Strategy yz Butter Cutter imp exit Statistics

Owner name: Member for: 47 years 12 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: 2017-12-01 Users: 0 Link:
Monthly P&L
Month DecJanFebMarAprMayJunJulAugSepOct
P&L -0.22%-0.22%2.79%-0.03%0.14%0.59%0.70%0.34%1.65%2.09%0.68%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
yz 20_80 10.56% 4.29 -2.46% 63 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 : 127 106 (83.46%) 2 (1.57%) 19 (14.96%) 5.19%
LONG : 127 106 (83.46%) 2 (1.57%) 19 (14.96%) 5.19%
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
-2,461 (-2.46%) 63 2016-12-14 2017-02-15
-1,742 (-1.74%) 55 2017-03-02 2017-04-26
-1,055 (-1.05%) 13 2017-05-11 2017-05-24
-704 (-0.70%) 26 2017-06-29 2017-07-25
-658 (-0.66%) 8 2017-06-14 2017-06-22
-637 (-0.64%) 4 2017-08-17 2017-08-21
-628 (-0.63%) 6 2017-08-10 2017-08-16
-610 (-0.61%) 8 2017-05-02 2017-05-10
-336 (-0.34%) 4 2017-04-27 2017-05-01
-330 (-0.33%) 6 2017-09-05 2017-09-11
-300 (-0.30%) 1 2017-06-27 2017-06-28
-296 (-0.30%) 6 2017-10-25 2017-10-31
-274 (-0.27%) 1 2017-02-28 2017-03-01
-259 (-0.26%) 6 2017-06-02 2017-06-08
-230 (-0.23%) 5 2017-02-22 2017-02-27
-185 (-0.19%) 4 2017-09-28 2017-10-02
-172 (-0.17%) 4 2017-11-06 2017-11-10
-147 (-0.15%) 5 2017-10-19 2017-10-24
-136 (-0.14%) 2 2017-08-28 2017-08-30
-124 (-0.12%) 2 2017-05-30 2017-06-01
-109 (-0.11%) 1 2016-12-12 2016-12-13
-104 (-0.10%) 4 2017-07-28 2017-08-01
-104 (-0.10%) 1 2017-08-02 2017-08-03
-88 (-0.09%) 3 2017-06-23 2017-06-26
-86 (-0.09%) 1 2017-10-09 2017-10-10
-65 (-0.06%) 1 2017-05-25 2017-05-26
-56 (-0.06%) 1 2017-08-23 2017-08-24
-44 (-0.04%) 1 2017-10-03 2017-10-04
-39 (-0.04%) 1 2017-09-14 2017-09-15
-25 (-0.03%) 2 2017-10-16 2017-10-18
-24 (-0.02%) 2 2017-09-25 2017-09-27
-16 (-0.02%) 1 2017-10-12 2017-10-13
-12 (-0.01%) 1 2017-09-21 2017-09-22
-9 (-0.01%) 1 2017-09-12 2017-09-13
-7 (-0.01%) 4 2017-11-24 2017-11-28
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-12-02 17.94 ACIW 2016-12-08 19.37 7.97% $127.52
2 Long 2016-12-02 66.59 CRM 2017-01-05 72.81 9.34% $149.44
3 Long 2016-12-02 33.74 CSOD 2016-12-08 37.33 10.64% $170.24
4 Long 2016-12-02 75.58 EA 2016-12-13 80.46 6.46% $103.36
5 Long 2016-12-02 86.25 NVDA 2016-12-08 95.19 10.37% $165.92
6 Long 2016-12-02 38.46 ORCL 2016-12-14 40.87 6.27% $100.32
7 Long 2016-12-02 74.00 RHT 2017-01-05 72.74 -1.70% $-27.20
