Strategy V21_RX_10 Long and Short Statistics

Owner name: shlomo Member for: 6 years 6 months Since: Mon, 2011-05-02 09:00
Strategy Allocation: 100% Position Size: 5.00% Max positions: 1
Paired Universe: HT_VOL_2011 Total Securities: 50
Comment: An V21 Long/Short strategy. After optimization and working with selected High Tech companies from Nasdaq and NYSE.
Published: 2013-04-18 Refreshed: 2017-11-01 Users: 5 Link:
Monthly P&L
Month NovDecJanFebMarAprMayJunJulAugSep
P&L 0.65%0.74%0.31%0.52%0.10%0.00%1.93%0.46%0.90%1.80%0.56%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
HT_VOL_2011 10.33% 5.77 -1.79% 77 12.00%

Strategy data
Allocation Position size Max position Position Priority Entry Entry deep
100% ($100,000.00) 5.00% 1 None Limit 0
Trade Statistics
Trades Wins Even Loses Trade Average P&L
ALL : 160 114 (71.25%) 4 (2.50%) 42 (26.25%) 1.29%
LONG : 160 114 (71.25%) 4 (2.50%) 42 (26.25%) 1.29%
SHORT: 0 0 (0.00%) 0 (0.00%) 0 (0.00%) 0.00%
Note: only one trade per day is displayed. You may miss few trades in the map.

Max Drawdown Data
MDD MDD Days Start Date End Date
-1,792 (-1.79%) 77 2017-03-02 2017-05-18
-1,757 (-1.76%) 9 2017-09-11 2017-09-20
-1,252 (-1.25%) 32 2017-07-27 2017-08-28
-1,173 (-1.17%) 8 2017-10-18 2017-10-26
-1,096 (-1.10%) 12 2017-06-29 2017-07-11
-760 (-0.76%) 4 2016-12-01 2016-12-05
-602 (-0.60%) 31 2017-01-09 2017-02-09
-601 (-0.60%) 5 2016-11-02 2016-11-07
-594 (-0.59%) 8 2016-12-19 2016-12-27
-391 (-0.39%) 6 2017-09-28 2017-10-04
-390 (-0.39%) 5 2017-06-14 2017-06-19
-387 (-0.39%) 5 2017-06-23 2017-06-28
-240 (-0.24%) 11 2016-11-10 2016-11-21
-201 (-0.20%) 16 2017-02-13 2017-03-01
-169 (-0.17%) 4 2017-06-09 2017-06-13
-138 (-0.14%) 4 2017-07-20 2017-07-24
-119 (-0.12%) 1 2017-05-30 2017-05-31
-93 (-0.09%) 3 2017-05-23 2017-05-26
-92 (-0.09%) 2 2016-11-28 2016-11-30
-83 (-0.08%) 2 2017-06-20 2017-06-22
-79 (-0.08%) 2 2017-09-25 2017-09-27
-70 (-0.07%) 5 2016-12-29 2017-01-03
-59 (-0.06%) 2 2016-11-23 2016-11-25
-50 (-0.05%) 1 2016-11-08 2016-11-09
-47 (-0.05%) 1 2017-09-21 2017-09-22
-44 (-0.04%) 1 2017-01-05 2017-01-06
-38 (-0.04%) 1 2017-10-12 2017-10-13
-38 (-0.04%) 6 2017-07-13 2017-07-19
-28 (-0.03%) 2 2017-06-06 2017-06-08
-20 (-0.02%) 3 2017-06-02 2017-06-05
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-11-02 42.60 ATVI 2016-11-04 41.04 -3.66% $-183.00
2 Long 2016-11-02 52.70 CVLT 2016-11-08 52.65 -0.09% $-4.50
3 Long 2016-11-02 62.49 SPSC 2016-11-07 64.00 2.42% $121.00
4 Long 2016-11-03 24.76 CDNS 2016-11-08 25.33 2.30% $115.00
