LATEST UPDATE
Current Win / Loss Record
id XLB XLC XLE XLF XLI XLK XLP XLRE XLU XLV XLY Strategy
20,739
28
25
23
65
74
74
32
29
28
63
63
SP500
20,740
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
Tickers
SP500
20,741
19
21
20
60
64
66
12
25
22
38
45
SP500
20,742
Win
Win
Win
Win
Win
Win
Win
Win
Win
Win
Win
SP500
20,743
(4)
(0)
(1)
(3)
(6)
(5)
(1)
(2)
(2)
(9)
(11)
SP500
20,744
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
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%
INDEX ETF RETURNS
Buy / Hold -vs- Long / Short
200 50 20 5 Index 5 20 50 200
-1.56
-2.41
-0.13
0.10
AGG
0.00
0.00
0.20
0.20
27.81
6.73
7.28
1.61
DIA
1.59
2.33
0.50
15.52
-23.90
-6.83
-7.00
-1.65
DOG
1.69
2.74
1.46
20.72
-43.01
-13.52
-13.59
-3.27
DXD
3.36
5.45
1.27
43.74
56.34
4.56
5.15
3.27
IWM
-0.89
0.65
-0.28
21.24
28.79
3.69
6.33
2.84
OEF
2.08
-0.25
0.27
25.61
-29.57
-1.80
-7.01
-4.27
PSQ
-1.70
-7.31
-4.75
25.47
-52.45
-4.76
-14.13
-8.22
QID
-0.55
-7.21
-215.46
-277.19
34.49
0.37
6.87
4.25
QQQ
0.26
-5.87
-2.61
30.06
-39.58
-6.05
-5.64
-3.38
RWM
0.26
-0.29
0.86
34.41
-58.39
-20.05
-19.85
-4.97
SDOW
5.23
9.42
3.66
84.25
-45.09
-10.40
-12.78
-5.66
SDS
5.10
2.65
-0.90
41.50
-25.24
-5.15
-6.43
-2.70
SH
2.43
1.02
-0.80
18.98
-60.48
-15.65
-18.59
-8.33
SPXU
7.67
1.22
-314.55
-496.32
0.00
-8.73
-21.07
-12.21
SQQQ
2.03
-6.50
3.17
0.00
-80.84
-20.62
-17.89
-10.30
SRTY
0.70
3.76
-337.37
-742.32
57.56
15.45
20.39
5.62
SVXY
6.62
9.92
9.59
15.00
-65.07
-12.89
-11.66
-6.80
TWM
-0.69
0.44
-215.14
-309.51
-70.13
-32.08
-31.98
-9.31
VIXY
11.77
29.11
33.49
111.29
-70.03
-32.25
-32.08
-9.65
VXX
12.02
30.53
42.45
122.19
SECTOR ETF RETURNS
Buy / Hold -vs- Long / Short
200 50 20 5 Sector 5 20 50 200
42.74
5.24
8.43
2.22
XLB
2.22
2.53
-2.86
16.15
35.54
8.97
4.21
2.04
XLC
0.54
4.33
4.43
14.86
29.08
16.16
-0.39
2.24
XLE
2.20
0.92
21.51
82.85
43.54
12.08
4.66
1.86
XLF
1.86
4.75
11.54
14.56
41.58
10.50
8.55
2.20
XLI
2.69
5.52
5.53
18.79
33.41
3.13
7.27
4.71
XLK
-1.35
-7.87
-6.14
24.08
17.02
4.41
7.97
0.88
XLP
0.71
5.34
2.81
13.24
13.72
9.96
11.26
2.98
XLRE
3.56
4.02
7.95
-5.28
11.41
2.12
9.77
1.14
XLU
1.14
2.09
3.82
-0.75
17.97
-1.44
5.41
1.34
XLV
0.84
-3.14
-4.74
-2.61
32.18
-0.12
8.89
2.87
XLY
0.85
-5.20
-2.38
18.05
SINGLE STOCK RETURNS
Buy / Hold -vs- Long / Short
ticker 200 50 20 5 Stock 5 20 50 200
A
46.85
-0.33
11.04
4.75
A
2.80
-4.21
1.62
28.09
AAL
40.11
47.56
12.34
4.79
AAL
1.27
14.29
34.21
35.11
AAP
31.17
12.73
12.49
0.17
AAP
-2.07
8.41
8.66
4.74
AAPL
40.44
-6.70
2.39
2.00
AAPL
-2.80
-6.81
1.93
39.33
ABBV
17.26
-3.64
2.72
4.47
ABBV
-0.65
0.66
-5.94
28.44
ABC
19.41
13.09
13.50
-0.38
ABC
-0.61
7.80
-4.08
-17.48
ABMD
26.57
-9.35
6.67
7.21
ABMD
-3.04
-7.57
-13.00
9.51
ABT
34.03
5.36
2.53
-0.09
ABT
-2.36
-8.05
2.91
-1.10
ACN
37.68
6.37
12.69
3.62
ACN
3.62
5.37
2.46
19.28
ADBE
17.41
2.90
10.09
7.17
ADBE
3.49
-5.90
2.42
4.94
