Strategy BuylowSellHV3 Statistics

Owner name: victort Member for: 5 years 5 months Since: Sat, 2011-12-03 11:45
Strategy Allocation: 100% Position Size: 4.00% Max positions: 3
Paired Universe: MixU1andU2v3 Total Securities: 127
Comment: This strategy find at a local low and sell at a best local high. Version 3
Published: 2013-04-18 Refreshed: 2017-05-11 Users: 0 Link:
Monthly P&L
Month MayJunJulAugSepOctNovDecJanFebMarApr
P&L 0.36%-2.08%-1.20%-1.89%5.35%0.57%1.82%-0.95%0.29%6.71%-5.44%-7.64%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
MixU1andU2v3 -3.39% -0.15 -23.14% open 35.00%

Strategy data
Allocation Position size Max position Position Priority Entry Entry deep
100% ($100,000.00) 4.00% 3 None Limit 1
Trade Statistics
Trades Wins Even Loses Trade Average P&L
ALL : 170 101 (59.41%) 1 (0.59%) 68 (40.00%) -0.50%
LONG : 170 101 (59.41%) 1 (0.59%) 68 (40.00%) -0.50%
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
-23,139 (-23.14%) Open 2017-02-22 0000-00-00
-7,335 (-7.34%) 133 2016-06-09 2016-10-20
-6,361 (-6.36%) 21 2017-01-26 2017-02-16
-4,823 (-4.82%) 16 2017-01-09 2017-01-25
-1,655 (-1.65%) 10 2016-10-28 2016-11-07
-1,624 (-1.62%) 26 2016-12-08 2017-01-03
-880 (-0.88%) 6 2016-10-21 2016-10-27
-650 (-0.65%) 1 2016-11-08 2016-11-09
-385 (-0.38%) 12 2016-05-25 2016-06-06
-331 (-0.33%) 10 2016-11-25 2016-12-05
-225 (-0.23%) 3 2016-11-11 2016-11-14
-190 (-0.19%) 4 2016-05-16 2016-05-20
-103 (-0.10%) 4 2017-02-17 2017-02-21
-80 (-0.08%) 1 2016-11-22 2016-11-23
-18 (-0.02%) 1 2016-12-06 2016-12-07
-3 (-0.00%) 1 2016-11-16 2016-11-17
-1 (-0.00%) 3 2016-11-18 2016-11-21
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-05-16 18.73 TOTS 2016-05-20 18.80 0.37% $14.80
2 Long 2016-05-17 17.12 WWWW 2016-05-31 17.33 1.23% $49.20
3 Long 2016-05-18 39.28 RRC 2016-05-24 41.33 5.22% $208.80
4 Long 2016-05-19 57.61 LOGM 2016-05-25 60.26 4.60% $184.00
5 Long 2016-05-19 11.06 SPNS 2016-05-26 11.88 7.41% $296.40
6 Long 2016-05-23 6.18 PBR 2016-06-07 6.16 -0.32% $-12.80
7 Long 2016-05-26 3.72 SCKT 2016-06-10 3.64 -2.15% $-86.00
8 Long 2016-06-03 80.24 EOG 2016-06-09 84.17 4.90% $196.00
9 Long 2016-06-07 2.36 LGCY 2016-09-08 1.59 -32.63% $-1305.20
10 Long 2016-06-14 24.29 CDNS 2016-07-05 24.23 -0.25% $-10.00
11 Long 2016-06-14 2.05 CIE 2016-07-12 1.51 -26.34% $-1053.60
12 Long 2016-06-15 82.73 EOG 2016-07-05 83.12 0.47% $18.80
13 Long 2016-06-15 28.93 SM 2016-07-21 27.02 -6.60% $-264.00
14 Long 2016-06-16 66.76 PTR 2016-06-23 70.70 5.90% $236.00
15 Long 2016-06-20 12.33 ATW 2016-06-24 12.40 0.57% $22.80
16 Long 2016-06-29 44.52 RRC 2016-09-07 42.50 -4.54% $-181.60
17 Long 2016-06-29 3.55 SCKT 2016-07-05 3.73 5.07% $202.80
18 Long 2016-06-29 16.01 UNT 2016-08-09 14.41 -9.99% $-399.60
