Strategy yz Butter Cutter imp exit Statistics

Owner name: Member for: 47 years 10 months Since:
Strategy Allocation: 36% Position Size: 1.60% Max positions: 3
Paired Universe: yz 20_80 Total Securities: 589
Comment:
Published: 2012-02-29 Refreshed: 2017-10-01 Users: 0 Link:
Monthly P&L
Month OctNovDecJanFebMarAprMayJunJulAug
P&L -0.71%1.95%0.01%0.48%2.81%0.51%0.15%1.05%0.60%1.40%1.27%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
yz 20_80 10.61% 5.08 -2.09% 20 26.00%

Strategy data
Allocation Position size Max position Position Priority Entry Entry deep
36% ($36,000.00) 1.60% 3 None Limit 2
Trade Statistics
Trades Wins Even Loses Trade Average P&L
ALL : 136 115 (84.56%) 1 (0.74%) 20 (14.71%) 4.88%
LONG : 136 115 (84.56%) 1 (0.74%) 20 (14.71%) 4.88%
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
-2,092 (-2.09%) 20 2017-01-26 2017-02-15
-1,891 (-1.89%) 41 2016-10-05 2016-11-15
-1,289 (-1.29%) 27 2016-12-09 2017-01-05
-1,180 (-1.18%) 28 2017-03-02 2017-03-30
-845 (-0.85%) 25 2017-03-31 2017-04-25
-803 (-0.80%) 12 2017-04-28 2017-05-10
-653 (-0.65%) 14 2017-05-11 2017-05-25
-493 (-0.49%) 8 2017-06-14 2017-06-22
-444 (-0.44%) 15 2017-06-27 2017-07-12
-373 (-0.37%) 9 2017-08-15 2017-08-24
-316 (-0.32%) 2 2017-09-05 2017-09-07
-311 (-0.31%) 5 2017-08-09 2017-08-14
-259 (-0.26%) 11 2017-02-16 2017-02-27
-248 (-0.25%) 5 2017-01-19 2017-01-24
-199 (-0.20%) 2 2016-11-28 2016-11-30
-178 (-0.18%) 3 2017-06-06 2017-06-09
-127 (-0.13%) 4 2016-12-01 2016-12-05
-109 (-0.11%) 1 2017-02-28 2017-03-01
-96 (-0.10%) 3 2017-06-23 2017-06-26
-75 (-0.08%) 4 2017-01-06 2017-01-10
-72 (-0.07%) 3 2017-07-21 2017-07-24
-62 (-0.06%) 2 2017-08-02 2017-08-04
-47 (-0.05%) 1 2017-07-17 2017-07-18
-45 (-0.04%) 1 2017-01-11 2017-01-12
-39 (-0.04%) 5 2016-11-16 2016-11-21
-38 (-0.04%) 1 2017-07-13 2017-07-14
-13 (-0.01%) 1 2017-09-12 2017-09-13
-5 (-0.00%) 2 2016-11-23 2016-11-25
-4 (-0.00%) 1 2017-09-21 2017-09-22
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-10-05 43.97 AIV 2016-11-04 43.99 0.05% $0.80
2 Long 2016-10-05 172.63 AVB 2017-02-24 183.00 6.01% $96.16
3 Long 2016-10-05 131.43 BXP 2017-02-22 139.03 5.78% $92.48
4 Long 2016-10-05 90.86 CCI 2016-10-24 95.54 5.15% $82.40
5 Long 2016-10-05 68.00 DG 2016-11-10 71.75 5.51% $88.16
6 Long 2016-10-05 62.51 EQR 2017-01-06 64.97 3.94% $63.04
7 Long 2016-10-05 61.05 FTR 2016-10-25 61.50 0.74% $11.84
