STRATEGY
dynamic_table_for_chart_combined_nav_all_strategies_symbols_UW_GD
| datetime | under_water_dn_buy_hold | under_water_dn_long_short | buy_hold_nav | long_short_nav |
|---|---|---|---|---|
| 03.04.20 | 0.00 | 0.00 | 1.00 | 1.00 |
| 03.05.20 | -3.25 | 0.00 | 0.97 | 1.00 |
| 03.06.20 | -4.53 | 0.00 | 0.95 | 1.00 |
| 03.09.20 | -12.08 | 0.00 | 0.88 | 1.08 |
| 03.10.20 | -5.75 | -7.53 | 0.94 | 1.00 |
| 03.11.20 | -9.02 | -4.58 | 0.91 | 1.03 |
| 03.12.20 | -18.01 | 0.00 | 0.82 | 1.13 |
| 03.13.20 | -8.18 | -11.98 | 0.92 | 1.00 |
| 03.16.20 | -20.00 | -0.66 | 0.80 | 1.13 |
| 03.17.20 | -16.48 | -5.03 | 0.84 | 1.08 |
| 03.18.20 | -18.52 | -2.71 | 0.81 | 1.10 |
| 03.19.20 | -19.15 | -1.96 | 0.81 | 1.11 |
| 03.20.20 | -24.28 | 0.00 | 0.76 | 1.18 |
| 03.23.20 | -25.89 | 0.00 | 0.74 | 1.21 |
| 03.24.20 | -18.45 | -8.95 | 0.82 | 1.10 |
| 03.25.20 | -18.90 | -8.95 | 0.81 | 1.10 |
| 03.26.20 | -14.63 | -8.95 | 0.85 | 1.10 |
| 03.27.20 | -18.17 | -8.95 | 0.82 | 1.10 |
| 03.30.20 | -15.83 | -8.95 | 0.84 | 1.10 |
| 03.31.20 | -16.00 | -8.95 | 0.84 | 1.10 |
| 04.01.20 | -20.42 | -6.87 | 0.80 | 1.12 |
| 04.02.20 | -19.10 | -8.42 | 0.81 | 1.11 |
| 04.03.20 | -20.26 | -7.11 | 0.80 | 1.12 |
| 04.06.20 | -13.30 | -10.98 | 0.87 | 1.08 |
| 04.07.20 | -14.31 | -10.98 | 0.86 | 1.08 |
| 04.08.20 | -12.12 | -10.98 | 0.88 | 1.08 |
| 04.09.20 | -11.48 | -10.82 | 0.89 | 1.08 |
| 04.13.20 | -9.75 | -9.07 | 0.90 | 1.10 |
| 04.14.20 | -5.19 | -4.48 | 0.95 | 1.15 |
| 04.15.20 | -6.05 | -5.35 | 0.94 | 1.14 |
| 04.16.20 | -5.31 | -4.60 | 0.95 | 1.15 |
| 04.17.20 | -6.59 | -5.89 | 0.93 | 1.14 |
| 04.20.20 | -8.53 | -7.85 | 0.91 | 1.11 |
| 04.21.20 | -11.36 | -7.50 | 0.89 | 1.12 |
| 04.22.20 | -8.80 | -10.16 | 0.91 | 1.09 |
| 04.23.20 | -9.15 | -11.62 | 0.91 | 1.07 |
| 04.24.20 | -6.53 | -9.07 | 0.93 | 1.10 |
| 04.27.20 | -6.46 | -9.00 | 0.94 | 1.10 |
| 04.28.20 | -7.98 | -10.48 | 0.92 | 1.08 |
| 04.29.20 | -4.96 | -7.54 | 0.95 | 1.12 |
| 04.30.20 | -2.96 | -5.59 | 0.97 | 1.14 |
| 05.01.20 | -4.52 | -7.11 | 0.95 | 1.12 |
| 05.04.20 | -3.17 | -5.80 | 0.97 | 1.14 |
| 05.05.20 | -1.71 | -4.38 | 0.98 | 1.15 |
| 05.06.20 | -0.70 | -3.39 | 0.99 | 1.17 |
| 05.07.20 | 0.00 | -2.40 | 1.00 | 1.18 |
| 05.08.20 | 0.00 | -0.07 | 1.03 | 1.21 |
| 05.11.20 | 0.00 | 0.00 | 1.04 | 1.23 |
