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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<title>Performance demonstration of S&P500 quant machine</title>
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<a href='index.html'>汉</a> / English
<br/>
<br/>
<pre class="ansi2html-content">
As of 2023-11 we stop updating as the existing model is outdated. A new model is on the way!
<details>
<summary>Backtest equity curve</summary>
<img src="sp500-en.png" alt="Backtest equity curve of S&P500 quant machine">
</details>
<details>
<summary>Backtest details (1): Year 2011 ~ 2013</summary>
Month: 2011-01 <span class="ansi31"> Total gain/loss: 1.26 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> EW 19.03 % 6.36 %</span>
<span class="ansi32"> ODFL 10.71 % -0.95 %</span>
<span class="ansi32"> BBWI 10.70 % -4.72 %</span>
<span class="ansi31"> EXR 9.87 % 7.49 %</span>
<span class="ansi31"> ILMN 9.58 % 7.77 %</span>
<span class="ansi32"> AMZN 8.92 % -7.91 %</span>
<span class="ansi32"> INTU 8.16 % -5.82 %</span>
<span class="ansi31"> COO 7.98 % 0.91 %</span>
<span class="ansi31"> TSCO 7.95 % 4.29 %</span>
<span class="ansi32"> TPR 7.10 % -0.86 %</span>
Month: 2011-02 <span class="ansi31"> Total gain/loss: 0.63 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> EW 19.12 % -1.05 %</span>
<span class="ansi32"> MSI 11.92 % -0.97 %</span>
<span class="ansi32"> ILMN 11.60 % -2.01 %</span>
<span class="ansi31"> TSCO 10.51 % 0.89 %</span>
<span class="ansi31"> PXD 9.21 % 7.13 %</span>
<span class="ansi32"> ODFL 7.96 % -5.87 %</span>
<span class="ansi32"> ON 7.92 % -1.85 %</span>
<span class="ansi31"> SLB 7.56 % 4.51 %</span>
<span class="ansi31"> TRMB 7.30 % 5.74 %</span>
<span class="ansi31"> DFS 6.91 % 4.12 %</span>
Month: 2011-03 <span class="ansi31"> Total gain/loss: 4.47 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> EW 16.17 % 2.39 %</span>
<span class="ansi31"> LYB 13.63 % 6.72 %</span>
<span class="ansi31"> EL 9.99 % 5.06 %</span>
<span class="ansi32"> JNPR 9.75 % -2.41 %</span>
<span class="ansi31"> VLO 9.51 % 10.53 %</span>
<span class="ansi31"> IT 9.05 % 10.68 %</span>
<span class="ansi31"> MSI 8.47 % 17.02 %</span>
<span class="ansi31"> INTU 8.08 % 3.29 %</span>
<span class="ansi32"> RL 7.73 % -0.20 %</span>
<span class="ansi32"> ON 7.61 % -10.04 %</span>
Month: 2011-04 <span class="ansi31"> Total gain/loss: 3.97 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> LYB 15.45 % 10.50 %</span>
<span class="ansi31"> EW 11.82 % 0.33 %</span>
<span class="ansi31"> MCO 10.95 % 13.22 %</span>
<span class="ansi31"> COO 9.90 % 7.61 %</span>
<span class="ansi31"> DFS 9.71 % 3.11 %</span>
<span class="ansi31"> EL 8.86 % 1.12 %</span>
<span class="ansi31"> MSI 8.82 % 3.33 %</span>
<span class="ansi32"> MKTX 8.57 % -1.89 %</span>
<span class="ansi32"> NDSN 8.01 % -1.08 %</span>
<span class="ansi32"> SLB 7.91 % -4.22 %</span>
Month: 2011-05 <span class="ansi32"> Total gain/loss: -1.68 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> LYB 23.09 % -3.76 %</span>
<span class="ansi32"> BBWI 11.26 % -2.42 %</span>
<span class="ansi32"> BIIB 10.97 % -3.99 %</span>
<span class="ansi31"> MCO 9.46 % 2.76 %</span>
<span class="ansi32"> NDSN 9.45 % -5.96 %</span>
<span class="ansi32"> COO 8.46 % -0.40 %</span>
<span class="ansi31"> MSI 8.34 % 5.00 %</span>
<span class="ansi31"> MKTX 6.61 % 6.12 %</span>
<span class="ansi32"> RL 6.30 % -1.95 %</span>
<span class="ansi32"> IT 6.05 % -7.73 %</span>
Month: 2011-06 <span class="ansi31"> Total gain/loss: 1.04 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> LYB 21.05 % -8.89 %</span>
<span class="ansi31"> DPZ 12.31 % 2.56 %</span>
<span class="ansi31"> COO 9.78 % 7.69 %</span>
<span class="ansi31"> BBWI 9.54 % 3.45 %</span>
<span class="ansi32"> EW 8.84 % -0.48 %</span>
<span class="ansi31"> MKTX 8.18 % 8.48 %</span>
<span class="ansi31"> TPR 7.83 % 2.86 %</span>
<span class="ansi31"> EL 7.64 % 4.89 %</span>
<span class="ansi32"> MCO 7.50 % -2.69 %</span>
<span class="ansi31"> IT 7.32 % 6.33 %</span>
Month: 2011-07 <span class="ansi32"> Total gain/loss: -4.62 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> MA 13.55 % -3.52 %</span>
<span class="ansi31"> DPZ 11.45 % 4.23 %</span>
<span class="ansi32"> MCO 11.44 % -8.72 %</span>
<span class="ansi32"> COO 10.43 % -4.70 %</span>
<span class="ansi32"> BIIB 10.23 % -6.11 %</span>
