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 |
|---|---|---|---|---|
| 04.01.20 | 0.00 | 0.00 | 1.00 | 1.00 |
| 04.02.20 | 0.00 | 0.00 | 1.02 | 1.00 |
| 04.03.20 | -1.43 | 0.00 | 1.00 | 1.02 |
| 04.06.20 | 0.00 | -3.01 | 1.09 | 0.99 |
| 04.07.20 | -1.16 | -4.14 | 1.08 | 0.98 |
| 04.08.20 | 0.00 | -1.69 | 1.10 | 1.00 |
| 04.09.20 | 0.00 | -0.98 | 1.11 | 1.01 |
| 04.13.20 | 0.00 | 0.00 | 1.13 | 1.03 |
| 04.14.20 | 0.00 | 0.00 | 1.19 | 1.08 |
| 04.15.20 | -0.91 | -0.91 | 1.18 | 1.07 |
| 04.16.20 | -0.13 | -0.13 | 1.19 | 1.08 |
| 04.17.20 | -1.48 | -1.48 | 1.17 | 1.06 |
| 04.20.20 | -3.52 | -3.52 | 1.15 | 1.04 |
| 04.21.20 | -6.51 | -4.35 | 1.11 | 1.03 |
| 04.22.20 | -3.81 | -6.78 | 1.15 | 1.01 |
| 04.23.20 | -4.18 | -7.71 | 1.14 | 1.00 |
| 04.24.20 | -1.42 | -5.05 | 1.17 | 1.03 |
| 04.27.20 | -1.35 | -4.98 | 1.18 | 1.03 |
| 04.28.20 | -2.95 | -6.52 | 1.16 | 1.01 |
| 04.29.20 | 0.00 | -3.45 | 1.19 | 1.04 |
| 04.30.20 | 0.00 | -1.41 | 1.22 | 1.07 |
| 05.01.20 | -1.61 | -3.00 | 1.20 | 1.05 |
| 05.04.20 | -0.22 | -1.63 | 1.22 | 1.06 |
| 05.05.20 | 0.00 | -0.15 | 1.24 | 1.08 |
| 05.06.20 | 0.00 | 0.00 | 1.25 | 1.09 |
| 05.07.20 | 0.00 | 0.00 | 1.26 | 1.10 |
| 05.08.20 | 0.00 | 0.00 | 1.29 | 1.13 |
| 05.11.20 | 0.00 | 0.00 | 1.31 | 1.15 |
| 05.12.20 | -1.14 | -1.14 | 1.30 | 1.13 |
| 05.13.20 | -2.34 | -3.35 | 1.28 | 1.11 |
| 05.14.20 | -1.74 | -3.08 | 1.29 | 1.11 |
| 05.15.20 | -2.32 | -4.92 | 1.28 | 1.09 |
| 05.18.20 | -0.02 | -2.91 | 1.31 | 1.11 |
| 05.19.20 | -0.59 | -3.46 | 1.30 | 1.11 |
| 05.20.20 | 0.00 | -1.59 | 1.33 | 1.13 |
| 05.21.20 | -0.75 | -2.32 | 1.32 | 1.12 |
| 05.22.20 | -0.11 | -1.69 | 1.33 | 1.13 |
| 05.26.20 | -0.79 | -2.36 | 1.32 | 1.12 |
| 05.27.20 | -0.35 | -1.93 | 1.32 | 1.12 |
| 05.28.20 | -0.31 | -1.89 | 1.32 | 1.12 |
| 05.29.20 | -0.41 | -1.99 | 1.32 | 1.12 |
| 06.01.20 | 0.00 | -0.78 | 1.34 | 1.14 |
| 06.02.20 | 0.00 | -0.32 | 1.35 | 1.14 |
| 06.03.20 | 0.00 | 0.00 | 1.35 | 1.15 |
| 06.04.20 | -0.87 | -0.87 | 1.34 | 1.14 |
| 06.05.20 | 0.00 | 0.00 | 1.38 | 1.17 |
| 06.08.20 | 0.00 | 0.00 | 1.39 | 1.18 |
| 06.09.20 | 0.00 | 0.00 | 1.43 | 1.21 |
| 06.10.20 | 0.00 | 0.00 | 1.47 | 1.25 |
| 06.11.20 | -4.80 | -4.19 | 1.40 | 1.19 |