8 Long 2016-10-05 14.41 GG 2016-10-20 15.44 7.15% $114.40
9 Long 2016-10-05 71.88 HCN 2017-06-19 75.67 5.27% $84.32
10 Long 2016-10-05 35.39 IRM 2017-02-13 37.42 5.74% $91.84
11 Long 2016-10-05 212.66 PSA 2016-11-14 213.94 0.60% $9.60
12 Long 2016-10-05 98.43 VNO 2016-12-08 103.35 5.00% $80.00
13 Long 2016-10-10 24.77 COG 2017-05-08 23.94 -3.35% $-53.60
14 Long 2016-10-10 52.70 EMR 2016-11-11 55.44 5.20% $83.20
15 Long 2016-10-10 17.49 TWTR 2016-12-14 19.40 10.92% $174.72
16 Long 2016-10-11 5.67 GUID 2016-11-16 6.33 11.64% $186.24
17 Long 2016-10-11 52.18 XLNX 2016-11-14 51.90 -0.54% $-8.64
18 Long 2016-10-12 62.10 ADI 2016-11-15 66.73 7.46% $119.36
19 Long 2016-10-12 298.29 BIIB 2016-11-08 295.20 -1.04% $-16.64
20 Long 2016-10-12 23.46 CF 2016-10-21 25.03 6.69% $107.04
21 Long 2016-10-12 39.85 FAST 2016-11-10 43.96 10.31% $164.96
22 Long 2016-10-12 32.00 LM 2017-02-03 34.62 8.19% $131.04
23 Long 2016-10-20 91.80 GPC 2016-11-25 97.41 6.11% $97.76
24 Long 2016-10-24 60.96 DVA 2016-11-16 59.95 -1.66% $-26.56
25 Long 2016-10-25 8.56 ATW 2016-12-01 9.92 15.89% $254.24
26 Long 2016-10-26 5.88 CHK 2016-11-16 5.99 1.87% $29.92
27 Long 2016-11-04 1.39 PGH 2016-11-22 1.44 3.60% $57.60
28 Long 2016-11-09 17.15 ABX 2017-01-25 17.76 3.56% $56.96
29 Long 2016-11-10 201.09 ULTI 2016-11-22 211.78 5.32% $85.12
30 Long 2016-11-11 43.57 ADM 2016-12-07 44.66 2.50% $40.00
31 Long 2016-11-11 634.47 ISRG 2017-01-12 677.57 6.79% $108.64
32 Long 2016-11-14 121.20 EXPE 2016-11-23 127.50 5.20% $83.20
33 Long 2016-11-14 110.33 SYK 2016-12-12 116.42 5.52% $88.32
34 Long 2016-11-15 47.16 KORS 2016-12-09 50.80 7.72% $123.52
35 Long 2016-11-22 60.42 ABBV 2016-12-12 61.53 1.84% $29.44
36 Long 2016-11-22 89.05 VRTX 2017-03-06 89.75 0.79% $12.64
37 Long 2016-11-23 27.03 IGT 2017-02-17 27.30 1.00% $16.00
38 Long 2016-11-25 15.75 XCO 2016-12-13 16.50 4.76% $76.16
39 Long 2016-11-29 261.00 CIE 2016-12-05 297.00 13.79% $220.64
40 Long 2016-11-29 47.78 CLR 2016-12-05 58.10 21.60% $345.60
41 Long 2016-11-29 7.96 CROX 2017-07-26 8.02 0.75% $12.00
42 Long 2016-12-01 18.61 ACIW 2016-12-09 19.94 7.15% $114.40
43 Long 2016-12-06 84.61 KSU 2017-01-26 87.55 3.47% $55.52
44 Long 2016-12-08 35.44 SM 2016-12-14 36.74 3.67% $58.72
45 Long 2016-12-13 9.65 CLF 2017-01-12 9.66 0.10% $1.60
46 Long 2016-12-13 34.38 VIAB 2017-01-06 37.98 10.47% $167.52
47 Long 2016-12-14 14.44 ANF 2017-05-26 13.98 -3.19% $-51.04