<span class="ansi32"> EL 10.22 % -0.16 %</span>
<span class="ansi32"> BBWI 9.50 % -2.70 %</span>
<span class="ansi32"> A 8.37 % -18.92 %</span>
<span class="ansi32"> MRO 7.46 % -6.01 %</span>
<span class="ansi32"> TSCO 7.36 % -2.82 %</span>
Month: 2011-08 <span class="ansi32"> Total gain/loss: -3.18 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> DPZ 15.73 % 3.01 %</span>
<span class="ansi31"> MA 13.51 % 8.41 %</span>
<span class="ansi32"> MRO 11.03 % -11.64 %</span>
<span class="ansi32"> EL 9.73 % -6.68 %</span>
<span class="ansi32"> TSCO 9.32 % -6.66 %</span>
<span class="ansi32"> EQT 8.91 % -6.14 %</span>
<span class="ansi32"> EBAY 8.78 % -6.51 %</span>
<span class="ansi32"> BIIB 8.20 % -8.45 %</span>
<span class="ansi31"> VFC 7.71 % 0.37 %</span>
<span class="ansi32"> CHTR 7.07 % -6.38 %</span>
Month: 2011-09 <span class="ansi32"> Total gain/loss: -3.83 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> EA 21.56 % -6.88 %</span>
<span class="ansi32"> RL 12.69 % -4.33 %</span>
<span class="ansi32"> CMG 11.19 % -2.01 %</span>
<span class="ansi32"> TTWO 11.00 % -0.78 %</span>
<span class="ansi32"> BKNG 9.83 % -15.17 %</span>
<span class="ansi32"> DPZ 7.47 % -0.47 %</span>
<span class="ansi31"> MNST 6.99 % 3.82 %</span>
<span class="ansi31"> DG 6.77 % 4.98 %</span>
<span class="ansi32"> EQT 6.38 % -10.90 %</span>
<span class="ansi31"> TSCO 6.12 % 2.21 %</span>
Month: 2011-10 <span class="ansi31"> Total gain/loss: 21.17 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> EA 28.05 % 18.17 %</span>
<span class="ansi31"> RL 15.43 % 26.35 %</span>
<span class="ansi31"> CDNS 11.99 % 23.00 %</span>
<span class="ansi31"> TSCO 10.50 % 17.78 %</span>
<span class="ansi31"> WAB 8.09 % 33.96 %</span>
<span class="ansi31"> CMG 6.88 % 14.83 %</span>
<span class="ansi31"> MCO 6.07 % 22.63 %</span>
<span class="ansi31"> VFC 4.38 % 16.92 %</span>
<span class="ansi31"> MNST 4.36 % 11.70 %</span>
<span class="ansi31"> DPZ 4.25 % 23.19 %</span>
Month: 2011-11 <span class="ansi31"> Total gain/loss: 2.05 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> EA 26.61 % 3.25 %</span>
<span class="ansi32"> RL 13.46 % -9.82 %</span>
<span class="ansi31"> MA 12.56 % 12.04 %</span>
<span class="ansi31"> MCO 9.12 % 2.35 %</span>
<span class="ansi31"> CDNS 8.80 % 1.30 %</span>
<span class="ansi31"> TSCO 7.72 % 1.91 %</span>
<span class="ansi31"> DPZ 7.22 % 4.37 %</span>
<span class="ansi32"> BKNG 5.38 % -0.64 %</span>
<span class="ansi31"> KLAC 4.68 % 2.74 %</span>
<span class="ansi31"> VFC 4.45 % 2.35 %</span>
Month: 2011-12 <span class="ansi32"> Total gain/loss: -4.94 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> EA 30.01 % -11.70 %</span>
<span class="ansi32"> EL 15.21 % -2.83 %</span>
<span class="ansi31"> CNC 14.00 % 3.31 %</span>
<span class="ansi32"> MA 13.98 % -2.14 %</span>
<span class="ansi32"> RL 12.51 % -3.52 %</span>
<span class="ansi32"> MCO 6.07 % -3.19 %</span>
<span class="ansi32"> CDNS 3.56 % -3.35 %</span>
<span class="ansi32"> VFC 2.87 % -7.53 %</span>
<span class="ansi32"> EQT 1.79 % -10.72 %</span>
Month: 2012-01 <span class="ansi31"> Total gain/loss: 1.49 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> CNC 29.14 % 12.97 %</span>
<span class="ansi32"> MA 24.25 % -3.43 %</span>
<span class="ansi32"> WAB 15.30 % -0.66 %</span>
<span class="ansi32"> DISH 12.78 % -3.96 %</span>
<span class="ansi32"> DPZ 8.18 % -1.51 %</span>
<span class="ansi32"> CSGP 5.71 % -13.98 %</span>
<span class="ansi31"> TRGP 3.96 % 1.54 %</span>
<span class="ansi31"> VFC 0.68 % 1.40 %</span>
Month: 2012-02 <span class="ansi31"> Total gain/loss: 8.26 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> CNC 25.68 % 5.31 %</span>
<span class="ansi31"> MA 19.26 % 17.44 %</span>
<span class="ansi31"> DHI 14.73 % 2.04 %</span>
<span class="ansi31"> DISH 11.94 % 2.60 %</span>
<span class="ansi31"> RL 11.74 % 12.88 %</span>
<span class="ansi31"> TSCO 5.11 % 4.65 %</span>
<span class="ansi31"> DPZ 4.75 % 16.97 %</span>
<span class="ansi31"> VFC 2.60 % 11.83 %</span>
<span class="ansi32"> BIIB 2.43 % -3.95 %</span>
<span class="ansi31"> MNST 1.75 % 9.13 %</span>
Month: 2012-03 <span class="ansi31"> Total gain/loss: 1.55 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> DPZ 28.61 % 2.14 %</span>
<span class="ansi31"> MA 21.01 % 0.03 %</span>
<span class="ansi32"> CNC 15.92 % -0.14 %</span>
