4081
Deming701
CSM High Predictability
1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
---|---|---|---|---|---|---|---|---|
52 | AAN | 60 | 65.05 | 18.52 | 4.87% | 1,111 | 0 | -2,792 |
8 | ACN | 25 | 190.88 | 279.64 | 0.12% | 6,991 | 0 | 2,219 |
0 | ADS | 35 | 134.30 | 56.80 | 0.00% | 1,988 | 0 | -2,712 |
-11 | AJG | 40 | 89.62 | 157.49 | -0.17% | 6,300 | 0 | 2,715 |
44 | AMT | 25 | 214.08 | 260.29 | 0.68% | 6,507 | 0 | 1,155 |
214 | AMZN | 4 | 1,829.75 | 2,135.50 | 2.57% | 8,542 | 0 | 1,223 |
-64 | ANSS | 75 | 294.84 | 247.36 | -0.35% | 18,552 | 0 | -3,561 |
-26 | APH | 110 | 44.51 | 68.75 | -0.35% | 7,562 | 0 | 2,666 |
195 | ATRI | 30 | 677.94 | 631.00 | 1.04% | 18,930 | 0 | -1,408 |
319 | AYI | 75 | 126.72 | 168.74 | 2.58% | 12,655 | 0 | 3,152 |
7 | BCE | 50 | 47.59 | 53.51 | 0.26% | 2,676 | 0 | 296 |
95 | BCPC | 75 | 99.21 | 124.09 | 1.03% | 9,307 | 0 | 1,866 |
-106 | BDX | 20 | 259.90 | 252.16 | -2.05% | 5,043 | 0 | -155 |
24 | BF.B | 80 | 63.45 | 64.34 | 0.47% | 5,147 | 0 | 71 |
740 | BIG | 200 | 23.97 | 29.93 | 14.11% | 5,986 | 0 | 1,191 |
31 | BRO | 140 | 35.93 | 56.18 | 0.39% | 7,865 | 0 | 2,834 |
77 | CACC | 12 | 411.16 | 561.40 | 1.16% | 6,737 | 0 | 1,803 |
-6 | CACI | 10 | 249.44 | 273.36 | -0.21% | 2,734 | 0 | 239 |
114 | CCK | 65 | 75.83 | 101.84 | 1.75% | 6,620 | 0 | 1,691 |
245 | CDW | 100 | 139.88 | 161.26 | 1.54% | 16,126 | 0 | 2,138 |
-68 | CHD | 200 | 80.39 | 90.09 | -0.38% | 18,018 | 0 | 1,939 |
74 | CHH | 25 | 101.75 | 123.03 | 2.47% | 3,076 | 0 | 532 |
90 | CHRW | 65 | 76.70 | 106.18 | 1.33% | 6,902 | 0 | 1,916 |
15 | CLX | 30 | 159.26 | 142.09 | 0.35% | 4,263 | 0 | -515 |
57 | CMCSA | 90 | 43.13 | 43.70 | 1.46% | 3,933 | 0 | 51 |
122 | CMI | 20 | 174.65 | 202.62 | 3.11% | 4,052 | 0 | 559 |
-19 | CNI | 55 | 91.53 | 110.09 | -0.32% | 6,055 | 0 | 1,021 |
-18 | COO | 15 | 308.99 | 339.84 | -0.35% | 5,098 | 0 | 463 |
36 | COST | 15 | 306.27 | 440.11 | 0.55% | 6,602 | 0 | 2,008 |
628 | CPRT | 200 | 101.34 | 111.29 | 2.90% | 22,258 | 0 | 1,990 |
-66 | CTAS | 20 | 249.07 | 367.65 | -0.89% | 7,353 | 0 | 2,372 |
52 | CVS | 75 | 67.98 | 97.15 | 0.73% | 7,286 | 0 | 2,188 |
-61 | DG | 100 | 189.60 | 195.34 | -0.31% | 19,534 | 0 | 574 |
-126 | DHR | 75 | 225.74 | 250.32 | -0.67% | 18,774 | 0 | 1,843 |
58 | DIS | 35 | 135.32 | 103.26 | 1.64% | 3,614 | 0 | -1,122 |
-14 | ECL | 25 | 191.01 | 157.82 | -0.37% | 3,946 | 0 | -830 |
35 | EDU | 250 | 14.03 | 10.94 | 1.30% | 2,735 | 0 | -773 |
1 | EL | 20 | 216.03 | 232.11 | 0.02% | 4,642 | 0 | 322 |
231 | EW | 100 | 74.51 | 96.85 | 2.44% | 9,685 | 0 | 2,234 |
162 | EXPO | 300 | 86.52 | 88.51 | 0.61% | 26,553 | 0 | 596 |
