Portfolio

Calculate Over:

Trading the Dips

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

Return:

+15%

ROAI:

+18%

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
63.8%
15.1%
18.2%
9.0%
1.7

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	BMY	Long	9.93 %	200	4/8/2026 9:30:00 AM	$58.01	$58.62	1.05 %	Paper
R4-L-R1K2	CVX	Long	9.71 %	56	4/8/2026 9:30:00 AM	$191.41	$188.55	-1.49 %	Paper
R5-B-R1K2	UNH	Short	9.74 %	40	4/7/2026 9:30:00 AM	$308.85	$304.33	1.46 %	Paper
R5-B-SP	UNH	Short	9.74 %	40	4/7/2026 9:30:00 AM	$308.85	$304.33	1.46 %	Paper
R5-B-R1K2	VZ	Long	9.99 %	243	4/9/2026 9:30:00 AM	$47.81	$46.04	-3.70 %	Paper
R5-B-SP	VZ	Long	9.99 %	243	4/9/2026 9:30:00 AM	$47.81	$46.04	-3.70 %	Paper

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

4/10/2025 - 4/10/2026
63.8%
15.1%
18.2%
9.0%
7.6%

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

1.7
48.1
9.8%
83.1%
$115,087

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
AMGN	R5-B-SP	9.66 %	33	Long	$345.61	$347.46	0.54 %	4/8/2026 9:30:00 AM 4/08/26 9:30:00	4/9/2026 9:30:00 AM 4/09/26 9:30:00	Paper
AMGN	R9-L-NAS	9.66 %	33	Long	$345.61	$347.46	0.54 %	4/8/2026 9:30:00 AM 4/08/26 9:30:00	4/9/2026 9:30:00 AM 4/09/26 9:30:00	Paper
BIIB	R9-L-NAS	9.85 %	66	Long	$172.20	$177.81	3.26 %	4/7/2026 9:30:00 AM 4/07/26 9:30:00	4/9/2026 9:30:00 AM 4/09/26 9:30:00	Paper
BIIB	R4-L-NAS	9.81 %	62	Long	$181.46	$177.81	-2.01 %	4/2/2026 9:30:00 AM 4/02/26 9:30:00	4/9/2026 9:30:00 AM 4/09/26 9:30:00	Paper
RRC	R4-L-R1K2	9.94 %	263	Long	$44.11	$41.88	-5.06 %	4/7/2026 9:30:00 AM 4/07/26 9:30:00	4/8/2026 9:30:00 AM 4/08/26 9:30:00	Paper
SD	R9-L-R1K5	9.98 %	765	Long	$15.67	$15.58	-0.57 %	4/2/2026 9:30:00 AM 4/02/26 9:30:00	4/7/2026 9:30:00 AM 4/07/26 9:30:00	Paper
CME	R9-L-R1K5	9.95 %	40	Long	$297.55	$308.23	3.59 %	3/26/2026 9:30:00 AM 3/26/26 9:30:00	4/7/2026 9:30:00 AM 4/07/26 9:30:00	Paper
CNX	R4-L-R1K2	9.98 %	289	Long	$40.28	$39.93	-0.87 %	3/25/2026 9:30:00 AM 3/25/26 9:30:00	4/7/2026 9:30:00 AM 4/07/26 9:30:00	Paper
GRMN	R4-L-NAS	9.90 %	49	Long	$232.32	$233.71	0.60 %	4/1/2026 9:30:00 AM 4/01/26 9:30:00	4/2/2026 9:30:00 AM 4/02/26 9:30:00	Paper
GOLD	R9-L-NAS	9.95 %	284	Long	$39.62	$39.55	-0.18 %	3/30/2026 9:30:00 AM 3/30/26 9:30:00	4/2/2026 9:30:00 AM 4/02/26 9:30:00	Paper
SBUX	R4-L-NAS	9.89 %	126	Long	$92.31	$90.25	-2.23 %	3/26/2026 9:30:00 AM 3/26/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