<span class="ansi32"> RL 14.47 % -1.90 %</span>
<span class="ansi31"> DHI 12.09 % 7.06 %</span>
<span class="ansi31"> TSCO 5.69 % 3.50 %</span>
<span class="ansi31"> MNST 2.20 % 8.08 %</span>
Month: 2012-04 <span class="ansi31"> Total gain/loss: 0.62 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> MA 20.08 % 4.75 %</span>
<span class="ansi31"> DHI 18.59 % 8.85 %</span>
<span class="ansi32"> CNC 16.86 % -19.92 %</span>
<span class="ansi31"> DPZ 15.81 % 2.24 %</span>
<span class="ansi32"> TRMB 10.03 % -0.53 %</span>
<span class="ansi31"> BKNG 9.74 % 5.67 %</span>
<span class="ansi31"> TSCO 6.52 % 7.13 %</span>
<span class="ansi31"> MNST 2.37 % 2.67 %</span>
Month: 2012-05 <span class="ansi32"> Total gain/loss: -4.22 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> GILD 28.06 % -2.90 %</span>
<span class="ansi32"> DHI 23.30 % -0.08 %</span>
<span class="ansi31"> ULTA 14.93 % 0.33 %</span>
<span class="ansi32"> DPZ 12.50 % -10.49 %</span>
<span class="ansi32"> TRMB 7.34 % -12.57 %</span>
<span class="ansi32"> BKNG 6.80 % -17.17 %</span>
<span class="ansi31"> EQIX 6.18 % 0.00 %</span>
<span class="ansi32"> EBAY 0.88 % -3.83 %</span>
Month: 2012-06 <span class="ansi31"> Total gain/loss: 6.77 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> ULTA 18.98 % 7.89 %</span>
<span class="ansi31"> DPZ 18.37 % 6.96 %</span>
<span class="ansi31"> TRMB 16.69 % 2.47 %</span>
<span class="ansi31"> MHK 11.15 % 8.35 %</span>
<span class="ansi31"> EQIX 10.60 % 13.13 %</span>
<span class="ansi31"> MNST 9.12 % 0.94 %</span>
<span class="ansi31"> CSGP 4.82 % 12.73 %</span>
<span class="ansi31"> MA 3.87 % 9.78 %</span>
<span class="ansi31"> PWR 3.49 % 11.44 %</span>
<span class="ansi32"> TSCO 2.92 % -7.29 %</span>
Month: 2012-07 <span class="ansi32"> Total gain/loss: -2.35 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> EW 21.34 % -2.89 %</span>
<span class="ansi32"> ULTA 15.87 % -7.81 %</span>
<span class="ansi31"> EQIX 11.95 % 0.93 %</span>
<span class="ansi32"> STZ 11.02 % -2.08 %</span>
<span class="ansi31"> EBAY 8.30 % 7.47 %</span>
<span class="ansi32"> MHK 7.85 % -5.17 %</span>
<span class="ansi32"> MNST 7.19 % -11.18 %</span>
<span class="ansi31"> TSCO 5.98 % 8.31 %</span>
<span class="ansi31"> FITB 5.26 % 2.37 %</span>
<span class="ansi32"> HST 5.24 % -7.73 %</span>
Month: 2012-08 <span class="ansi31"> Total gain/loss: 8.62 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> EQIX 19.42 % 12.87 %</span>
<span class="ansi31"> TSCO 14.18 % 8.62 %</span>
<span class="ansi31"> FBHS 13.36 % 16.54 %</span>
<span class="ansi31"> TT 9.55 % 11.65 %</span>
<span class="ansi32"> MNST 8.64 % -9.13 %</span>
<span class="ansi31"> EBAY 8.62 % 8.16 %</span>
<span class="ansi31"> MHK 8.12 % 9.55 %</span>
<span class="ansi31"> CSGP 7.07 % 1.69 %</span>
<span class="ansi31"> AAPL 5.69 % 10.10 %</span>
<span class="ansi31"> HII 5.35 % 3.67 %</span>
Month: 2012-09 <span class="ansi31"> Total gain/loss: 3.34 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> EW 20.30 % 3.00 %</span>
<span class="ansi31"> FBHS 12.55 % 5.63 %</span>
<span class="ansi31"> MPC 12.05 % 7.48 %</span>
<span class="ansi31"> EBAY 10.51 % 2.13 %</span>
<span class="ansi32"> DISH 9.08 % -1.32 %</span>
<span class="ansi32"> TT 8.13 % -1.90 %</span>
<span class="ansi31"> ULTA 7.71 % 2.26 %</span>
<span class="ansi31"> MHK 6.66 % 10.07 %</span>
<span class="ansi32"> AAPL 6.62 % -1.17 %</span>
<span class="ansi31"> LOW 6.40 % 6.37 %</span>
Month: 2012-10 <span class="ansi32"> Total gain/loss: -0.92 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> EBAY 13.94 % 0.06 %</span>
<span class="ansi32"> ULTA 12.57 % -4.77 %</span>
<span class="ansi32"> MPC 11.15 % -0.74 %</span>
<span class="ansi31"> COO 10.85 % 2.06 %</span>
<span class="ansi32"> AAPL 10.80 % -9.72 %</span>
<span class="ansi31"> MHK 10.79 % 6.14 %</span>
<span class="ansi31"> APTV 8.61 % 0.45 %</span>
<span class="ansi32"> RMD 8.27 % -1.09 %</span>
<span class="ansi31"> AIG 7.07 % 5.02 %</span>
<span class="ansi32"> CRL 5.95 % -6.51 %</span>
Month: 2012-11 <span class="ansi31"> Total gain/loss: 3.33 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> EBAY 14.58 % 7.31 %</span>
<span class="ansi31"> MPC 13.93 % 10.91 %</span>
<span class="ansi31"> MHK 10.54 % 1.28 %</span>
<span class="ansi31"> ULTA 10.46 % 7.01 %</span>
<span class="ansi31"> APTV 8.95 % 4.39 %</span>