19 Long 2016-07-11 12.03 ATW 2016-09-29 8.26 -31.34% $-1253.60
20 Long 2016-07-21 54.52 APC 2016-08-15 54.92 0.73% $29.20
21 Long 2016-07-21 1.59 CIE 2016-08-17 0.99 -37.74% $-1509.60
22 Long 2016-07-21 82.11 EOG 2016-08-05 87.23 6.24% $249.60
23 Long 2016-07-25 20.38 PTEN 2016-08-08 20.02 -1.77% $-70.80
24 Long 2016-07-27 43.64 CLR 2016-08-08 45.31 3.83% $153.20
25 Long 2016-07-27 30.19 CNQ 2016-08-08 31.06 2.88% $115.20
26 Long 2016-07-27 26.32 SM 2016-08-09 30.14 14.51% $580.40
27 Long 2016-07-27 9.68 WPX 2016-08-08 10.17 5.06% $202.40
28 Long 2016-08-01 41.77 BSFT 2016-08-23 43.77 4.79% $191.60
29 Long 2016-08-01 8.55 PBR 2016-08-09 8.73 2.11% $84.40
30 Long 2016-08-02 2.76 SCKT 2016-08-29 2.60 -5.80% $-232.00
31 Long 2016-08-10 17.02 WWWW 2016-08-23 17.77 4.41% $176.40
32 Long 2016-08-24 66.91 PTR 2016-10-03 65.93 -1.46% $-58.40
33 Long 2016-08-30 105.80 AAPL 2016-09-07 107.83 1.92% $76.80
34 Long 2016-08-30 1.32 CIE 2016-09-09 1.30 -1.52% $-60.80
35 Long 2016-08-30 20.47 PTEN 2016-09-08 20.72 1.22% $48.80
36 Long 2016-09-13 45.31 BSFT 2016-09-23 47.12 3.99% $159.60
37 Long 2016-09-13 25.09 CDNS 2016-09-23 24.97 -0.48% $-19.20
38 Long 2016-09-13 18.80 PTEN 2016-10-03 22.44 19.36% $774.40
39 Long 2016-09-13 18.12 QADB 2016-09-19 19.14 5.63% $225.20
40 Long 2016-09-13 35.38 SM 2016-10-04 39.79 12.46% $498.40
41 Long 2016-09-13 17.43 WWWW 2016-09-20 17.94 2.93% $117.20
42 Long 2016-09-16 56.04 APC 2016-09-21 59.50 6.17% $246.80
43 Long 2016-09-16 45.29 CLR 2016-10-03 52.54 16.01% $640.40
44 Long 2016-09-16 89.54 EOG 2016-10-03 96.27 7.52% $300.80
45 Long 2016-09-16 37.87 RRC 2016-11-25 36.48 -3.67% $-146.80
46 Long 2016-09-16 15.70 UNT 2016-10-03 18.49 17.77% $710.80
47 Long 2016-09-16 11.78 WPX 2016-10-03 13.32 13.07% $522.80
48 Long 2016-09-20 2.86 SCKT 2016-10-05 2.80 -2.10% $-84.00
49 Long 2016-09-22 1.49 LGCY 2016-10-27 1.82 22.15% $886.00
50 Long 2016-09-29 17.60 WWWW 2016-10-26 16.85 -4.26% $-170.40
51 Long 2016-10-13 90.53 LOGM 2016-11-09 95.00 4.94% $197.60
52 Long 2016-10-13 12.16 WPX 2016-11-11 11.97 -1.56% $-62.40
53 Long 2016-10-18 51.79 CLR 2016-11-17 50.00 -3.46% $-138.40
54 Long 2016-10-20 0.98 CIE 2016-10-24 1.07 9.18% $367.20
55 Long 2016-10-20 93.97 EOG 2016-11-08 92.90 -1.14% $-45.60
56 Long 2016-10-25 25.74 CDNS 2016-11-09 25.07 -2.60% $-104.00
57 Long 2016-10-27 22.90 PTEN 2016-11-10 22.32 -2.53% $-101.20
58 Long 2016-11-02 1.02 CIE 2016-11-08 1.05 2.94% $117.60
59 Long 2016-11-02 17.29 UNT 2016-11-15 19.61 13.42% $536.80
60 Long 2016-11-08 13.64 SPNS 2016-11-10 13.91 1.98% $79.20
61 Long 2016-11-09 19.90 QADB 2016-11-14 21.75 9.30% $372.00
62 Long 2016-12-01 69.15 APC 2016-12-05 69.50 0.51% $20.40
63 Long 2016-12-01 1.35 CIE 2016-12-22 1.19 -11.85% $-474.00
