4081
Deming701
CSM High Predictability
1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
---|---|---|---|---|---|---|---|---|
16 | AAN | 60 | 65.05 | 9.26 | 2.89% | 556 | 0 | -3,348 |
512 | ACN | 25 | 190.88 | 273.71 | 8.08% | 6,843 | 0 | 2,072 |
0 | ADS | 35 | 134.30 | 56.80 | 0.00% | 1,988 | 0 | -2,712 |
96 | AJG | 40 | 89.62 | 182.95 | 1.33% | 7,318 | 0 | 3,733 |
64 | AMT | 25 | 214.08 | 194.36 | 1.33% | 4,859 | 0 | -485 |
162 | AMZN | 80 | 91.49 | 100.73 | 2.05% | 8,058 | 0 | 739 |
406 | ANSS | 75 | 294.84 | 314.54 | 1.75% | 23,590 | 0 | 1,477 |
241 | APH | 110 | 44.51 | 79.82 | 2.82% | 8,780 | 0 | 3,884 |
-50 | ATRI | 30 | 677.94 | 632.55 | -0.26% | 18,976 | 0 | -1,362 |
60 | AYI | 75 | 126.72 | 178.63 | 0.45% | 13,397 | 0 | 3,893 |
24 | BCE | 50 | 47.59 | 44.31 | 1.09% | 2,215 | 0 | -164 |
100 | BCPC | 75 | 99.21 | 124.69 | 1.09% | 9,352 | 0 | 1,911 |
8 | BDX | 20 | 259.90 | 239.00 | 0.16% | 4,780 | 0 | -412 |
-15 | BF.B | 80 | 63.45 | 62.23 | -0.30% | 4,979 | 0 | -96 |
7 | BIG | 200 | 23.97 | 10.55 | 0.33% | 2,111 | 0 | -2,684 |
78 | BRO | 140 | 35.93 | 55.44 | 1.02% | 7,762 | 0 | 2,731 |
68 | CACC | 12 | 411.16 | 414.67 | 1.39% | 4,976 | 0 | 42 |
35 | CACI | 10 | 249.44 | 285.23 | 1.24% | 2,852 | 0 | 358 |
81 | CCK | 65 | 75.83 | 79.16 | 1.60% | 5,145 | 0 | 216 |
300 | CDW | 100 | 139.88 | 193.68 | 1.57% | 19,368 | 0 | 5,380 |
150 | CHD | 200 | 80.39 | 84.99 | 0.89% | 16,998 | 0 | 917 |
13 | CHH | 25 | 101.75 | 117.76 | 0.45% | 2,944 | 0 | 400 |
85 | CHRW | 65 | 76.70 | 96.27 | 1.38% | 6,258 | 0 | 1,272 |
9 | CLX | 30 | 159.26 | 154.93 | 0.19% | 4,648 | 0 | -130 |
22 | CMCSA | 90 | 43.13 | 36.45 | 0.68% | 3,281 | 0 | -602 |
45 | CMI | 20 | 174.65 | 231.70 | 0.99% | 4,634 | 0 | 1,141 |
50 | CNI | 55 | 91.53 | 114.78 | 0.80% | 6,313 | 0 | 1,279 |
110 | COO | 15 | 308.99 | 352.22 | 2.13% | 5,283 | 0 | 643 |
70 | COST | 15 | 306.27 | 492.67 | 0.96% | 7,390 | 0 | 2,789 |
418 | CPRT | 400 | 50.67 | 71.53 | 1.48% | 28,614 | 0 | 8,346 |
16 | CTAS | 20 | 249.07 | 436.83 | 0.18% | 8,737 | 0 | 3,755 |
-27 | CVS | 75 | 67.98 | 74.05 | -0.48% | 5,554 | 0 | 455 |
-76 | DG | 100 | 189.60 | 205.67 | -0.37% | 20,567 | 0 | 1,608 |
225 | DHR | 75 | 225.74 | 249.31 | 1.22% | 18,698 | 0 | 1,767 |
60 | DIS | 35 | 135.32 | 96.61 | 1.80% | 3,381 | 0 | -1,355 |
96 | ECL | 25 | 191.01 | 159.47 | 2.48% | 3,987 | 0 | -789 |
548 | EDU | 250 | 14.03 | 39.37 | 5.89% | 9,842 | 0 | 6,334 |
138 | EL | 20 | 216.03 | 244.17 | 2.90% | 4,884 | 0 | 563 |
158 | EW | 100 | 74.51 | 80.99 | 1.99% | 8,099 | 0 | 648 |