8 Long 2016-12-02 47.16 TRIP 2017-01-05 48.89 3.67% $58.72
9 Long 2016-12-02 192.58 ULTI 2017-04-21 207.13 7.56% $120.96
10 Long 2016-12-02 77.65 VRTX 2017-01-10 82.60 6.37% $101.92
11 Long 2016-12-06 0.50 FALC 2016-12-13 0.63 26.00% $416.00
12 Long 2016-12-06 84.61 KSU 2017-01-26 87.55 3.47% $55.52
13 Long 2016-12-08 35.44 SM 2016-12-14 36.74 3.67% $58.72
14 Long 2016-12-13 9.65 CLF 2017-01-12 9.66 0.10% $1.60
15 Long 2016-12-13 34.38 VIAB 2017-01-06 37.98 10.47% $167.52
16 Long 2016-12-14 14.44 ANF 2017-05-26 13.98 -3.19% $-51.04
17 Long 2016-12-14 252.00 CIE 2016-12-22 267.75 6.25% $100.00
18 Long 2016-12-14 14.87 FCX 2017-01-05 14.68 -1.28% $-20.48
19 Long 2016-12-15 7.25 IO 2017-09-06 8.30 14.48% $231.68
20 Long 2016-12-15 31.94 IRM 2017-01-05 33.72 5.57% $89.12
21 Long 2016-12-15 2.50 LIFE 2017-01-13 2.50 0.00% $0.00
22 Long 2016-12-15 78.73 R 2017-01-31 77.83 -1.14% $-18.24
23 Long 2016-12-15 38.75 RIO 2017-01-11 41.31 6.61% $105.76
24 Long 2016-12-15 26.02 SKX 2017-02-13 27.80 6.84% $109.44
25 Long 2016-12-15 44.20 WLL 2016-12-21 50.24 13.67% $218.72
26 Long 2016-12-15 31.09 WY 2017-01-30 31.13 0.13% $2.08
27 Long 2016-12-16 74.17 CHRW 2017-02-17 77.96 5.11% $81.76
28 Long 2016-12-16 138.75 CMI 2017-01-26 148.25 6.85% $109.60
29 Long 2016-12-16 22.64 COG 2017-01-25 23.00 1.59% $25.44
30 Long 2016-12-21 25.16 HSTM 2017-04-26 28.80 14.47% $231.52
31 Long 2016-12-23 22.30 LCI 2017-02-15 21.85 -2.02% $-32.32
32 Long 2017-01-11 37.60 STX 2017-01-27 44.07 17.21% $275.36
33 Long 2017-01-12 146.35 LLL 2017-01-30 158.29 8.16% $130.56
34 Long 2017-01-13 5.50 PDS 2017-01-26 6.02 9.45% $151.20
35 Long 2017-01-19 46.23 BK 2017-06-12 49.26 6.55% $104.80
36 Long 2017-01-19 1.47 PSTI 2017-04-28 1.45 -1.36% $-21.76
37 Long 2017-01-23 58.67 QCOM 2017-11-14 66.16 12.77% $204.32
38 Long 2017-01-25 49.50 VZ 2017-09-26 49.96 0.93% $14.88
39 Long 2017-01-27 79.33 CVS 2017-07-03 80.77 1.82% $29.12
40 Long 2017-01-27 50.88 PLD 2017-04-10 53.65 5.44% $87.04
41 Long 2017-01-30 71.94 HP 2017-02-15 70.23 -2.38% $-38.08
42 Long 2017-01-30 71.19 MJN 2017-02-07 84.16 18.22% $291.52
43 Long 2017-01-30 29.81 MUR 2017-03-02 28.83 -3.29% $-52.64
44 Long 2017-01-31 52.03 CTSH 2017-02-09 57.00 9.55% $152.80
45 Long 2017-01-31 55.79 DECK 2017-04-27 60.60 8.62% $137.92
46 Long 2017-01-31 10.53 ESV 2017-02-15 11.06 5.03% $80.48
47 Long 2017-01-31 10.53 ESV 2017-02-15 11.06 5.03% $80.48