| 06.12.20 | -3.98 | -4.87 | 1.41 | 1.19 |
| 06.15.20 | -2.79 | -5.77 | 1.43 | 1.17 |
| 06.16.20 | -0.22 | -2.76 | 1.47 | 1.21 |
| 06.17.20 | -0.35 | -2.89 | 1.46 | 1.21 |
| 06.18.20 | -0.32 | -2.86 | 1.46 | 1.21 |
| 06.19.20 | -0.89 | -3.41 | 1.46 | 1.20 |
| 06.22.20 | 0.00 | -0.88 | 1.49 | 1.23 |
| 06.23.20 | 0.00 | 0.00 | 1.53 | 1.26 |
| 06.24.20 | -1.77 | -1.77 | 1.50 | 1.24 |
| 06.25.20 | -0.46 | -0.46 | 1.52 | 1.26 |
| 06.26.20 | -3.52 | -3.25 | 1.47 | 1.22 |
| 06.29.20 | -1.30 | -2.77 | 1.51 | 1.23 |
| 06.30.20 | -0.47 | -1.95 | 1.52 | 1.24 |
| 07.01.20 | -0.66 | -2.14 | 1.52 | 1.23 |
| 07.02.20 | -0.66 | -2.14 | 1.52 | 1.23 |
| 07.06.20 | 0.00 | 0.00 | 1.56 | 1.27 |
| 07.07.20 | -0.31 | -0.31 | 1.55 | 1.26 |
| 07.08.20 | 0.00 | 0.00 | 1.59 | 1.29 |
| 07.09.20 | 0.00 | 0.00 | 1.59 | 1.30 |
| 07.10.20 | 0.00 | 0.00 | 1.60 | 1.30 |
| 07.13.20 | -0.46 | -0.46 | 1.59 | 1.29 |
| 07.14.20 | 0.00 | 0.00 | 1.62 | 1.32 |
| 07.15.20 | 0.00 | 0.00 | 1.63 | 1.32 |
| 07.16.20 | -1.23 | -1.23 | 1.61 | 1.31 |
| 07.17.20 | -1.43 | -1.43 | 1.60 | 1.31 |
| 07.20.20 | 0.00 | 0.00 | 1.64 | 1.33 |
| 07.21.20 | -1.38 | -1.38 | 1.61 | 1.32 |
| 07.22.20 | -1.10 | -1.10 | 1.62 | 1.32 |
| 07.23.20 | -5.60 | -2.69 | 1.55 | 1.30 |
| 07.24.20 | -5.84 | -3.53 | 1.54 | 1.29 |
| 07.27.20 | -3.61 | -4.45 | 1.58 | 1.27 |
| 07.28.20 | -5.19 | -4.45 | 1.55 | 1.27 |
| 07.29.20 | -3.37 | -4.45 | 1.58 | 1.27 |
| 07.30.20 | -2.20 | -3.48 | 1.60 | 1.29 |
| 07.31.20 | 0.00 | 0.00 | 1.77 | 1.42 |
| 08.03.20 | 0.00 | 0.00 | 1.81 | 1.46 |
| 08.04.20 | 0.00 | 0.00 | 1.83 | 1.47 |
| 08.05.20 | 0.00 | 0.00 | 1.83 | 1.47 |
| 08.06.20 | 0.00 | 0.00 | 1.90 | 1.52 |
| 08.07.20 | -2.27 | -2.27 | 1.85 | 1.49 |
| 08.10.20 | -0.85 | -0.85 | 1.88 | 1.51 |
| 08.11.20 | -3.80 | -3.80 | 1.82 | 1.47 |
| 08.12.20 | -0.60 | -0.60 | 1.88 | 1.51 |
| 08.13.20 | 0.00 | 0.00 | 1.92 | 1.54 |
| 08.14.20 | -0.09 | -0.09 | 1.92 | 1.54 |
| 08.17.20 | -0.35 | -0.35 | 1.91 | 1.54 |
| 08.18.20 | 0.00 | 0.00 | 1.93 | 1.55 |
| 08.19.20 | 0.00 | 0.00 | 1.93 | 1.55 |
| 08.20.20 | 0.00 | 0.00 | 1.97 | 1.59 |
| 08.21.20 | 0.00 | 0.00 | 2.07 | 1.67 |
| 08.24.20 | 0.00 | 0.00 | 2.10 | 1.69 |
| 08.25.20 | -0.82 | -0.82 | 2.08 | 1.67 |