| 05.12.20 | -1.14 | -1.14 | 1.03 | 1.21 |
| 05.13.20 | -2.34 | -3.35 | 1.02 | 1.18 |
| 05.14.20 | -1.74 | -3.08 | 1.03 | 1.19 |
| 05.15.20 | -2.32 | -4.92 | 1.02 | 1.17 |
| 05.18.20 | -0.02 | -2.91 | 1.04 | 1.19 |
| 05.19.20 | -0.59 | -3.46 | 1.04 | 1.18 |
| 05.20.20 | 0.00 | -1.59 | 1.06 | 1.21 |
| 05.21.20 | -0.75 | -2.32 | 1.05 | 1.20 |
| 05.22.20 | -0.11 | -1.69 | 1.06 | 1.21 |
| 05.26.20 | -0.79 | -2.36 | 1.05 | 1.20 |
| 05.27.20 | -0.35 | -1.93 | 1.05 | 1.20 |
| 05.28.20 | -0.31 | -1.89 | 1.05 | 1.20 |
| 05.29.20 | -0.41 | -1.99 | 1.05 | 1.20 |
| 06.01.20 | 0.00 | -0.78 | 1.07 | 1.22 |
| 06.02.20 | 0.00 | -0.32 | 1.07 | 1.22 |
| 06.03.20 | 0.00 | 0.00 | 1.08 | 1.23 |
| 06.04.20 | -0.87 | -0.87 | 1.07 | 1.22 |
| 06.05.20 | 0.00 | 0.00 | 1.10 | 1.25 |
| 06.08.20 | 0.00 | 0.00 | 1.10 | 1.26 |
| 06.09.20 | 0.00 | 0.00 | 1.14 | 1.30 |
| 06.10.20 | 0.00 | 0.00 | 1.17 | 1.33 |
| 06.11.20 | -4.80 | -4.19 | 1.11 | 1.28 |
| 06.12.20 | -3.98 | -4.87 | 1.12 | 1.27 |
| 06.15.20 | -2.79 | -5.77 | 1.14 | 1.26 |
| 06.16.20 | -0.22 | -2.76 | 1.17 | 1.30 |
| 06.17.20 | -0.35 | -2.89 | 1.16 | 1.29 |
| 06.18.20 | -0.32 | -2.86 | 1.16 | 1.30 |
| 06.19.20 | -0.89 | -3.41 | 1.16 | 1.29 |
| 06.22.20 | 0.00 | -0.88 | 1.19 | 1.32 |
| 06.23.20 | 0.00 | 0.00 | 1.21 | 1.35 |
| 06.24.20 | -1.77 | -1.77 | 1.19 | 1.33 |
| 06.25.20 | -0.46 | -0.46 | 1.21 | 1.34 |
| 06.26.20 | -3.52 | -3.25 | 1.17 | 1.31 |
| 06.29.20 | -1.30 | -2.77 | 1.20 | 1.31 |
| 06.30.20 | -0.47 | -1.95 | 1.21 | 1.32 |
| 07.01.20 | -0.66 | -2.14 | 1.21 | 1.32 |
| 07.02.20 | -0.66 | -2.14 | 1.21 | 1.32 |
| 07.06.20 | 0.00 | 0.00 | 1.24 | 1.36 |
| 07.07.20 | -0.31 | -0.31 | 1.23 | 1.35 |
| 07.08.20 | 0.00 | 0.00 | 1.26 | 1.38 |
| 07.09.20 | 0.00 | 0.00 | 1.27 | 1.39 |
| 07.10.20 | 0.00 | 0.00 | 1.27 | 1.39 |
| 07.13.20 | -0.46 | -0.46 | 1.26 | 1.39 |
| 07.14.20 | 0.00 | 0.00 | 1.29 | 1.41 |
| 07.15.20 | 0.00 | 0.00 | 1.29 | 1.42 |
| 07.16.20 | -1.23 | -1.23 | 1.28 | 1.40 |
| 07.17.20 | -1.43 | -1.43 | 1.28 | 1.40 |
| 07.20.20 | 0.00 | 0.00 | 1.30 | 1.43 |
| 07.21.20 | -1.38 | -1.38 | 1.29 | 1.41 |
| 07.22.20 | -1.10 | -1.10 | 1.29 | 1.41 |
| 07.23.20 | -5.60 | -2.69 | 1.23 | 1.39 |
| 07.24.20 | -5.84 | -3.52 | 1.23 | 1.38 |
| 07.27.20 | -3.61 | -4.45 | 1.26 | 1.36 |