48 Long 2016-12-14 252.00 CIE 2016-12-22 267.75 6.25% $100.00
49 Long 2016-12-14 14.87 FCX 2017-01-05 14.68 -1.28% $-20.48
50 Long 2016-12-15 2.50 LIFE 2017-01-13 2.50 0.00% $0.00
51 Long 2016-12-15 78.73 R 2017-01-31 77.83 -1.14% $-18.24
52 Long 2016-12-15 38.75 RIO 2017-01-11 41.31 6.61% $105.76
53 Long 2016-12-15 26.02 SKX 2017-02-13 27.80 6.84% $109.44
54 Long 2016-12-23 2.12 LGCY 2017-01-05 2.48 16.98% $271.68
55 Long 2017-01-11 37.60 STX 2017-01-27 44.07 17.21% $275.36
56 Long 2017-01-12 146.35 LLL 2017-01-30 158.29 8.16% $130.56
57 Long 2017-01-13 5.50 PDS 2017-01-26 6.02 9.45% $151.20
58 Long 2017-01-19 46.23 BK 2017-06-12 49.26 6.55% $104.80
59 Long 2017-01-19 1.47 PSTI 2017-04-28 1.45 -1.36% $-21.76
60 Long 2017-01-25 49.50 VZ 2017-09-26 49.96 0.93% $14.88
61 Long 2017-01-27 50.88 PLD 2017-04-10 53.65 5.44% $87.04
62 Long 2017-01-30 71.94 HP 2017-02-15 70.23 -2.38% $-38.08
63 Long 2017-01-30 71.19 MJN 2017-02-07 84.16 18.22% $291.52
64 Long 2017-01-30 29.81 MUR 2017-03-02 28.83 -3.29% $-52.64
65 Long 2017-01-31 52.03 CTSH 2017-02-09 57.00 9.55% $152.80
66 Long 2017-01-31 55.79 DECK 2017-04-27 60.60 8.62% $137.92
67 Long 2017-01-31 10.53 ESV 2017-02-15 11.06 5.03% $80.48
68 Long 2017-01-31 10.53 ESV 2017-02-15 11.06 5.03% $80.48
69 Long 2017-02-03 53.35 IP 2017-06-19 56.95 6.75% $108.00
70 Long 2017-02-08 20.56 ATI 2017-02-14 21.69 5.50% $88.00
71 Long 2017-02-21 12.35 ECA 2017-04-11 12.00 -2.83% $-45.28
72 Long 2017-02-23 12.06 SLM 2017-03-29 12.19 1.08% $17.28
73 Long 2017-02-24 52.75 EGN 2017-03-30 55.00 4.27% $68.32
74 Long 2017-02-24 41.51 RIO 2017-05-25 41.55 0.10% $1.60
75 Long 2017-02-24 252.66 TSLA 2017-03-15 257.00 1.72% $27.52
76 Long 2017-02-24 36.20 X 2017-03-16 38.23 5.61% $89.76
77 Long 2017-02-27 19.54 ABX 2017-03-16 19.44 -0.51% $-8.16
78 Long 2017-02-28 6.63 GUID 2017-05-23 6.66 0.45% $7.20
79 Long 2017-03-06 6.11 EXTR 2017-03-10 6.76 10.64% $170.24
80 Long 2017-03-06 8.47 IMMR 2017-03-31 8.55 0.94% $15.04
81 Long 2017-03-07 69.40 PRGO 2017-05-03 72.75 4.83% $77.28
82 Long 2017-03-08 30.92 FE 2017-08-21 32.87 6.31% $100.96
83 Long 2017-03-21 24.44 BAC 2017-04-26 24.00 -1.80% $-28.80
84 Long 2017-03-21 59.59 C 2017-04-26 60.04 0.76% $12.16
85 Long 2017-03-21 35.71 GM 2017-09-07 37.40 4.73% $75.68
86 Long 2017-03-21 44.59 MS 2017-05-01 43.76 -1.86% $-29.76
