Strategy Upst 7p_1-3RS70 or 5d3p 97uSMA8 Statistics

Owner name: Member for: 47 years 5 months Since:
Strategy Allocation: 48% Position Size: 3.20% Max positions: 3
Paired Universe: yz 20_80 Total Securities: 589
Comment:
Published: 2012-03-01 Refreshed: 2017-05-11 Users: 0 Link:
Monthly P&L
Month MayJunJulAugSepOctNovDecJanFebMarApr
P&L -0.02%-0.55%-0.08%-0.03%1.95%-1.73%2.04%1.97%1.58%19.44%-13.42%1.03%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
yz 20_80 11.67% 0.52 -22.28% open 27.00%

Strategy data
Allocation Position size Max position Position Priority Entry Entry deep
48% ($48,000.00) 3.20% 3 None Limit 1
Trade Statistics
Trades Wins Even Loses Trade Average P&L
ALL : 88 65 (73.86%) 2 (2.27%) 21 (23.86%) 4.14%
LONG : 88 65 (73.86%) 2 (2.27%) 21 (23.86%) 4.14%
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
-22,280 (-22.28%) Open 2017-03-06 0000-00-00
-21,669 (-21.67%) 17 2017-02-14 2017-03-03
-3,360 (-3.36%) 112 2016-06-09 2016-09-29
-2,700 (-2.70%) 45 2016-10-03 2016-11-17
-714 (-0.71%) 14 2017-01-12 2017-01-26
-621 (-0.62%) 6 2016-11-25 2016-12-01
-600 (-0.60%) 13 2016-05-26 2016-06-08
-496 (-0.50%) 6 2017-01-05 2017-01-11
-378 (-0.38%) 20 2016-12-14 2017-01-03
-353 (-0.35%) 1 2017-01-30 2017-01-31
-215 (-0.21%) 3 2017-02-06 2017-02-09
-105 (-0.11%) 1 2016-05-24 2016-05-25
-79 (-0.08%) 1 2017-02-02 2017-02-03
-63 (-0.06%) 3 2016-11-18 2016-11-21
-45 (-0.04%) 1 2016-05-18 2016-05-19
-6 (-0.01%) 1 2016-11-22 2016-11-23
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-05-18 39.28 RRC 2016-05-26 43.50 10.74% $343.68
2 Long 2016-05-23 6.18 PBR 2016-06-09 7.02 13.59% $434.88
3 Long 2016-05-24 2.53 LGCY 2017-01-18 2.47 -2.37% $-75.84
4 Long 2016-05-26 130.96 WLP 2016-07-22 139.73 6.70% $214.40
5 Long 2016-06-15 28.93 SM 2016-06-24 27.91 -3.53% $-112.96
6 Long 2016-06-16 41.37 IP 2016-06-24 41.52 0.36% $11.52
7 Long 2016-06-16 66.76 PTR 2016-07-06 65.53 -1.84% $-58.88
8 Long 2016-06-29 81.38 DE 2016-08-22 86.90 6.78% $216.96
9 Long 2016-06-29 44.52 RRC 2016-07-13 44.91 0.88% $28.16
10 Long 2016-06-29 16.01 UNT 2016-07-13 15.71 -1.87% $-59.84
11 Long 2016-07-21 54.52 APC 2016-08-12 54.39 -0.24% $-7.68
12 Long 2016-07-25 20.38 PTEN 2016-08-25 20.79 2.01% $64.32
13 Long 2016-07-25 40.83 RRC 2016-08-09 40.64 -0.47% $-15.04
14 Long 2016-07-27 11.94 ATW 2016-12-12 14.40 20.60% $659.20
15 Long 2016-07-27 43.64 CLR 2016-08-04 44.26 1.42% $45.44
16 Long 2016-07-27 30.19 CNQ 2016-08-16 32.42 7.39% $236.48
17 Long 2016-07-27 80.45 EOG 2016-08-04 82.03 1.96% $62.72
18 Long 2016-07-27 26.32 SM 2016-08-04 29.86 13.45% $430.40
19 Long 2016-07-27 12.84 UNT 2016-08-04 12.56 -2.18% $-69.76
