Portfolio

Calculate Over:

Trading the Dips

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

Return:

+15%

ROAI:

+17%

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
60.8%
15.1%
17.2%
12.8%
1.2

How This Portfolio was Built:

Open Positions

Strategy	Symbol	L/S	QTY %	QTY	Entry Date	Entry Price	Current Price	Current P/L %	Funding Style
R4-L-R1K2	ADM	Long	9.94 %	143	8/3/2026 9:30:00 AM	$78.90	$80.15	1.58 %	Paper
R9-L-R1K5	CF	Long	9.87 %	96	8/6/2026 9:30:00 AM	$111.99	$117.05	4.52 %	Paper
R4-L-R1K1	CVS	Long	9.89 %	108	8/3/2026 9:30:00 AM	$105.36	$94.99	-9.84 %	Paper
R5-B-SP	CVS	Long	9.86 %	113	8/6/2026 9:30:00 AM	$100.98	$94.99	-5.93 %	Paper
R5-B-R1K2	EOG	Long	9.93 %	84	8/6/2026 9:30:00 AM	$136.55	$141.41	3.56 %	Paper
R4-L-R1K2	FRT	Long	9.90 %	91	8/3/2026 9:30:00 AM	$124.97	$118.89	-4.86 %	Paper
R9-L-R1K5	FTI	Long	9.95 %	163	7/31/2026 9:30:00 AM	$70.01	$76.67	9.51 %	Paper
R9-L-R1K5	GNW	Long	9.98 %	1170	8/6/2026 9:30:00 AM	$9.76	$9.99	2.36 %	Paper
R4-L-R1K2	PCG	Long	10.00 %	655	8/5/2026 9:30:00 AM	$17.36	$17.46	0.58 %	Paper
R5-B-SP	SPG	Long	9.70 %	49	8/6/2026 9:30:00 AM	$226.61	$221.47	-2.27 %	Paper