<span class="ansi31"> RMD 8.94 % 1.25 %</span>
<span class="ansi32"> AAPL 8.78 % -1.44 %</span>
<span class="ansi31"> NDSN 8.10 % 0.26 %</span>
<span class="ansi32"> TYL 8.04 % -4.05 %</span>
<span class="ansi32"> CRL 7.68 % -2.64 %</span>
Month: 2012-12 <span class="ansi31"> Total gain/loss: 1.27 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> EBAY 15.44 % -2.00 %</span>
<span class="ansi31"> AMZN 13.18 % 0.22 %</span>
<span class="ansi31"> PNR 12.22 % 2.57 %</span>
<span class="ansi31"> MHK 11.13 % 5.43 %</span>
<span class="ansi32"> ULTA 9.69 % -2.62 %</span>
<span class="ansi31"> DISH 9.18 % 2.27 %</span>
<span class="ansi31"> NRG 8.10 % 8.80 %</span>
<span class="ansi31"> NDSN 7.18 % 2.87 %</span>
<span class="ansi31"> MPC 6.94 % 5.79 %</span>
<span class="ansi32"> AAPL 6.94 % -9.22 %</span>
Month: 2013-01 <span class="ansi31"> Total gain/loss: 5.09 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> GILD 15.77 % 5.12 %</span>
<span class="ansi31"> KMX 13.52 % 4.51 %</span>
<span class="ansi31"> PNR 12.69 % 0.58 %</span>
<span class="ansi31"> DISH 12.37 % 0.81 %</span>
<span class="ansi31"> AMZN 11.22 % 3.18 %</span>
<span class="ansi31"> NRG 9.47 % 5.20 %</span>
<span class="ansi31"> MPC 8.37 % 15.94 %</span>
<span class="ansi31"> NVR 8.28 % 10.70 %</span>
<span class="ansi31"> LOW 5.13 % 5.98 %</span>
<span class="ansi31"> PWR 3.20 % 3.80 %</span>
Month: 2013-02 <span class="ansi31"> Total gain/loss: 1.81 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> GILD 17.72 % 5.33 %</span>
<span class="ansi32"> DXCM 16.48 % -3.80 %</span>
<span class="ansi31"> MPC 14.31 % 9.21 %</span>
<span class="ansi31"> MHK 14.09 % 3.51 %</span>
<span class="ansi32"> NRG 10.79 % -0.21 %</span>
<span class="ansi32"> NVR 8.07 % -1.35 %</span>
<span class="ansi32"> LOW 6.03 % -1.06 %</span>
<span class="ansi31"> RMD 5.17 % 0.44 %</span>
<span class="ansi32"> PWR 3.95 % -0.91 %</span>
<span class="ansi32"> BSX 3.37 % -3.27 %</span>
Month: 2013-03 <span class="ansi31"> Total gain/loss: 7.99 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> MPC 19.96 % 5.40 %</span>
<span class="ansi31"> MHK 17.05 % 6.29 %</span>
<span class="ansi31"> GILD 12.86 % 12.64 %</span>
<span class="ansi31"> FLT 9.99 % 9.00 %</span>
<span class="ansi31"> CHTR 9.87 % 20.45 %</span>
<span class="ansi31"> NVR 8.00 % 6.48 %</span>
<span class="ansi31"> NRG 7.24 % 10.38 %</span>
<span class="ansi31"> NLOK 6.81 % 4.22 %</span>
<span class="ansi32"> EBAY 4.23 % -1.24 %</span>
<span class="ansi32"> RCL 4.00 % -5.09 %</span>
Month: 2013-04 <span class="ansi32"> Total gain/loss: -1.34 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> MPC 23.73 % -12.77 %</span>
<span class="ansi31"> GILD 13.82 % 5.54 %</span>
<span class="ansi32"> FLT 12.89 % -0.44 %</span>
<span class="ansi32"> CHTR 12.81 % -2.93 %</span>
<span class="ansi32"> MHK 7.65 % -1.30 %</span>
<span class="ansi32"> ALK 6.56 % -3.08 %</span>
<span class="ansi31"> KMX 6.54 % 11.80 %</span>
<span class="ansi31"> EQT 5.79 % 10.98 %</span>
<span class="ansi31"> WBA 5.23 % 5.41 %</span>
<span class="ansi32"> NLOK 4.97 % -0.65 %</span>
Month: 2013-05 <span class="ansi31"> Total gain/loss: 6.38 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> FLT 17.68 % 16.26 %</span>
<span class="ansi31"> GILD 16.73 % 8.66 %</span>
<span class="ansi31"> KMX 11.64 % 3.47 %</span>
<span class="ansi31"> C 9.59 % 13.37 %</span>
<span class="ansi32"> ALK 8.85 % -4.87 %</span>
<span class="ansi32"> WBA 8.16 % -1.86 %</span>
<span class="ansi31"> MHK 7.28 % 2.78 %</span>
<span class="ansi31"> HIG 7.00 % 10.70 %</span>
<span class="ansi31"> APTV 6.67 % 7.83 %</span>
<span class="ansi32"> NLOK 6.40 % -8.05 %</span>
Month: 2013-06 <span class="ansi32"> Total gain/loss: -1.37 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> FLT 22.08 % -5.62 %</span>
<span class="ansi31"> HIG 11.25 % 3.34 %</span>
<span class="ansi32"> ODFL 10.69 % -2.60 %</span>
<span class="ansi32"> KMX 9.99 % -1.56 %</span>
<span class="ansi31"> TSN 8.47 % 3.38 %</span>
<span class="ansi31"> MHK 8.17 % 3.54 %</span>
<span class="ansi32"> BSX 7.76 % -1.49 %</span>
<span class="ansi32"> UHS 7.51 % -3.10 %</span>
<span class="ansi32"> F 7.37 % -2.64 %</span>
<span class="ansi32"> TYL 6.71 % -1.54 %</span>
Month: 2013-07 <span class="ansi31"> Total gain/loss: 7.23 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> FLT 15.32 % 8.31 %</span>
