LATEST UPDATE
Current Win / Loss Record
id XLB XLC XLE XLF XLI XLK XLP XLRE XLU XLV XLY Strategy
20,091
28
26
23
65
74
74
32
30
28
63
61
SP500
20,092
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
SP500
20,093
11
20
19
25
39
52
15
19
13
49
36
SP500
20,094
Win
Win
Win
Win
Win
Win
Win
Win
Win
Win
Win
SP500
20,095
(6)
(3)
(0)
(7)
(9)
(7)
(4)
(4)
(3)
(5)
(4)
SP500
20,096
Loss
Loss
Loss
Loss
Loss
Loss
Loss
Loss
Loss
Loss
Loss
SP500
ROLLING RETURNS
Buy / Hold -vs- Long / Short
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%
INDEX ETF RETURNS
Buy / Hold -vs- Long / Short
200 50 20 5 Index 5 20 50 200
-0.51
-2.59
-2.02
0.12
AGG
-0.44
0.20
0.20
0.23
27.80
2.78
0.95
-1.40
DIA
-1.14
0.35
-0.27
17.85
-24.55
-3.27
-1.18
1.34
DOG
-1.32
0.83
0.46
26.83
-44.34
-6.47
-2.28
2.74
DXD
-2.81
1.19
-0.99
58.82
62.34
9.14
-0.49
-2.48
IWM
-1.38
0.35
6.07
30.58
27.87
1.67
-2.69
-1.42
OEF
-0.20
1.27
2.26
32.29
-29.53
0.48
6.60
2.44
PSQ
0.11
3.50
5.44
42.32
-52.20
0.58
13.57
5.04
QID
1.66
7.81
-230.24
-310.28
34.38
-1.74
-6.83
-2.79
QQQ
0.30
4.08
6.01
44.76
-42.27
-9.86
-0.39
2.22
RWM
-0.89
0.80
8.49
48.23
-60.23
-10.09
-3.71
3.83
SDOW
-2.99
2.82
-1.07
115.30
-45.15
-5.34
2.12
2.73
SDS
-0.17
0.03
0.65
56.10
-25.25
-2.69
1.03
1.37
SH
-0.33
-0.06
0.38
25.36
-60.85
-8.37
2.85
4.03
SPXU
1.10
-3.23
-324.96
-576.27
0.00
-0.57
20.31
7.21
SQQQ
4.63
10.66
18.38
0.00
-83.57
-29.27
-2.64
6.19
SRTY
-2.77
-1.22
-385.34
-911.84
17.59
-3.06
1.01
1.45
SVXY
-5.42
0.03
-6.37
5.42
-68.28
-19.67
-1.27
4.16
TWM
-3.21
-6.52
-231.25
-354.71
-52.67
-5.40
-5.73
-2.77
VIXY
-6.36
-1.88
-0.59
69.33
-52.48
-4.74
-5.68
-3.10
VXX
-4.48
-0.05
1.49
75.58
SECTOR ETF RETURNS
Buy / Hold -vs- Long / Short
200 50 20 5 Sector 5 20 50 200
40.52
2.46
1.47
-1.18
XLB
-1.53
-3.20
-1.66
22.33
37.79
6.99
2.27
0.56
XLC
-1.89
0.65
0.70
18.26
36.78
31.28
22.28
3.49
XLE
1.82
20.31
34.71
92.19
52.06
16.73
9.50
0.43
XLF
-1.27
7.65
13.84
20.42
45.83
3.17
4.28
-0.31
XLI
-1.27
2.61
-2.00
24.07
33.13
-1.09
-5.19
-2.65
XLK
0.20
3.44
1.90
43.26
10.99
-6.03
-2.13
-1.62
XLP
0.41
-1.80
-3.71
8.38
15.11
1.24
-3.14
-4.16
XLRE
1.73
2.59
5.49
-1.16
5.55
-4.94
-6.44
-1.24
XLU
0.26
5.21
-1.01
-2.88
10.79
-1.54
-3.64
-2.46
XLV
1.66
1.13
2.04
-1.90
30.85
-2.42
-7.68
-2.90
XLY
2.81
5.30
8.27
33.91
SINGLE STOCK RETURNS
Buy / Hold -vs- Long / Short
ticker 200 50 20 5 Stock 5 20 50 200
A
38.21
-3.45
-5.86
-5.82
A
4.02
9.11
12.96
35.79
AAL
115.20
28.65
20.68
1.82
AAL
0.57
16.85
11.82
66.60
AAP
26.87
3.47
6.61
3.03
AAP
-0.05
-1.78
-2.16
5.22
AAPL
53.33
-5.01
-10.18
-0.71
AAPL
-0.12
7.04
7.38
62.88
ABBV
19.89
2.33
-1.22
-1.57
ABBV
-3.56
-6.19
1.02
28.69
ABC
16.90
4.88
-2.00
0.14
ABC
-0.22
-5.45
-6.61
-16.95
ABMD
54.74
0.76
-9.38
-7.75
ABMD
4.53
-1.95
8.25
47.87
ABT
29.96
6.89
-3.50
-4.58
ABT
1.78
5.10
10.48
-2.80
ACN
29.56
-6.91
-0.55
-2.67
ACN
0.32
-1.85
-5.41
19.68
ADBE
19.32
-12.70
-8.89
-4.38
ADBE
4.32
12.03
10.42
21.17