228 | EXPO | 300 | 86.52 | 94.06 | 0.81% | 28,218 | 0 | 2,261 |
-795 | FDS | 40 | 266.18 | 396.09 | -4.78% | 15,844 | 0 | 5,183 |
357 | FICO | 50 | 410.00 | 685.83 | 1.05% | 34,292 | 0 | 13,792 |
36 | FIS | 80 | 132.28 | 51.72 | 0.88% | 4,138 | 0 | -6,445 |
62 | FLT | 15 | 303.81 | 206.43 | 2.03% | 3,096 | 0 | -1,463 |
71 | FMS | 150 | 34.42 | 20.57 | 2.36% | 3,086 | 0 | -2,077 |
45 | G | 95 | 39.49 | 45.16 | 1.06% | 4,291 | 0 | 539 |
125 | GILD | 125 | 66.65 | 78.81 | 1.28% | 9,851 | 0 | 1,520 |
32 | HEI | 40 | 127.26 | 167.11 | 0.49% | 6,684 | 0 | 1,594 |
52 | HON | 25 | 181.41 | 189.22 | 1.10% | 4,730 | 0 | 195 |
52 | HSIC | 80 | 64.75 | 79.09 | 0.82% | 6,328 | 0 | 1,148 |
803 | IDXX | 50 | 401.24 | 491.09 | 3.38% | 24,554 | 0 | 4,492 |
76 | IEX | 30 | 163.30 | 221.37 | 1.15% | 6,641 | 0 | 1,742 |
53 | IFF | 40 | 125.00 | 83.54 | 1.60% | 3,342 | 0 | -1,658 |
0 | IIVI | 150 | 32.55 | 160.36 | 0.00% | 24,054 | 0 | 19,172 |
77 | ILMN | 20 | 300.15 | 221.05 | 1.78% | 4,421 | 0 | -1,582 |
280 | INTU | 20 | 264.90 | 428.19 | 3.38% | 8,564 | 0 | 3,266 |
0 | JCOM | 100 | 95.77 | 114.10 | 0.00% | 11,410 | 0 | 1,833 |
265 | JKHY | 200 | 151.31 | 148.88 | 0.90% | 29,777 | 0 | -486 |
20 | K | 70 | 69.26 | 64.78 | 0.45% | 4,535 | 0 | -314 |
0 | KSU | 40 | 133.20 | 293.59 | 0.00% | 11,744 | 0 | 6,416 |
98 | LCII | 60 | 86.60 | 106.60 | 1.56% | 6,396 | 0 | 1,200 |
27 | LH | 30 | 172.36 | 217.88 | 0.41% | 6,536 | 0 | 1,366 |
10 | LMT | 7 | 391.56 | 470.39 | 0.32% | 3,293 | 0 | 552 |
23 | LOW | 45 | 113.74 | 192.14 | 0.27% | 8,646 | 0 | 3,526 |
86 | LSTR | 33 | 112.09 | 174.77 | 1.51% | 5,767 | 0 | 2,068 |
70 | MCO | 25 | 215.74 | 293.62 | 0.96% | 7,341 | 0 | 1,947 |
24 | MD | 140 | 26.80 | 14.34 | 1.20% | 2,008 | 0 | -1,744 |
-29 | MDT | 50 | 106.45 | 79.36 | -0.73% | 3,968 | 0 | -1,354 |
9 | MKC | 30 | 156.88 | 72.42 | 0.43% | 2,173 | 0 | -2,534 |
185 | MKTX | 50 | 502.85 | 381.16 | 0.98% | 19,058 | 0 | -6,084 |
227 | MLAB | 70 | 265.52 | 172.50 | 1.91% | 12,075 | 0 | -6,512 |
40 | MMM | 30 | 168.86 | 102.88 | 1.32% | 3,086 | 0 | -1,979 |
31 | MNRO | 100 | 75.22 | 48.69 | 0.64% | 4,869 | 0 | -2,654 |
74 | MOG.A | 60 | 88.29 | 97.47 | 1.29% | 5,848 | 0 | 551 |
147 | MORN | 25 | 149.05 | 187.09 | 3.24% | 4,677 | 0 | 951 |
66 | NEOG | 160 | 37.57 | 18.76 | 2.23% | 3,002 | 0 | -3,009 |
14 | NEU | 5 | 486.68 | 354.15 | 0.78% | 1,771 | 0 | -663 |
394 | NFLX | 15 | 295.27 | 320.12 | 8.94% | 4,802 | 0 | 373 |
128 | NICE | 30 | 155.31 | 211.56 | 2.06% | 6,347 | 0 | 1,688 |
182 | NKE | 50 | 95.08 | 123.09 | 3.05% | 6,154 | 0 | 1,404 |