87 Long 2017-04-03 27.45 SKX 2017-06-12 27.12 -1.20% $-19.20
88 Long 2017-04-11 27.50 MU 2017-05-04 27.94 1.60% $25.60
89 Long 2017-04-13 25.75 BTU 2017-05-15 24.97 -3.03% $-48.48
90 Long 2017-04-13 6.28 KOS 2017-05-09 6.87 9.39% $150.24
91 Long 2017-04-18 19.94 SGY 2017-04-28 21.44 7.52% $120.32
92 Long 2017-04-28 211.91 PSA 2017-05-19 215.64 1.76% $28.16
93 Long 2017-05-05 21.10 LCI 2017-05-12 22.80 8.06% $128.96
94 Long 2017-05-08 1.37 PSTI 2017-05-23 1.44 5.11% $81.76
95 Long 2017-05-17 23.97 BTU 2017-06-12 24.43 1.92% $30.72
96 Long 2017-05-17 20.90 LCI 2017-07-06 21.10 0.96% $15.36
97 Long 2017-05-17 52.06 VFC 2017-06-14 55.99 7.55% $120.80
98 Long 2017-05-18 41.49 BEN 2017-06-15 43.75 5.45% $87.20
99 Long 2017-05-18 108.35 LOGM 2017-07-31 116.90 7.89% $126.24
100 Long 2017-05-26 28.75 FTI 2017-07-20 28.70 -0.17% $-2.72
101 Long 2017-05-31 28.45 WMB 2017-07-03 30.49 7.17% $114.72
102 Long 2017-06-06 62.05 KMX 2017-06-28 63.05 1.61% $25.76
103 Long 2017-06-07 12.32 ANF 2017-09-05 13.07 6.09% $97.44
104 Long 2017-06-07 37.44 FSLR 2017-06-23 38.36 2.46% $39.36
105 Long 2017-06-12 145.74 AAPL 2017-08-08 158.60 8.82% $141.12
106 Long 2017-06-12 133.72 ADBE 2017-06-26 146.06 9.23% $147.68
107 Long 2017-06-12 104.21 ADSK 2017-07-19 108.50 4.12% $65.92
108 Long 2017-06-12 180.00 BIDU 2017-07-20 192.26 6.81% $108.96
109 Long 2017-06-12 86.12 CRM 2017-08-17 92.00 6.83% $109.28
110 Long 2017-06-12 109.30 EA 2017-07-27 119.01 8.88% $142.08
111 Long 2017-06-12 1.32 PSTI 2017-06-23 1.28 -3.03% $-48.48
112 Long 2017-06-15 481.70 NOG 2017-06-30 487.10 1.12% $17.92
113 Long 2017-06-16 29.28 JBL 2017-07-25 30.99 5.84% $93.44
114 Long 2017-06-19 23.46 BTU 2017-07-05 24.96 6.39% $102.24
115 Long 2017-06-27 151.44 NVDA 2017-07-13 163.00 7.63% $122.08
116 Long 2017-06-29 1.29 PSTI 2017-09-19 1.44 11.63% $186.08
117 Long 2017-07-03 3.40 LIFE 2017-07-25 3.55 4.41% $70.56
118 Long 2017-07-03 29.86 MU 2017-07-12 31.77 6.40% $102.40
119 Long 2017-07-03 88.60 WDC 2017-07-13 93.51 5.54% $88.64
120 Long 2017-07-06 317.26 TSLA 2017-07-27 346.00 9.06% $144.96
121 Long 2017-07-21 14.22 RF 2017-09-28 15.08 6.05% $96.80
122 Long 2017-07-26 174.00 WAT 2017-09-07 184.16 5.84% $93.44
123 Long 2017-07-28 31.10 CA 2017-08-17 32.51 4.53% $72.48
124 Long 2017-07-28 37.21 FLIR 2017-09-13 39.16 5.24% $83.84
125 Long 2017-07-28 100.07 VAR 2017-09-01 106.25 6.18% $98.88
126 Long 2017-07-31 45.25 AMAT 2017-09-19 48.03 6.14% $98.24