| 07.28.20 | -5.19 | -4.45 | 1.24 | 1.36 |
| 07.29.20 | -3.37 | -4.45 | 1.26 | 1.36 |
| 07.30.20 | -2.20 | -3.48 | 1.27 | 1.38 |
| 07.31.20 | 0.00 | 0.00 | 1.41 | 1.52 |
| 08.03.20 | 0.00 | 0.00 | 1.44 | 1.56 |
| 08.04.20 | 0.00 | 0.00 | 1.45 | 1.57 |
| 08.05.20 | 0.00 | 0.00 | 1.46 | 1.58 |
| 08.06.20 | 0.00 | 0.00 | 1.51 | 1.63 |
| 08.07.20 | -2.27 | -2.27 | 1.47 | 1.59 |
| 08.10.20 | -0.85 | -0.85 | 1.50 | 1.62 |
| 08.11.20 | -3.80 | -3.80 | 1.45 | 1.57 |
| 08.12.20 | -0.60 | -0.60 | 1.50 | 1.62 |
| 08.13.20 | 0.00 | 0.00 | 1.53 | 1.65 |
| 08.14.20 | -0.09 | -0.09 | 1.53 | 1.65 |
| 08.17.20 | -0.35 | -0.35 | 1.52 | 1.64 |
| 08.18.20 | 0.00 | 0.00 | 1.53 | 1.66 |
| 08.19.20 | 0.00 | 0.00 | 1.54 | 1.66 |
| 08.20.20 | 0.00 | 0.00 | 1.57 | 1.70 |
| 08.21.20 | 0.00 | 0.00 | 1.65 | 1.78 |
| 08.24.20 | 0.00 | 0.00 | 1.67 | 1.81 |
| 08.25.20 | -0.82 | -0.82 | 1.66 | 1.79 |
| 08.26.20 | 0.00 | 0.00 | 1.68 | 1.82 |
| 08.27.20 | -1.19 | -1.19 | 1.66 | 1.79 |
| 08.28.20 | -1.36 | -1.36 | 1.66 | 1.79 |
| 08.31.20 | 0.00 | 0.00 | 1.71 | 1.85 |
| 09.01.20 | 0.00 | 0.00 | 1.78 | 1.93 |
| 09.02.20 | -2.07 | -4.90 | 1.74 | 1.83 |
| 09.03.20 | -9.91 | -4.90 | 1.60 | 1.83 |
| 09.04.20 | -9.85 | -6.70 | 1.61 | 1.80 |
| 09.08.20 | -15.92 | -0.43 | 1.50 | 1.92 |
| 09.09.20 | -12.56 | -4.40 | 1.56 | 1.84 |
| 09.10.20 | -15.42 | -1.27 | 1.51 | 1.90 |
| 09.11.20 | -16.53 | 0.00 | 1.49 | 1.93 |
| 09.14.20 | -14.03 | -3.00 | 1.53 | 1.87 |
| 09.15.20 | -13.89 | -3.15 | 1.53 | 1.87 |
| 09.16.20 | -16.43 | -0.29 | 1.49 | 1.92 |
| 09.17.20 | -17.77 | 0.00 | 1.46 | 1.95 |
| 09.18.20 | -20.38 | 0.00 | 1.42 | 2.01 |
| 09.21.20 | -17.96 | -3.03 | 1.46 | 1.95 |
| 09.22.20 | -16.67 | -4.56 | 1.48 | 1.92 |
| 09.23.20 | -20.17 | -0.55 | 1.42 | 2.00 |
| 09.24.20 | -19.35 | -1.57 | 1.44 | 1.98 |
| 09.25.20 | -16.32 | -5.13 | 1.49 | 1.91 |
| 09.28.20 | -14.33 | -5.04 | 1.53 | 1.91 |
| 09.29.20 | -14.97 | -5.76 | 1.51 | 1.90 |
| 09.30.20 | -13.69 | -4.34 | 1.54 | 1.93 |
| 10.01.20 | -12.96 | -3.53 | 1.55 | 1.94 |
| 10.02.20 | -15.77 | -7.49 | 1.50 | 1.86 |
| 10.05.20 | -13.18 | -7.70 | 1.55 | 1.86 |
| 10.06.20 | -15.67 | -10.06 | 1.50 | 1.81 |
| 10.07.20 | -14.24 | -11.70 | 1.53 | 1.78 |
| 10.08.20 | -14.32 | -11.78 | 1.53 | 1.78 |
| 10.09.20 | -12.83 | -10.24 | 1.55 | 1.81 |