48 Long 2017-02-01 65.61 BLKB 2017-02-14 70.93 8.11% $129.76
49 Long 2017-02-01 106.33 MA 2017-03-20 112.82 6.10% $97.60
50 Long 2017-02-07 0.59 FALC 2017-02-13 0.69 16.95% $271.20
51 Long 2017-02-21 12.35 ECA 2017-04-11 12.00 -2.83% $-45.28
52 Long 2017-02-23 12.06 SLM 2017-03-29 12.19 1.08% $17.28
53 Long 2017-02-23 45.55 TRIP 2017-05-11 47.36 3.97% $63.52
54 Long 2017-02-24 52.75 EGN 2017-03-30 55.00 4.27% $68.32
55 Long 2017-02-24 0.63 FALC 2017-09-12 0.73 15.87% $253.92
56 Long 2017-02-24 35.19 HRL 2017-11-29 34.64 -1.56% $-24.96
57 Long 2017-02-24 41.51 RIO 2017-05-25 41.55 0.10% $1.60
58 Long 2017-02-24 252.66 TSLA 2017-03-15 257.00 1.72% $27.52
59 Long 2017-02-24 36.20 X 2017-03-16 38.23 5.61% $89.76
60 Long 2017-03-06 19.85 CRAY 2017-03-28 21.35 7.56% $120.96
61 Long 2017-03-21 24.44 BAC 2017-04-26 24.00 -1.80% $-28.80
62 Long 2017-03-21 46.23 BBT 2017-10-27 48.35 4.59% $73.44
63 Long 2017-03-21 59.59 C 2017-04-26 60.04 0.76% $12.16
64 Long 2017-04-03 27.45 SKX 2017-06-12 27.12 -1.20% $-19.20
65 Long 2017-04-04 21.40 LCI 2017-04-10 23.70 10.75% $172.00
66 Long 2017-04-05 20.10 CRAY 2017-07-31 20.00 -0.50% $-8.00
67 Long 2017-04-11 27.50 MU 2017-05-04 27.94 1.60% $25.60
68 Long 2017-04-13 25.75 BTU 2017-05-15 24.97 -3.03% $-48.48
69 Long 2017-04-13 6.28 KOS 2017-05-09 6.87 9.39% $150.24
70 Long 2017-04-24 2.11 LGCY 2017-05-22 2.15 1.90% $30.40
71 Long 2017-04-28 211.91 PSA 2017-05-19 215.64 1.76% $28.16
72 Long 2017-05-02 3.76 GNW 2017-06-29 3.75 -0.27% $-4.32
73 Long 2017-05-05 21.10 LCI 2017-05-12 22.80 8.06% $128.96
74 Long 2017-05-08 1.37 PSTI 2017-05-23 1.44 5.11% $81.76
75 Long 2017-05-08 11.93 SLM 2017-11-30 11.70 -1.93% $-30.88
76 Long 2017-05-17 23.97 BTU 2017-06-12 24.43 1.92% $30.72
77 Long 2017-05-17 20.90 LCI 2017-07-06 21.10 0.96% $15.36
78 Long 2017-05-17 52.06 VFC 2017-06-14 55.99 7.55% $120.80
79 Long 2017-05-18 41.49 BEN 2017-06-15 43.75 5.45% $87.20
80 Long 2017-05-18 34.58 FSLR 2017-05-25 38.90 12.49% $199.84
81 Long 2017-05-26 28.75 FTI 2017-07-20 28.70 -0.17% $-2.72
82 Long 2017-05-31 28.45 WMB 2017-07-03 30.49 7.17% $114.72
83 Long 2017-06-06 62.05 KMX 2017-06-28 63.05 1.61% $25.76
84 Long 2017-06-07 12.32 ANF 2017-09-05 13.07 6.09% $97.44
85 Long 2017-06-07 37.44 FSLR 2017-06-23 38.36 2.46% $39.36
86 Long 2017-06-12 145.74 AAPL 2017-08-08 158.60 8.82% $141.12
