match
Deming701
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4107
Deming701
CSM Quality Reversals
@Deming701
1D P&L Symbol Position Avg Cost Mark Price 1D Chg (%) Mkt Value Rlz P&L Unrlz P&L
0 AA 240 20.67 33.69 0.00% 8,086 0 3,125
0 AAPL -160 66.75 175.33 0.00% -28,053 0 -17,373
0 ABEV 555 4.52 2.91 0.00% 1,615 0 -896
0 ABMD 40 170.33 381.02 0.00% 15,241 0 8,428
0 ADS 95 105.31 56.80 0.00% 5,396 0 -4,608
0 ALB 75 66.82 203.94 0.00% 15,296 0 10,284
0 AMAG 600 11.44 13.75 0.00% 8,250 0 1,386
0 APA 80 30.77 33.42 0.00% 2,674 0 212
0 ASTE 90 43.30 38.39 0.00% 3,455 0 -442
0 AXE 60 82.00 97.85 0.00% 5,871 0 951
0 AYI 40 128.63 155.69 0.00% 6,228 0 1,082
0 AZZ 110 44.49 36.21 0.00% 3,983 0 -911
0 BBBY 700 14.37 0.08 0.00% 53 0 -10,003
0 BCH 120 22.22 21.33 0.00% 2,560 0 -107
0 BIDU 45 120.22 126.08 0.00% 5,674 0 264
0 BIG 50 23.98 6.27 0.00% 314 0 -886
0 BKE 190 25.45 31.83 0.00% 6,048 0 1,212
0 BTI 120 40.59 32.61 0.00% 3,913 0 -958
0 CBB 120 10.48 15.48 0.00% 1,858 0 600
0 CCL 105 46.90 11.28 0.00% 1,184 0 -3,740
0 CLH 30 86.66 145.09 0.00% 4,353 0 1,753
0 CMI -7 171.83 212.64 0.00% -1,489 0 -286
0 CNC 305 49.61 62.73 0.00% 19,133 0 4,002
0 CNX 600 8.29 15.46 0.00% 9,279 0 4,302
0 CRON 550 6.76 1.77 0.00% 976 0 -2,742
0 CXO 70 69.97 65.60 0.00% 4,592 0 -306
0 DVA 60 84.84 94.25 0.00% 5,655 0 565
0 DVAX 1,035 4.84 11.21 0.00% 11,602 0 6,593
0 EOG 30 83.83 110.07 0.00% 3,302 0 787
0 EWY 170 59.02 63.11 0.00% 10,730 0 695
0 FDP 155 31.22 26.53 0.00% 4,112 0 -727
0 FFIV 70 147.81 148.19 0.00% 10,374 0 27
0 FIZZ 55 44.96 49.97 0.00% 2,748 0 276
0 FLXS 340 14.82 18.26 0.00% 6,208 0 1,170
0 FMS 145 35.08 21.57 0.00% 3,128 0 -1,958
0 FRO 220 11.49 15.13 0.00% 3,329 0 800
0 GCO 30 46.90 19.15 0.00% 574 0 -832
0 GEO 630 15.78 7.66 0.00% 4,826 0 -5,116
0 GSK 80 47.53 34.25 0.00% 2,740 0 -1,062
0 HAL 440 22.31 30.19 0.00% 13,284 0 3,468
0 HMC 220 28.62 28.66 0.00% 6,306 0 9
0 HPQ 245 20.38 31.29 0.00% 7,667 0 2,673
0 IBM 30 144.32 128.87 0.00% 3,866 0 -464
0 INGR 90 82.91 107.49 0.00% 9,674 0 2,212
0 INTC 75 61.28 28.98 0.00% 2,174 0 -2,422
0 IP 100 46.77 30.62 0.00% 3,062 0 -1,615
0 IPGP 107 140.54 114.63 0.00% 12,265 0 -2,773
0 IRBT 210 47.76 33.55 0.00% 7,047 0 -2,983
0 ITB -345 43.85 74.09 0.00% -25,561 0 -10,431
0 IYR -160 93.96 81.47 0.00% -13,035 0 1,999
0 JBL 30 43.10 91.56 0.00% 2,747 0 1,454
0 JBLU 255 19.40 6.83 0.00% 1,743 0 -3,204
0 KNX -145 35.03 55.96 0.00% -8,115 0 -3,036
0 LAD -70 148.69 241.87 0.00% -16,931 0 -6,523
0 LB 285 17.47 79.92 0.00% 22,777 0 17,799
0 LEA 83 120.86 127.62 0.00% 10,592 0 561
0 LEG 100 50.25 31.59 0.00% 3,159 0 -1,866
0 LL 125 9.94 4.46 0.00% 557 0 -686
0 LOGM 30 85.78 86.04 0.00% 2,581 0 8
0 M 70 17.61 14.33 0.00% 1,003 0 -229
0 MAT 400 12.49 17.91 0.00% 7,164 0 2,168
0 MATW 100 37.91 39.46 0.00% 3,946 0 156
0 MCK 35 144.83 387.79 0.00% 13,573 0 8,503
0 MD 200 26.79 13.36 0.00% 2,672 0 -2,687
0 MED 70 71.89 82.21 0.00% 5,755 0 722
0 MO 210 46.92 44.60 0.00% 9,366 0 -488
0 MOMO 150 33.95 8.36 0.00% 1,254 0 -3,838