| 08.26.20 | 0.00 | 0.00 | 2.11 | 1.70 |
| 08.27.20 | -1.19 | -1.19 | 2.08 | 1.68 |
| 08.28.20 | -1.36 | -1.36 | 2.08 | 1.67 |
| 08.31.20 | 0.00 | 0.00 | 2.15 | 1.73 |
| 09.01.20 | 0.00 | 0.00 | 2.24 | 1.80 |
| 09.02.20 | -2.07 | -4.90 | 2.19 | 1.71 |
| 09.03.20 | -9.91 | -4.90 | 2.02 | 1.71 |
| 09.04.20 | -9.85 | -6.70 | 2.02 | 1.68 |
| 09.08.20 | -15.92 | -0.43 | 1.88 | 1.79 |
| 09.09.20 | -12.56 | -4.40 | 1.96 | 1.72 |
| 09.10.20 | -15.42 | -1.28 | 1.89 | 1.78 |
| 09.11.20 | -16.53 | 0.00 | 1.87 | 1.80 |
| 09.14.20 | -14.03 | -3.00 | 1.92 | 1.74 |
| 09.15.20 | -13.89 | -3.15 | 1.93 | 1.74 |
| 09.16.20 | -16.43 | -0.29 | 1.87 | 1.79 |
| 09.17.20 | -17.77 | 0.00 | 1.84 | 1.82 |
| 09.18.20 | -20.38 | 0.00 | 1.78 | 1.88 |
| 09.21.20 | -17.96 | -3.03 | 1.84 | 1.82 |
| 09.22.20 | -16.67 | -4.56 | 1.86 | 1.79 |
| 09.23.20 | -20.17 | -0.55 | 1.79 | 1.87 |
| 09.24.20 | -19.35 | -1.57 | 1.80 | 1.85 |
| 09.25.20 | -16.32 | -5.13 | 1.87 | 1.78 |
| 09.28.20 | -14.33 | -5.04 | 1.92 | 1.79 |
| 09.29.20 | -14.97 | -5.76 | 1.90 | 1.77 |
| 09.30.20 | -13.69 | -4.34 | 1.93 | 1.80 |
| 10.01.20 | -12.96 | -3.53 | 1.95 | 1.81 |
| 10.02.20 | -15.77 | -7.49 | 1.88 | 1.74 |
| 10.05.20 | -13.18 | -7.69 | 1.94 | 1.74 |
| 10.06.20 | -15.67 | -10.06 | 1.89 | 1.69 |
| 10.07.20 | -14.24 | -11.69 | 1.92 | 1.66 |
| 10.08.20 | -14.32 | -11.78 | 1.92 | 1.66 |
| 10.09.20 | -12.83 | -10.24 | 1.95 | 1.69 |
| 10.12.20 | -7.29 | -4.54 | 2.07 | 1.79 |
| 10.13.20 | -9.75 | -7.07 | 2.02 | 1.75 |
| 10.14.20 | -9.68 | -7.01 | 2.02 | 1.75 |
| 10.15.20 | -10.04 | -7.37 | 2.01 | 1.74 |
| 10.16.20 | -11.30 | -8.67 | 1.99 | 1.72 |
| 10.19.20 | -13.57 | -10.19 | 1.93 | 1.69 |
| 10.20.20 | -12.42 | -13.09 | 1.96 | 1.63 |
| 10.21.20 | -12.90 | -13.56 | 1.95 | 1.63 |
| 10.22.20 | -13.73 | -13.48 | 1.93 | 1.63 |
| 10.23.20 | -14.27 | -12.95 | 1.92 | 1.64 |
| 10.26.20 | -14.26 | -12.96 | 1.92 | 1.64 |
| 10.27.20 | -13.10 | -14.13 | 1.94 | 1.61 |
| 10.28.20 | -17.13 | -10.16 | 1.85 | 1.69 |
| 10.29.20 | -14.06 | -14.61 | 1.92 | 1.61 |
| 10.30.20 | -18.87 | -11.33 | 1.82 | 1.67 |
| 11.02.20 | -18.94 | -11.26 | 1.81 | 1.67 |
| 11.03.20 | -17.69 | -12.62 | 1.84 | 1.64 |
| 11.04.20 | -14.33 | -15.46 | 1.92 | 1.59 |