87 Long 2017-06-12 133.72 ADBE 2017-06-26 146.06 9.23% $147.68
88 Long 2017-06-12 104.21 ADSK 2017-07-19 108.50 4.12% $65.92
89 Long 2017-06-12 180.00 BIDU 2017-07-20 192.26 6.81% $108.96
90 Long 2017-06-15 481.70 NOG 2017-06-30 487.10 1.12% $17.92
91 Long 2017-06-16 29.28 JBL 2017-07-25 30.99 5.84% $93.44
92 Long 2017-06-27 144.71 ITW 2017-10-17 153.04 5.76% $92.16
93 Long 2017-06-27 151.44 NVDA 2017-07-13 163.00 7.63% $122.08
94 Long 2017-06-29 1.29 PSTI 2017-09-19 1.44 11.63% $186.08
95 Long 2017-07-03 3.40 LIFE 2017-07-25 3.55 4.41% $70.56
96 Long 2017-07-03 29.86 MU 2017-07-12 31.77 6.40% $102.40
97 Long 2017-07-03 88.60 WDC 2017-07-13 93.51 5.54% $88.64
98 Long 2017-07-06 317.26 TSLA 2017-07-27 346.00 9.06% $144.96
99 Long 2017-07-11 3.57 GNW 2017-08-08 3.55 -0.56% $-8.96
100 Long 2017-07-20 89.21 NTRS 2017-10-23 95.53 7.08% $113.28
101 Long 2017-07-21 14.22 RF 2017-09-28 15.08 6.05% $96.80
102 Long 2017-07-26 174.00 WAT 2017-09-07 184.16 5.84% $93.44
103 Long 2017-07-27 21.11 IPG 2017-10-06 21.37 1.23% $19.68
104 Long 2017-07-28 31.10 CA 2017-08-17 32.51 4.53% $72.48
105 Long 2017-07-28 37.21 FLIR 2017-09-13 39.16 5.24% $83.84
106 Long 2017-07-28 38.28 FTNT 2017-10-12 38.57 0.76% $12.16
107 Long 2017-07-28 100.07 VAR 2017-09-01 106.25 6.18% $98.88
108 Long 2017-07-28 88.00 WDC 2017-11-16 90.59 2.94% $47.04
109 Long 2017-07-31 45.25 AMAT 2017-09-19 48.03 6.14% $98.24
110 Long 2017-08-08 148.37 EXPE 2017-10-19 151.47 2.09% $33.44
111 Long 2017-08-09 54.43 MPC 2017-10-23 57.48 5.60% $89.60
112 Long 2017-08-17 154.05 CMI 2017-09-11 161.58 4.89% $78.24
113 Long 2017-09-11 451.08 REGN 2017-10-06 463.39 2.73% $43.68
114 Long 2017-09-28 101.60 VAR 2017-10-23 107.06 5.37% $85.92
115 Long 2017-10-04 7.62 KOS 2017-11-03 7.93 4.07% $65.12
116 Long 2017-10-09 142.40 WYNN 2017-11-02 151.55 6.43% $102.88
117 Long 2017-10-13 55.13 BBY 2017-11-27 57.55 4.39% $70.24
118 Long 2017-10-13 72.10 C 2017-11-30 75.73 5.03% $80.48
119 Long 2017-10-18 11.83 EXTR 2017-11-02 11.83 0.00% $0.00
120 Long 2017-10-19 19.30 CRAY 2017-11-16 20.00 3.63% $58.08
121 Long 2017-10-25 8.72 GCI 2017-11-07 9.47 8.60% $137.60
122 Long 2017-10-25 15.10 SE 2017-11-17 15.00 -0.66% $-10.56
123 Long 2017-11-01 12.44 ANF 2017-11-20 15.70 26.21% $419.36
124 Long 2017-11-01 38.95 SHOO 2017-11-24 39.95 2.57% $41.12
125 Long 2017-11-03 38.54 FLS 2017-11-29 41.09 6.62% $105.92
