CANSLIM w/Market-Timing (PFC)

Holdings
TickerNameDays
Held
WeightLast10DAvg
Vol(K)
Market
Cap(M)
Atlanticus Holdings Corp274.4%$26.2871381
Aviat Networks Inc1119.5%$61.33331341
Canaccord Genuity Group Inc64.5%$9.0524872
Champion Iron Ltd2236.6%$4.11402,011
Copper Mountain Mining Corporation125.4%$2.48239515
AMCON Distributing Co554.1%$114.84163
Eltek Ltd64.5%$5.8013925
Fuwei Films (Holdings) Co Ltd693.4%$10.206733
Franklin Wireless Corp1605.5%$20.7814241
U.S. Global Investors Inc204.0%$6.99410105
ThreeD Capital Inc63.6%$0.9322331
Interfor Corp64.8%$21.9041,445
Jaguar Mining Inc2786.2%$6.3261455
Lazydays Holdings Inc1254.3%$19.92185188
Live Ventures Inc273.9%$23.403936
Limbach Holdings Inc1044.5%$12.2817997
Natural Alternatives International...123.7%$15.7134100
Smith-Midland Corp404.9%$12.251964
Western Forest Products Inc64.9%$1.3098488
Williams Industrial Services Group...766.6%$3.414186

Last 20 Trades
DateTypeTickerNamePrice
(Incl Fees)
2021-02-22BUYCCORFCanaccord Genuity Group Inc$9.41
2021-02-22BUYIFSPFInterfor Corp$21.51
2021-02-22BUYELTKEltek Ltd$5.76
2021-02-22BUYWFSTFWestern Forest Products Inc$1.32
2021-02-22BUYIDKFFThreeD Capital Inc$1.26
2021-02-22SELLKRRGFKarora Resources Inc$2.57
2021-02-22SELLSNFCASecurity National Financial Corp$9.11
2021-02-22SELLJCTCFJewett-Cameron Trading Co Ltd$10.67
2021-02-22SELLESCAEscalade Inc$20.76
2021-02-22SELLESOAEnergy Services of America Corp$2.02
2021-02-16BUYCPPMFCopper Mountain Mining Corporation$1.99
2021-02-16BUYNAIINatural Alternatives International Inc$17.13
2021-02-16SELLCRWSCrown Crafts Inc$7.84
2021-02-16SELLBRNBarnwell Industries Inc$3.69
2021-02-08BUYBRNBarnwell Industries Inc$3.21
2021-02-08BUYGROWU.S. Global Investors Inc$6.65
2021-02-08SELLCPPMFCopper Mountain Mining Corporation$1.88
2021-02-08SELLFIOGFFiore Gold Ltd$0.94
2021-02-01BUYATLCAtlanticus Holdings Corp$26.84
2021-02-01BUYLIVELive Ventures Inc$27.26

Performance
03040506070809101112131415161718192021
Model (%) 11213772382048639-123610030292728-10334210
Benchmark (%) 3593144-382313-0133011-11019-629161
Excess (%) 77128692416436326-1222711929188-44259

Risk Measurements Since Inception Trailing 3 Year
  Model S&P 500 ($SP500)   Model S&P 500 ($SP500)
Total Return 46,758.97% 363.65%   76.03% 38.88%
Annualized Return 40.73% 8.90%   20.74% 11.57%
Max Drawdown -40.30% -56.78%   -40.30% -33.92%
Standard Deviation 24.41% 14.32%   24.20% 18.69%
Sharpe Ratio 1.46 0.56   0.83 0.59
Sortino Ratio 2.19 0.74   1.07 0.78
Correlation with S&P 500 ($SP500) 0.61 -   0.80 -
R-Squared 0.37 -   0.64 -
Beta 1.04 -   1.03 -
Alpha (annualized) 31.03% -   8.95% -

This system is inspired by William O'Neil and his CANSLIM trading system. It inlcudes buy rules that only allow the investor to purchase new holdings when an uptrend is probable. To lower volatility risk, this portfolio holds a preferred 20 stocks when market conditions warrant it.

Key Stats
Annualized Return (CAGR) 40.73%
Alpha 31.03%
Rebalance Frequency Every Week
Last Rebalance 02/22/21
% Cash Invested 99.54%

Trading Stats
Average Days Held 61
Average Annual Turnover 513.30 %
Average Return 3.67%
Average Return Winners 17.44%
Average Return Losers -9.81%
Winners 52.00%