1D | 0.0 % |
1W | 0.7 % |
2W | 0.1 % |
1M | 3.3 % |
3M | -9.0 % |
6M | -6.9 % |
9M | -1.3 % |
1Y | -2.7 % |
Alpha
-23.6%
|
Beta
0.6
|
sharpe-R
-0.07
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:50:35 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -15.19% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week in the Equity asset class. This portfolio focuses only on companies in the Materials sector. The maximum number of assets that can be allocated in this strategy is 5.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
OLN | Sell All | -0.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OLN Olin Corporation | Buy | 19.11% | -1.15% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
TG | Sell All | -0.96% |
AVD | Sell All | -0.77% |
SMID | Sell All | 6.1% |
OI | Sell All | 0.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TG Tredegar Corporation | Buy | 19.33% | -1.79% | 2024-10-07 |
AVD American Vanguard Corporation | Buy | 19.34% | -1.73% | 2024-10-07 |
SMID Smith-Midland Corporation | Buy | 20.15% | 2.42% | 2024-10-07 |
OI O-I Glass, Inc. | Buy | 19.65% | -0.15% | 2024-10-07 |
OLN Olin Corporation | Buy | 19.54% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
GPK | Sell All | -3.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GPK Graphic Packaging Holding Company | Buy | 19.6% | -2.7% | 2024-10-01 |
TG Tredegar Corporation | Buy | 19.6% | 0% | 2024-10-07 |
AVD American Vanguard Corporation | Buy | 19.6% | 0% | 2024-10-07 |
SMID Smith-Midland Corporation | Buy | 19.6% | 0% | 2024-10-07 |
OI O-I Glass, Inc. | Buy | 19.6% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
HWKN | Sell All | -0.2% |
IOSP | Sell All | -1.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 19.35% | -1.86% | 2024-09-30 |
IOSP Innospec Inc. | Buy | 19.02% | -3.53% | 2024-09-30 |
GPK Graphic Packaging Holding Company | Buy | 19.65% | -3.28% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
NTIC | Sell All | -3.49% |
OI | Sell All | -3.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NTIC Northern Technologies International Corporation | Buy | 19.99% | -0.24% | 2024-09-27 |
OI O-I Glass, Inc. | Buy | 19.88% | -0.83% | 2024-09-27 |
HWKN Hawkins, Inc. | Buy | 19.44% | 1.62% | 2024-09-30 |
IOSP Innospec Inc. | Buy | 18.97% | -0.88% | 2024-09-30 |
GPK Graphic Packaging Holding Company | Buy | 19.72% | 0% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
FRD | Sell All | 5.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FRD Friedman Industries, Incorporated | Buy | 19.42% | 3.16% | 2024-09-24 |
NTIC Northern Technologies International Corporation | Buy | 19.88% | -1.38% | 2024-09-27 |
OI O-I Glass, Inc. | Buy | 20.22% | 0.3% | 2024-09-27 |
HWKN Hawkins, Inc. | Buy | 19.24% | 0% | 2024-09-30 |
IOSP Innospec Inc. | Buy | 19.24% | 0% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
ACNT | Sell All | -2.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ACNT Ascent Industries Co. | Buy | 18.91% | 2.18% | 2024-09-23 |
FRD Friedman Industries, Incorporated | Buy | 19.63% | 6.05% | 2024-09-24 |
NTIC Northern Technologies International Corporation | Buy | 19.82% | 0% | 2024-09-27 |
OI O-I Glass, Inc. | Buy | 19.82% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
CBT | Sell All | 0.39% |
TSE | Sell All | 21.7% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 19.54% | -1.66% | 2024-09-20 |
TSE Trinseo PLC | Buy | 18.85% | -5.11% | 2024-09-20 |
ACNT Ascent Industries Co. | Buy | 19.85% | -0.1% | 2024-09-23 |
FRD Friedman Industries, Incorporated | Buy | 19.88% | 0% | 2024-09-24 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 19.64% | -0.83% | 2024-09-20 |
TSE Trinseo PLC | Buy | 18.92% | -4.47% | 2024-09-20 |
ACNT Ascent Industries Co. | Buy | 19.81% | 0% | 2024-09-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 19.6% | 0% | 2024-09-20 |
TSE Trinseo PLC | Buy | 19.6% | 0% | 2024-09-20 |
Asset | Action | Perf % |
---|---|---|
ACNT | Sell All | -8.78% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ACNT Ascent Industries Co. | Buy | 19.31% | -4.54% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
ALTO | Sell All | -4.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Buy | 19.82% | -0.69% | 2024-09-06 |
ACNT Ascent Industries Co. | Buy | 19.67% | -1.48% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
RYAM | Sell All | -6.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RYAM Rayonier Advanced Materials Inc. | Buy | 18.87% | -4.14% | 2024-09-02 |
ALTO Alto Ingredients, Inc. | Buy | 19.78% | 0% | 2024-09-06 |
ACNT Ascent Industries Co. | Buy | 19.78% | 0% | 2024-09-06 |