126 Long 2017-11-13 11.14 EXTR 2017-11-16 11.83 6.19% $99.04
127 Long 2017-11-14 28.05 FTI 2017-11-30 28.09 0.14% $2.24

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 9.59 -13.17% -210.72 1,389.28
2 EQT Long 16-Dec-16 65.8854 59.60 -9.54% -152.64 1,447.36
3 PGH Long 27-Dec-16 1.3818 0.85 -38.49% -615.78 984.16
4 MUR Long 15-Nov-17 27.2342 27.95 2.63% 42.05 1,642.08
5 EOG Long 15-Nov-17 100.4206 102.32 1.89% 30.26 1,630.24
6 WTI Long 21-Nov-17 3.0086 3.14 4.37% 69.88 1,669.92
7 MOS Long 24-Feb-17 31.1934 24.29 -22.13% -354.10 1,245.92
8 PTEN Long 9-Mar-17 24.9214 21.59 -13.37% -213.88 1,386.08
9 CLR Long 9-Dec-16 54.5272 47.33 -13.20% -211.19 1,388.80
10 GILD Long 27-Oct-17 75.01 74.78 -0.31% -4.91 1,595.04
11 MTB Long 9-Nov-17 157.9858 168.95 6.94% 111.04 1,711.04
12 SE Long 24-Nov-17 13.573 11.60 -14.54% -232.58 1,367.36
13 GPOR Long 16-Dec-16 22.04 12.80 -41.92% -670.78 929.28
14 OAS Long 13-Apr-17 13.0928 10.23 -21.87% -349.85 1,250.08
15 PBR Long 15-Nov-17 9.4864 9.72 2.46% 39.40 1,639.36
16 NOG Long 10-Jul-17 449.80 329.40 -26.77% -428.28 1,171.68
17 CIE Long 10-Jan-17 257.985 0.50 -99.81% -1,596.90 3.04
18 TSLA Long 25-Sep-17 344.0682 308.85 -10.24% -163.77 1,436.16
19 NEM Long 25-Oct-17 36.3874 36.99 1.66% 26.50 1,626.56
20 GG Long 27-Feb-17 16.2386 12.64 -22.16% -354.57 1,245.44
21 DIS Long 4-May-17 109.3876 104.82 -4.18% -66.81 1,533.12
22 ECA Long 14-Nov-17 12.0148 11.84 -1.45% -23.28 1,576.80
23 ADI Long 29-Nov-17 85.3286 86.11 0.92% 14.65 1,614.72
24 XCO Long 27-Dec-16 13.965 0.52 -96.28% -1,540.42 59.52
25 LGCY Long 30-May-17 1.9796 1.55 -21.70% -347.22 1,252.80
26 QEP Long 15-Dec-16 18.522 9.66 -47.85% -765.53 834.40
27 CHK Long 30-Dec-16 7.0168 4.07 -42.00% -671.94 928.00
28 SD Long 6-Jan-17 22.5008 18.61 -17.29% -276.67 1,323.36
29 DGX Long 19-Sep-17 101.7828 98.46 -3.26% -52.23 1,547.84
30 MU Long 30-Nov-17 42.8652 42.39 -1.11% -17.74 1,582.24
31 BBT Long 9-Nov-17 46.795 49.42 5.61% 89.75 1,689.76
32 BIDU Long 30-Oct-17 234.5826 238.58 1.70% 27.26 1,627.20
33 ABC Long 3-Aug-17 84.11 84.82 0.84% 13.51 1,613.44
34 AMGN Long 25-Oct-17 176.7626 175.66 -0.62% -9.98 1,590.08
35 WU Long 20-Jan-17 20.7074 19.69 -4.91% -78.61 1,521.44
36 YHOO Long 15-Nov-17 68.1296 70.06 2.83% 45.33 1,645.28
37 SBUX Long 12-Jun-17 60.9462 57.82 -5.13% -82.07 1,517.92
38 CNX Long 13-Dec-16 19.5118 13.95 -28.50% -456.08 1,144.00