SBUX	R4-L-R1K1	9.89 %	126	Long	$92.31	$90.25	-2.23 %	3/26/2026 9:30:00 AM 3/26/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
GOOG	R9-L-NAS	9.81 %	40	Long	$286.19	$289.98	1.32 %	3/26/2026 9:30:00 AM 3/26/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
GOOG	R9-L-R1K5	9.81 %	40	Long	$286.19	$289.98	1.32 %	3/26/2026 9:30:00 AM 3/26/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
GOOG	R7-L-NAS	9.62 %	39	Long	$292.15	$289.98	-0.74 %	3/25/2026 9:30:00 AM 3/25/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
SBUX	R7-L-NAS	9.86 %	126	Long	$92.15	$90.25	-2.06 %	3/19/2026 9:30:00 AM 3/19/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
CTAS	R4-L-R1K1	9.83 %	58	Long	$198.04	$167.80	-15.27 %	3/12/2026 9:30:00 AM 3/12/26 9:30:00	4/1/2026 9:30:00 AM 4/01/26 9:30:00	Paper
SBUX	R9-L-NAS	9.86 %	126	Long	$92.15	$86.40	-6.24 %	3/19/2026 9:30:00 AM 3/19/26 9:30:00	3/30/2026 9:30:00 AM 3/30/26 9:30:00	Paper
ED	R4-L-R1K2	9.91 %	107	Long	$108.99	$110.23	1.14 %	3/24/2026 9:30:00 AM 3/24/26 9:30:00	3/26/2026 9:30:00 AM 3/26/26 9:30:00	Paper
LLY	R5-B-SP	8.53 %	11	Long	$914.00	$912.38	-0.18 %	3/19/2026 9:30:00 AM 3/19/26 9:30:00	3/26/2026 9:30:00 AM 3/26/26 9:30:00	Paper
AMGN	R7-L-NAS	9.79 %	33	Long	$353.30	$350.33	-0.84 %	3/19/2026 9:30:00 AM 3/19/26 9:30:00	3/26/2026 9:30:00 AM 3/26/26 9:30:00	Paper
AMGN	R5-B-SP	9.79 %	33	Long	$353.30	$350.33	-0.84 %	3/19/2026 9:30:00 AM 3/19/26 9:30:00	3/26/2026 9:30:00 AM 3/26/26 9:30:00	Paper
AMGN	R9-L-NAS	9.79 %	33	Long	$353.30	$350.33	-0.84 %	3/19/2026 9:30:00 AM 3/19/26 9:30:00	3/26/2026 9:30:00 AM 3/26/26 9:30:00	Paper
ETR	R4-L-R1K2	9.89 %	115	Long	$100.82	$103.37	2.53 %	3/24/2026 9:30:00 AM 3/24/26 9:30:00	3/25/2026 9:30:00 AM 3/25/26 9:30:00	Paper
SYY	R5-B-R1K2	9.96 %	143	Long	$82.46	$82.80	0.41 %	3/19/2026 9:30:00 AM 3/19/26 9:30:00	3/25/2026 9:30:00 AM 3/25/26 9:30:00	Paper
PCAR	R7-L-NAS	9.89 %	98	Long	$117.33	$113.11	-3.60 %	3/12/2026 9:30:00 AM 3/12/26 9:30:00	3/24/2026 9:30:00 AM 3/24/26 9:30:00	Paper
FULT	R4-L-R1K2	9.97 %	583	Long	$19.95	$19.73	-1.10 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/24/2026 9:30:00 AM 3/24/26 9:30:00	Paper
OII	R4-L-R1K2	9.95 %	353	Long	$34.08	$33.25	-2.44 %	3/17/2026 9:30:00 AM 3/17/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
HOLX	R4-L-R1K1	9.94 %	158	Long	$75.24	$75.15	-0.11 %	3/17/2026 9:30:00 AM 3/17/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
