1D | 1.3 % |
1W | -0.2 % |
2W | 0.3 % |
1M | -0.4 % |
3M | -10.3 % |
6M | -2.0 % |
9M | 6.1 % |
1Y | 4.7 % |
Alpha
-15.9%
|
Beta
0.69
|
sharpe-R
0.5
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:04 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -16.47% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Industrials sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
HEES H&E Equipment Services, Inc. | Buy | 10.81% | 10.93% | 2024-09-19 | ||
FIX Comfort Systems USA, Inc. | Buy | 10.74% | 10.21% | 2024-09-20 | ||
DRS Leonardo DRS, Inc. | Buy | 9.71% | 3.52% | 2024-09-30 | ||
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.56% | 5.91% | 2024-10-03 | ||
BXC BlueLinx Holdings Inc. | Buy | 10.01% | 3.48% | 2024-10-07 | ||
FBIN Fortune Brands Innovations, Inc. | Buy | 8.34% | 0.59% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HEES H&E Equipment Services, Inc. | Buy | 10.81% | 10.93% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 10.74% | 10.21% | 2024-09-20 |
DRS Leonardo DRS, Inc. | Buy | 9.71% | 3.52% | 2024-09-30 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.56% | 5.91% | 2024-10-03 |
BXC BlueLinx Holdings Inc. | Buy | 10.01% | 3.48% | 2024-10-07 |
FBIN Fortune Brands Innovations, Inc. | Buy | 8.34% | 0.59% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
AAL | Sell All | 14.68% |
MRCY | Sell All | -5.99% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 10.46% | 5.28% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.9% | 9.72% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 10.64% | 7.11% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 9.78% | -3.12% | 2024-09-25 |
DRS Leonardo DRS, Inc. | Buy | 9.91% | 3.59% | 2024-09-30 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.38% | 1.94% | 2024-10-03 |
BXC BlueLinx Holdings Inc. | Buy | 9.83% | -0.24% | 2024-10-07 |
FBIN Fortune Brands Innovations, Inc. | Buy | 8.35% | -1.19% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
LNN | Sell All | -3.72% |
BECN | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 10.39% | 6.8% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 9.51% | -2.15% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 10.81% | 11.15% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 10.5% | 7.99% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 9.8% | -0.85% | 2024-09-25 |
DRS Leonardo DRS, Inc. | Buy | 10.31% | 10.12% | 2024-09-30 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.23% | 2.47% | 2024-10-03 |
BXC BlueLinx Holdings Inc. | Buy | 9.9% | 2.67% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 9.29% | -0.97% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 8.27% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
ASPN | Sell All | -14.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 10.04% | 3.22% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 9.51% | -2.19% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 10.55% | 8.46% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 10.39% | 6.92% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 9.93% | 0.46% | 2024-09-25 |
DRS Leonardo DRS, Inc. | Buy | 10.19% | 8.9% | 2024-09-30 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.21% | 2.29% | 2024-10-03 |
ASPN Aspen Aerogels, Inc. | Buy | 9.07% | -5.93% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 9.72% | 0.74% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 9.39% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
MATX | Sell All | -5.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 9.94% | 3.04% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 9.53% | -1.27% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 10.4% | 7.75% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 10.21% | 5.85% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 10.01% | 2.1% | 2024-09-25 |
MATX Matson, Inc. | Buy | 9.44% | -3.8% | 2024-09-26 |
DRS Leonardo DRS, Inc. | Buy | 10.12% | 8.9% | 2024-09-30 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.22% | 3.17% | 2024-10-03 |
ASPN Aspen Aerogels, Inc. | Buy | 9.57% | 0% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 9.57% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
FWRD | Sell All | 5.64% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 10.39% | 5.88% | 2024-09-05 |
AAL American Airlines Group Inc. | Buy | 9.4% | -3.85% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 9.7% | -0.81% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 10.23% | 4.63% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 10.21% | 4.53% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 10.19% | 2.6% | 2024-09-25 |
MATX Matson, Inc. | Buy | 9.75% | -1.95% | 2024-09-26 |
DRS Leonardo DRS, Inc. | Buy | 10.03% | 6.57% | 2024-09-30 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.05% | 0% | 2024-10-03 |