64 Long 2016-12-01 58.01 CLR 2016-12-05 58.10 0.16% $6.40
65 Long 2016-12-01 10.87 PBR 2016-12-09 10.93 0.55% $22.00
66 Long 2016-12-01 3.32 SCKT 2016-12-06 3.43 3.31% $132.40
67 Long 2016-12-01 14.81 SPNS 2016-12-09 15.56 5.06% $202.40
68 Long 2016-12-01 24.30 UNT 2016-12-05 25.23 3.83% $153.20
69 Long 2016-12-01 15.54 WPX 2016-12-05 15.50 -0.26% $-10.40
70 Long 2016-12-02 36.34 RRC 2016-12-07 38.77 6.69% $267.60
71 Long 2016-12-05 109.90 AAPL 2016-12-09 112.31 2.19% $87.60
72 Long 2016-12-06 41.80 BSFT 2016-12-20 42.55 1.79% $71.60
73 Long 2016-12-14 53.20 CLR 2016-12-28 52.74 -0.86% $-34.40
74 Long 2016-12-14 76.05 PTR 2016-12-16 75.75 -0.39% $-15.60
75 Long 2016-12-14 36.11 RRC 2016-12-28 34.76 -3.74% $-149.60
76 Long 2016-12-14 14.87 WPX 2016-12-28 15.14 1.82% $72.80
77 Long 2016-12-16 2.36 LGCY 2017-01-05 2.48 5.08% $203.20
78 Long 2016-12-16 26.60 PTEN 2017-01-05 28.45 6.95% $278.00
79 Long 2016-12-19 10.19 PBR 2016-12-29 10.27 0.79% $31.60
80 Long 2016-12-19 14.46 SPNS 2017-01-04 14.70 1.66% $66.40
81 Long 2016-12-21 20.65 CRAY 2016-12-30 21.05 1.94% $77.60
82 Long 2016-12-22 15.49 CVE 2017-01-06 15.31 -1.16% $-46.40
83 Long 2016-12-22 0.51 FALC 2017-01-13 0.50 -1.96% $-78.40
84 Long 2016-12-23 102.70 EOG 2017-01-06 104.61 1.86% $74.40
85 Long 2016-12-27 0.35 IFON 2017-01-06 0.40 14.29% $571.60
86 Long 2016-12-28 13.53 ATW 2017-03-31 9.38 -30.67% $-1226.80
87 Long 2016-12-28 4.95 BTE 2017-01-26 4.50 -9.09% $-363.60
88 Long 2016-12-28 18.53 DO 2017-01-06 19.07 2.91% $116.40
89 Long 2016-12-28 10.06 ESV 2017-01-06 11.02 9.54% $381.60
90 Long 2016-12-28 791.55 GOOG 2017-01-06 795.26 0.47% $18.80
91 Long 2016-12-28 5.52 PDS 2017-01-09 5.84 5.80% $232.00
92 Long 2016-12-29 5.74 OPNT 2017-01-10 5.75 0.17% $6.80
93 Long 2016-12-30 181.65 PXD 2017-01-23 183.60 1.07% $42.80
94 Long 2017-01-04 71.83 CTXS 2017-01-09 72.28 0.63% $25.20
95 Long 2017-01-04 12.64 WLL 2017-01-06 13.08 3.48% $139.20
96 Long 2017-01-04 0.91 XCO 2017-01-06 0.95 4.40% $176.00
97 Long 2017-01-05 21.35 CRAY 2017-02-08 17.85 -16.39% $-655.60
98 Long 2017-01-09 20.65 WWWW 2017-02-13 20.95 1.45% $58.00
99 Long 2017-01-11 6.99 KOS 2017-02-01 6.58 -5.87% $-234.80
100 Long 2017-01-11 0.93 XCO 2017-03-30 0.61 -34.41% $-1376.40
101 Long 2017-01-12 3.18 AREX 2017-01-30 3.29 3.46% $138.40
102 Long 2017-01-12 31.00 CNQ 2017-02-15 30.28 -2.32% $-92.80
103 Long 2017-01-12 14.94 CVE 2017-02-15 13.65 -8.63% $-345.20
104 Long 2017-01-12 167.75 IBM 2017-01-25 176.26 5.07% $202.80
105 Long 2017-01-13 0.37 IFON 2017-02-07 0.56 51.35% $2054.00
106 Long 2017-01-13 14.03 SPNS 2017-02-03 13.73 -2.14% $-85.60
107 Long 2017-01-18 5.48 PDS 2017-04-03 4.72 -13.87% $-554.80
108 Long 2017-01-18 27.69 PTEN 2017-01-30 28.05 1.30% $52.00
109 Long 2017-01-18 26.18 UNT 2017-02-14 27.48 4.97% $198.80
