CANSLIM w/Market-Timing (PFC)

Holdings
TickerNameDays
Held
WeightLast10DAvg
Vol(K)
Market
Cap(M)
Atlanticus Holdings Corp1034.8%$29.7441432
Aviat Networks Inc1879.2%$31.33416636
Canfor Corp265.0%$25.90643,287
Champion Iron Ltd2998.2%$5.42132,701
Capstone Mining Corp54.6%$4.861711,932
CanWel Building Materials Group Ltd196.0%$7.474555
Euroseas Ltd54.0%$15.07247107
Franklin Wireless Corp2362.6%$10.4535124
U.S. Global Investors Inc963.4%$6.3939594
Interfor Corp826.0%$28.95161,867
Cypherpunk Holdings Inc682.7%$0.1640816
Monarch Cement Co544.4%$99.350383
Medallion Financial Corp.54.7%$8.7254216
Natural Alternatives International...883.3%$14.452593
CPI Card Group Inc55.1%$17.0017193
Rocky Brands Inc54.2%$55.79120405
Senvest Capital Inc265.6%$301.001740
Tecnoglass Inc56.6%$16.43568760
Usinas Siderurgicas De Minas Gerai...54.2%$3.86902,129
Western Forest Products Inc827.0%$1.96142711

Last 20 Trades
DateTypeTickerNamePrice
(Incl Fees)
2021-05-10BUYCSFFFCapstone Mining Corp$5.17
2021-05-10BUYPMTSCPI Card Group Inc$16.68
2021-05-10BUYRCKYRocky Brands Inc$63.54
2021-05-10BUYUSNZYUsinas Siderurgicas De Minas Gerais SA-Usiminas$4.49
2021-05-10BUYESEAEuroseas Ltd$20.28
2021-05-10BUYTGLSTecnoglass Inc$15.22
2021-05-10BUYMFINMedallion Financial Corp.$8.98
2021-05-10SELLARREFAmerigo Resources Ltd$1.24
2021-05-10SELLCPPMFCopper Mountain Mining Corporation$4.08
2021-05-10SELLABSSFAirBoss of America Corp$33.64
2021-05-10SELLDITAMCON Distributing Co$130.51
2021-05-10SELLEVCEntravision Communications Corp.$3.98
2021-05-10SELLLEELee Enterprises Inc$30.45
2021-05-03BUYARREFAmerigo Resources Ltd$1.00
2021-05-03SELLMNManning & Napier Inc$7.10
2021-04-26BUYCWXZFCanWel Building Materials Group Ltd$7.86
2021-04-26SELLFFHLFuwei Films (Holdings) Co Ltd$8.78
2021-04-26SELLPZNPzena Investment Management Inc$10.16
2021-04-19BUYCFPZFCanfor Corp$26.35
2021-04-19BUYSVCTFSenvest Capital Inc$262.03

Performance
03040506070809101112131415161718192021
Model (%) 11213772382048639-123610030292728-10334216
Benchmark (%) 3593144-382313-0133011-11019-6291611
Excess (%) 77128692416436326-1222711929188-44255

Risk Measurements Since Inception Trailing 3 Year
  Model S&P 500 ($SP500)   Model S&P 500 ($SP500)
Total Return 49,428.15% 407.77%   74.89% 53.93%
Annualized Return 40.61% 9.33%   20.48% 15.46%
Max Drawdown -40.30% -56.78%   -40.30% -33.92%
Standard Deviation 24.26% 14.29%   24.02% 18.78%
Sharpe Ratio 1.48 0.61   0.82 0.82
Sortino Ratio 2.21 0.79   1.06 1.06
Correlation with S&P 500 ($SP500) 0.61 -   0.82 -
R-Squared 0.37 -   0.68 -
Beta 1.03 -   1.05 -
Alpha (annualized) 30.63% -   3.60% -

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) 40.61%
Alpha 30.63%
Rebalance Frequency Every Week
Last Rebalance 05/10/21
% Cash Invested 101.52%

Trading Stats
Average Days Held 60
Average Annual Turnover 511.45 %
Average Return 4.07%
Average Return Winners 17.88%
Average Return Losers -9.83%
Winners 52.14%