20 Long 2016-07-27 9.68 WPX 2016-08-04 9.31 -3.82% $-122.24
21 Long 2016-08-01 41.77 BSFT 2016-09-22 46.66 11.71% $374.72
22 Long 2016-08-01 8.55 PBR 2016-08-12 8.75 2.34% $74.88
23 Long 2016-08-04 127.69 WLP 2016-11-09 120.40 -5.71% $-182.72
24 Long 2016-09-08 119.34 CMI 2016-10-03 127.40 6.75% $216.00
25 Long 2016-09-13 30.31 CNQ 2016-09-29 31.42 3.66% $117.12
26 Long 2016-09-13 37.90 HCP 2016-09-29 39.17 3.35% $107.20
27 Long 2016-09-13 127.74 HD 2017-01-25 138.45 8.38% $268.16
28 Long 2016-09-13 123.30 KMB 2017-01-31 120.67 -2.13% $-68.16
29 Long 2016-09-13 33.33 MAS 2017-01-31 33.19 -0.42% $-13.44
30 Long 2016-09-13 101.71 PPG 2017-03-09 106.00 4.22% $135.04
31 Long 2016-09-13 35.38 SM 2016-09-22 36.10 2.04% $65.28
32 Long 2016-09-16 24.81 CDNS 2016-11-22 26.90 8.42% $269.44
33 Long 2016-09-16 45.29 CLR 2016-09-30 51.28 13.23% $423.36
34 Long 2016-09-16 89.54 EOG 2016-10-05 96.37 7.63% $244.16
35 Long 2016-10-13 40.74 ABT 2017-02-16 44.00 8.00% $256.00
36 Long 2016-10-13 216.84 GWW 2016-11-16 223.14 2.91% $93.12
37 Long 2016-10-13 12.16 WPX 2016-11-10 11.93 -1.89% $-60.48
38 Long 2016-10-17 89.61 LOGM 2016-10-31 94.40 5.35% $171.20
39 Long 2016-10-28 35.05 SM 2016-11-16 34.26 -2.25% $-72.00
40 Long 2016-11-02 48.10 CLR 2016-11-16 48.74 1.33% $42.56
41 Long 2016-11-02 17.29 UNT 2016-11-10 18.27 5.67% $181.44
42 Long 2016-11-03 110.98 AAPL 2017-01-12 118.90 7.14% $228.48
43 Long 2016-11-28 68.43 LLY 2017-01-04 74.95 9.53% $304.96
44 Long 2016-12-01 15.54 WPX 2016-12-20 15.17 -2.38% $-76.16
45 Long 2016-12-09 206.32 HUM 2017-02-10 206.96 0.31% $9.92
46 Long 2016-12-16 26.60 PTEN 2017-01-04 27.97 5.15% $164.80
47 Long 2016-12-19 10.19 PBR 2017-01-04 10.86 6.58% $210.56
48 Long 2017-01-03 3.35 AREX 2017-02-01 3.34 -0.30% $-9.60
49 Long 2017-01-04 0.46 FALC 2017-01-12 0.46 0.00% $0.00
50 Long 2017-01-05 39.51 SODA 2017-01-25 42.76 8.23% $263.36
51 Long 2017-01-09 187.87 ROP 2017-02-10 203.50 8.32% $266.24
52 Long 2017-01-11 371.84 REGN 2017-02-07 360.61 -3.02% $-96.64
53 Long 2017-01-12 49.61 MPC 2017-02-10 50.37 1.53% $48.96
54 Long 2017-01-17 18.40 CRAY 2017-02-10 21.25 15.49% $495.68
55 Long 2017-01-17 117.94 PNC 2017-01-25 120.00 1.75% $56.00
56 Long 2017-01-18 61.47 BHI 2017-01-26 63.85 3.87% $123.84
57 Long 2017-01-18 6.47 KOS 2017-05-09 6.87 6.18% $197.76
58 Long 2017-01-26 32.83 FSLR 2017-02-07 32.14 -2.10% $-67.20
59 Long 2017-01-31 18.92 AGNC 2017-02-09 19.19 1.43% $45.76
60 Long 2017-01-31 67.78 ESRX 2017-02-27 71.38 5.31% $169.92
61 Long 2017-01-31 43.08 MS 2017-02-10 45.13 4.76% $152.32
62 Long 2017-01-31 46.15 RHI 2017-03-20 49.52 7.30% $233.60
63 Long 2017-01-31 174.63 WHR 2017-05-03 187.45 7.34% $234.88