| 11.05.20 | -11.29 | -12.46 | 1.99 | 1.65 |
| 11.06.20 | -11.39 | -12.56 | 1.98 | 1.64 |
| 11.09.20 | -13.16 | -14.31 | 1.94 | 1.61 |
| 11.10.20 | -13.42 | -14.57 | 1.94 | 1.61 |
| 11.11.20 | -10.80 | -11.97 | 2.00 | 1.65 |
| 11.12.20 | -11.01 | -12.18 | 1.99 | 1.65 |
| 11.13.20 | -10.97 | -12.14 | 1.99 | 1.65 |
| 11.16.20 | -10.19 | -11.38 | 2.01 | 1.67 |
| 11.17.20 | -10.87 | -12.05 | 1.99 | 1.65 |
| 11.18.20 | -11.88 | -13.05 | 1.97 | 1.63 |
| 11.19.20 | -11.43 | -12.60 | 1.98 | 1.64 |
| 11.20.20 | -12.40 | -13.56 | 1.96 | 1.63 |
| 11.23.20 | -15.01 | -12.23 | 1.90 | 1.65 |
| 11.24.20 | -14.02 | -13.25 | 1.92 | 1.63 |
| 11.25.20 | -13.38 | -13.90 | 1.94 | 1.62 |
| 11.27.20 | -12.96 | -14.31 | 1.95 | 1.61 |
| 11.30.20 | -11.13 | -13.78 | 1.99 | 1.62 |
| 12.01.20 | -8.39 | -11.12 | 2.05 | 1.67 |
| 12.02.20 | -8.12 | -10.86 | 2.06 | 1.68 |
| 12.03.20 | -8.22 | -10.96 | 2.05 | 1.67 |
| 12.04.20 | -8.73 | -11.46 | 2.04 | 1.66 |
| 12.07.20 | -7.61 | -10.38 | 2.07 | 1.69 |
| 12.08.20 | -7.14 | -9.92 | 2.08 | 1.69 |
| 12.09.20 | -9.08 | -12.09 | 2.03 | 1.65 |
| 12.10.20 | -8.00 | -11.52 | 2.06 | 1.66 |
| 12.11.20 | -8.62 | -13.13 | 2.05 | 1.63 |
| 12.14.20 | -9.08 | -13.75 | 2.03 | 1.62 |
| 12.15.20 | -4.53 | -9.43 | 2.14 | 1.70 |
| 12.16.20 | -4.58 | -9.48 | 2.14 | 1.70 |
| 12.17.20 | -3.92 | -8.84 | 2.15 | 1.71 |
| 12.18.20 | -5.45 | -10.30 | 2.12 | 1.69 |
| 12.21.20 | -4.27 | -12.06 | 2.14 | 1.65 |
| 12.22.20 | -1.54 | -8.16 | 2.20 | 1.73 |
| 12.23.20 | -2.23 | -8.81 | 2.19 | 1.71 |
| 12.24.20 | -1.48 | -8.10 | 2.20 | 1.73 |
| 12.28.20 | 0.00 | -4.82 | 2.28 | 1.79 |
| 12.29.20 | -1.33 | -6.08 | 2.25 | 1.77 |
| 12.30.20 | -2.17 | -6.88 | 2.23 | 1.75 |
| 12.31.20 | -2.93 | -7.60 | 2.22 | 1.74 |
| 01.04.21 | -5.33 | -8.50 | 2.16 | 1.72 |
| 01.05.21 | -4.15 | -8.50 | 2.19 | 1.72 |
| 01.06.21 | -7.38 | -8.50 | 2.12 | 1.72 |
| 01.07.21 | -4.22 | -8.50 | 2.19 | 1.72 |
| 01.08.21 | -3.39 | -8.58 | 2.21 | 1.72 |
| 01.11.21 | -5.64 | -10.25 | 2.15 | 1.69 |
| 01.12.21 | -5.77 | -10.25 | 2.15 | 1.69 |
| 01.13.21 | -4.24 | -10.36 | 2.19 | 1.69 |
| 01.14.21 | -5.69 | -11.71 | 2.15 | 1.66 |
| 01.15.21 | -6.99 | -12.24 | 2.12 | 1.65 |
| 01.19.21 | -6.48 | -12.72 | 2.14 | 1.64 |