CHRW	R7-L-NAS	9.84 %	69	Long	$172.10	$169.29	-1.63 %	3/17/2026 9:30:00 AM 3/17/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
BIIB	R4-L-NAS	9.82 %	64	Long	$184.73	$182.18	-1.38 %	3/17/2026 9:30:00 AM 3/17/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
AME	R4-L-R1K2	9.69 %	54	Long	$215.64	$210.62	-2.33 %	3/17/2026 9:30:00 AM 3/17/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
ALV	R4-L-R1K1	9.88 %	96	Long	$122.71	$100.50	-18.10 %	2/23/2026 9:30:00 AM 2/23/26 9:30:00	3/19/2026 9:30:00 AM 3/19/26 9:30:00	Paper
CA	R7-L-NAS	9.98 %	473	Long	$24.87	$24.98	0.44 %	3/13/2026 9:30:00 AM 3/13/26 9:30:00	3/18/2026 9:30:00 AM 3/18/26 9:30:00	Paper
ADI	R4-L-R1K1	9.78 %	38	Long	$311.67	$312.20	0.17 %	3/16/2026 9:30:00 AM 3/16/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
ADI	R9-L-NAS	9.78 %	38	Long	$311.67	$312.20	0.17 %	3/16/2026 9:30:00 AM 3/16/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
CL	R5-B-SP	9.90 %	133	Long	$89.09	$90.65	1.75 %	3/13/2026 9:30:00 AM 3/13/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
IP	R4-L-R1K2	9.97 %	279	Long	$44.04	$38.14	-13.40 %	2/25/2026 9:30:00 AM 2/25/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
BA	R4-L-R1K2	9.67 %	51	Long	$234.10	$214.68	-8.30 %	2/25/2026 9:30:00 AM 2/25/26 9:30:00	3/17/2026 9:30:00 AM 3/17/26 9:30:00	Paper
EXPD	R7-L-NAS	9.79 %	81	Long	$141.32	$143.50	1.54 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/16/2026 9:30:00 AM 3/16/26 9:30:00	Paper
ETR	R4-L-R1K2	9.94 %	111	Long	$104.96	$106.71	1.67 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/16/2026 9:30:00 AM 3/16/26 9:30:00	Paper
EXPD	R9-L-NAS	9.99 %	83	Long	$139.36	$143.07	2.66 %	3/12/2026 9:30:00 AM 3/12/26 9:30:00	3/13/2026 9:30:00 AM 3/13/26 9:30:00	Paper
CME	R9-L-R1K5	9.59 %	37	Long	$308.24	$312.08	1.25 %	3/12/2026 9:30:00 AM 3/12/26 9:30:00	3/13/2026 9:30:00 AM 3/13/26 9:30:00	Paper
FRT	R4-L-R1K2	9.86 %	108	Long	$106.15	$106.33	0.17 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/12/2026 9:30:00 AM 3/12/26 9:30:00	Paper
FOSL	R4-L-NAS	10.00 %	2902	Long	$4.05	$4.62	14.07 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/12/2026 9:30:00 AM 3/12/26 9:30:00	Paper
FOSL	R4-L-R1K2	10.00 %	2902	Long	$4.05	$4.62	14.07 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/12/2026 9:30:00 AM 3/12/26 9:30:00	Paper
EQIX	R4-L-NAS	8.99 %	11	Long	$956.46	$961.19	0.49 %	3/11/2026 9:30:00 AM 3/11/26 9:30:00	3/12/2026 9:30:00 AM 3/12/26 9:30:00	Paper