110 Long 2017-01-23 17.93 DO 2017-02-13 17.35 -3.23% $-129.20
111 Long 2017-01-23 11.16 ESV 2017-01-27 11.72 5.02% $200.80
112 Long 2017-01-23 15.26 RIG 2017-04-03 12.45 -18.41% $-736.40
113 Long 2017-01-23 11.95 WLL 2017-02-15 11.30 -5.44% $-217.60
114 Long 2017-01-23 3.16 WTI 2017-03-06 2.95 -6.65% $-266.00
115 Long 2017-01-24 41.70 BSFT 2017-01-26 44.25 6.12% $244.80
116 Long 2017-01-31 18.92 AGNC 2017-02-21 19.55 3.33% $133.20
117 Long 2017-02-01 42.00 BSFT 2017-02-22 44.90 6.90% $276.00
118 Long 2017-02-01 48.56 CLR 2017-02-15 46.63 -3.97% $-158.80
119 Long 2017-02-01 30.91 E 2017-02-15 30.34 -1.84% $-73.60
120 Long 2017-02-01 10.92 ESV 2017-02-15 11.06 1.28% $51.20
121 Long 2017-02-02 10.23 PBR 2017-02-15 10.88 6.35% $254.00
122 Long 2017-02-03 0.93 CIE 2017-03-28 0.41 -55.91% $-2236.40
123 Long 2017-02-03 5.53 EXTR 2017-02-09 5.59 1.08% $43.20
124 Long 2017-02-03 30.32 SM 2017-03-30 23.64 -22.03% $-881.20
125 Long 2017-02-06 19.37 ACIW 2017-02-22 20.10 3.77% $150.80
126 Long 2017-02-06 40.29 NBL 2017-04-11 35.28 -12.43% $-497.20
127 Long 2017-02-06 14.04 WPX 2017-02-14 13.92 -0.85% $-34.00
128 Long 2017-02-07 6.81 CROX 2017-02-13 7.14 4.85% $194.00
129 Long 2017-02-08 3.97 SCKT 2017-02-22 4.25 7.05% $282.00
130 Long 2017-02-10 7.89 OPNT 2017-02-23 8.89 12.67% $506.80
131 Long 2017-02-16 0.00 QADB 2017-04-05 24.25 0.00% $0.00
132 Long 2017-02-17 3.24 AREX 2017-03-30 2.60 -19.75% $-790.00
133 Long 2017-02-22 30.14 E 2017-03-02 31.87 5.74% $229.60
134 Long 2017-02-22 25.95 UNT 2017-03-02 27.13 4.55% $182.00
135 Long 2017-02-24 29.19 CNQ 2017-03-06 31.22 6.95% $278.00
136 Long 2017-02-24 10.43 ESV 2017-03-31 8.82 -15.44% $-617.60
137 Long 2017-02-27 20.10 WWWW 2017-03-15 20.25 0.75% $30.00
138 Long 2017-02-28 72.46 BLKB 2017-03-14 74.81 3.24% $129.60
139 Long 2017-02-28 6.69 CROX 2017-03-28 6.74 0.75% $30.00
140 Long 2017-02-28 12.95 CVE 2017-03-29 12.92 -0.23% $-9.20
141 Long 2017-02-28 36.45 NFX 2017-03-30 36.57 0.33% $13.20
142 Long 2017-02-28 10.21 PBR 2017-03-29 9.35 -8.42% $-336.80
143 Long 2017-02-28 12.72 WPX 2017-03-29 12.75 0.24% $9.60
144 Long 2017-03-01 7.90 OPNT 2017-03-08 7.75 -1.90% $-76.00
145 Long 2017-03-02 3.63 BTE 2017-03-30 3.53 -2.75% $-110.00
146 Long 2017-03-02 83.56 CRM 2017-03-13 83.47 -0.11% $-4.40
147 Long 2017-03-02 80.40 CTXS 2017-03-28 83.97 4.44% $177.60
148 Long 2017-03-02 0.58 FALC 2017-04-03 0.40 -31.03% $-1241.20
149 Long 2017-03-02 14.41 SPNS 2017-03-20 13.32 -7.56% $-302.40
150 Long 2017-03-09 19.60 CRAY 2017-03-17 20.50 4.59% $183.60
151 Long 2017-03-10 43.95 CLR 2017-03-30 45.25 2.96% $118.40
152 Long 2017-03-10 32.05 CNQ 2017-04-03 32.65 1.87% $74.80
153 Long 2017-03-13 2.68 WTI 2017-03-21 2.87 7.09% $283.60
154 Long 2017-03-14 2.04 LGCY 2017-03-31 2.10 2.94% $117.60