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

8/13/2025 - 8/13/2026
60.8%
15.1%
17.2%
12.8%
9.1%

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

1.2
50.2
9.8%
87.5%
$115,052

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
PM	R9-L-R1K5	9.81 %	60	Long	$188.31	$191.15	1.51 %	8/5/2026 9:30:00 AM 8/05/26 9:30:00	8/6/2026 9:30:00 AM 8/06/26 9:30:00	Paper
AAPL	R4-L-R1K2	9.61 %	36	Long	$302.73	$314.34	3.84 %	8/4/2026 9:30:00 AM 8/04/26 9:30:00	8/6/2026 9:30:00 AM 8/06/26 9:30:00	Paper
AAPL	R9-L-NAS	9.61 %	36	Long	$302.73	$314.34	3.84 %	8/4/2026 9:30:00 AM 8/04/26 9:30:00	8/6/2026 9:30:00 AM 8/06/26 9:30:00	Paper
H	R9-L-R1K5	9.92 %	65	Long	$170.81	$178.50	4.50 %	8/3/2026 9:30:00 AM 8/03/26 9:30:00	8/6/2026 9:30:00 AM 8/06/26 9:30:00	Paper
SLGN	R4-L-R1K1	9.99 %	285	Long	$40.63	$42.38	4.31 %	8/3/2026 9:30:00 AM 8/03/26 9:30:00	8/5/2026 9:30:00 AM 8/05/26 9:30:00	Paper
AEP	R5-B-SP	9.86 %	88	Long	$128.10	$128.89	0.62 %	8/3/2026 9:30:00 AM 8/03/26 9:30:00	8/5/2026 9:30:00 AM 8/05/26 9:30:00	Paper
ACN	R5-B-SP	9.85 %	68	Short	$165.00	$172.25	-4.39 %	7/29/2026 9:30:00 AM 7/29/26 9:30:00	8/5/2026 9:30:00 AM 8/05/26 9:30:00	Paper
USB	R4-L-R1K2	9.94 %	180	Long	$63.36	$63.53	0.27 %	8/3/2026 9:30:00 AM 8/03/26 9:30:00	8/4/2026 9:30:00 AM 8/04/26 9:30:00	Paper
ADI	R9-L-NAS	9.77 %	31	Long	$364.85	$363.00	-0.51 %	7/30/2026 9:30:00 AM 7/30/26 9:30:00	8/3/2026 9:30:00 AM 8/03/26 9:30:00	Paper
AKAM	R9-L-NAS	9.87 %	101	Long	$111.75	$115.00	2.91 %	7/28/2026 9:30:00 AM 7/28/26 9:30:00	8/3/2026 9:30:00 AM 8/03/26 9:30:00	Paper
AKAM	R9-L-R1K5	9.87 %	101	Long	$111.75	$115.00	2.91 %	7/28/2026 9:30:00 AM 7/28/26 9:30:00	8/3/2026 9:30:00 AM 8/03/26 9:30:00	Paper
ADI	R7-L-NAS	9.77 %	31	Long	$364.85	$374.16	2.55 %	7/30/2026 9:30:00 AM 7/30/26 9:30:00	7/31/2026 9:30:00 AM 7/31/26 9:30:00	Paper
AKAM	R7-L-NAS	9.93 %	101	Long	$111.70	$115.49	3.39 %	7/29/2026 9:30:00 AM 7/29/26 9:30:00	7/31/2026 9:30:00 AM 7/31/26 9:30:00	Paper
CHRW	R7-L-NAS	9.82 %	65	Long	$171.71	$145.00	-15.56 %	7/28/2026 9:30:00 AM 7/28/26 9:30:00	7/31/2026 9:30:00 AM 7/31/26 9:30:00	Paper
CHRW	R9-L-NAS	9.82 %	65	Long	$171.71	$145.00	-15.56 %	7/28/2026 9:30:00 AM 7/28/26 9:30:00	7/31/2026 9:30:00 AM 7/31/26 9:30:00	Paper
APD	R5-B-R1K2	9.89 %	39	Long	$293.11	$299.57	2.20 %	7/28/2026 9:30:00 AM 7/28/26 9:30:00	7/31/2026 9:30:00 AM 7/31/26 9:30:00	Paper