0 MORN -17 149.05 200.95 0.00% -3,416 0 -882
0 MTZ -150 66.02 98.26 0.00% -14,739 0 -4,837
0 NGG 60 61.78 68.17 0.00% 4,090 0 384
0 NKTR 285 17.52 0.63 0.00% 180 0 -4,814
0 NOV 220 22.91 15.06 0.00% 3,313 0 -1,727
0 NUAN 285 17.58 55.99 0.00% 15,957 0 10,947
0 NUS 100 37.68 34.56 0.00% 3,456 0 -312
0 NVO 90 57.19 163.04 0.00% 14,674 0 9,526
0 OII 340 14.69 16.31 0.00% 5,545 0 549
0 OIS 150 16.62 6.89 0.00% 1,034 0 -1,460
0 OXY 115 43.77 58.93 0.00% 6,777 0 1,743
0 PDCE 90 27.34 70.33 0.00% 6,330 0 3,869
0 PDCO 200 21.46 26.51 0.00% 5,302 0 1,010
0 PEI 109 91.25 2.39 0.00% 261 0 -9,686
0 PENN 230 21.12 25.65 0.00% 5,900 0 1,042
0 PII 25 99.35 108.21 0.00% 2,705 0 222
0 PKX 105 47.98 68.69 0.00% 7,212 0 2,175
0 PLAB 333 15.02 21.24 0.00% 7,073 0 2,071
0 PLUS 110 47.45 49.98 0.00% 5,498 0 278
0 PNR 120 41.27 57.59 0.00% 6,911 0 1,958
0 PRA 35 36.14 12.14 0.00% 425 0 -840
0 PRGO 45 53.85 32.39 0.00% 1,458 0 -966
0 PTR 45 53.51 43.88 0.00% 1,974 0 -434
0 R 100 52.00 79.73 0.00% 7,973 0 2,773
0 RAD 300 13.20 1.83 0.00% 550 0 -3,411
0 RCKY -180 27.52 19.28 0.00% -3,470 0 1,484
0 REGN 15 306.59 724.76 0.00% 10,871 0 6,272
0 RHI 20 59.43 67.49 0.00% 1,350 0 161
0 RIG 450 5.59 6.20 0.00% 2,790 0 274
0 RL 45 114.39 112.75 0.00% 5,074 0 -74
0 RYAAY 30 87.58 106.54 0.00% 3,196 0 569
0 SAN 1,324 3.83 3.40 0.00% 4,495 0 -580
0 SBH 190 20.00 11.51 0.00% 2,187 0 -1,613
0 SCHW 100 48.14 53.67 0.00% 5,367 0 553
0 SILC 110 33.90 35.44 0.00% 3,898 0 169
0 SINA 35 39.27 43.26 0.00% 1,514 0 140
0 SIVB 50 207.55 106.04 0.00% 5,302 0 -5,076
0 SJM 93 107.98 146.56 0.00% 13,631 0 3,588
0 SNY 50 47.65 52.52 0.00% 2,626 0 244
0 SSTK 130 38.63 49.70 0.00% 6,461 0 1,439
0 STC 120 43.25 44.94 0.00% 5,393 0 203
0 STN 180 28.30 58.03 0.00% 10,445 0 5,351
0 SWN 2,000 2.40 4.98 0.00% 9,970 0 5,160
0 SYNA 60 59.53 85.64 0.00% 5,138 0 1,567
0 TAP 45 54.61 60.64 0.00% 2,729 0 271
0 TARO 60 84.42 29.19 0.00% 1,751 0 -3,314
0 TECD 50 127.51 144.90 0.00% 7,245 0 869
0 TEVA 250 10.28 7.44 0.00% 1,861 0 -708
0 TEX 125 29.83 48.20 0.00% 6,025 0 2,296
0 THC 70 37.25 70.28 0.00% 4,920 0 2,312
0 THO 65 74.53 81.59 0.00% 5,303 0 459
0 TM 35 142.79 140.07 0.00% 4,902 0 -95
0 TREX -90 42.67 52.93 0.00% -4,764 0 -924
0 TTM 465 10.60 25.14 0.00% 11,690 0 6,759
0 TUP 465 10.78 0.92 0.00% 426 0 -4,587
0 TXRH 85 59.18 110.60 0.00% 9,401 0 4,371
0 UNFI 625 8.01 27.58 0.00% 17,238 0 12,231
0 URI 15 158.55 351.11 0.00% 5,267 0 2,888
0 UTHR 55 92.07 207.40 0.00% 11,407 0 6,343
0 WB 205 48.45 15.30 0.00% 3,136 0 -6,795
0 WBA 185 53.96 30.00 0.00% 5,550 0 -4,433
0 WCC 90 57.70 146.23 0.00% 13,161 0 7,968
0 WLK 50 73.19 111.88 0.00% 5,594 0 1,935
0 WPP 60 65.10 54.05 0.00% 3,243 0 -663
0 WYNN 10 128.71 101.14 0.00% 1,011 0 -276
0 YY 65 58.22 28.20 0.00% 1,833 0 -1,951

Performance

Performance

Risk-Adjusted Excess Return

Sharpe Ratio

Rolling 5-Day Volatilities

Daily 5% Value-at-Risk (VaR)

Rolling Betas

Action Type Time Symbol Quantity Price Limit Status
Payment Date Ex-Dividend Date Ticker Position Dividend Per Share Total Dividend (USD)