| 10.12.20 | -7.29 | -4.54 | 1.65 | 1.92 |
| 10.13.20 | -9.75 | -7.08 | 1.61 | 1.87 |
| 10.14.20 | -9.68 | -7.01 | 1.61 | 1.87 |
| 10.15.20 | -10.04 | -7.38 | 1.60 | 1.86 |
| 10.16.20 | -11.30 | -8.67 | 1.58 | 1.84 |
| 10.19.20 | -13.57 | -10.19 | 1.54 | 1.81 |
| 10.20.20 | -12.42 | -13.09 | 1.56 | 1.75 |
| 10.21.20 | -12.90 | -13.57 | 1.55 | 1.74 |
| 10.22.20 | -13.73 | -13.48 | 1.54 | 1.74 |
| 10.23.20 | -14.27 | -12.95 | 1.53 | 1.75 |
| 10.26.20 | -14.26 | -12.96 | 1.53 | 1.75 |
| 10.27.20 | -13.10 | -14.13 | 1.55 | 1.73 |
| 10.28.20 | -17.13 | -10.16 | 1.48 | 1.81 |
| 10.29.20 | -14.06 | -14.61 | 1.53 | 1.72 |
| 10.30.20 | -18.87 | -11.33 | 1.44 | 1.78 |
| 11.02.20 | -18.94 | -11.26 | 1.44 | 1.79 |
| 11.03.20 | -17.69 | -12.62 | 1.47 | 1.76 |
| 11.04.20 | -14.33 | -15.46 | 1.53 | 1.70 |
| 11.05.20 | -11.29 | -12.46 | 1.58 | 1.76 |
| 11.06.20 | -11.39 | -12.56 | 1.58 | 1.76 |
| 11.09.20 | -13.16 | -14.31 | 1.55 | 1.72 |
| 11.10.20 | -13.42 | -14.57 | 1.54 | 1.72 |
| 11.11.20 | -10.80 | -11.97 | 1.59 | 1.77 |
| 11.12.20 | -11.01 | -12.18 | 1.58 | 1.77 |
| 11.13.20 | -10.97 | -12.14 | 1.59 | 1.77 |
| 11.16.20 | -10.19 | -11.38 | 1.60 | 1.78 |
| 11.17.20 | -10.87 | -12.05 | 1.59 | 1.77 |
| 11.18.20 | -11.88 | -13.05 | 1.57 | 1.75 |
| 11.19.20 | -11.43 | -12.60 | 1.58 | 1.76 |
| 11.20.20 | -12.40 | -13.56 | 1.56 | 1.74 |
| 11.23.20 | -15.01 | -12.24 | 1.51 | 1.77 |
| 11.24.20 | -14.02 | -13.25 | 1.53 | 1.75 |
| 11.25.20 | -13.38 | -13.90 | 1.54 | 1.73 |
| 11.27.20 | -12.96 | -14.32 | 1.55 | 1.72 |
| 11.30.20 | -11.13 | -13.78 | 1.58 | 1.74 |
| 12.01.20 | -8.39 | -11.12 | 1.63 | 1.79 |
| 12.02.20 | -8.12 | -10.86 | 1.64 | 1.79 |
| 12.03.20 | -8.22 | -10.97 | 1.63 | 1.79 |
| 12.04.20 | -8.73 | -11.46 | 1.63 | 1.78 |
| 12.07.20 | -7.61 | -10.38 | 1.65 | 1.80 |
| 12.08.20 | -7.14 | -9.92 | 1.65 | 1.81 |
| 12.09.20 | -9.08 | -12.09 | 1.62 | 1.77 |
| 12.10.20 | -8.00 | -11.53 | 1.64 | 1.78 |
| 12.11.20 | -8.62 | -13.13 | 1.63 | 1.75 |
| 12.14.20 | -9.08 | -13.75 | 1.62 | 1.74 |
| 12.15.20 | -4.53 | -9.43 | 1.70 | 1.82 |
| 12.16.20 | -4.58 | -9.48 | 1.70 | 1.82 |
| 12.17.20 | -3.92 | -8.85 | 1.71 | 1.83 |
| 12.18.20 | -5.45 | -10.30 | 1.68 | 1.81 |
| 12.21.20 | -4.27 | -12.06 | 1.70 | 1.77 |
| 12.22.20 | -1.54 | -8.17 | 1.75 | 1.85 |
| 12.23.20 | -2.23 | -8.81 | 1.74 | 1.84 |