GLW	R5-B-R1K2	9.93 %	77	Long	$145.75	$143.79	-1.35 %	7/27/2026 9:30:00 AM 7/27/26 9:30:00	7/31/2026 9:30:00 AM 7/31/26 9:30:00	Paper
ABT	R5-B-SP	9.91 %	108	Short	$100.52	$106.01	-5.46 %	7/21/2026 9:30:00 AM 7/21/26 9:30:00	7/30/2026 9:30:00 AM 7/30/26 9:30:00	Paper
ABT	R5-B-R1K2	9.91 %	108	Short	$100.52	$106.01	-5.46 %	7/21/2026 9:30:00 AM 7/21/26 9:30:00	7/30/2026 9:30:00 AM 7/30/26 9:30:00	Paper
CNX	R5-B-R1K2	9.99 %	327	Short	$34.60	$34.65	-0.14 %	7/24/2026 9:30:00 AM 7/24/26 9:30:00	7/29/2026 9:30:00 AM 7/29/26 9:30:00	Paper
EW	R9-L-R1K5	9.91 %	125	Long	$87.89	$84.79	-3.53 %	7/16/2026 9:30:00 AM 7/16/26 9:30:00	7/29/2026 9:30:00 AM 7/29/26 9:30:00	Paper
GOOG	R9-L-NAS	9.82 %	35	Long	$324.74	$327.80	0.94 %	7/27/2026 9:30:00 AM 7/27/26 9:30:00	7/28/2026 9:30:00 AM 7/28/26 9:30:00	Paper
GOOG	R9-L-R1K5	9.82 %	35	Long	$324.74	$327.80	0.94 %	7/27/2026 9:30:00 AM 7/27/26 9:30:00	7/28/2026 9:30:00 AM 7/28/26 9:30:00	Paper
EXPE	R4-L-NAS	9.83 %	43	Long	$265.01	$282.43	6.57 %	7/27/2026 9:30:00 AM 7/27/26 9:30:00	7/28/2026 9:30:00 AM 7/28/26 9:30:00	Paper
DLTR	R7-L-NAS	9.80 %	94	Long	$118.27	$127.19	7.54 %	7/24/2026 9:30:00 AM 7/24/26 9:30:00	7/28/2026 9:30:00 AM 7/28/26 9:30:00	Paper
DLTR	R9-L-NAS	9.80 %	94	Long	$118.27	$127.19	7.54 %	7/24/2026 9:30:00 AM 7/24/26 9:30:00	7/28/2026 9:30:00 AM 7/28/26 9:30:00	Paper
ADP	R7-L-NAS	9.90 %	46	Long	$244.56	$251.18	2.71 %	7/24/2026 9:30:00 AM 7/24/26 9:30:00	7/27/2026 9:30:00 AM 7/27/26 9:30:00	Paper
SYY	R4-L-R1K2	9.90 %	135	Long	$80.15	$83.19	3.79 %	7/23/2026 9:30:00 AM 7/23/26 9:30:00	7/27/2026 9:30:00 AM 7/27/26 9:30:00	Paper
PFG	R9-L-R1K5	9.95 %	103	Long	$107.15	$110.11	2.76 %	7/23/2026 9:30:00 AM 7/23/26 9:30:00	7/27/2026 9:30:00 AM 7/27/26 9:30:00	Paper
TDC	R9-L-R1K5	9.98 %	351	Long	$31.64	$29.16	-7.84 %	7/16/2026 9:30:00 AM 7/16/26 9:30:00	7/27/2026 9:30:00 AM 7/27/26 9:30:00	Paper
CRL	R9-L-R1K5	9.76 %	50	Long	$218.19	$230.23	5.52 %	7/22/2026 9:30:00 AM 7/22/26 9:30:00	7/24/2026 9:30:00 AM 7/24/26 9:30:00	Paper
WAT	R4-L-R1K1	9.81 %	30	Long	$367.55	$378.94	3.10 %	7/22/2026 9:30:00 AM 7/22/26 9:30:00	7/23/2026 9:30:00 AM 7/23/26 9:30:00	Paper
SLB	R5-B-SP	9.95 %	240	Long	$47.15	$48.05	1.91 %	7/22/2026 9:30:00 AM 7/22/26 9:30:00	7/23/2026 9:30:00 AM 7/23/26 9:30:00	Paper
FAST	R4-L-NAS	9.97 %	237	Long	$46.90	$45.18	-3.67 %	7/17/2026 9:30:00 AM 7/17/26 9:30:00	7/23/2026 9:30:00 AM 7/23/26 9:30:00	Paper