5 Long 2016-11-03 23.80 HSTM 2016-11-10 23.76 -0.17% $-8.50
6 Long 2016-11-04 13.05 SPNS 2016-11-08 13.69 4.90% $245.00
7 Long 2016-11-10 40.15 ATVI 2016-11-17 39.07 -2.69% $-134.50
8 Long 2016-11-16 82.08 CHKP 2016-11-18 83.84 2.14% $107.00
9 Long 2016-11-16 24.22 SYMC 2016-11-22 24.50 1.16% $58.00
10 Long 2016-11-18 30.05 CSCO 2016-11-28 30.08 0.10% $5.00
11 Long 2016-11-22 24.23 HSTM 2016-11-23 24.69 1.90% $95.00
12 Long 2016-11-28 3.29 SCKT 2016-12-01 3.32 0.91% $45.50
13 Long 2016-11-29 54.10 CVLT 2016-12-06 53.20 -1.66% $-83.00
14 Long 2016-12-01 4.23 EXTR 2016-12-06 4.41 4.26% $213.00
15 Long 2016-12-01 100.85 LOGM 2016-12-06 101.45 0.59% $29.50
16 Long 2016-12-01 204.93 ULTI 2016-12-08 196.02 -4.35% $-217.50
17 Long 2016-12-02 25.14 CDNS 2016-12-07 25.53 1.55% $77.50
18 Long 2016-12-02 29.31 CSCO 2016-12-08 30.11 2.73% $136.50
19 Long 2016-12-02 42.67 CTXS 2016-12-06 44.46 4.19% $209.50
20 Long 2016-12-02 14.47 SPNS 2016-12-06 14.92 3.11% $155.50
21 Long 2016-12-02 23.70 SYMC 2016-12-06 24.27 2.41% $120.50
22 Long 2016-12-16 25.49 CDNS 2016-12-20 25.72 0.90% $45.00
23 Long 2016-12-19 25.36 HSTM 2016-12-28 25.12 -0.95% $-47.50
24 Long 2016-12-19 99.75 LOGM 2016-12-28 97.75 -2.01% $-100.50
25 Long 2016-12-19 24.07 SYMC 2016-12-28 24.47 1.66% $83.00
26 Long 2016-12-21 3.70 SCKT 2016-12-27 3.74 1.08% $54.00
27 Long 2016-12-23 4.91 EXTR 2016-12-28 5.08 3.46% $173.00
28 Long 2016-12-29 7.19 GUID 2017-01-05 7.39 2.78% $139.00
29 Long 2016-12-30 23.13 RRR 2017-01-04 23.96 3.59% $179.50
30 Long 2017-01-04 69.48 SPSC 2017-01-05 71.84 3.40% $170.00
31 Long 2017-01-06 20.30 WWWW 2017-01-20 19.45 -4.19% $-209.50
32 Long 2017-01-12 13.88 SPNS 2017-01-26 13.30 -4.18% $-209.00
33 Long 2017-01-12 69.75 SPSC 2017-01-17 70.02 0.39% $19.50
34 Long 2017-01-18 41.07 CSOD 2017-01-25 41.83 1.85% $92.50
35 Long 2017-01-31 65.91 BLKB 2017-02-06 65.19 -1.09% $-54.50
36 Long 2017-01-31 10.22 IMMR 2017-02-06 10.56 3.33% $166.50
37 Long 2017-01-31 6.07 RELL 2017-02-06 6.06 -0.16% $-8.00
38 Long 2017-01-31 68.72 SPSC 2017-02-06 68.72 0.00% $0.00
39 Long 2017-01-31 18.75 WWWW 2017-02-06 19.25 2.67% $133.50
40 Long 2017-02-07 4.01 SCKT 2017-02-14 3.90 -2.74% $-137.00
41 Long 2017-02-08 7.58 OPNT 2017-02-10 7.89 4.09% $204.50
42 Long 2017-02-08 53.50 SPSC 2017-02-22 55.13 3.05% $152.50
43 Long 2017-02-09 23.17 RRR 2017-02-10 23.68 2.20% $110.00
44 Long 2017-02-17 28.46 SYMC 2017-02-21 28.77 1.09% $54.50
45 Long 2017-02-23 22.93 RRR 2017-03-06 22.11 -3.58% $-179.00
46 Long 2017-02-24 99.20 CHKP 2017-03-06 98.84 -0.36% $-18.00
