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	103	4.8%	$29.74	41	432
AVNW3M 1YAVNW3M1Y Customize...	Aviat Networks Inc	187	9.2%	$31.33	416	636
CFPZF3M 1YCFPZF3M1Y Customize...	Canfor Corp	26	5.0%	$25.90	64	3,287
CIAFF3M 1YCIAFF3M1Y Customize...	Champion Iron Ltd	299	8.2%	$5.42	13	2,701
CSFFF3M 1YCSFFF3M1Y Customize...	Capstone Mining Corp	5	4.6%	$4.86	171	1,932
CWXZF3M 1YCWXZF3M1Y Customize...	CanWel Building Materials Group Ltd	19	6.0%	$7.47	4	555
ESEA3M 1YESEA3M1Y Customize...	Euroseas Ltd	5	4.0%	$15.07	247	107
FKWL3M 1YFKWL3M1Y Customize...	Franklin Wireless Corp	236	2.6%	$10.45	35	124
GROW3M 1YGROW3M1Y Customize...	U.S. Global Investors Inc	96	3.4%	$6.39	395	94
IFSPF3M 1YIFSPF3M1Y Customize...	Interfor Corp	82	6.0%	$28.95	16	1,867
KHRIF3M 1YKHRIF3M1Y Customize...	Cypherpunk Holdings Inc	68	2.7%	$0.16	408	16
MCEM3M 1YMCEM3M1Y Customize...	Monarch Cement Co	54	4.4%	$99.35	0	383
MFIN3M 1YMFIN3M1Y Customize...	Medallion Financial Corp.	5	4.7%	$8.72	54	216
NAII3M 1YNAII3M1Y Customize...	Natural Alternatives International...	88	3.3%	$14.45	25	93
PMTS3M 1YPMTS3M1Y Customize...	CPI Card Group Inc	5	5.1%	$17.00	17	193
RCKY3M 1YRCKY3M1Y Customize...	Rocky Brands Inc	5	4.2%	$55.79	120	405
SVCTF3M 1YSVCTF3M1Y Customize...	Senvest Capital Inc	26	5.6%	$301.00	1	740
TGLS3M 1YTGLS3M1Y Customize...	Tecnoglass Inc	5	6.6%	$16.43	568	760
USNZY3M 1YUSNZY3M1Y Customize...	Usinas Siderurgicas De Minas Gerai...	5	4.2%	$3.86	90	2,129
WFSTF3M 1YWFSTF3M1Y Customize...	Western Forest Products Inc	82	7.0%	$1.96	142	711

Last 20 Trades
Date	Type	Ticker	Name	Price (Incl Fees)
2021-05-10	BUY	CSFFF	Capstone Mining Corp	$5.17
2021-05-10	BUY	PMTS	CPI Card Group Inc	$16.68
2021-05-10	BUY	RCKY	Rocky Brands Inc	$63.54
2021-05-10	BUY	USNZY	Usinas Siderurgicas De Minas Gerais SA-Usiminas	$4.49
2021-05-10	BUY	ESEA	Euroseas Ltd	$20.28
2021-05-10	BUY	TGLS	Tecnoglass Inc	$15.22
2021-05-10	BUY	MFIN	Medallion Financial Corp.	$8.98
2021-05-10	SELL	ARREF	Amerigo Resources Ltd	$1.24
2021-05-10	SELL	CPPMF	Copper Mountain Mining Corporation	$4.08
2021-05-10	SELL	ABSSF	AirBoss of America Corp	$33.64
2021-05-10	SELL	DIT	AMCON Distributing Co	$130.51
2021-05-10	SELL	EVC	Entravision Communications Corp.	$3.98
2021-05-10	SELL	LEE	Lee Enterprises Inc	$30.45
2021-05-03	BUY	ARREF	Amerigo Resources Ltd	$1.00
2021-05-03	SELL	MN	Manning & Napier Inc	$7.10
2021-04-26	BUY	CWXZF	CanWel Building Materials Group Ltd	$7.86
2021-04-26	SELL	FFHL	Fuwei Films (Holdings) Co Ltd	$8.78
2021-04-26	SELL	PZN	Pzena Investment Management Inc	$10.16
2021-04-19	BUY	CFPZF	Canfor Corp	$26.35
2021-04-19	BUY	SVCTF	Senvest Capital Inc	$262.03

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	16
Benchmark (%)	35	9	3	14	4	-38	23	13	-0	13	30	11	-1	10	19	-6	29	16	11
Excess (%)	77	128	69	24	16	43	63	26	-12	22	71	19	29	18	8	-4	4	25	5

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%