C	R5-B-SP	9.90 %	85	Long	$129.56	$132.72	2.44 %	7/20/2026 9:30:00 AM 7/20/26 9:30:00	7/22/2026 9:30:00 AM 7/22/26 9:30:00	Paper
C	R5-B-R1K2	9.90 %	85	Long	$129.56	$132.72	2.44 %	7/20/2026 9:30:00 AM 7/20/26 9:30:00	7/22/2026 9:30:00 AM 7/22/26 9:30:00	Paper
QCOM	R7-L-NAS	9.85 %	64	Long	$166.64	$170.71	2.44 %	7/17/2026 9:30:00 AM 7/17/26 9:30:00	7/22/2026 9:30:00 AM 7/22/26 9:30:00	Paper
C	R4-L-R1K2	9.86 %	83	Long	$129.44	$132.72	2.53 %	7/17/2026 9:30:00 AM 7/17/26 9:30:00	7/22/2026 9:30:00 AM 7/22/26 9:30:00	Paper
GOLD	R7-L-NAS	9.95 %	271	Long	$38.84	$40.59	4.52 %	7/14/2026 9:30:00 AM 7/14/26 9:30:00	7/22/2026 9:30:00 AM 7/22/26 9:30:00	Paper
EBAY	R7-L-NAS	9.90 %	99	Long	$110.73	$113.31	2.33 %	7/17/2026 9:30:00 AM 7/17/26 9:30:00	7/21/2026 9:30:00 AM 7/21/26 9:30:00	Paper
AKAM	R7-L-NAS	9.96 %	93	Long	$116.75	$123.78	6.02 %	7/17/2026 9:30:00 AM 7/17/26 9:30:00	7/21/2026 9:30:00 AM 7/21/26 9:30:00	Paper
THG	R4-L-R1K2	9.89 %	53	Long	$207.90	$213.17	2.53 %	7/17/2026 9:30:00 AM 7/17/26 9:30:00	7/20/2026 9:30:00 AM 7/20/26 9:30:00	Paper
ALL	R4-L-R1K2	9.81 %	45	Long	$245.54	$248.87	1.36 %	7/17/2026 9:30:00 AM 7/17/26 9:30:00	7/20/2026 9:30:00 AM 7/20/26 9:30:00	Paper
VRTX	R4-L-NAS	9.53 %	22	Long	$480.00	$483.51	0.73 %	7/16/2026 9:30:00 AM 7/16/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
MD	R9-L-R1K5	9.97 %	445	Long	$24.08	$26.10	8.39 %	7/15/2026 9:30:00 AM 7/15/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
AMGN	R7-L-NAS	9.91 %	30	Long	$354.66	$373.97	5.44 %	7/15/2026 9:30:00 AM 7/15/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
AMGN	R9-L-NAS	9.91 %	30	Long	$354.66	$373.97	5.44 %	7/15/2026 9:30:00 AM 7/15/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
ARE	R4-L-R1K1	9.97 %	226	Long	$48.80	$50.14	2.75 %	7/10/2026 9:30:00 AM 7/10/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
DAL	R9-L-R1K5	9.88 %	120	Long	$86.79	$84.78	-2.32 %	7/8/2026 9:30:00 AM 7/08/26 9:30:00	7/17/2026 9:30:00 AM 7/17/26 9:30:00	Paper
HRL	R4-L-R1K1	9.97 %	433	Long	$24.44	$25.35	3.72 %	7/14/2026 9:30:00 AM 7/14/26 9:30:00	7/16/2026 9:30:00 AM 7/16/26 9:30:00	Paper
BBBY	R4-L-NAS	10.00 %	1931	Long	$5.55	$5.26	-5.23 %	7/8/2026 9:30:00 AM 7/08/26 9:30:00	7/16/2026 9:30:00 AM 7/16/26 9:30:00	Paper
BBBY	R4-L-R1K1	10.00 %	1931	Long	$5.55	$5.26	-5.23 %	7/8/2026 9:30:00 AM 7/08/26 9:30:00	7/16/2026 9:30:00 AM 7/16/26 9:30:00	Paper