481 | NTES | 90 | 54.76 | 90.51 | 6.27% | 8,146 | 0 | 3,218 |
89 | NXST | 40 | 120.80 | 163.69 | 1.38% | 6,548 | 0 | 1,715 |
468 | ODFL | 60 | 133.54 | 338.62 | 2.36% | 20,317 | 0 | 12,305 |
-27 | ORLY | 20 | 387.07 | 807.60 | -0.17% | 16,152 | 0 | 8,411 |
50 | OTEX | 120 | 40.82 | 37.45 | 1.12% | 4,495 | 0 | -404 |
133 | PAYX | 60 | 81.83 | 109.29 | 2.07% | 6,557 | 0 | 1,647 |
148 | PH | 30 | 176.91 | 327.04 | 1.53% | 9,811 | 0 | 4,504 |
72 | PKG | 45 | 111.59 | 132.31 | 1.22% | 5,954 | 0 | 933 |
234 | RMD | 80 | 161.00 | 213.71 | 1.39% | 17,097 | 0 | 4,217 |
44 | ROP | 20 | 360.32 | 431.33 | 0.52% | 8,627 | 0 | 1,410 |
21 | ROST | 50 | 108.42 | 103.15 | 0.41% | 5,158 | 0 | -270 |
0 | RSG | 65 | 85.37 | 129.55 | -0.00% | 8,421 | 0 | 2,866 |
176 | RYAAY | 80 | 62.66 | 94.20 | 2.39% | 7,536 | 0 | 2,523 |
89 | SAP | 30 | 119.24 | 125.21 | 2.43% | 3,756 | 0 | 179 |
197 | SBAC | 60 | 273.26 | 249.50 | 1.34% | 14,970 | 0 | -1,425 |
50 | SBH | 200 | 12.75 | 15.25 | 1.67% | 3,050 | 0 | 500 |
222 | SHW | 135 | 59.54 | 212.98 | 0.78% | 28,753 | 0 | 20,715 |
53 | SLGN | 160 | 30.85 | 51.78 | 0.64% | 8,285 | 0 | 3,349 |
290 | SLP | 400 | 55.18 | 43.41 | 1.70% | 17,364 | 0 | -4,728 |
477 | SNPS | 73 | 140.64 | 377.89 | 1.76% | 27,586 | 0 | 17,319 |
90 | TDG | 10 | 502.00 | 713.92 | 1.28% | 7,139 | 0 | 2,119 |
88 | TDY | 20 | 319.00 | 425.44 | 1.04% | 8,509 | 0 | 2,129 |
50 | TJX | 90 | 56.31 | 75.72 | 0.73% | 6,815 | 0 | 1,743 |
15 | TLK | 30 | 27.94 | 27.07 | 1.82% | 812 | 0 | -26 |
80 | TMO | 20 | 294.14 | 558.31 | 0.72% | 11,166 | 0 | 5,284 |
-63 | TSCO | 55 | 95.42 | 227.97 | -0.50% | 12,538 | 0 | 7,275 |
286 | TSM | 100 | 58.21 | 95.48 | 3.09% | 9,548 | 0 | 3,727 |
73 | TTC | 50 | 74.12 | 110.26 | 1.34% | 5,513 | 0 | 1,807 |
28 | TXRH | 85 | 59.11 | 106.60 | 0.31% | 9,061 | 0 | 4,036 |
167 | TYL | 30 | 259.80 | 326.29 | 1.74% | 9,789 | 0 | 1,995 |
95 | ULTA | 21 | 242.49 | 514.52 | 0.89% | 10,805 | 0 | 5,713 |
161 | UNH | 45 | 273.06 | 479.09 | 0.75% | 21,559 | 0 | 9,272 |
180 | V | 35 | 175.23 | 225.19 | 2.34% | 7,882 | 0 | 1,748 |
106 | VMI | 35 | 145.57 | 307.65 | 1.00% | 10,768 | 0 | 5,673 |
125 | WAT | 25 | 216.16 | 307.25 | 1.65% | 7,681 | 0 | 2,277 |
78 | WDFC | 30 | 183.03 | 172.97 | 1.52% | 5,189 | 0 | -302 |
25 | WPP | 40 | 65.10 | 58.32 | 1.07% | 2,333 | 0 | -271 |
59 | WWD | 45 | 107.14 | 91.70 | 1.45% | 4,126 | 0 | -695 |
13 | YORW | 80 | 45.57 | 43.22 | 0.37% | 3,458 | 0 | -185 |
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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