Designer Model Summary

CANSLIM w/Market-Timing (PFC)

Holdings

Ticker	Name	Days Held	Weight	Last	10DAvg Vol(K)	Market Cap(M)
ATLC3M 1YATLC3M1Y Customize...	Atlanticus Holdings Corp	27	4.4%	$26.28	71	381
AVNW3M 1YAVNW3M1Y Customize...	Aviat Networks Inc	111	9.5%	$61.33	331	341
CCORF3M 1YCCORF3M1Y Customize...	Canaccord Genuity Group Inc	6	4.5%	$9.05	24	872
CHPRF3M 1YCHPRF3M1Y Customize...	Champion Iron Ltd	223	6.6%	$4.11	40	2,011
CPPMF3M 1YCPPMF3M1Y Customize...	Copper Mountain Mining Corporation	12	5.4%	$2.48	239	515
DIT3M 1YDIT3M1Y Customize...	AMCON Distributing Co	55	4.1%	$114.84	1	63
ELTK3M 1YELTK3M1Y Customize...	Eltek Ltd	6	4.5%	$5.80	139	25
FFHL3M 1YFFHL3M1Y Customize...	Fuwei Films (Holdings) Co Ltd	69	3.4%	$10.20	67	33
FKWL3M 1YFKWL3M1Y Customize...	Franklin Wireless Corp	160	5.5%	$20.78	14	241
GROW3M 1YGROW3M1Y Customize...	U.S. Global Investors Inc	20	4.0%	$6.99	410	105
IDKFF3M 1YIDKFF3M1Y Customize...	ThreeD Capital Inc	6	3.6%	$0.93	223	31
IFSPF3M 1YIFSPF3M1Y Customize...	Interfor Corp	6	4.8%	$21.90	4	1,445
JAGGF3M 1YJAGGF3M1Y Customize...	Jaguar Mining Inc	278	6.2%	$6.32	61	455
LAZY3M 1YLAZY3M1Y Customize...	Lazydays Holdings Inc	125	4.3%	$19.92	185	188
LIVE3M 1YLIVE3M1Y Customize...	Live Ventures Inc	27	3.9%	$23.40	39	36
LMB3M 1YLMB3M1Y Customize...	Limbach Holdings Inc	104	4.5%	$12.28	179	97
NAII3M 1YNAII3M1Y Customize...	Natural Alternatives International...	12	3.7%	$15.71	34	100
SMID3M 1YSMID3M1Y Customize...	Smith-Midland Corp	40	4.9%	$12.25	19	64
WFSTF3M 1YWFSTF3M1Y Customize...	Western Forest Products Inc	6	4.9%	$1.30	98	488
WLMS3M 1YWLMS3M1Y Customize...	Williams Industrial Services Group...	76	6.6%	$3.41	41	86

Last 20 Trades
Date	Type	Ticker	Name	Price (Incl Fees)
2021-02-22	BUY	CCORF	Canaccord Genuity Group Inc	$9.41
2021-02-22	BUY	IFSPF	Interfor Corp	$21.51
2021-02-22	BUY	ELTK	Eltek Ltd	$5.76
2021-02-22	BUY	WFSTF	Western Forest Products Inc	$1.32
2021-02-22	BUY	IDKFF	ThreeD Capital Inc	$1.26
2021-02-22	SELL	KRRGF	Karora Resources Inc	$2.57
2021-02-22	SELL	SNFCA	Security National Financial Corp	$9.11
2021-02-22	SELL	JCTCF	Jewett-Cameron Trading Co Ltd	$10.67
2021-02-22	SELL	ESCA	Escalade Inc	$20.76
2021-02-22	SELL	ESOA	Energy Services of America Corp	$2.02
2021-02-16	BUY	CPPMF	Copper Mountain Mining Corporation	$1.99
2021-02-16	BUY	NAII	Natural Alternatives International Inc	$17.13
2021-02-16	SELL	CRWS	Crown Crafts Inc	$7.84
2021-02-16	SELL	BRN	Barnwell Industries Inc	$3.69
2021-02-08	BUY	BRN	Barnwell Industries Inc	$3.21
2021-02-08	BUY	GROW	U.S. Global Investors Inc	$6.65
2021-02-08	SELL	CPPMF	Copper Mountain Mining Corporation	$1.88
2021-02-08	SELL	FIOGF	Fiore Gold Ltd	$0.94
2021-02-01	BUY	ATLC	Atlanticus Holdings Corp	$26.84
2021-02-01	BUY	LIVE	Live Ventures Inc	$27.26

Performance
	03	04	05	06	07	08	09	10	11	12	13	14	15	16	17	18	19	20	21
Model (%)	112	137	72	38	20	4	86	39	-12	36	100	30	29	27	28	-10	33	42	10
Benchmark (%)	35	9	3	14	4	-38	23	13	-0	13	30	11	-1	10	19	-6	29	16	1
Excess (%)	77	128	69	24	16	43	63	26	-12	22	71	19	29	18	8	-4	4	25	9

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%