127 Long 2017-08-02 157.46 LRCX 2017-08-21 161.12 2.32% $37.12
128 Long 2017-08-02 159.99 MCK 2017-09-14 154.30 -3.56% $-56.96
129 Long 2017-08-02 318.94 TSLA 2017-08-07 357.35 12.04% $192.64
130 Long 2017-08-03 70.00 PRGO 2017-08-15 77.08 10.11% $161.76
131 Long 2017-08-07 3.32 LIFE 2017-09-14 3.30 -0.60% $-9.60
132 Long 2017-08-11 23.04 OI 2017-09-01 24.76 7.47% $119.52
133 Long 2017-08-16 23.54 SGY 2017-08-22 25.34 7.65% $122.40
134 Long 2017-08-17 154.05 CMI 2017-09-11 161.58 4.89% $78.24
135 Long 2017-08-21 8.88 CROX 2017-09-08 9.59 8.00% $128.00
136 Long 2017-08-29 24.05 SGY 2017-09-07 25.99 8.07% $129.12

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 UPL Long 1-Jun-17 11.0446 8.67 -21.50% -344.00 1,256.00
2 NKE Long 21-Aug-17 53.851 51.85 -3.72% -59.45 1,540.48
3 EQT Long 16-Dec-16 65.8854 65.24 -0.98% -15.67 1,584.32
4 PGH Long 27-Dec-16 1.3818 1.03 -25.46% -407.35 1,192.64
5 SHOO Long 21-Aug-17 40.229 43.30 7.63% 122.14 1,722.08
6 MOS Long 24-Feb-17 31.1934 21.59 -30.79% -492.59 1,107.36
7 PTEN Long 9-Mar-17 24.9214 20.94 -15.98% -255.61 1,344.32
8 NTRS Long 20-Jul-17 87.4258 91.93 5.15% 82.43 1,682.40
9 CLR Long 9-Dec-16 54.5272 38.61 -29.19% -467.06 1,132.96
10 COST Long 19-Jun-17 163.7678 164.29 0.32% 5.10 1,605.12
11 GPOR Long 16-Dec-16 22.04 14.34 -34.94% -558.98 1,040.96
12 OAS Long 13-Apr-17 13.0928 9.12 -30.34% -485.49 1,114.56
13 SPG Long 5-Oct-16 194.8926 161.01 -17.39% -278.16 1,321.76
14 PBR Long 1-Nov-16 11.4366 10.04 -12.21% -195.39 1,404.64
15 NOG Long 10-Jul-17 449.80 405.60 -9.83% -157.23 1,442.72
16 CIE Long 10-Jan-17 257.985 1.43 -99.45% -1,591.13 8.80
17 TSLA Long 25-Sep-17 344.0682 341.10 -0.86% -13.80 1,586.24
18 MAC Long 5-Oct-16 76.685 54.97 -28.32% -453.07 1,146.88
19 GG Long 27-Feb-17 16.2386 12.96 -20.19% -323.04 1,276.96
20 DIS Long 4-May-17 109.3876 98.57 -9.89% -158.23 1,441.76
21 MPC Long 9-Aug-17 53.3512 56.08 5.11% 81.84 1,681.76
22 XCO Long 27-Dec-16 13.965 1.34 -90.40% -1,446.47 153.60
23 LGCY Long 30-May-17 1.9796 1.52 -23.22% -371.47 1,228.48
24 AN Long 6-Feb-17 48.7746 47.46 -2.70% -43.12 1,556.80
25 QEP Long 15-Dec-16 18.522 8.57 -53.73% -859.69 740.32
26 CHK Long 30-Dec-16 7.0168 4.30 -38.72% -619.50 980.48
27 DGX Long 19-Sep-17 101.7828 93.64 -8.00% -128.00 1,472.00
28 ATW Long 30-Jan-17 12.9556 9.39 -27.52% -440.35 1,159.68