| 12.24.20 | -1.48 | -8.10 | 1.75 | 1.85 |
| 12.28.20 | 0.00 | -4.82 | 1.82 | 1.92 |
| 12.29.20 | -1.33 | -6.08 | 1.79 | 1.89 |
| 12.30.20 | -2.17 | -6.89 | 1.78 | 1.87 |
| 12.31.20 | -2.93 | -7.60 | 1.76 | 1.86 |
| 01.04.21 | -5.33 | -8.50 | 1.72 | 1.84 |
| 01.05.21 | -4.15 | -8.50 | 1.74 | 1.84 |
| 01.06.21 | -7.38 | -8.50 | 1.68 | 1.84 |
| 01.07.21 | -4.22 | -8.50 | 1.74 | 1.84 |
| 01.08.21 | -3.39 | -8.58 | 1.76 | 1.84 |
| 01.11.21 | -5.64 | -10.25 | 1.71 | 1.81 |
| 01.12.21 | -5.77 | -10.25 | 1.71 | 1.81 |
| 01.13.21 | -4.24 | -10.36 | 1.74 | 1.80 |
| 01.14.21 | -5.69 | -11.71 | 1.71 | 1.78 |
| 01.15.21 | -6.99 | -12.24 | 1.69 | 1.77 |
| 01.19.21 | -6.48 | -12.72 | 1.70 | 1.76 |
| 01.20.21 | -3.41 | -11.93 | 1.76 | 1.77 |
| 01.21.21 | 0.00 | -8.71 | 1.82 | 1.84 |
| 01.22.21 | 0.00 | -7.24 | 1.85 | 1.87 |
| 01.25.21 | 0.00 | -4.67 | 1.90 | 1.92 |
| 01.26.21 | 0.00 | -4.51 | 1.90 | 1.92 |
| 01.27.21 | -0.77 | -5.24 | 1.89 | 1.91 |
| 01.28.21 | -4.24 | -8.09 | 1.82 | 1.85 |
| 01.29.21 | -7.82 | -8.36 | 1.75 | 1.84 |
| 02.01.21 | -6.30 | -10.01 | 1.78 | 1.81 |
| 02.02.21 | -5.70 | -10.01 | 1.79 | 1.81 |
| 02.03.21 | -6.44 | -10.01 | 1.78 | 1.81 |
| 02.04.21 | -4.03 | -9.68 | 1.83 | 1.82 |
| 02.05.21 | -4.33 | -9.95 | 1.82 | 1.81 |
| 02.08.21 | -4.22 | -9.86 | 1.82 | 1.81 |
| 02.09.21 | -4.85 | -10.45 | 1.81 | 1.80 |
| 02.10.21 | -5.29 | -10.86 | 1.80 | 1.79 |
| 02.11.21 | -5.47 | -11.03 | 1.80 | 1.79 |
| 02.12.21 | -5.30 | -11.94 | 1.80 | 1.77 |
| 02.16.21 | -6.82 | -12.17 | 1.77 | 1.77 |
| 02.17.21 | -8.47 | -10.62 | 1.74 | 1.80 |
| 02.18.21 | -9.26 | -9.85 | 1.73 | 1.81 |
| 02.19.21 | -9.15 | -9.96 | 1.73 | 1.81 |
| 02.22.21 | -11.85 | -7.28 | 1.68 | 1.87 |
| 02.23.21 | -11.95 | -7.18 | 1.68 | 1.87 |
| 02.24.21 | -12.31 | -6.80 | 1.67 | 1.88 |
| 02.25.21 | -15.36 | -3.56 | 1.61 | 1.94 |
| 02.26.21 | -15.17 | -3.77 | 1.61 | 1.94 |
| 03.01.21 | -10.60 | -7.02 | 1.70 | 1.87 |
| 03.02.21 | -12.47 | -7.02 | 1.67 | 1.87 |
| 03.03.21 | -14.61 | -5.17 | 1.63 | 1.91 |
| 03.04.21 | -15.96 | -3.67 | 1.60 | 1.94 |
GROWTH OF DOLLAR
UNDERWATER PERFORMANCE
COUNTERS
| id | symbol | Position | Cash | % | Long | % | Short | % | Trades | % |
|---|---|---|---|---|---|---|---|---|---|---|
| 1,161,057 | SP500 | Cash | 7,918 | 6.30 | 7,375 | 5.86 | 5,290 | 4.21 | 12,665 | 49.32 |