<span class="ansi31"> SEE 13.09 % 11.41 %</span>
<span class="ansi31"> DISH 10.53 % 4.03 %</span>
<span class="ansi31"> BSX 9.72 % 16.54 %</span>
<span class="ansi31"> BIIB 9.20 % 0.11 %</span>
<span class="ansi31"> F 8.98 % 7.87 %</span>
<span class="ansi31"> EQT 8.44 % 8.50 %</span>
<span class="ansi31"> UHS 8.33 % 2.73 %</span>
<span class="ansi31"> APTV 8.22 % 3.39 %</span>
<span class="ansi31"> TSN 8.16 % 6.03 %</span>
Month: 2013-08 <span class="ansi32"> Total gain/loss: -0.43 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> FLT 15.98 % 12.26 %</span>
<span class="ansi32"> DISH 13.14 % -0.11 %</span>
<span class="ansi32"> MKTX 10.65 % -4.12 %</span>
<span class="ansi32"> KMX 10.37 % -4.36 %</span>
<span class="ansi31"> SEE 9.79 % 1.87 %</span>
<span class="ansi32"> F 9.58 % -5.82 %</span>
<span class="ansi32"> C 8.10 % -8.57 %</span>
<span class="ansi32"> APTV 7.64 % -0.38 %</span>
<span class="ansi32"> HIG 7.63 % -6.86 %</span>
<span class="ansi31"> TSN 7.11 % 1.90 %</span>
Month: 2013-09 <span class="ansi31"> Total gain/loss: 3.47 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> FLT 21.20 % 4.12 %</span>
<span class="ansi32"> SEE 12.44 % -4.29 %</span>
<span class="ansi31"> MPWR 10.64 % 0.07 %</span>
<span class="ansi31"> MKTX 10.15 % 13.93 %</span>
<span class="ansi32"> TSN 9.84 % -1.94 %</span>
<span class="ansi31"> BKNG 9.63 % 7.23 %</span>
<span class="ansi31"> APTV 7.83 % 4.36 %</span>
<span class="ansi31"> EQT 6.43 % 2.16 %</span>
<span class="ansi31"> NTAP 6.00 % 1.91 %</span>
<span class="ansi31"> UHS 5.83 % 10.49 %</span>
Month: 2013-10 <span class="ansi31"> Total gain/loss: 6.15 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> LDOS 19.08 % 0.31 %</span>
<span class="ansi31"> MKTX 15.57 % 5.69 %</span>
<span class="ansi31"> CMG 9.19 % 23.80 %</span>
<span class="ansi31"> GILD 8.80 % 13.34 %</span>
<span class="ansi31"> WBA 8.37 % 5.33 %</span>
<span class="ansi31"> AMAT 8.17 % 2.23 %</span>
<span class="ansi31"> NKE 8.14 % 4.61 %</span>
<span class="ansi32"> APTV 7.72 % -2.77 %</span>
<span class="ansi31"> TYL 7.51 % 8.18 %</span>
<span class="ansi31"> SCHW 7.44 % 5.94 %</span>
Month: 2013-11 <span class="ansi31"> Total gain/loss: 3.12 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> LDOS 23.84 % 2.57 %</span>
<span class="ansi31"> TYL 11.86 % 8.57 %</span>
<span class="ansi31"> MKTX 11.78 % 8.39 %</span>
<span class="ansi32"> WBA 8.53 % -1.67 %</span>
<span class="ansi32"> AMAT 7.85 % -1.68 %</span>
<span class="ansi32"> PKG 7.69 % -2.16 %</span>
<span class="ansi31"> SCHW 7.34 % 6.16 %</span>
<span class="ansi31"> TSCO 7.18 % 3.12 %</span>
<span class="ansi31"> NKE 7.17 % 4.05 %</span>
<span class="ansi32"> EQT 6.76 % -0.41 %</span>
Month: 2013-12 <span class="ansi31"> Total gain/loss: 0.34 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> LDOS 21.51 % -4.89 %</span>
<span class="ansi32"> MKTX 12.43 % -3.38 %</span>
<span class="ansi31"> DISH 12.43 % 7.58 %</span>
<span class="ansi31"> TYL 10.57 % 1.08 %</span>
<span class="ansi31"> PKG 9.85 % 3.71 %</span>
<span class="ansi31"> SCHW 7.04 % 4.71 %</span>
<span class="ansi32"> BKNG 6.90 % -2.20 %</span>
<span class="ansi31"> AMZN 6.62 % 1.65 %</span>
<span class="ansi32"> WBA 6.34 % -2.81 %</span>
<span class="ansi31"> GLW 6.31 % 4.45 %</span>
</details>
<details>
<summary>Backtest details (2): Year 2014 ~ 2016</summary>
Month: 2014-01 <span class="ansi32"> Total gain/loss: -0.68 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> CHTR 16.70 % 1.66 %</span>
<span class="ansi32"> DISH 15.58 % -2.37 %</span>
<span class="ansi32"> ADBE 13.23 % -0.17 %</span>
<span class="ansi31"> PKG 10.52 % 2.13 %</span>
<span class="ansi32"> MKTX 9.84 % -4.07 %</span>
<span class="ansi31"> TYL 8.98 % 4.11 %</span>
<span class="ansi32"> SCHW 8.12 % -3.87 %</span>
<span class="ansi32"> AMZN 6.15 % -9.87 %</span>
<span class="ansi31"> CAH 5.67 % 2.86 %</span>
<span class="ansi32"> BKNG 5.21 % -0.05 %</span>
Month: 2014-02 <span class="ansi31"> Total gain/loss: 10.39 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> WYNN 12.65 % 16.42 %</span>
<span class="ansi31"> DISH 12.18 % 7.77 %</span>
<span class="ansi32"> MKTX 11.86 % -2.38 %</span>
<span class="ansi32"> TYL 11.36 % -8.27 %</span>
<span class="ansi31"> TSN 10.93 % 9.73 %</span>
<span class="ansi31"> PKG 10.20 % 16.89 %</span>