39 PDS Long 8-Feb-17 5.3018 2.80 -47.19% -755.00 844.96
40 JCP Long 16-Dec-16 9.0846 3.31 -63.56% -1,017.04 583.04
41 RDC Long 7-Mar-17 17.0814 14.47 -15.29% -244.61 1,355.36
42 ATI Long 9-Nov-17 23.23 22.77 -1.98% -31.68 1,568.32
43 WLL Long 8-Mar-17 40.8464 24.95 -38.92% -622.68 977.28
44 THC Long 27-Jul-17 18.08 14.10 -22.01% -352.21 1,247.84
45 EXPE Long 27-Oct-17 123.10 122.50 -0.49% -7.80 1,592.16
46 PBI Long 17-May-17 15.1018 10.67 -29.35% -469.54 1,130.40
47 BBG Long 31-Jan-17 6.7032 5.85 -12.73% -203.65 1,396.32
48 WIN Long 2-Feb-17 7.7322 2.63 -65.99% -1,055.78 544.16
49 APC Long 8-Feb-17 65.7972 48.09 -26.91% -430.59 1,169.44
50 CLF Long 8-Mar-17 9.2414 6.66 -27.93% -446.93 1,153.12
51 JWN Long 15-Dec-16 55.8796 45.45 -18.66% -298.63 1,301.44
52 CXO Long 15-Nov-17 137.6508 139.86 1.60% 25.68 1,625.60
53 LIFE Long 18-Oct-17 5.292 3.90 -26.30% -420.86 1,179.20
54 DVN Long 15-Nov-17 37.4654 38.53 2.84% 45.46 1,645.44
55 WFT Long 17-Apr-17 5.9388 3.30 -44.43% -710.93 889.12
56 BTE Long 10-Jan-17 4.5962 3.36 -26.90% -430.34 1,169.60
57 GNW Long 24-Oct-17 3.626 3.39 -6.51% -104.14 1,495.84
58 ADSK Long 30-Nov-17 107.1532 109.70 2.38% 38.03 1,638.08
59 NFX Long 16-Dec-16 44.2176 30.93 -30.05% -480.81 1,119.20
60 OI Long 25-Oct-17 23.863 24.22 1.50% 23.94 1,624.00
61 LOW Long 24-May-17 79.33 83.37 5.09% 81.48 1,681.44
62 CTL Long 20-Jun-17 24.8528 14.59 -41.29% -660.71 939.36
63 RIO Long 15-Nov-17 47.04 47.90 1.83% 29.25 1,629.28
64 PFE Long 31-Oct-17 34.447 36.26 5.26% 84.21 1,684.16
65 LOGM Long 9-Nov-17 116.13 119.00 2.47% 39.54 1,639.52
66 PCG Long 16-Oct-17 56.5656 54.24 -4.11% -65.78 1,534.24
67 EXXI Long 15-Mar-17 28.3906 5.02 -82.32% -1,317.09 282.88
68 TSO Long 15-Nov-17 103.5762 105.47 1.83% 29.25 1,629.28
69 ROSE Long 15-Nov-17 9.4962 9.08 -4.38% -70.12 1,529.92
70 SWN Long 14-Dec-16 11.0838 6.36 -42.62% -681.90 918.08
71 PWR Long 3-Nov-17 35.8288 37.90 5.78% 92.49 1,692.48
72 MRO Long 14-Nov-17 15.239 14.84 -2.62% -41.89 1,558.08
73 ERF Long 14-Nov-17 9.4962 9.11 -4.07% -65.07 1,534.88
74 FL Long 16-May-17 71.7458 42.84 -40.29% -644.63 955.36
75 AON Long 30-Oct-17 143.2564 140.22 -2.12% -33.91 1,566.08
76 RRC Long 1-Feb-17 31.6932 18.02 -43.14% -690.28 909.76
77 HUM Long 19-Sep-17 243.481 260.86 7.14% 114.20 1,714.24
Subtotal PNL= $ -21,189.94 Open Positions: $102,009.76
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