| 1,161,058 | SP500 | Long | 7,193 | 5.72 | 52,998 | 42.14 | 5,647 | 4.49 | 7,193 | 28.01 |
| 1,161,059 | SP500 | Short | 5,822 | 4.63 | 5,352 | 4.26 | 28,159 | 22.39 | 5,822 | 22.67 |
| 1,161,060 | SP500 | Totals | 20,583 | 16.37 | 65,838 | 52.35 | 39,333 | 31.28 | 25,680 | 100.00 |
ROLLING RETURNS
Buy / Hold vs Long / Short
Current rolling period returns of all positions.
STAT
Buy / Hold vs Long / Short
Current rolling period returns of all positions.
| 200 | 50 | 20 | 5 | Factor | 5 | 20 | 50 | 200 |
|---|---|---|---|---|---|---|---|---|
| 80.43% | 47.20% | 24.68% | 18.80% | Best | 19.65% | 20.88% | 19.50% | 43.26% |
| 80.43% | 47.20% | 24.68% | 18.80% | Best | 19.83% | 22.23% | 15.71% | 6.77% |
| 80.43% | 47.20% | 24.68% | 18.80% | Best | 5.84% | 11.56% | 17.10% | 39.25% |
| 59.22% | 17.81% | 8.54% | 3.40% | +1 vUp | 3.59% | 5.26% | 8.36% | 30.25% |
| 59.22% | 17.81% | 8.54% | 3.40% | +1 vUp | 3.88% | 5.01% | 3.13% | (6.56%) |
| 59.22% | 17.81% | 8.54% | 3.40% | +1 vUp | 1.89% | 5.19% | 11.10% | 36.55% |
| 47.58% | 10.49% | 4.19% | 0.72% | Average | 0.79% | 2.24% | 5.56% | 23.90% |
| 47.58% | 10.49% | 4.19% | 0.72% | Average | 0.09% | (0.76%) | (2.16%) | (8.35%) |
| 47.58% | 10.49% | 4.19% | 0.72% | Average | 0.70% | 3.02% | 7.85% | 34.74% |
| 47.58% | 7.39% | (1.22%) | (3.28%) | -1 vDn | (0.63%) | 0.37% | 4.78% | 23.90% |
| 47.58% | 7.39% | (1.22%) | (3.28%) | -1 vDn | (1.14%) | (2.31%) | (4.12%) | (11.47%) |
| 47.58% | 7.39% | (1.22%) | (3.28%) | -1 vDn | 0.02% | 2.35% | 7.85% | 34.74% |
| 0.00% | (9.28%) | (23.00%) | (18.19%) | Worst | (8.98%) | (9.72%) | (1.94%) | 0.00% |
| 0.00% | (9.28%) | (23.00%) | (18.19%) | Worst | (9.31%) | (10.65%) | (13.69%) | (18.83%) |
| 0.00% | (9.28%) | (23.00%) | (18.19%) | Worst | (3.06%) | (2.52%) | 0.00% | 0.00% |
| inf | 3.83 | 1.50 | 0.78 | rFactor | 1.48 | 1.71 | 5.73 | inf |
| inf | 3.83 | 1.50 | 0.78 | rFactor | 2.16 | 2.16 | 1.72 | 0.52 |
| inf | 3.83 | 1.50 | 0.78 | rFactor | 1.78 | 3.54 | inf | inf |
| 48.49% | 11.03% | 5.68% | 2.60% | rUp | 1.77% | 3.25% | 5.72% | 24.36% |
| 48.49% | 11.03% | 5.68% | 2.60% | rUp | 1.93% | 3.35% | 4.67% | 5.00% |
| 48.49% | 11.03% | 5.68% | 2.60% | rUp | 1.45% | 3.45% | 7.89% | 35.41% |