RYN	R4-L-R1K1	9.98 %	504	Long	$21.48	$21.75	1.26 %	7/14/2026 9:30:00 AM 7/14/26 9:30:00	7/15/2026 9:30:00 AM 7/15/26 9:30:00	Paper
FAST	R7-L-NAS	9.96 %	230	Long	$46.57	$45.86	-1.54 %	7/14/2026 9:30:00 AM 7/14/26 9:30:00	7/15/2026 9:30:00 AM 7/15/26 9:30:00	Paper
BIIB	R7-L-NAS	9.83 %	53	Long	$200.34	$191.21	-4.55 %	7/14/2026 9:30:00 AM 7/14/26 9:30:00	7/15/2026 9:30:00 AM 7/15/26 9:30:00	Paper
BDN	R4-L-R1K2	9.99 %	3593	Long	$3.09	$3.14	1.62 %	7/10/2026 9:30:00 AM 7/10/26 9:30:00	7/15/2026 9:30:00 AM 7/15/26 9:30:00	Paper
IEX	R4-L-R1K2	9.79 %	49	Long	$220.50	$224.00	1.59 %	7/10/2026 9:30:00 AM 7/10/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
GE	R4-L-R1K1	9.46 %	29	Long	$356.81	$355.01	-0.50 %	7/10/2026 9:30:00 AM 7/10/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
FOSL	R7-L-NAS	10.00 %	2695	Long	$4.05	$4.15	2.47 %	7/10/2026 9:30:00 AM 7/10/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
DRI	R4-L-R1K2	9.73 %	53	Long	$201.52	$197.88	-1.81 %	7/10/2026 9:30:00 AM 7/10/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
CAM	R4-L-R1K1	9.97 %	438	Long	$25.04	$25.04	0.00 %	7/10/2026 9:30:00 AM 7/10/26 9:30:00	7/14/2026 9:30:00 AM 7/14/26 9:30:00	Paper
LSTR	R4-L-R1K1	9.86 %	52	Long	$204.51	$208.48	1.94 %	7/8/2026 9:30:00 AM 7/08/26 9:30:00	7/10/2026 9:30:00 AM 7/10/26 9:30:00	Paper
CMP	R9-L-R1K5	9.98 %	372	Long	$28.42	$29.25	2.92 %	7/8/2026 9:30:00 AM 7/08/26 9:30:00	7/10/2026 9:30:00 AM 7/10/26 9:30:00	Paper
GLW	R5-B-R1K2	9.93 %	55	Long	$187.03	$189.54	1.34 %	7/7/2026 9:30:00 AM 7/07/26 9:30:00	7/10/2026 9:30:00 AM 7/10/26 9:30:00	Paper
EFX	R5-B-R1K2	9.88 %	62	Short	$175.81	$169.13	3.80 %	7/7/2026 9:30:00 AM 7/07/26 9:30:00	7/10/2026 9:30:00 AM 7/10/26 9:30:00	Paper
CSCO	R4-L-NAS	9.82 %	93	Long	$112.79	$117.63	4.29 %	7/7/2026 9:30:00 AM 7/07/26 9:30:00	7/10/2026 9:30:00 AM 7/10/26 9:30:00	Paper
AVT	R4-L-R1K2	9.93 %	130	Long	$80.86	$85.83	6.15 %	7/7/2026 9:30:00 AM 7/07/26 9:30:00	7/10/2026 9:30:00 AM 7/10/26 9:30:00	Paper
ARW	R5-B-R1K2	9.80 %	50	Long	$213.00	$204.20	-4.13 %	7/1/2026 9:30:00 AM 7/01/26 9:30:00	7/10/2026 9:30:00 AM 7/10/26 9:30:00	Paper
EQIX	R9-L-NAS	8.62 %	9	Long	$1,012.11	$1,007.77	-0.43 %	7/6/2026 9:30:00 AM 7/06/26 9:30:00	7/8/2026 9:30:00 AM 7/08/26 9:30:00	Paper
EQIX	R9-L-R1K5	8.62 %	9	Long	$1,012.11	$1,007.77	-0.43 %	7/6/2026 9:30:00 AM 7/06/26 9:30:00	7/8/2026 9:30:00 AM 7/08/26 9:30:00	Paper