47 Long 2017-02-24 91.10 LOGM 2017-03-02 97.90 7.46% $373.00
48 Long 2017-02-28 6.63 GUID 2017-03-02 6.93 4.52% $226.00
49 Long 2017-03-01 10.93 IMMR 2017-03-13 8.36 -23.51% $-1175.50
50 Long 2017-03-01 23.50 QADB 2017-03-10 25.00 6.38% $319.00
51 Long 2017-03-01 3.97 SCKT 2017-03-02 4.35 9.57% $478.50
52 Long 2017-03-02 6.10 RELL 2017-03-15 5.90 -3.28% $-164.00
53 Long 2017-03-02 14.41 SPNS 2017-03-16 13.24 -8.12% $-406.00
54 Long 2017-03-03 36.59 FTNT 2017-03-09 37.04 1.23% $61.50
55 Long 2017-03-07 6.03 EXTR 2017-03-09 6.76 12.11% $605.50
56 Long 2017-03-09 34.02 CSCO 2017-03-13 34.22 0.59% $29.50
57 Long 2017-03-10 6.42 GUID 2017-03-28 5.96 -7.17% $-358.50
58 Long 2017-03-15 4.40 SCKT 2017-03-20 4.82 9.55% $477.50
59 Long 2017-03-17 96.90 LOGM 2017-03-27 94.75 -2.22% $-111.00
60 Long 2017-03-20 83.03 CRM 2017-03-29 82.04 -1.19% $-59.50
61 Long 2017-03-22 21.71 ACIW 2017-04-10 21.15 -2.58% $-129.00
62 Long 2017-03-22 48.07 ATVI 2017-03-24 48.97 1.87% $93.50
63 Long 2017-03-22 33.78 CSCO 2017-03-27 33.82 0.12% $6.00
64 Long 2017-03-22 6.55 EXTR 2017-03-28 6.47 -1.22% $-61.00
65 Long 2017-03-22 35.95 FTNT 2017-03-28 36.40 1.25% $62.50
66 Long 2017-03-22 19.45 WWWW 2017-03-29 19.20 -1.29% $-64.50
67 Long 2017-04-03 102.66 CHKP 2017-04-10 103.23 0.56% $28.00
68 Long 2017-04-05 49.04 ATVI 2017-04-10 49.50 0.94% $47.00
69 Long 2017-04-05 31.10 CDNS 2017-04-07 31.07 -0.10% $-5.00
70 Long 2017-04-05 33.41 CSCO 2017-04-19 32.80 -1.83% $-91.50
71 Long 2017-04-07 18.15 WWWW 2017-04-18 17.45 -3.86% $-193.00
72 Long 2017-04-13 83.20 CRM 2017-04-18 84.00 0.96% $48.00
73 Long 2017-04-13 30.05 SYMC 2017-04-19 30.59 1.80% $90.00
74 Long 2017-04-17 20.55 ACIW 2017-04-19 21.24 3.36% $168.00
75 Long 2017-04-28 81.44 CTXS 2017-05-04 86.98 6.80% $340.00
76 Long 2017-05-10 3.91 SCKT 2017-05-16 4.20 7.42% $371.00
77 Long 2017-05-11 33.72 CSCO 2017-05-16 34.24 1.54% $77.00
78 Long 2017-05-12 78.35 BLKB 2017-05-15 80.00 2.11% $105.50
79 Long 2017-05-18 22.03 ACIW 2017-05-23 22.98 4.31% $215.50
80 Long 2017-05-18 82.52 CTXS 2017-05-26 82.84 0.39% $19.50
81 Long 2017-05-18 108.35 LOGM 2017-05-22 111.10 2.54% $127.00
82 Long 2017-05-18 20.60 WWWW 2017-05-23 21.30 3.40% $170.00
83 Long 2017-05-19 55.00 CVLT 2017-05-25 55.50 0.91% $45.50
84 Long 2017-05-19 28.11 HSTM 2017-05-26 28.30 0.68% $34.00
85 Long 2017-05-22 29.02 SYMC 2017-05-24 29.93 3.14% $157.00
86 Long 2017-05-25 3.72 SCKT 2017-06-01 3.78 1.61% $80.50
87 Long 2017-05-26 23.51 RRR 2017-05-30 23.71 0.85% $42.50