64 Long 2017-02-01 30.91 E 2017-03-17 32.24 4.30% $137.60
65 Long 2017-02-07 6.81 CROX 2017-02-15 7.27 6.75% $216.00
66 Long 2017-02-07 101.55 LOGM 2017-04-25 111.00 9.31% $297.92
67 Long 2017-02-09 10.04 CSC 2017-03-06 10.04 0.00% $0.00
68 Long 2017-02-10 9.02 GCI 2017-04-27 9.01 -0.11% $-3.52
69 Long 2017-02-15 82.00 SLB 2017-03-02 81.64 -0.44% $-14.08
70 Long 2017-02-16 50.64 MPC 2017-03-17 51.47 1.64% $52.48
71 Long 2017-02-17 45.15 AIV 2017-03-22 44.77 -0.84% $-26.88
72 Long 2017-02-22 53.49 HAL 2017-03-02 54.37 1.65% $52.80
73 Long 2017-02-24 27.22 PTEN 2017-03-06 27.65 1.58% $50.56
74 Long 2017-02-27 248.17 TSLA 2017-03-15 257.00 3.56% $113.92
75 Long 2017-02-28 72.46 BLKB 2017-03-08 74.05 2.19% $70.08
76 Long 2017-03-03 44.75 BBY 2017-03-31 48.40 8.16% $261.12
77 Long 2017-03-09 19.60 CRAY 2017-03-28 21.35 8.93% $285.76
78 Long 2017-03-09 32.56 FSLR 2017-05-09 35.17 8.02% $256.64
79 Long 2017-03-23 369.14 REGN 2017-04-03 388.00 5.11% $163.52
80 Long 2017-03-23 90.00 VRTX 2017-03-31 107.89 19.88% $636.16
81 Long 2017-03-24 42.59 MS 2017-05-01 43.76 2.75% $88.00
82 Long 2017-03-24 40.17 SCHW 2017-05-08 40.16 -0.02% $-0.64
83 Long 2017-03-24 11.74 SLM 2017-04-03 12.10 3.07% $98.24
84 Long 2017-04-07 100.76 NVDA 2017-05-02 105.55 4.75% $152.00
85 Long 2017-04-07 11.76 SLM 2017-04-21 12.69 7.91% $253.12
86 Long 2017-04-18 15.60 CNX 2017-05-08 15.66 0.38% $12.16
87 Long 2017-04-18 64.26 PCAR 2017-05-03 69.17 7.64% $244.48
88 Long 2017-05-03 45.97 NWL 2017-05-09 52.41 14.01% $448.32

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 VZ Long 10-Jan-17 52.1532 46.38 -11.07% -354.23 2,845.76
2 WLL Long 23-Jan-17 11.95 8.69 -27.28% -872.97 2,327.04
3 HOG Long 21-Apr-17 55.9053 56.75 1.51% 48.35 3,248.32
4 HBAN Long 20-Mar-17 13.5927 12.90 -5.10% -163.08 3,036.80
5 D Long 03-Mar-17 76.4478 77.73 1.68% 53.67 3,253.76
6 RF Long 10-Mar-17 15.048 14.35 -4.64% -148.43 3,051.52
7 KR Long 06-Jan-17 32.8779 30.04 -8.63% -276.21 2,923.84
8 FLIR Long 16-Feb-17 36.5607 37.44 2.41% 76.96 3,277.12
9 MOS Long 28-Feb-17 0.28 23.46 8278.57% 264,914.29 268,114.24
10 PRU Long 22-Feb-17 110.1078 108.46 -1.50% -47.89 3,152.00
11 CRAY Long 11-Apr-17 19.305 18.80 -2.62% -83.71 3,116.16
12 CLR Long 01-Dec-16 57.4299 42.13 -26.64% -852.51 2,347.52
13 ESRX Long 09-Mar-17 66.9438 61.02 -8.85% -283.17 2,916.80
14 DNR Long 04-Jan-17 3.762 1.90 -49.49% -1,583.84 1,616.32
15 APC Long 01-Dec-16 68.4585 52.08 -23.92% -765.59 2,434.56
16 AES Long 01-Mar-17 11.38 11.57 1.67% 53.43 3,253.44
17 MET Long 06-Feb-17 51.22 52.21 1.93% 61.85 3,261.76
18 BTE Long 12-Jan-17 4.5936 3.36 -26.85% -859.35 2,340.80