| 01.20.21 | -3.41 | -11.93 | 2.21 | 1.66 |
| 01.21.21 | 0.00 | -8.71 | 2.29 | 1.72 |
| 01.22.21 | 0.00 | -7.24 | 2.32 | 1.74 |
| 01.25.21 | 0.00 | -4.67 | 2.39 | 1.79 |
| 01.26.21 | 0.00 | -4.51 | 2.39 | 1.80 |
| 01.27.21 | -0.77 | -5.24 | 2.37 | 1.78 |
| 01.28.21 | -4.24 | -8.09 | 2.29 | 1.73 |
| 01.29.21 | -7.82 | -8.36 | 2.20 | 1.72 |
| 02.01.21 | -6.30 | -10.01 | 2.24 | 1.69 |
| 02.02.21 | -5.70 | -10.01 | 2.26 | 1.69 |
| 02.03.21 | -6.44 | -10.01 | 2.24 | 1.69 |
| 02.04.21 | -4.03 | -9.67 | 2.30 | 1.70 |
| 02.05.21 | -4.33 | -9.95 | 2.29 | 1.69 |
| 02.08.21 | -4.22 | -9.85 | 2.29 | 1.69 |
| 02.09.21 | -4.85 | -10.45 | 2.28 | 1.68 |
| 02.10.21 | -5.29 | -10.86 | 2.27 | 1.68 |
| 02.11.21 | -5.47 | -11.03 | 2.26 | 1.67 |
| 02.12.21 | -5.30 | -11.94 | 2.27 | 1.66 |
| 02.16.21 | -6.82 | -12.17 | 2.23 | 1.65 |
| 02.17.21 | -8.47 | -10.62 | 2.19 | 1.68 |
| 02.18.21 | -9.26 | -9.85 | 2.17 | 1.69 |
| 02.19.21 | -9.15 | -9.96 | 2.17 | 1.69 |
| 02.22.21 | -11.85 | -7.28 | 2.11 | 1.74 |
| 02.23.21 | -11.95 | -7.18 | 2.11 | 1.75 |
| 02.24.21 | -12.31 | -6.80 | 2.10 | 1.75 |
| 02.25.21 | -15.36 | -3.56 | 2.02 | 1.81 |
| 02.26.21 | -15.17 | -3.77 | 2.03 | 1.81 |
| 03.01.21 | -10.60 | -7.02 | 2.14 | 1.75 |
| 03.02.21 | -12.47 | -7.02 | 2.09 | 1.75 |
| 03.03.21 | -14.61 | -5.17 | 2.04 | 1.78 |
| 03.04.21 | -15.96 | -3.67 | 2.01 | 1.81 |
| 03.05.21 | -15.06 | -4.71 | 2.03 | 1.79 |
| 03.08.21 | -18.60 | -0.74 | 1.95 | 1.87 |
| 03.09.21 | -15.29 | -4.77 | 2.03 | 1.79 |
| 03.10.21 | -16.07 | -3.90 | 2.01 | 1.81 |
| 03.11.21 | -14.68 | -5.48 | 2.04 | 1.78 |
| 03.12.21 | -15.33 | -4.76 | 2.03 | 1.79 |
| 03.15.21 | -13.26 | -6.70 | 2.07 | 1.75 |
| 03.16.21 | -12.16 | -6.62 | 2.10 | 1.76 |
| 03.17.21 | -12.72 | -8.60 | 2.09 | 1.72 |
| 03.18.21 | -15.68 | -7.48 | 2.02 | 1.74 |
| 03.19.21 | -16.06 | -7.07 | 2.01 | 1.75 |
| 03.22.21 | -13.68 | -9.70 | 2.06 | 1.70 |
| 03.23.21 | -14.27 | -9.08 | 2.05 | 1.71 |
| 03.24.21 | -15.99 | -7.26 | 2.01 | 1.74 |
| 03.25.21 | -15.64 | -7.65 | 2.02 | 1.74 |
| 03.26.21 | -15.21 | -8.12 | 2.03 | 1.73 |
| 03.29.21 | -15.08 | -8.26 | 2.03 | 1.72 |
| 03.30.21 | -16.12 | -7.13 | 2.01 | 1.75 |
| 03.31.21 | -14.55 | -9.39 | 2.04 | 1.70 |