QCOM	R4-L-NAS	9.85 %	58	Long	$183.59	$180.52	-1.67 %	7/1/2026 9:30:00 AM 7/01/26 9:30:00	7/8/2026 9:30:00 AM 7/08/26 9:30:00	Paper
QCOM	R4-L-R1K1	9.85 %	58	Long	$183.59	$180.52	-1.67 %	7/1/2026 9:30:00 AM 7/01/26 9:30:00	7/8/2026 9:30:00 AM 7/08/26 9:30:00	Paper
EQIX	R7-L-NAS	9.10 %	9	Long	$1,067.73	$1,007.77	-5.62 %	6/30/2026 9:30:00 AM 6/30/26 9:30:00	7/8/2026 9:30:00 AM 7/08/26 9:30:00	Paper
QCOM	R5-B-SP	9.77 %	58	Long	$182.17	$179.00	-1.74 %	7/2/2026 9:30:00 AM 7/02/26 9:30:00	7/7/2026 9:30:00 AM 7/07/26 9:30:00	Paper
F	R5-B-SP	9.99 %	791	Long	$13.82	$13.75	-0.51 %	7/2/2026 9:30:00 AM 7/02/26 9:30:00	7/7/2026 9:30:00 AM 7/07/26 9:30:00	Paper
C	R4-L-R1K2	9.87 %	76	Long	$141.88	$144.06	1.54 %	7/2/2026 9:30:00 AM 7/02/26 9:30:00	7/7/2026 9:30:00 AM 7/07/26 9:30:00	Paper
COP	R5-B-SP	9.94 %	101	Long	$105.88	$104.70	-1.11 %	6/29/2026 9:30:00 AM 6/29/26 9:30:00	7/7/2026 9:30:00 AM 7/07/26 9:30:00	Paper
IP	R5-B-R1K2	9.96 %	302	Short	$36.52	$38.38	-5.09 %	6/16/2026 9:30:00 AM 6/16/26 9:30:00	7/2/2026 9:30:00 AM 7/02/26 9:30:00	Paper
ADI	R4-L-NAS	9.49 %	26	Long	$392.92	$390.89	-0.52 %	6/30/2026 9:30:00 AM 6/30/26 9:30:00	7/1/2026 9:30:00 AM 7/01/26 9:30:00	Paper
ADI	R4-L-R1K1	9.49 %	26	Long	$392.92	$390.89	-0.52 %	6/30/2026 9:30:00 AM 6/30/26 9:30:00	7/1/2026 9:30:00 AM 7/01/26 9:30:00	Paper
AVGO	R7-L-NAS	9.83 %	29	Long	$373.62	$371.87	-0.47 %	6/29/2026 9:30:00 AM 6/29/26 9:30:00	7/1/2026 9:30:00 AM 7/01/26 9:30:00	Paper
AAPL	R7-L-NAS	9.90 %	38	Long	$275.00	$293.44	6.71 %	6/26/2026 9:30:00 AM 6/26/26 9:30:00	7/1/2026 9:30:00 AM 7/01/26 9:30:00	Paper
AAPL	R5-B-SP	9.90 %	38	Long	$275.00	$293.44	6.71 %	6/26/2026 9:30:00 AM 6/26/26 9:30:00	7/1/2026 9:30:00 AM 7/01/26 9:30:00	Paper
AAPL	R5-B-R1K2	9.90 %	38	Long	$275.00	$293.44	6.71 %	6/26/2026 9:30:00 AM 6/26/26 9:30:00	7/1/2026 9:30:00 AM 7/01/26 9:30:00	Paper
AKAM	R7-L-NAS	9.89 %	89	Long	$119.70	$117.26	-2.04 %	6/23/2026 9:30:00 AM 6/23/26 9:30:00	7/1/2026 9:30:00 AM 7/01/26 9:30:00	Paper
AAPL	R9-L-NAS	9.90 %	38	Long	$275.00	$281.17	2.24 %	6/26/2026 9:30:00 AM 6/26/26 9:30:00	6/30/2026 9:30:00 AM 6/30/26 9:30:00	Paper
AKAM	R4-L-NAS	9.93 %	90	Long	$119.25	$114.54	-3.95 %	6/24/2026 9:30:00 AM 6/24/26 9:30:00	6/30/2026 9:30:00 AM 6/30/26 9:30:00	Paper
AKAM	R9-L-R1K5	9.95 %	87	Long	$124.90	$114.54	-8.29 %	6/22/2026 9:30:00 AM 6/22/26 9:30:00	6/30/2026 9:30:00 AM 6/30/26 9:30:00	Paper