-6 | FDS | 40 | 266.18 | 370.64 | -0.04% | 14,826 | 0 | 4,178 |
363 | FICO | 50 | 410.00 | 398.10 | 1.86% | 19,905 | 0 | -595 |
70 | FIS | 80 | 132.28 | 101.39 | 0.88% | 8,111 | 0 | -2,472 |
12 | FLT | 15 | 303.81 | 233.31 | 0.34% | 3,500 | 0 | -1,058 |
14 | FMS | 150 | 34.42 | 30.20 | 0.30% | 4,530 | 0 | -633 |
36 | G | 95 | 39.49 | 42.49 | 0.90% | 4,037 | 0 | 285 |
82 | GILD | 125 | 66.65 | 65.01 | 1.03% | 8,126 | 0 | -205 |
72 | HEI | 40 | 127.26 | 136.86 | 1.34% | 5,474 | 0 | 384 |
12 | HON | 25 | 181.41 | 190.44 | 0.25% | 4,761 | 0 | 226 |
99 | HSIC | 80 | 64.75 | 85.18 | 1.48% | 6,814 | 0 | 1,634 |
285 | IDXX | 50 | 401.24 | 367.86 | 1.57% | 18,393 | 0 | -1,669 |
-67 | IEX | 30 | 163.30 | 185.24 | -1.19% | 5,557 | 0 | 658 |
46 | IFF | 40 | 125.00 | 129.69 | 0.89% | 5,188 | 0 | 188 |
-106 | IIVI | 150 | 32.55 | 56.57 | -1.24% | 8,486 | 0 | 3,603 |
43 | ILMN | 20 | 300.15 | 242.40 | 0.89% | 4,848 | 0 | -1,155 |
590 | INTU | 20 | 264.90 | 388.45 | 8.21% | 7,769 | 0 | 2,471 |
0 | JCOM | 100 | 95.77 | 114.10 | 0.00% | 11,410 | 0 | 1,833 |
-84 | JKHY | 200 | 151.31 | 183.43 | -0.23% | 36,686 | 0 | 6,424 |
-22 | K | 70 | 69.26 | 70.13 | -0.45% | 4,909 | 0 | 61 |
0 | KSU | 40 | 133.20 | 293.59 | 0.00% | 11,744 | 0 | 6,416 |
415 | LCII | 60 | 86.60 | 115.55 | 6.36% | 6,933 | 0 | 1,737 |
-52 | LH | 30 | 172.36 | 247.40 | -0.70% | 7,422 | 0 | 2,251 |
33 | LMT | 7 | 391.56 | 447.54 | 1.08% | 3,133 | 0 | 392 |
177 | LOW | 45 | 113.74 | 188.55 | 2.13% | 8,485 | 0 | 3,366 |
125 | LSTR | 33 | 112.09 | 151.58 | 2.56% | 5,002 | 0 | 1,303 |
-22 | MCO | 25 | 215.74 | 291.99 | -0.30% | 7,300 | 0 | 1,906 |
90 | MD | 140 | 26.80 | 18.91 | 3.50% | 2,647 | 0 | -1,105 |
-2 | MDT | 50 | 106.45 | 105.54 | -0.05% | 5,277 | 0 | -46 |
-9 | MKC | 30 | 156.88 | 93.41 | -0.32% | 2,802 | 0 | -1,904 |
-124 | MKTX | 50 | 502.85 | 276.54 | -0.89% | 13,827 | 0 | -11,316 |
-89 | MLAB | 70 | 265.52 | 208.43 | -0.61% | 14,590 | 0 | -3,997 |
1 | MMM | 30 | 168.86 | 145.79 | 0.03% | 4,374 | 0 | -692 |
251 | MNRO | 100 | 75.22 | 45.72 | 5.81% | 4,572 | 0 | -2,950 |
-35 | MOG.A | 60 | 88.29 | 76.74 | -0.76% | 4,604 | 0 | -693 |
148 | MORN | 25 | 149.05 | 247.46 | 2.44% | 6,186 | 0 | 2,460 |
-23 | NEOG | 160 | 37.57 | 26.30 | -0.55% | 4,209 | 0 | -1,802 |
9 | NEU | 5 | 486.68 | 331.66 | 0.55% | 1,658 | 0 | -775 |
112 | NFLX | 15 | 295.27 | 187.83 | 4.15% | 2,817 | 0 | -1,612 |
112 | NICE | 30 | 155.31 | 194.45 | 1.97% | 5,834 | 0 | 1,174 |
46 | NKE | 50 | 95.08 | 108.20 | 0.85% | 5,410 | 0 | 656 |
187 | NTES | 90 | 54.76 | 97.49 | 2.18% | 8,774 | 0 | 3,846 |