| 04.01.21 | -13.95 | -10.23 | 2.06 | 1.69 |
GROWTH OF DOLLAR
UNDERWATER PERFORMANCE
COUNTERS
| id | symbol | Position | Cash | % | Long | % | Short | % | Trades | % |
|---|---|---|---|---|---|---|---|---|---|---|
| 1,217,277 | SP500 | Cash | 6,993 | 5.55 | 7,968 | 6.33 | 4,441 | 3.53 | 12,409 | 49.14 |
| 1,217,278 | SP500 | Long | 7,795 | 6.19 | 58,682 | 46.61 | 5,895 | 4.68 | 7,795 | 30.87 |
| 1,217,279 | SP500 | Short | 5,050 | 4.01 | 5,326 | 4.23 | 23,743 | 18.86 | 5,050 | 20.00 |
| 1,217,280 | SP500 | Totals | 19,402 | 15.41 | 72,372 | 57.49 | 34,119 | 27.10 | 25,254 | 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 |
|---|---|---|---|---|---|---|---|---|
| 67.67% | 31.92% | 19.98% | 12.56% | Best | 4.71% | 9.50% | 12.06% | 26.68% |
| 67.67% | 31.92% | 19.98% | 12.56% | Best | 3.48% | 2.79% | 2.14% | 0.00% |
| 67.67% | 31.92% | 19.98% | 12.56% | Best | 5.76% | 10.65% | 16.93% | 40.91% |
| 49.42% | 13.98% | 6.93% | 3.21% | +1 vUp | 1.48% | 3.70% | 7.00% | 24.79% |
| 49.42% | 13.98% | 6.93% | 3.21% | +1 vUp | 0.53% | 0.05% | (1.18%) | (6.80%) |
| 49.42% | 13.98% | 6.93% | 3.21% | +1 vUp | 1.94% | 4.97% | 10.27% | 36.28% |
| 40.55% | 9.06% | 3.73% | 1.08% | Average | 0.51% | 2.01% | 4.97% | 20.96% |
| 40.55% | 9.06% | 3.73% | 1.08% | Average | (0.22%) | (0.72%) | (1.76%) | (6.80%) |
| 40.55% | 9.06% | 3.73% | 1.08% | Average | 0.75% | 2.87% | 7.20% | 31.36% |
| 40.55% | 8.32% | 2.21% | (0.42%) | -1 vDn | (0.17%) | 1.22% | 4.97% | 20.96% |
| 40.55% | 8.32% | 2.21% | (0.42%) | -1 vDn | (0.88%) | (1.48%) | (2.78%) | (7.96%) |
| 40.55% | 8.32% | 2.21% | (0.42%) | -1 vDn | 0.10% | 2.17% | 7.20% | 31.36% |
| 0.00% | (2.24%) | (5.80%) | (6.23%) | Worst | (3.22%) | (3.32%) | 0.00% | 0.00% |
| 0.00% | (2.24%) | (5.80%) | (6.23%) | Worst | (3.79%) | (4.77%) | (6.69%) | (11.39%) |
| 0.00% | (2.24%) | (5.80%) | (6.23%) | Worst | (2.83%) | (2.33%) | 0.00% | 0.00% |
| inf | 7.19 | 2.84 | 1.23 | rFactor | 1.44 | 2.56 | inf | inf |
| inf | 7.19 | 2.84 | 1.23 | rFactor | 1.01 | 0.79 | 0.55 | 0.00 |
| inf | 7.19 | 2.84 | 1.23 | rFactor | 1.70 | 3.90 | inf | inf |
| 41.33% | 9.32% | 4.78% | 2.38% | rUp | 1.16% | 2.62% | 4.99% | 21.37% |