19 SPG Long 14-Feb-17 179.8533 165.65 -7.90% -252.71 2,947.20
20 PBR Long 28-Feb-17 10.1178 9.71 -4.03% -128.98 3,071.04
21 ETFC Long 02-Mar-17 35.838 35.28 -1.56% -49.82 3,150.08
22 IFF Long 27-Mar-17 131.8581 130.33 -1.16% -37.08 3,162.88
23 MDLZ Long 22-Feb-17 44.5203 44.25 -0.61% -19.43 3,180.48
24 CVE Long 28-Feb-17 12.95 9.88 -23.71% -758.61 2,441.28
25 UNT Long 24-Feb-17 26.7993 19.68 -26.57% -850.09 2,349.76
26 NFX Long 21-Apr-17 34.551 35.28 2.11% 67.52 3,267.52
27 SEE Long 13-Feb-17 47.3517 43.40 -8.35% -267.05 2,932.80
28 OMED Long 27-Mar-17 9.10 3.79 -58.35% -1,867.25 1,332.80
29 CROX Long 28-Feb-17 6.6429 7.28 9.59% 306.90 3,506.88
30 DO Long 23-Jan-17 17.93 15.06 -16.01% -512.21 2,687.68
31 FTI Long 23-Jan-17 33.7986 32.01 -5.29% -169.34 3,030.72
32 BMY Long 06-Jan-17 59.5287 55.14 -7.37% -235.92 2,964.16
33 TGT Long 03-Mar-17 57.3705 58.41 1.81% 57.98 3,257.92
34 HAL Long 16-Mar-17 51.0246 45.81 -10.22% -327.03 2,872.96
35 RIO Long 24-Feb-17 41.51 38.81 -6.50% -208.14 2,992.00
36 BLK Long 06-Mar-17 386.2683 382.27 -1.04% -33.12 3,166.72
37 CTXS Long 30-Jan-17 71.60 86.99 21.49% 687.82 3,887.68
38 XCO Long 04-Jan-17 0.9009 0.40 -55.60% -1,779.20 1,420.80
39 LGCY Long 26-Apr-17 2.11 2.05 -2.84% -91.00 3,109.12
40 AREX Long 27-Feb-17 2.9997 2.96 -1.32% -42.35 3,157.76
41 APD Long 16-Sep-16 145.1142 145.25 0.09% 2.99 3,202.88
42 EMR Long 17-Feb-17 62.271 0.00 -100.00% -3,200.00 0.00
43 GWW Long 21-Apr-17 194.0004 187.86 -3.17% -101.28 3,098.56
44 CL Long 13-Sep-16 72.0522 71.80 -0.35% -11.20 3,188.80
45 WPX Long 11-Jan-17 13.7808 12.23 -11.25% -360.11 2,840.00
46 EXXI Long 21-Mar-17 28.7496 27.14 -5.60% -179.16 3,020.80
47 ATW Long 01-Feb-17 12.0384 8.72 -27.57% -882.08 2,317.76
48 HCN Long 09-May-17 69.0228 70.01 1.43% 45.77 3,245.76
49 TSO Long 28-Feb-17 87.4467 83.08 -4.99% -159.79 3,040.32
50 ETN Long 06-Mar-17 71.2107 77.09 8.26% 264.20 3,464.32
51 NBL Long 06-Feb-17 39.897 31.48 -21.10% -675.10 2,524.80
52 URBN Long 11-Jan-17 27.3141 23.69 -13.27% -424.58 2,775.36
53 ABC Long 21-Feb-17 89.8524 88.14 -1.91% -60.99 3,138.88
54 SLM Long 10-May-17 11.7216 11.62 -0.87% -27.74 3,172.16
55 MRO Long 04-Jan-17 17.5824 14.70 -16.39% -524.60 2,675.52
56 DECK Long 01-Feb-17 57.024 60.80 6.62% 211.90 3,411.84
57 AMGN Long 21-Mar-17 167.5476 160.51 -4.20% -134.41 3,065.60
58 ESV Long 01-Feb-17 10.8108 8.06 -25.44% -814.24 2,385.92
59 DOW Long 31-Mar-17 63.5382 61.71 -2.88% -92.07 3,107.84
60 RRC Long 22-Sep-16 37.8774 25.49 -32.70% -1,046.53 2,153.60
61 FALC Long 02-Mar-17 0.58 0.34 -41.38% -1,324.14 1,875.84
Subtotal PNL= $ 242,915.29 Open Positions: $438,114.56
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