88 Long 2017-05-30 9.41 IIJI 2017-06-01 9.95 5.74% $287.00
89 Long 2017-05-31 39.15 FTNT 2017-06-06 39.15 0.00% $0.00
90 Long 2017-06-08 9.15 IIJI 2017-06-28 8.80 -3.83% $-191.50
91 Long 2017-06-12 57.06 ATVI 2017-06-15 57.40 0.60% $30.00
92 Long 2017-06-12 34.47 CDNS 2017-06-22 34.36 -0.32% $-16.00
93 Long 2017-06-12 86.12 CRM 2017-06-20 87.63 1.75% $87.50
94 Long 2017-06-12 77.40 CTXS 2017-06-20 81.18 4.88% $244.00
95 Long 2017-06-12 36.88 FTNT 2017-06-16 37.60 1.95% $97.50
96 Long 2017-06-12 29.45 SYMC 2017-06-20 28.89 -1.90% $-95.00
97 Long 2017-06-12 208.53 ULTI 2017-06-16 209.06 0.25% $12.50
98 Long 2017-06-13 25.91 QADB 2017-06-19 26.20 1.12% $56.00
99 Long 2017-06-15 55.75 CVLT 2017-06-20 56.75 1.79% $89.50
100 Long 2017-06-16 9.52 EXTR 2017-06-20 10.11 6.20% $310.00
101 Long 2017-06-19 22.29 ACIW 2017-06-21 22.56 1.21% $60.50
102 Long 2017-06-22 25.00 QADB 2017-06-26 25.00 0.00% $0.00
103 Long 2017-06-27 25.66 HSTM 2017-07-03 26.37 2.77% $138.50
104 Long 2017-06-28 58.29 ATVI 2017-07-10 58.28 -0.02% $-1.00
105 Long 2017-06-28 33.69 CDNS 2017-07-10 33.69 0.00% $0.00
106 Long 2017-06-28 9.82 EXTR 2017-07-10 9.32 -5.09% $-254.50
107 Long 2017-06-28 105.95 LOGM 2017-07-10 107.25 1.23% $61.50
108 Long 2017-06-30 209.94 ULTI 2017-07-06 210.96 0.49% $24.50
109 Long 2017-07-05 78.78 CTXS 2017-07-10 79.29 0.65% $32.50
110 Long 2017-07-05 55.30 CVLT 2017-07-10 57.20 3.44% $172.00
111 Long 2017-07-05 6.56 GUID 2017-07-11 6.78 3.35% $167.50
112 Long 2017-07-06 21.86 ACIW 2017-07-12 23.18 6.04% $302.00
113 Long 2017-07-06 23.05 RRR 2017-07-10 23.41 1.56% $78.00
114 Long 2017-07-13 25.04 QADB 2017-07-20 25.25 0.84% $42.00
115 Long 2017-07-18 4.08 SCKT 2017-07-20 4.11 0.74% $37.00
116 Long 2017-07-21 106.43 CHKP 2017-07-27 107.65 1.15% $57.50
117 Long 2017-07-21 22.85 WWWW 2017-07-27 22.95 0.44% $22.00
118 Long 2017-07-24 6.75 GUID 2017-07-27 7.11 5.33% $266.50
119 Long 2017-07-27 9.36 EXTR 2017-08-04 8.65 -7.59% $-379.50
120 Long 2017-07-28 79.33 CTXS 2017-08-15 75.80 -4.45% $-222.50
121 Long 2017-07-28 38.28 FTNT 2017-08-07 36.82 -3.81% $-190.50
122 Long 2017-07-31 23.10 ACIW 2017-08-15 22.03 -4.63% $-231.50
123 Long 2017-07-31 22.15 WWWW 2017-08-02 22.40 1.13% $56.50
124 Long 2017-08-01 23.90 RRR 2017-08-07 23.97 0.29% $14.50
125 Long 2017-08-02 89.13 BLKB 2017-08-08 87.77 -1.53% $-76.50
126 Long 2017-08-03 36.05 CDNS 2017-08-08 36.61 1.55% $77.50
127 Long 2017-08-04 30.27 SYMC 2017-08-15 28.57 -5.62% $-281.00
128 Long 2017-08-07 42.25 BSFT 2017-08-08 45.35 7.34% $367.00