<span class="ansi31"> GRMN 8.13 % 22.99 %</span>
<span class="ansi31"> LUV 7.88 % 9.84 %</span>
<span class="ansi31"> AAP 7.58 % 15.55 %</span>
<span class="ansi31"> VTRS 7.23 % 27.31 %</span>
Month: 2014-03 <span class="ansi32"> Total gain/loss: -1.90 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> VTRS 15.32 % -12.05 %</span>
<span class="ansi32"> PKG 10.98 % -2.88 %</span>
<span class="ansi31"> GRMN 10.52 % 3.96 %</span>
<span class="ansi32"> BKNG 10.26 % -10.94 %</span>
<span class="ansi32"> WYNN 10.01 % -8.54 %</span>
<span class="ansi31"> TSN 9.53 % 13.40 %</span>
<span class="ansi32"> SBNY 9.35 % -3.69 %</span>
<span class="ansi31"> DISH 8.53 % 5.66 %</span>
<span class="ansi31"> ZBRA 7.99 % 0.30 %</span>
<span class="ansi31"> SIVB 7.51 % 5.08 %</span>
Month: 2014-04 <span class="ansi32"> Total gain/loss: -5.61 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> DISH 14.60 % -11.02 %</span>
<span class="ansi32"> TSN 13.59 % -3.41 %</span>
<span class="ansi31"> GRMN 13.27 % 2.61 %</span>
<span class="ansi32"> PKG 11.37 % -6.48 %</span>
<span class="ansi32"> ZBRA 10.01 % -0.20 %</span>
<span class="ansi32"> WYNN 8.87 % -10.25 %</span>
<span class="ansi31"> LUV 7.78 % 0.96 %</span>
<span class="ansi32"> SBNY 7.42 % -8.10 %</span>
<span class="ansi32"> SIVB 7.14 % -17.44 %</span>
<span class="ansi32"> GPN 5.95 % -7.44 %</span>
Month: 2014-05 <span class="ansi31"> Total gain/loss: 4.43 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> GRMN 15.77 % 3.68 %</span>
<span class="ansi31"> TSN 14.83 % 0.30 %</span>
<span class="ansi31"> AAPL 13.37 % 7.62 %</span>
<span class="ansi31"> LUV 12.31 % 8.71 %</span>
<span class="ansi31"> HCA 8.79 % 1.13 %</span>
<span class="ansi31"> GLW 7.64 % 1.61 %</span>
<span class="ansi31"> RCL 7.16 % 5.62 %</span>
<span class="ansi31"> GPN 6.74 % 3.85 %</span>
<span class="ansi31"> WBA 6.72 % 4.06 %</span>
<span class="ansi31"> BKNG 6.67 % 8.30 %</span>
Month: 2014-06 <span class="ansi31"> Total gain/loss: 4.08 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> LUV 14.96 % 0.56 %</span>
<span class="ansi31"> GRMN 13.73 % 4.51 %</span>
<span class="ansi31"> AAPL 12.50 % 3.48 %</span>
<span class="ansi31"> HUM 11.99 % 2.07 %</span>
<span class="ansi32"> DD 8.43 % -1.31 %</span>
<span class="ansi31"> GLW 8.41 % 3.05 %</span>
<span class="ansi31"> HCA 8.35 % 6.40 %</span>
<span class="ansi31"> GPN 7.49 % 5.37 %</span>
<span class="ansi31"> WBA 7.30 % 2.94 %</span>
<span class="ansi31"> TRGP 6.83 % 20.39 %</span>
Month: 2014-07 <span class="ansi32"> Total gain/loss: -2.91 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> LUV 16.68 % 1.98 %</span>
<span class="ansi32"> AMAT 13.94 % -7.50 %</span>
<span class="ansi32"> CDW 12.52 % -3.62 %</span>
<span class="ansi32"> GRMN 9.98 % -9.86 %</span>
<span class="ansi32"> GLW 9.37 % -11.01 %</span>
<span class="ansi32"> MLM 8.34 % -5.89 %</span>
<span class="ansi31"> HCA 7.85 % 16.44 %</span>
<span class="ansi32"> WBA 7.48 % -6.79 %</span>
<span class="ansi32"> GPN 7.03 % -5.76 %</span>
<span class="ansi31"> WDC 6.81 % 5.75 %</span>
Month: 2014-08 <span class="ansi31"> Total gain/loss: 5.92 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> HCA 15.62 % 6.61 %</span>
<span class="ansi31"> LUV 15.37 % 12.81 %</span>
<span class="ansi31"> WDC 11.16 % 2.70 %</span>
<span class="ansi31"> UHS 10.45 % 8.70 %</span>
<span class="ansi31"> CDW 10.37 % 6.79 %</span>
<span class="ansi31"> INTC 9.02 % 4.19 %</span>
<span class="ansi31"> GOOGL 7.44 % 1.53 %</span>
<span class="ansi31"> EOG 6.90 % 1.70 %</span>
<span class="ansi31"> AAPL 6.87 % 7.16 %</span>
<span class="ansi32"> HAL 6.80 % -1.40 %</span>
Month: 2014-09 <span class="ansi32"> Total gain/loss: -3.06 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> LUV 14.76 % 2.61 %</span>
<span class="ansi31"> HUM 11.66 % 2.45 %</span>
<span class="ansi32"> MPWR 11.25 % -7.30 %</span>
<span class="ansi32"> HPQ 10.39 % -6.38 %</span>
<span class="ansi32"> CDW 10.29 % -6.31 %</span>
<span class="ansi32"> UHS 8.81 % -8.86 %</span>
<span class="ansi32"> MLM 8.59 % -0.68 %</span>
<span class="ansi31"> INTC 8.58 % 0.72 %</span>
<span class="ansi32"> AMAT 8.47 % -5.76 %</span>
<span class="ansi32"> WDC 7.20 % -4.59 %</span>
Month: 2014-10 <span class="ansi31"> Total gain/loss: 2.46 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> LUV 15.04 % 5.93 %</span>
