Performance Report

${screener-title}

${report-date-range}

Annualized performance: ${annual_performance}, total performance: ${total_performance}, drawdown ${drawdown}

${Backtest}

Upside/Downside capture

${Backtest-2}

a 100 on upside capture indicates that the strategy captured 100% of the S&P 500 upside. More than 100% means more than 100% capture. High upside capture and high downside capture together indicate more volatility. Low on both fronts indicates trading performance for safety.

Drawdown

${Backtest-3}

The recovery sawtooth line indicates how many days since the last all time high of the strategy. The downside line is the other side of the coin — indicating how far from that last high the strategy is.

Performance by year

${BacktestByTime}

Shows the relative performance of the benchmark vs the strategy per calendar year. This highlights how much of the performance is due to a few years and indicates problematic market regimes.

Positions map

${Positions}

This heat map shows which sectors and industries are bright spots, or problem areas. Larger companies are in the upper of each box. Each box represents one company for one rebalance period.

Performance by sector

${PositionsByCategory}

This denotes the average performance of each trade within the sector. Darker bars indicate more trades in that category. Very light blue bars indicate many fewer trades.

Bull/bear scatter

${BacktestTilt}

Shows how the strategy does or does not follow the benchmark. Points above the diagonal line indicate outperforming time periods.

Overview

${table-trailingYearly}

Summary Data

${table-bestMonthly}

Disclosures

This text will be cut and pasted from an Andina document containing compliance approved disclosures. It will cover all the bases compliance things need covering.