BDN	R4-L-R1K2	10.00 %	3437	Long	$3.20	$3.25	1.56 %	6/24/2026 9:30:00 AM 6/24/26 9:30:00	6/29/2026 9:30:00 AM 6/29/26 9:30:00	Paper
GOLD	R7-L-NAS	9.96 %	259	Long	$41.25	$41.76	1.24 %	6/23/2026 9:30:00 AM 6/23/26 9:30:00	6/29/2026 9:30:00 AM 6/29/26 9:30:00	Paper
ADM	R5-B-R1K2	9.96 %	141	Long	$77.50	$76.44	-1.37 %	6/17/2026 9:30:00 AM 6/17/26 9:30:00	6/26/2026 9:30:00 AM 6/26/26 9:30:00	Paper
COF	R5-B-R1K2	9.81 %	54	Short	$201.68	$201.68	0.00 %	6/17/2026 9:30:00 AM 6/17/26 9:30:00	6/25/2026 9:30:00 AM 6/25/26 9:30:00	Paper
ADP	R4-L-NAS	9.85 %	49	Long	$220.16	$219.48	-0.31 %	6/17/2026 9:30:00 AM 6/17/26 9:30:00	6/25/2026 9:30:00 AM 6/25/26 9:30:00	Paper
VRSN	R4-L-R1K1	9.63 %	37	Long	$279.21	$248.49	-11.00 %	6/15/2026 9:30:00 AM 6/15/26 9:30:00	6/25/2026 9:30:00 AM 6/25/26 9:30:00	Paper
FRT	R4-L-R1K2	9.97 %	89	Long	$122.37	$123.68	1.07 %	6/23/2026 9:30:00 AM 6/23/26 9:30:00	6/24/2026 9:30:00 AM 6/24/26 9:30:00	Paper
ADM	R4-L-R1K2	9.96 %	141	Long	$77.50	$75.98	-1.97 %	6/17/2026 9:30:00 AM 6/17/26 9:30:00	6/24/2026 9:30:00 AM 6/24/26 9:30:00	Paper
CSCO	R5-B-SP	9.96 %	93	Long	$118.60	$118.54	-0.05 %	6/18/2026 9:30:00 AM 6/18/26 9:30:00	6/23/2026 9:30:00 AM 6/23/26 9:30:00	Paper
NTAP	R4-L-NAS	9.83 %	67	Long	$162.07	$154.56	-4.63 %	6/16/2026 9:30:00 AM 6/16/26 9:30:00	6/23/2026 9:30:00 AM 6/23/26 9:30:00	Paper
NTAP	R4-L-R1K2	9.83 %	67	Long	$162.07	$154.56	-4.63 %	6/16/2026 9:30:00 AM 6/16/26 9:30:00	6/23/2026 9:30:00 AM 6/23/26 9:30:00	Paper
LOW	R5-B-SP	9.85 %	48	Short	$225.00	$217.50	3.33 %	6/15/2026 9:30:00 AM 6/15/26 9:30:00	6/22/2026 9:30:00 AM 6/22/26 9:30:00	Paper

Strategies Used

Allocation	Strategy	% Wins	TPM	CAR	MDD	Avg MDD	% Trade	Avg % Inv	Calmar	Days
100%	R4-L-NAS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-L-R1K1	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R4-L-R1K2	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-B-R1K2	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R5-B-SP	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R7-L-NAS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-L-NAS	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
100%	R9-L-R1K5	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a

Lists Used

List Name	Description	Dynamic List
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: 12.8%

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: 50.2

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