| 41.33% | 9.32% | 4.78% | 2.38% | rUp | 0.66% | 0.88% | 1.05% | 0.00% |
| 41.33% | 9.32% | 4.78% | 2.38% | rUp | 1.48% | 3.23% | 7.23% | 31.96% |
| 0.00% | (1.30%) | (1.68%) | (1.94%) | rDn | (0.80%) | (1.02%) | 0.00% | 0.00% |
| 0.00% | (1.30%) | (1.68%) | (1.94%) | rDn | (0.65%) | (1.12%) | (1.92%) | (6.93%) |
| 0.00% | (1.30%) | (1.68%) | (1.94%) | rDn | (0.87%) | (0.83%) | 0.00% | 0.00% |
| inf | 6.59 | 2.10 | 1.42 | vFactor | 1.45 | 2.14 | inf | inf |
| inf | 6.59 | 2.10 | 1.42 | vFactor | 1.12 | 1.01 | 0.57 | 0.00 |
| inf | 6.59 | 2.10 | 1.42 | vFactor | 1.82 | 3.03 | inf | inf |
| 8.87% | 4.92% | 3.20% | 2.13% | vUp | 0.98% | 1.69% | 2.03% | 3.83% |
| 8.87% | 4.92% | 3.20% | 2.13% | vUp | 0.75% | 0.76% | 0.58% | 0.00% |
| 8.87% | 4.92% | 3.20% | 2.13% | vUp | 1.19% | 2.10% | 3.07% | 4.93% |
| 0.00% | (0.75%) | (1.52%) | (1.50%) | vDn | (0.68%) | (0.79%) | 0.00% | 0.00% |
| 0.00% | (0.75%) | (1.52%) | (1.50%) | vDn | (0.66%) | (0.76%) | (1.02%) | (1.16%) |
| 0.00% | (0.75%) | (1.52%) | (1.50%) | vDn | (0.65%) | (0.69%) | 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 | 22 | -1 | 5 | 78.57 | -3.57 | 17.86 | 19 | 4 | 2,814.10 | -45.60 | 610.85 |
| XLC | 25 | 14 | -7 | 4 | 56.00 | -28.00 | 16.00 | 21 | 0 | 6,124.31 | -859.67 | 144.36 |
| XLE | 23 | 20 | -1 | 2 | 86.96 | -4.35 | 8.70 | 20 | 1 | 1,085.88 | -21.73 | 36.11 |
| XLF | 65 | 58 | -5 | 2 | 89.23 | -7.69 | 3.08 | 60 | 3 | 7,190.58 | -1,198.80 | 662.58 |
| XLI | 74 | 68 | -2 | 4 | 91.89 | -2.70 | 5.41 | 64 | 6 | 11,404.00 | -349.75 | 664.56 |
| XLK | 74 | 71 | 0 | 3 | 95.95 | 0.00 | 4.05 | 66 | 5 | 14,110.60 | 0.00 | 313.08 |
| XLP | 32 | 8 | -5 | 19 | 25.00 | -15.62 | 59.38 | 12 | 1 | 1,079.19 | -502.94 | 1,716.44 |
| XLRE | 29 | 27 | 0 | 2 | 93.10 | 0.00 | 6.90 | 25 | 2 | 3,464.82 | 0.00 | 330.89 |
| XLU | 28 | 22 | -2 | 4 | 78.57 | -7.14 | 14.29 | 22 | 2 | 1,607.05 | -95.75 | 301.36 |
| XLV | 63 | 35 | -12 | 16 | 55.56 | -19.05 | 25.40 | 38 | 9 | 8,652.69 | -2,082.98 | 3,465.90 |
| XLY | 63 | 51 | -5 | 7 | 80.95 | -7.94 | 11.11 | 45 | 11 | 19,321.10 | -514.01 | 1,253.28 |
PERCENTAGE DISTRIBUTION
Current distribution of all positions by sector.
STOCK POSITIONS
Current trading positions for all stocks.
