80 %
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
PGR5-B-R1K29.87 %80Short$144.20$141.601.80 %
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
LHR5-B-R1K29.77 %47Short$241.33$236.222.12 %
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
GILDR5-B-SP9.93 %183Short$62.81$62.310.80 %
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
TR5-B-SP9.99 %570Short$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
VZR5-B-SP9.94 %220Short$52.03$51.071.85 %
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
VZR5-B-R1K29.94 %220Short$52.03$51.071.85 %
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
WMBR5-B-R1K29.97 %381Long$30.31$31.243.07 %
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
EOGR4-L-R1K29.87 %96Long$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
EOGR5-B-R1K29.88 %93Long$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
SWNR4-L-R1K19.99 %1544Long$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
ABBVR5-B-SP9.87 %86Long$136.57$143.725.24 %
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
AMGNR9-L-NAS9.67 %49Long$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
PMR5-B-SP9.90 %118Long$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
PMR9-L-R1K59.90 %118Long$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
MATR7-L-NAS9.98 %506Long$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
CHKPR7-L-NAS9.84 %95Long$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
WDCR7-L-NAS9.94 %213Long$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
AMGNR7-L-NAS9.73 %40Long$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
AVTR4-L-R1K29.95 %268Long$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
MOSR9-L-R1K59.96 %225Long$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
CHRWR9-L-NAS9.86 %117Long$101.27$105.924.59 %
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
CFR9-L-R1K59.90 %133Long$89.00$92.463.89 %
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
VZR5-B-SP9.91 %232Short$51.62$50.651.88 %
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
VZR5-B-R1K29.91 %232Short$51.62$50.651.88 %
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
EMRR5-B-SP9.84 %111Short$89.41$88.810.67 %
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
CMIR5-B-R1K29.90 %48Short$212.00$207.722.02 %
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
APDR5-B-R1K29.61 %38Short$256.43$250.002.51 %
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
NSCR5-B-SP9.73 %40Short$245.32$241.741.46 %
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
AMZNR5-B-SP9.52 %4Short$2,445.12$122.6194.99 %
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
AMZNR5-B-R1K29.52 %4Short$2,445.12$122.6194.99 %
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
FDXR5-B-SP9.78 %44Short$225.00$221.001.78 %
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
VZR5-B-SP9.95 %203Short$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
VZR5-B-R1K29.95 %203Short$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
COSTR5-B-SP9.62 %21Short$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
JPMR5-B-SP9.84 %76Short$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
JPMR5-B-R1K29.84 %76Short$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
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailR4-L-NAS66.1 %10.1-2.6 %5.9 %4.8 %9.8 %23.5 %-0.410.1
100%ThumbnailR4-L-R1K162.9 %12.65.8 %3.9 %3.0 %9.9 %23.8 %1.512.6
100%ThumbnailR4-L-R1K260.4 %11.6-2.3 %6.7 %5.6 %9.9 %27.2 %-0.311.6
100%ThumbnailR5-B-R1K259.0 %21.0-0.3 %10.4 %8.2 %9.9 %46.0 %0.021.0
100%ThumbnailR5-B-SP61.1 %24.59.7 %6.0 %3.9 %9.9 %43.8 %1.624.5
100%ThumbnailR7-L-NAS63.9 %15.3-3.9 %9.7 %6.8 %9.8 %34.9 %-0.415.3
100%ThumbnailR9-L-NAS61.9 %13.0-6.6 %10.3 %6.0 %9.8 %19.7 %-0.613.0
100%ThumbnailR9-L-R1K559.4 %14.6-4.6 %8.5 %5.3 %9.9 %23.4 %-0.514.6
Lists Used
List NameDescriptionDynamic List
R1K1Russell 1000 sub-list #1No
R1K2Russell 1000 sub-list #2No
R1K5Russell 1000 sub-list #5No
NASNASDAQ 100No
SPS&P 100No
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic 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:
0
0%
Very Strong Trending Markets
RTM:
8
100%
Volatile, Trending Markets
Swing:
0
0%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets