Lloyd Wennlund

CHI

DIRECTOR · CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND · CIK 0001747093

FILING MIX · LIFETIME100%/0%

BUYS

SELLS

TOTAL VALUE

$150.1K

COMPANIES

ACTIVE SINCE

Feb 2020

HOLDINGS NOW

11,200

AVG SELL PX

—

Trades · vs SPY

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Performance · forward returns vs SPY

4 backtested trades · 8 horizons

Forward-return performance of every backtestable P/S trade by Lloyd Wennlund, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.

HORIZON	TRADES	WIN RATE	INSIDER RETURN	SPY RETURN	MEAN EXCESS	MEDIAN EXCESS	T-STAT
7d	4	+100.00%	+1.81%	+1.63%	+0.17%	+0.49%	—
14d	4	+75.00%	+1.67%	+0.38%	+1.29%	+2.29%	—
30d	4	+0.00%	-14.88%	-17.45%	+2.57%	+2.80%	—
60d	4	+0.00%	-26.75%	-19.72%	-7.03%	-6.92%	—
90d	4	+0.00%	-17.27%	-12.89%	-4.38%	-3.26%	—
180d	4	+75.00%	+0.50%	+1.01%	-0.51%	+4.21%	—
1y	4	+100.00%	+29.13%	+18.90%	+10.23%	+19.03%	—
2y	4	+100.00%	+35.48%	+38.99%	-3.51%	-3.55%	—

How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.

Holdings over time

Not enough transaction history to chart holdings.

Trading cadence · quarterly flow

BUY ● SELL ●

2020

FLOW · 4 buys / 0 sellsCOVERAGE · 1 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
CPZ CALAMOS LONG/SHORT EQUITY & DYNAMIC INCOME TRUST	PURCHASE	2,500	$19.42	$48.5K	2,500	Feb 7, 2020	Feb 10, 2020 ↗
CHY CALAMOS CONVERTIBLE & HIGH INCOME FUND	PURCHASE	1	$11.94	$12	1	Feb 7, 2020	Feb 10, 2020 ↗
CHY CALAMOS CONVERTIBLE & HIGH INCOME FUND	PURCHASE	4,199	$11.93	$50.1K	4,200	Feb 7, 2020	Feb 10, 2020 ↗
CHI CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND	PURCHASE	4,500	$11.42	$51.4K	4,500	Feb 7, 2020	Feb 10, 2020 ↗

Other insiders · CHI

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About this filer

CIK 0001747093

ROLE

Director

PRIMARY

CHI

COMPANIES

ACTIVE SINCE

Feb 2020

MARKETPEEL · /INSIDER/0001747093DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

Lloyd Wennlund

The morning brief, before the bell.