155 Long 2017-03-16 4.47 SCKT 2017-03-21 4.78 6.94% $277.60
156 Long 2017-03-20 97.95 LOGM 2017-03-30 98.30 0.36% $14.40
157 Long 2017-03-21 82.90 CRM 2017-03-31 82.27 -0.76% $-30.40
158 Long 2017-03-23 21.69 ACIW 2017-04-20 21.44 -1.15% $-46.00
159 Long 2017-03-23 48.64 ATVI 2017-03-28 0.30 -99.38% $-3975.20
160 Long 2017-04-07 6.53 CROX 2017-04-28 6.41 -1.84% $-73.60
161 Long 2017-04-07 2.51 DNR 2017-04-26 2.32 -7.57% $-302.80
162 Long 2017-04-07 0.35 FALC 2017-04-28 0.34 -2.86% $-114.40
163 Long 2017-04-07 0.51 IFON 2017-05-03 0.67 31.37% $1254.80
164 Long 2017-04-18 3.32 BTE 2017-05-10 3.30 -0.60% $-24.00
165 Long 2017-04-18 31.62 E 2017-05-08 32.21 1.87% $74.80
166 Long 2017-04-18 8.20 ESV 2017-05-10 7.94 -3.17% $-126.80
167 Long 2017-04-18 22.83 SM 2017-04-27 22.63 -0.88% $-35.20
168 Long 2017-04-18 22.33 UNT 2017-04-27 22.01 -1.43% $-57.20
169 Long 2017-04-18 8.57 WLL 2017-05-10 8.76 2.22% $88.80
170 Long 2017-04-21 2.18 AREX 2017-05-10 2.75 26.15% $1046.00

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 WPX Long 18-Apr-17 12.80 12.23 -4.45% -178.13 3,822.00
2 OPNT Long 01-May-17 6.534 6.50 -0.52% -20.81 3,979.20
3 EXXI Long 19-Apr-17 28.2645 27.14 -3.98% -159.14 3,840.80
4 ATW Long 18-Apr-17 7.99 8.72 9.14% 365.46 4,365.60
5 SCKT Long 01-May-17 4.3362 3.97 -8.45% -337.81 3,662.00
6 KOS Long 18-Apr-17 6.039 6.70 10.95% 437.82 4,438.00
7 EOG Long 18-Apr-17 94.7826 94.54 -0.26% -10.24 3,989.60
8 PBR Long 18-Apr-17 9.3456 9.71 3.90% 155.97 4,156.00
9 WTI Long 05-Apr-17 2.6433 2.11 -20.18% -807.02 3,192.80
10 CVE Long 03-Apr-17 11.187 9.88 -11.68% -467.33 3,532.80
11 RIG Long 18-Apr-17 11.66 11.17 -4.20% -168.10 3,832.00
12 PXD Long 10-Mar-17 185.8725 171.27 -7.86% -314.25 3,685.60
13 AGNC Long 28-Apr-17 21.1365 19.88 -5.94% -237.79 3,762.40
14 XCO Long 07-Apr-17 0.5643 0.40 -29.12% -1,164.63 2,835.20
15 CIE Long 20-Apr-17 0.4158 0.26 -37.47% -1,498.80 2,501.20
16 UNT Long 08-May-17 18.7011 19.68 5.23% 209.38 4,209.20
17 LGCY Long 18-Apr-17 2.25 2.05 -8.89% -355.56 3,644.40
18 NFX Long 18-Apr-17 35.5905 35.28 -0.87% -34.90 3,965.20
19 CRAY Long 11-Apr-17 19.305 18.80 -2.62% -104.64 3,895.20
20 BSFT Long 14-Mar-17 42.2235 35.60 -15.69% -627.47 3,372.40
21 CLR Long 18-Apr-17 44.62 42.13 -5.58% -223.22 3,776.80
22 DNR Long 03-May-17 2.1681 1.90 -12.37% -494.63 3,505.20
23 RRC Long 18-Apr-17 27.57 25.49 -7.54% -301.78 3,698.40
24 SM Long 08-May-17 20.9583 21.65 3.30% 132.01 4,132.00
25 APC Long 18-Apr-17 60.5979 52.08 -14.06% -562.26 3,437.60
26 PDS Long 24-Apr-17 4.2768 3.82 -10.68% -427.24 3,572.80
27 DO Long 07-Apr-17 16.1469 15.06 -6.73% -269.25 3,730.80
Subtotal PNL= $ -7,464.32 Open Positions: $100,535.20
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