AAPL	R9-L-NAS	9.89 %	45	Long	$258.63	$261.09	0.95 %	3/6/2026 9:30:00 AM 3/06/26 9:30:00	3/11/2026 9:30:00 AM 3/11/26 9:30:00	Paper
ADI	R4-L-NAS	9.67 %	34	Long	$336.75	$319.29	-5.18 %	3/5/2026 9:30:00 AM 3/05/26 9:30:00	3/11/2026 9:30:00 AM 3/11/26 9:30:00	Paper
ADI	R4-L-R1K1	9.67 %	34	Long	$336.75	$319.29	-5.18 %	3/5/2026 9:30:00 AM 3/05/26 9:30:00	3/11/2026 9:30:00 AM 3/11/26 9:30:00	Paper
AAPL	R7-L-NAS	9.84 %	45	Long	$260.79	$261.09	0.12 %	3/5/2026 9:30:00 AM 3/05/26 9:30:00	3/11/2026 9:30:00 AM 3/11/26 9:30:00	Paper
DLTR	R7-L-NAS	9.86 %	100	Long	$117.59	$116.09	-1.28 %	3/3/2026 9:30:00 AM 3/03/26 9:30:00	3/11/2026 9:30:00 AM 3/11/26 9:30:00	Paper
DLTR	R5-B-R1K2	9.86 %	100	Long	$117.59	$116.09	-1.28 %	3/3/2026 9:30:00 AM 3/03/26 9:30:00	3/11/2026 9:30:00 AM 3/11/26 9:30:00	Paper
DLTR	R9-L-NAS	9.86 %	100	Long	$117.59	$116.09	-1.28 %	3/3/2026 9:30:00 AM 3/03/26 9:30:00	3/11/2026 9:30:00 AM 3/11/26 9:30:00	Paper
APD	R5-B-R1K2	9.82 %	43	Long	$273.90	$276.27	0.87 %	3/2/2026 9:30:00 AM 3/02/26 9:30:00	3/6/2026 9:30:00 AM 3/06/26 9:30:00	Paper
ABT	R5-B-SP	9.92 %	106	Short	$115.32	$111.95	2.92 %	2/26/2026 9:30:00 AM 2/26/26 9:30:00	3/5/2026 9:30:00 AM 3/05/26 9:30:00	Paper
ABT	R5-B-R1K2	9.92 %	106	Short	$115.32	$111.95	2.92 %	2/26/2026 9:30:00 AM 2/26/26 9:30:00	3/5/2026 9:30:00 AM 3/05/26 9:30:00	Paper
BIDU	R9-L-NAS	9.80 %	87	Long	$132.00	$117.40	-11.06 %	2/24/2026 9:30:00 AM 2/24/26 9:30:00	3/5/2026 9:30:00 AM 3/05/26 9:30:00	Paper
GILD	R4-L-R1K1	9.83 %	82	Long	$145.92	$148.13	1.51 %	2/26/2026 9:30:00 AM 2/26/26 9:30:00	3/3/2026 9:30:00 AM 3/03/26 9:30:00	Paper
GILD	R9-L-NAS	9.83 %	82	Long	$145.92	$148.13	1.51 %	2/26/2026 9:30:00 AM 2/26/26 9:30:00	3/3/2026 9:30:00 AM 3/03/26 9:30:00	Paper
DCI	R4-L-R1K2	9.90 %	114	Long	$107.12	$93.47	-12.74 %	2/25/2026 9:30:00 AM 2/25/26 9:30:00	3/3/2026 9:30:00 AM 3/03/26 9:30:00	Paper
ADM	R4-L-R1K2	9.94 %	177	Long	$67.43	$69.50	3.07 %	2/27/2026 9:30:00 AM 2/27/26 9:30:00	3/2/2026 9:30:00 AM 3/02/26 9:30:00	Paper
FULT	R4-L-R1K2	9.99 %	577	Long	$21.33	$21.07	-1.22 %	2/26/2026 9:30:00 AM 2/26/26 9:30:00	2/27/2026 9:30:00 AM 2/27/26 9:30:00	Paper
TDS	R4-L-R1K2	9.96 %	263	Long	$44.80	$45.44	1.43 %	2/23/2026 9:30:00 AM 2/23/26 9:30:00	2/26/2026 9:30:00 AM 2/26/26 9:30:00	Paper
RCL	R5-B-R1K2	9.75 %	37	Long	$314.92	$319.32	1.40 %	2/23/2026 9:30:00 AM 2/23/26 9:30:00	2/25/2026 9:30:00 AM 2/25/26 9:30:00	Paper