129 Long 2017-08-10 58.10 CVLT 2017-08-14 59.50 2.41% $120.50
130 Long 2017-08-11 60.21 ATVI 2017-08-15 62.14 3.21% $160.50
131 Long 2017-08-11 84.37 BLKB 2017-08-17 84.74 0.44% $22.00
132 Long 2017-08-11 87.55 CRM 2017-08-15 90.35 3.20% $160.00
133 Long 2017-08-28 110.70 LOGM 2017-08-30 112.20 1.36% $68.00
134 Long 2017-08-28 20.90 OPNT 2017-08-30 28.00 33.97% $1698.50
135 Long 2017-09-07 25.05 QADB 2017-09-11 26.04 3.95% $197.50
136 Long 2017-09-08 75.28 CTXS 2017-09-12 76.39 1.47% $73.50
137 Long 2017-09-12 37.61 CDNS 2017-09-15 38.00 1.04% $52.00
138 Long 2017-09-13 36.00 OPNT 2017-09-20 36.99 2.75% $137.50
139 Long 2017-09-19 64.20 ATVI 2017-09-21 64.78 0.90% $45.00
140 Long 2017-09-21 111.27 CHKP 2017-09-27 112.37 0.99% $49.50
141 Long 2017-09-21 24.30 WWWW 2017-09-25 24.50 0.82% $41.00
142 Long 2017-09-25 49.75 BSFT 2017-09-27 50.35 1.21% $60.50
143 Long 2017-09-26 62.14 ATVI 2017-09-28 63.05 1.46% $73.00
144 Long 2017-09-26 92.47 CRM 2017-10-02 93.72 1.35% $67.50
145 Long 2017-09-26 75.73 CTXS 2017-09-28 76.17 0.58% $29.00
146 Long 2017-09-26 37.55 FTNT 2017-10-04 36.75 -2.13% $-106.50
147 Long 2017-09-27 32.74 SYMC 2017-09-28 32.89 0.46% $23.00
148 Long 2017-10-03 33.42 OPNT 2017-10-06 36.35 8.77% $438.50
149 Long 2017-10-10 61.15 ATVI 2017-10-13 62.38 2.01% $100.50
150 Long 2017-10-11 40.10 CSOD 2017-10-19 39.23 -2.17% $-108.50
151 Long 2017-10-11 31.38 SYMC 2017-10-16 32.42 3.31% $165.50
152 Long 2017-10-16 53.15 BSFT 2017-10-18 53.85 1.32% $66.00
153 Long 2017-10-16 24.75 WWWW 2017-10-18 25.05 1.21% $60.50
154 Long 2017-10-17 11.85 EXTR 2017-10-25 11.62 -1.94% $-97.00
155 Long 2017-10-19 19.30 CRAY 2017-10-31 19.95 3.37% $168.50
156 Long 2017-10-19 57.75 CVLT 2017-10-31 52.00 -9.96% $-498.00
157 Long 2017-10-23 32.00 OPNT 2017-10-27 42.00 31.25% $1562.50
158 Long 2017-10-26 115.56 CHKP 2017-10-30 117.22 1.44% $72.00
159 Long 2017-10-27 81.20 CTXS 2017-10-30 82.24 1.28% $64.00
160 Long 2017-10-27 23.45 RRR 2017-10-30 23.97 2.22% $111.00

End of Period Holdings
Note: the trades below represent the maximum possible holding at the end of the period. These trades list is subjected to available allocation to enter into these positions. In reality you will find fewer open trades.
No. Symbol Long/Short Entry Date Entry price Last Price P&L (%) P&L ($) Holdings
1 WWWW Long 31-Oct-17 23.8 24.10 1.26% 63.03 5,063.00
2 SPNS Long 30-Oct-17 13.69 13.97 2.05% 102.26 5,102.50
Subtotal PNL= $ 165.29 Open Positions: $10,165.50
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