<span class="ansi31"> UHS 12.90 % 0.10 %</span>
<span class="ansi31"> MPWR 12.28 % 1.63 %</span>
<span class="ansi31"> AMAT 11.08 % 5.39 %</span>
<span class="ansi31"> CDW 9.66 % 1.58 %</span>
<span class="ansi32"> MLM 9.62 % -6.76 %</span>
<span class="ansi32"> CF 8.70 % -3.44 %</span>
<span class="ansi31"> AAPL 8.09 % 8.89 %</span>
<span class="ansi31"> IQV 6.82 % 7.29 %</span>
<span class="ansi31"> EXC 5.82 % 5.84 %</span>
Month: 2014-11 <span class="ansi31"> Total gain/loss: 3.32 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> HUM 16.52 % -0.37 %</span>
<span class="ansi32"> HCA 15.39 % -0.77 %</span>
<span class="ansi31"> UHS 13.43 % 1.24 %</span>
<span class="ansi31"> AMGN 9.66 % 2.71 %</span>
<span class="ansi32"> AAP 9.47 % -0.46 %</span>
<span class="ansi31"> CDW 8.95 % 13.18 %</span>
<span class="ansi31"> AAPL 8.56 % 9.18 %</span>
<span class="ansi31"> HPQ 6.35 % 8.92 %</span>
<span class="ansi31"> INTC 5.94 % 9.28 %</span>
<span class="ansi31"> EXC 5.72 % 0.53 %</span>
Month: 2014-12 <span class="ansi32"> Total gain/loss: -1.02 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> CDW 12.88 % 2.15 %</span>
<span class="ansi32"> NVDA 11.64 % -2.58 %</span>
<span class="ansi32"> AAPL 11.09 % -4.08 %</span>
<span class="ansi32"> ABBV 10.96 % -5.31 %</span>
<span class="ansi32"> INTC 10.37 % -2.37 %</span>
<span class="ansi32"> NKE 9.78 % -1.29 %</span>
<span class="ansi31"> BBWI 9.52 % 7.13 %</span>
<span class="ansi32"> ZTS 8.38 % -3.02 %</span>
<span class="ansi32"> AMGN 8.09 % -4.28 %</span>
<span class="ansi31"> HPQ 7.28 % 4.49 %</span>
Month: 2015-01 <span class="ansi32"> Total gain/loss: -4.38 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> UHS 17.34 % -7.61 %</span>
<span class="ansi31"> HUM 14.81 % 2.41 %</span>
<span class="ansi32"> ABBV 11.27 % -7.72 %</span>
<span class="ansi31"> WHR 10.22 % 3.14 %</span>
<span class="ansi32"> AMGN 9.56 % -4.77 %</span>
<span class="ansi32"> KMI 7.98 % -3.06 %</span>
<span class="ansi32"> CHTR 7.79 % -9.20 %</span>
<span class="ansi32"> INTC 7.31 % -9.13 %</span>
<span class="ansi32"> CDW 7.22 % -1.72 %</span>
<span class="ansi32"> HPQ 6.50 % -10.21 %</span>
Month: 2015-02 <span class="ansi31"> Total gain/loss: 5.17 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> HUM 16.87 % 12.60 %</span>
<span class="ansi31"> AAPL 13.24 % 8.71 %</span>
<span class="ansi32"> KMI 11.59 % -1.47 %</span>
<span class="ansi31"> WHR 11.44 % 5.75 %</span>
<span class="ansi32"> INTC 10.48 % -0.48 %</span>
<span class="ansi31"> TAP 8.74 % 0.09 %</span>
<span class="ansi31"> BBWI 8.25 % 11.99 %</span>
<span class="ansi32"> STE 7.64 % -0.19 %</span>
<span class="ansi31"> CHRW 6.02 % 1.17 %</span>
<span class="ansi31"> HOLX 5.74 % 7.04 %</span>
Month: 2015-03 <span class="ansi31"> Total gain/loss: 3.20 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> CNC 16.12 % 13.76 %</span>
<span class="ansi31"> EW 13.58 % 4.87 %</span>
<span class="ansi31"> HUM 10.72 % 10.06 %</span>
<span class="ansi31"> BSX 10.59 % 4.04 %</span>
<span class="ansi31"> FTNT 10.20 % 2.49 %</span>
<span class="ansi32"> ROST 9.15 % -0.37 %</span>
<span class="ansi31"> UHS 8.96 % 2.81 %</span>
<span class="ansi32"> WHR 7.98 % -6.02 %</span>
<span class="ansi32"> SEE 7.28 % -3.84 %</span>
<span class="ansi32"> LRCX 5.42 % -16.67 %</span>
Month: 2015-04 <span class="ansi32"> Total gain/loss: -2.58 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> CNC 15.98 % -12.03 %</span>
<span class="ansi31"> BSX 11.93 % 0.96 %</span>
<span class="ansi31"> FTNT 11.43 % 10.80 %</span>
<span class="ansi32"> CHTR 11.03 % -1.87 %</span>
<span class="ansi31"> UHS 10.70 % 3.53 %</span>
<span class="ansi32"> DG 9.27 % -3.03 %</span>
<span class="ansi32"> ROST 8.88 % -4.94 %</span>
<span class="ansi32"> WHR 8.46 % -12.81 %</span>
<span class="ansi31"> SEE 6.21 % 0.68 %</span>
<span class="ansi32"> HUM 6.11 % -6.78 %</span>
Month: 2015-05 <span class="ansi31"> Total gain/loss: 2.32 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> ULTA 20.82 % -1.07 %</span>
<span class="ansi31"> BSX 12.70 % 2.99 %</span>
<span class="ansi31"> WHR 11.26 % 3.25 %</span>
<span class="ansi31"> HAS 11.01 % 0.66 %</span>
<span class="ansi32"> ROST 8.60 % -4.95 %</span>
<span class="ansi31"> HUM 8.51 % 29.03 %</span>
<span class="ansi31"> SEE 7.52 % 3.77 %</span>
<span class="ansi31"> CRL 7.20 % 2.44 %</span>