INTC	R9-L-NAS	9.96 %	270	Long	$44.09	$46.09	4.54 %	2/23/2026 9:30:00 AM 2/23/26 9:30:00	2/25/2026 9:30:00 AM 2/25/26 9:30:00	Paper
TSLA	R7-L-NAS	9.65 %	28	Long	$408.30	$412.15	0.94 %	2/20/2026 9:30:00 AM 2/20/26 9:30:00	2/25/2026 9:30:00 AM 2/25/26 9:30:00	Paper
INTC	R7-L-NAS	9.97 %	267	Long	$43.89	$46.09	5.01 %	2/20/2026 9:30:00 AM 2/20/26 9:30:00	2/25/2026 9:30:00 AM 2/25/26 9:30:00	Paper
INTC	R4-L-NAS	9.94 %	259	Long	$44.95	$46.09	2.54 %	2/19/2026 9:30:00 AM 2/19/26 9:30:00	2/25/2026 9:30:00 AM 2/25/26 9:30:00	Paper
INTC	R4-L-R1K2	9.94 %	259	Long	$44.95	$46.09	2.54 %	2/19/2026 9:30:00 AM 2/19/26 9:30:00	2/25/2026 9:30:00 AM 2/25/26 9:30:00	Paper
BAX	R5-B-SP	9.99 %	541	Short	$21.89	$20.44	6.62 %	2/19/2026 9:30:00 AM 2/19/26 9:30:00	2/25/2026 9:30:00 AM 2/25/26 9:30:00	Paper
MD	R9-L-R1K5	9.98 %	634	Long	$18.64	$19.71	5.74 %	2/23/2026 9:30:00 AM 2/23/26 9:30:00	2/24/2026 9:30:00 AM 2/24/26 9:30:00	Paper
GOOG	R7-L-NAS	9.66 %	35	Long	$320.91	$319.14	-0.55 %	2/10/2026 9:30:00 AM 2/10/26 9:30:00	2/23/2026 9:30:00 AM 2/23/26 9:30:00	Paper
CSCO	R5-B-SP	9.94 %	149	Long	$76.95	$78.13	1.53 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/20/2026 9:30:00 AM 2/20/26 9:30:00	Paper
AAPL	R7-L-NAS	9.77 %	44	Long	$258.05	$258.97	0.36 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/20/2026 9:30:00 AM 2/20/26 9:30:00	Paper
AAPL	R9-L-NAS	9.77 %	44	Long	$258.05	$258.97	0.36 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/20/2026 9:30:00 AM 2/20/26 9:30:00	Paper
GOOG	R9-L-R1K5	9.95 %	37	Long	$312.35	$304.80	-2.42 %	2/12/2026 9:30:00 AM 2/12/26 9:30:00	2/20/2026 9:30:00 AM 2/20/26 9:30:00	Paper
GOOG	R4-L-NAS	9.50 %	34	Long	$321.24	$304.80	-5.12 %	2/9/2026 9:30:00 AM 2/09/26 9:30:00	2/20/2026 9:30:00 AM 2/20/26 9:30:00	Paper
LBTYA	R7-L-NAS	10.00 %	1057	Long	$10.90	$12.90	18.35 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/19/2026 9:30:00 AM 2/19/26 9:30:00	Paper
HLF	R9-L-R1K5	9.98 %	723	Long	$15.74	$18.98	20.58 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/19/2026 9:30:00 AM 2/19/26 9:30:00	Paper
BK	R5-B-SP	9.81 %	96	Long	$118.00	$118.52	0.44 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/19/2026 9:30:00 AM 2/19/26 9:30:00	Paper
BAC	R5-B-SP	9.95 %	218	Long	$53.04	$51.91	-2.13 %	2/17/2026 9:30:00 AM 2/17/26 9:30:00	2/19/2026 9:30:00 AM 2/19/26 9:30:00	Paper
ABT	R5-B-SP	9.91 %	101	Short	$113.25	$113.19	0.05 %	2/12/2026 9:30:00 AM 2/12/26 9:30:00	2/17/2026 9:30:00 AM 2/17/26 9:30:00	Paper