217 | NXST | 40 | 120.80 | 165.86 | 3.38% | 6,634 | 0 | 1,802 |
293 | ODFL | 60 | 133.54 | 251.36 | 1.98% | 15,082 | 0 | 7,069 |
152 | ORLY | 20 | 387.07 | 615.79 | 1.25% | 12,316 | 0 | 4,574 |
22 | OTEX | 120 | 40.82 | 38.38 | 0.47% | 4,606 | 0 | -293 |
9 | PAYX | 60 | 81.83 | 117.99 | 0.13% | 7,079 | 0 | 2,169 |
15 | PH | 30 | 176.91 | 262.57 | 0.19% | 7,877 | 0 | 2,570 |
73 | PKG | 45 | 111.59 | 153.34 | 1.07% | 6,900 | 0 | 1,879 |
-10 | RMD | 80 | 161.00 | 195.40 | -0.06% | 15,632 | 0 | 2,752 |
-25 | ROP | 20 | 360.32 | 425.74 | -0.29% | 8,515 | 0 | 1,308 |
188 | ROST | 50 | 108.42 | 81.36 | 4.83% | 4,068 | 0 | -1,353 |
-32 | RSG | 65 | 85.37 | 132.95 | -0.37% | 8,642 | 0 | 3,093 |
212 | RYAAY | 80 | 62.66 | 87.52 | 3.12% | 7,002 | 0 | 1,989 |
-41 | SAP | 30 | 119.24 | 97.32 | -1.40% | 2,920 | 0 | -658 |
-43 | SBAC | 60 | 273.26 | 346.36 | -0.20% | 20,782 | 0 | 4,386 |
256 | SBH | 200 | 12.75 | 14.46 | 9.71% | 2,892 | 0 | 342 |
1,008 | SHW | 135 | 59.54 | 265.12 | 2.90% | 35,791 | 0 | 27,753 |
-126 | SLGN | 160 | 30.85 | 42.83 | -1.81% | 6,853 | 0 | 1,917 |
500 | SLP | 400 | 55.18 | 45.52 | 2.82% | 18,208 | 0 | -3,866 |
204 | SNPS | 73 | 140.64 | 299.17 | 0.94% | 21,839 | 0 | 11,572 |
134 | TDG | 10 | 502.00 | 593.00 | 2.31% | 5,930 | 0 | 910 |
-59 | TDY | 20 | 319.00 | 387.78 | -0.76% | 7,756 | 0 | 1,376 |
139 | TJX | 90 | 56.31 | 61.22 | 2.58% | 5,510 | 0 | 442 |
3 | TLK | 30 | 27.94 | 28.81 | 0.38% | 864 | 0 | 26 |
-291 | TMO | 20 | 294.14 | 534.27 | -2.65% | 10,685 | 0 | 4,803 |
343 | TSCO | 55 | 95.42 | 176.77 | 3.66% | 9,722 | 0 | 4,474 |
169 | TSM | 100 | 58.21 | 90.41 | 1.90% | 9,041 | 0 | 3,220 |
104 | TTC | 50 | 74.12 | 79.05 | 2.70% | 3,952 | 0 | 246 |
502 | TXRH | 85 | 59.11 | 75.82 | 8.44% | 6,445 | 0 | 1,420 |
250 | TYL | 30 | 259.80 | 342.21 | 2.49% | 10,266 | 0 | 2,472 |
228 | ULTA | 21 | 242.49 | 352.95 | 3.18% | 7,412 | 0 | 2,320 |
24 | UNH | 45 | 273.06 | 498.09 | 0.11% | 22,414 | 0 | 10,126 |
42 | V | 35 | 175.23 | 203.84 | 0.60% | 7,134 | 0 | 1,001 |
138 | VMI | 35 | 145.57 | 256.58 | 1.56% | 8,980 | 0 | 3,885 |
-241 | WAT | 25 | 216.16 | 307.81 | -3.04% | 7,695 | 0 | 2,291 |
55 | WDFC | 30 | 183.03 | 182.05 | 1.01% | 5,461 | 0 | -29 |
67 | WPP | 40 | 65.10 | 57.03 | 3.02% | 2,281 | 0 | -323 |
-2 | WWD | 45 | 107.14 | 97.36 | -0.04% | 4,381 | 0 | -440 |
-1 | YORW | 80 | 45.57 | 40.55 | -0.02% | 3,244 | 0 | -402 |
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 |
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Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
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