<span class="ansi32"> RMD 6.28 % -8.75 %</span>
<span class="ansi32"> KMI 6.10 % -3.80 %</span>
Month: 2015-06 <span class="ansi31"> Total gain/loss: 0.99 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> CNC 16.47 % 5.93 %</span>
<span class="ansi32"> CSGP 10.87 % -2.58 %</span>
<span class="ansi31"> MKTX 10.83 % 4.28 %</span>
<span class="ansi31"> FTNT 10.77 % 3.69 %</span>
<span class="ansi32"> BSX 10.69 % -4.38 %</span>
<span class="ansi31"> HAS 9.97 % 3.32 %</span>
<span class="ansi32"> WHR 8.39 % -7.44 %</span>
<span class="ansi31"> EW 7.94 % 7.75 %</span>
<span class="ansi32"> ADI 7.27 % -6.63 %</span>
<span class="ansi31"> ROST 6.80 % 0.97 %</span>
Month: 2015-07 <span class="ansi32"> Total gain/loss: -0.24 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> CNC 17.05 % -13.31 %</span>
<span class="ansi31"> ULTA 15.98 % 6.83 %</span>
<span class="ansi31"> MKTX 10.34 % 3.21 %</span>
<span class="ansi31"> HAS 9.04 % 4.50 %</span>
<span class="ansi31"> HCA 8.86 % 2.36 %</span>
<span class="ansi32"> CSGP 8.52 % -0.01 %</span>
<span class="ansi31"> EW 8.33 % 5.96 %</span>
<span class="ansi32"> BSX 7.92 % -2.58 %</span>
<span class="ansi31"> TMUS 7.63 % 5.25 %</span>
<span class="ansi32"> CI 6.34 % -11.10 %</span>
Month: 2015-08 <span class="ansi32"> Total gain/loss: -4.97 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> EA 16.77 % -6.79 %</span>
<span class="ansi32"> TMUS 12.81 % -4.53 %</span>
<span class="ansi32"> HAS 11.70 % -4.05 %</span>
<span class="ansi32"> EW 10.40 % -6.76 %</span>
<span class="ansi32"> MKTX 9.02 % -7.47 %</span>
<span class="ansi32"> HCA 8.37 % -6.74 %</span>
<span class="ansi32"> BSX 8.32 % -2.16 %</span>
<span class="ansi32"> CI 8.02 % -1.79 %</span>
<span class="ansi32"> SEE 7.68 % -3.85 %</span>
<span class="ansi32"> LEN 6.91 % -3.08 %</span>
Month: 2015-09 <span class="ansi32"> Total gain/loss: -1.19 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi31"> TMUS 17.15 % 2.18 %</span>
<span class="ansi32"> HAS 16.54 % -0.52 %</span>
<span class="ansi31"> BSX 11.25 % 1.99 %</span>
<span class="ansi32"> HCA 11.12 % -8.25 %</span>
<span class="ansi32"> CI 8.97 % -2.86 %</span>
<span class="ansi32"> UHS 8.11 % -5.29 %</span>
<span class="ansi32"> SEE 7.28 % -7.13 %</span>
<span class="ansi31"> MKTX 7.12 % 1.28 %</span>
<span class="ansi31"> JNPR 6.36 % 3.09 %</span>
<span class="ansi31"> CTSH 6.09 % 2.25 %</span>
Month: 2015-10 <span class="ansi31"> Total gain/loss: 2.90 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> TMUS 17.35 % -5.58 %</span>
<span class="ansi31"> HAS 15.52 % 7.82 %</span>
<span class="ansi31"> AAP 13.07 % 3.33 %</span>
<span class="ansi31"> MKTX 12.30 % 7.75 %</span>
<span class="ansi31"> BSX 8.38 % 9.53 %</span>
<span class="ansi32"> CI 7.67 % -1.03 %</span>
<span class="ansi32"> UHS 6.86 % -3.46 %</span>
<span class="ansi31"> ATVI 6.77 % 12.49 %</span>
<span class="ansi32"> LLY 6.31 % -4.24 %</span>
<span class="ansi31"> TYL 5.77 % 3.63 %</span>
Month: 2015-11 <span class="ansi32"> Total gain/loss: -3.94 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> NCLH 14.79 % -9.91 %</span>
<span class="ansi32"> HAS 13.77 % -5.37 %</span>
<span class="ansi32"> EA 10.36 % -5.85 %</span>
<span class="ansi31"> TAP 10.17 % 4.21 %</span>
<span class="ansi31"> LDOS 9.64 % 6.41 %</span>
<span class="ansi32"> BSX 9.61 % -3.08 %</span>
<span class="ansi32"> AAP 8.65 % -18.79 %</span>
<span class="ansi31"> CI 8.35 % 0.92 %</span>
<span class="ansi32"> TMUS 7.80 % -7.29 %</span>
<span class="ansi31"> EW 6.86 % 3.48 %</span>
Month: 2015-12 <span class="ansi32"> Total gain/loss: -2.00 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> CHTR 16.18 % -3.06 %</span>
<span class="ansi31"> TAP 15.25 % 0.80 %</span>
<span class="ansi32"> HAS 14.27 % -7.89 %</span>
<span class="ansi32"> LDOS 14.13 % -4.12 %</span>
<span class="ansi31"> CI 11.42 % 4.83 %</span>
<span class="ansi32"> EW 10.09 % -4.17 %</span>
<span class="ansi32"> SCHW 5.34 % -3.20 %</span>
<span class="ansi31"> DXC 5.20 % 4.75 %</span>
<span class="ansi32"> BSX 4.61 % -0.43 %</span>
<span class="ansi32"> DHI 3.50 % -3.03 %</span>
Month: 2016-01 <span class="ansi32"> Total gain/loss: -6.27 %</span> Details:
Symbol Weight Gain/loss
--------------------------------------
<span class="ansi32"> LDOS 16.74 % -14.80 %</span>
<span class="ansi32"> CRM 14.94 % -11.28 %</span>