ABT	R5-B-R1K2	9.91 %	101	Short	$113.25	$113.19	0.05 %	2/12/2026 9:30:00 AM 2/12/26 9:30:00	2/17/2026 9:30:00 AM 2/17/26 9:30:00	Paper
NTAP	R5-B-R1K2	9.91 %	109	Short	$106.92	$101.84	4.75 %	2/11/2026 9:30:00 AM 2/11/26 9:30:00	2/17/2026 9:30:00 AM 2/17/26 9:30:00	Paper
EFX	R5-B-R1K2	9.85 %	58	Short	$195.81	$195.34	0.24 %	2/10/2026 9:30:00 AM 2/10/26 9:30:00	2/17/2026 9:30:00 AM 2/17/26 9:30:00	Paper
FOXA	R7-L-NAS	9.97 %	178	Long	$64.93	$56.64	-12.77 %	2/9/2026 9:30:00 AM 2/09/26 9:30:00	2/17/2026 9:30:00 AM 2/17/26 9:30:00	Paper
CMCSA	R5-B-SP	9.96 %	371	Short	$30.53	$31.67	-3.72 %	2/5/2026 9:30:00 AM 2/05/26 9:30:00	2/17/2026 9:30:00 AM 2/17/26 9:30:00	Paper
BBBY	R7-L-NAS	9.99 %	1867	Long	$6.15	$4.95	-19.51 %	1/30/2026 9:30:00 AM 1/30/26 9:30:00	2/17/2026 9:30:00 AM 2/17/26 9:30:00	Paper
MCHP	R4-L-NAS	9.98 %	151	Long	$78.22	$81.81	4.59 %	2/11/2026 9:30:00 AM 2/11/26 9:30:00	2/12/2026 9:30:00 AM 2/12/26 9:30:00	Paper
BRK.B	R5-B-SP	9.75 %	23	Short	$495.80	$499.35	-0.72 %	2/4/2026 9:30:00 AM 2/04/26 9:30:00	2/11/2026 9:30:00 AM 2/11/26 9:30:00	Paper
FOSL	R4-L-NAS	10.00 %	3391	Long	$3.49	$3.73	6.88 %	2/9/2026 9:30:00 AM 2/09/26 9:30:00	2/10/2026 9:30:00 AM 2/10/26 9:30:00	Paper
FOSL	R4-L-R1K2	10.00 %	3391	Long	$3.49	$3.73	6.88 %	2/9/2026 9:30:00 AM 2/09/26 9:30:00	2/10/2026 9:30:00 AM 2/10/26 9:30:00	Paper
EL	R4-L-R1K1	9.89 %	115	Long	$99.33	$99.18	-0.15 %	2/9/2026 9:30:00 AM 2/09/26 9:30:00	2/10/2026 9:30:00 AM 2/10/26 9:30:00	Paper
CMP	R9-L-R1K5	9.97 %	530	Long	$21.65	$22.22	2.63 %	2/9/2026 9:30:00 AM 2/09/26 9:30:00	2/10/2026 9:30:00 AM 2/10/26 9:30:00	Paper
BBBY	R9-L-NAS	9.99 %	1867	Long	$6.15	$5.53	-10.08 %	1/30/2026 9:30:00 AM 1/30/26 9:30:00	2/10/2026 9:30:00 AM 2/10/26 9:30:00	Paper
AKAM	R9-L-NAS	9.88 %	122	Long	$91.81	$95.01	3.48 %	2/5/2026 9:30:00 AM 2/05/26 9:30:00	2/9/2026 9:30:00 AM 2/09/26 9:30:00	Paper
AKAM	R9-L-R1K5	9.88 %	122	Long	$91.81	$95.01	3.48 %	2/5/2026 9:30:00 AM 2/05/26 9:30:00	2/9/2026 9:30:00 AM 2/09/26 9:30:00	Paper
BIDU	R7-L-NAS	9.95 %	80	Long	$140.77	$144.75	2.83 %	2/4/2026 9:30:00 AM 2/04/26 9:30:00	2/9/2026 9:30:00 AM 2/09/26 9:30:00	Paper
AVGO	R7-L-NAS	9.90 %	36	Long	$319.51	$330.77	3.52 %	2/4/2026 9:30:00 AM 2/04/26 9:30:00	2/9/2026 9:30:00 AM 2/09/26 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: 9.0%

Per Trade Allocation: 10%/trade

Minimum Volume: 100,000

Minimum Price: $5.00

Avg Trades/Month: 48.1

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