| 0.00% | (2.88%) | (3.78%) | (3.35%) | rDn | (1.20%) | (1.90%) | (1.00%) | 0.00% |
| 0.00% | (2.88%) | (3.78%) | (3.35%) | rDn | (0.89%) | (1.55%) | (2.72%) | (9.64%) |
| 0.00% | (2.88%) | (3.78%) | (3.35%) | rDn | (0.81%) | (0.98%) | 0.00% | 0.00% |
| inf | 2.36 | 0.80 | 0.67 | vFactor | 1.96 | 1.61 | 3.59 | inf |
| inf | 2.36 | 0.80 | 0.67 | vFactor | 3.08 | 3.72 | 2.70 | 0.57 |
| inf | 2.36 | 0.80 | 0.67 | vFactor | 1.73 | 3.23 | inf | inf |
| 11.65% | 7.32% | 4.35% | 2.68% | vUp | 2.80% | 3.02% | 2.80% | 6.35% |
| 11.65% | 7.32% | 4.35% | 2.68% | vUp | 3.79% | 5.77% | 5.30% | 1.79% |
| 11.65% | 7.32% | 4.35% | 2.68% | vUp | 1.19% | 2.17% | 3.25% | 1.80% |
| 0.00% | (3.10%) | (5.41%) | (4.00%) | vDn | (1.42%) | (1.87%) | (0.78%) | 0.00% |
| 0.00% | (3.10%) | (5.41%) | (4.00%) | vDn | (1.23%) | (1.55%) | (1.96%) | (3.12%) |
| 0.00% | (3.10%) | (5.41%) | (4.00%) | vDn | (0.68%) | (0.67%) | 0.00% | 0.00% |
| sector | stocks | longs | shorts | cashs | long_percent | short_percent | cash_percent | winners | losers | total_long_value | total_short_value | total_cash_value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XLB | 28 | 2 | -15 | 11 | 7.14 | -53.57 | 39.29 | 11 | 6 | 100.44 | -2,297.94 | 1,279.18 |
| XLC | 26 | 15 | -8 | 3 | 57.69 | -30.77 | 11.54 | 20 | 3 | 4,687.45 | -1,755.95 | 468.44 |
| XLE | 23 | 19 | 0 | 4 | 82.61 | 0.00 | 17.39 | 19 | 0 | 1,002.93 | 0.00 | 137.90 |
| XLF | 65 | 22 | -10 | 33 | 33.85 | -15.38 | 50.77 | 25 | 7 | 2,522.67 | -2,753.12 | 3,333.90 |
| XLI | 74 | 14 | -34 | 26 | 18.92 | -45.95 | 35.14 | 39 | 9 | 1,699.10 | -5,737.02 | 3,625.27 |
| XLK | 74 | 2 | -57 | 15 | 2.70 | -77.03 | 20.27 | 52 | 7 | 181.16 | -10,673.50 | 2,135.06 |
| XLP | 32 | 7 | -12 | 13 | 21.88 | -37.50 | 40.62 | 15 | 4 | 424.10 | -1,530.56 | 1,123.34 |
| XLRE | 30 | 9 | -14 | 7 | 30.00 | -46.67 | 23.33 | 19 | 4 | 763.85 | -2,112.18 | 648.70 |
| XLU | 28 | 6 | -10 | 12 | 21.43 | -35.71 | 42.86 | 13 | 3 | 300.62 | -653.99 | 860.09 |
| XLV | 63 | 7 | -47 | 9 | 11.11 | -74.60 | 14.29 | 49 | 5 | 1,566.72 | -10,840.00 | 1,035.90 |
| XLY | 61 | 10 | -30 | 21 | 16.39 | -49.18 | 34.43 | 36 | 4 | 659.50 | -16,058.90 | 2,520.84 |
PERCENTAGE DISTRIBUTION
Current distribution of all positions by sector.
STOCK POSITIONS
Current trading positions for all stocks.