29 BBT Long 21-Mar-17 45.3054 46.94 3.61% 57.73 1,657.76
30 ITW Long 27-Jun-17 142.4332 147.96 3.88% 62.08 1,662.08
31 VAR Long 28-Sep-17 99.568 100.06 0.49% 7.91 1,607.84
32 FTR Long 2-Nov-16 57.00 11.79 -79.32% -1,269.05 330.88
33 WDC Long 28-Jul-17 88.00 86.40 -1.82% -29.09 1,570.88
34 ABC Long 3-Aug-17 84.11 82.75 -1.62% -25.87 1,574.08
35 REGN Long 11-Sep-17 451.08 447.12 -0.88% -14.05 1,585.92
36 WU Long 20-Jan-17 20.7074 19.20 -7.28% -116.47 1,483.52
37 SBUX Long 12-Jun-17 60.9462 53.71 -11.87% -189.97 1,410.08
38 CNX Long 13-Dec-16 19.5118 16.94 -13.18% -210.89 1,389.12
39 IPG Long 27-Jul-17 21.0112 20.79 -1.05% -16.84 1,583.20
40 PDS Long 8-Feb-17 5.3018 3.12 -41.15% -658.43 941.60
41 JCP Long 16-Dec-16 9.0846 3.81 -58.06% -928.97 671.04
42 RDC Long 7-Mar-17 17.0814 12.85 -24.77% -396.35 1,203.68
43 WLL Long 8-Mar-17 10.2116 5.46 -46.53% -744.50 855.52
44 THC Long 27-Oct-16 20.44 16.43 -19.62% -313.89 1,286.08
45 SKX Long 18-Aug-17 26.852 25.09 -6.56% -104.99 1,495.04
46 EXPE Long 8-Aug-17 146.1376 143.94 -1.50% -24.06 1,576.00
47 PBI Long 17-May-17 15.1018 14.01 -7.23% -115.67 1,484.32
48 BBG Long 31-Jan-17 6.7032 4.29 -36.00% -576.01 1,024.00
49 PRU Long 10-Aug-17 107.7412 106.32 -1.32% -21.11 1,578.88
50 WIN Long 5-Oct-16 9.4374 1.77 -81.24% -1,299.92 300.16
51 APC Long 8-Feb-17 65.7972 48.85 -25.76% -412.11 1,187.84
52 CLF Long 8-Mar-17 9.2414 7.15 -22.63% -362.09 1,237.92
53 JWN Long 15-Dec-16 55.8796 47.15 -15.62% -249.95 1,350.08
54 WFT Long 17-Apr-17 5.9388 4.58 -22.88% -366.08 1,233.92
55 BTE Long 10-Jan-17 4.5962 3.01 -34.51% -552.18 1,047.84
56 GNW Long 26-Oct-16 4.4786 3.85 -14.04% -224.57 1,375.36
57 NFX Long 16-Dec-16 44.2176 29.67 -32.90% -526.40 1,073.60
58 LOW Long 24-May-17 79.33 79.94 0.77% 12.30 1,612.32
59 HCP Long 5-Oct-16 36.1032 27.83 -22.92% -366.65 1,233.28
60 CTL Long 20-Jun-17 24.8528 18.90 -23.95% -383.24 1,216.80
61 FTNT Long 28-Jul-17 37.6516 35.84 -4.81% -76.98 1,523.04
62 EXXI Long 15-Mar-17 28.3906 10.34 -63.58% -1,017.27 582.72
63 SLM Long 8-May-17 11.6914 11.47 -1.89% -30.30 1,569.76
64 FL Long 16-May-17 71.7458 35.22 -50.91% -814.56 785.44
65 AVP Long 1-Nov-16 6.419 2.33 -63.70% -1,019.22 580.80
66 RRC Long 1-Feb-17 31.6932 19.57 -38.25% -612.03 988.00
67 HUM Long 19-Sep-17 243.481 243.63 0.06% 0.98 1,600.96
Subtotal PNL= $ -23,802.15 Open Positions: $83,397.44
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