1D | 0.4 % |
1W | 0.0 % |
2W | 0.0 % |
1M | -2.5 % |
3M | -9.3 % |
6M | 0.6 % |
9M | 2.5 % |
1Y | -4.5 % |
Alpha
-18.3%
|
Beta
0.52
|
sharpe-R
0.04
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:00 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -13.74% |
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 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 | Perf % |
---|---|---|
FBIN | Sell All | 1.86% |
CIX | Sell All | 1.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FBIN Fortune Brands Innovations, Inc. | Buy | 9.29% | 0.8% | 2024-10-10 |
CIX CompX International Inc. | Buy | 9.21% | -0.07% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
CRS | Sell All | -1.66% |
HRI | Sell All | 5.11% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CRS Carpenter Technology Corporation | Buy | 9.87% | 1.29% | 2024-10-08 |
HRI Herc Holdings Inc. | Buy | 10.04% | 3.05% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 9.17% | -0.42% | 2024-10-10 |
CIX CompX International Inc. | Buy | 9.36% | 1.67% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
BXC | Sell All | 2.89% |
FIX | Sell All | 3.26% |
B | Sell All | 3.07% |
GTLS | Sell All | 2.8% |
CECO | Sell All | -1.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BXC BlueLinx Holdings Inc. | Buy | 9.95% | -0.24% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 10.1% | 1.18% | 2024-10-07 |
B Barnes Group Inc. | Buy | 10.28% | 3% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 10.05% | 0.75% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 9.88% | -0.98% | 2024-10-07 |
CRS Carpenter Technology Corporation | Buy | 10.04% | 1.73% | 2024-10-08 |
HRI Herc Holdings Inc. | Buy | 10.02% | 1.58% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 9.21% | -1.19% | 2024-10-10 |
CIX CompX International Inc. | Buy | 9.05% | -2.91% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
BECN | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BXC BlueLinx Holdings Inc. | Buy | 10.1% | 2.67% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 10.04% | 2.01% | 2024-10-07 |
B Barnes Group Inc. | Buy | 10.12% | 2.81% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 10.04% | 2.06% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 9.91% | 0.72% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 9.64% | -0.97% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 9.87% | 1.44% | 2024-10-08 |
HRI Herc Holdings Inc. | Buy | 9.88% | 1.56% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 9.19% | 0% | 2024-10-10 |
CIX CompX International Inc. | Buy | 9.19% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
GLDD | Sell All | 2.47% |
ASPN | Sell All | -14.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.92% | 2.29% | 2024-10-03 |
ASPN Aspen Aerogels, Inc. | Buy | 9.25% | -5.93% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 9.9% | 0.74% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 9.93% | 1% | 2024-10-07 |
B Barnes Group Inc. | Buy | 10.1% | 2.7% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 10% | 1.75% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 9.73% | -1.05% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 9.72% | 0% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 9.72% | 0% | 2024-10-08 |
HRI Herc Holdings Inc. | Buy | 9.72% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
TPC | Sell All | -1.07% |
FTAI | Sell All | 4.88% |
TBI | Sell All | -7.1% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TPC Tutor Perini Corporation | Buy | 9.96% | 2.1% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 10.29% | 5.46% | 2024-10-01 |
TBI TrueBlue, Inc. | Buy | 9.26% | -5.07% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.94% | 3.17% | 2024-10-03 |
ASPN Aspen Aerogels, Inc. | Buy | 9.76% | 0% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 9.76% | 0% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 9.76% | 0% | 2024-10-07 |
B Barnes Group Inc. | Buy | 9.76% | 0% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 9.76% | 0% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 9.76% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
DRS | Sell All | 8.9% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 10.49% | 5.06% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 9.86% | -0.52% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 9.95% | 0.41% | 2024-10-01 |
TBI TrueBlue, Inc. | Buy | 9.33% | -5.83% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.72% | -0.62% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
THR | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 10.57% | 6.57% | 2024-09-30 |
THR Thermon Group Holdings, Inc. | Buy | 9.63% | -2.91% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 9.89% | 0.48% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 9.97% | 1.29% | 2024-10-01 |
TBI TrueBlue, Inc. | Buy | 9.37% | -4.82% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.72% | 0% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
MATX | Sell All | -1.95% |
TWI | Sell All | -6.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MATX Matson, Inc. | Buy | 9.87% | -1.18% | 2024-09-26 |
DRS Leonardo DRS, Inc. | Buy | 10.55% | 6.57% | 2024-09-30 |
THR Thermon Group Holdings, Inc. | Buy | 9.78% | -1.21% | 2024-09-30 |
TWI Titan International, Inc. | Buy | 9.47% | -4.35% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 9.59% | -2.32% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 9.73% | -0.94% | 2024-10-01 |
TBI TrueBlue, Inc. | Buy | 9.6% | -2.28% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
PTSI | Sell All | -1.36% |
SAVE | Sell All | -6.5% |
MRCY | Sell All | 3.58% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MRCY Mercury Systems, Inc. | Buy | 9.99% | 1.15% | 2024-09-25 |
MATX Matson, Inc. | Buy | 9.85% | -0.12% | 2024-09-26 |
SAVE Spirit Airlines, Inc. | Buy | 9.54% | -2.44% | 2024-09-27 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 10.25% | 4.82% | 2024-09-27 |
DRS Leonardo DRS, Inc. | Buy | 9.9% | 1.26% | 2024-09-30 |
THR Thermon Group Holdings, Inc. | Buy | 9.77% | -0.03% | 2024-09-30 |
TWI Titan International, Inc. | Buy | 9.61% | -1.69% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 9.7% | 0% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 9.7% | 0% | 2024-10-01 |
TBI TrueBlue, Inc. | Buy | 9.7% | 0% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
WCC | Sell All | -2.4% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MRCY Mercury Systems, Inc. | Buy | 10.1% | 2.52% | 2024-09-25 |
MATX Matson, Inc. | Buy | 9.77% | -0.6% | 2024-09-26 |
WCC WESCO International, Inc. | Buy | 9.71% | -0.31% | 2024-09-27 |
SAVE Spirit Airlines, Inc. | Buy | 9.67% | -0.81% | 2024-09-27 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 10.04% | 3% | 2024-09-27 |
DRS Leonardo DRS, Inc. | Buy | 9.74% | 0% | 2024-09-30 |
THR Thermon Group Holdings, Inc. | Buy | 9.74% | 0% | 2024-09-30 |
TWI Titan International, Inc. | Buy | 9.74% | 0% | 2024-09-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MRCY Mercury Systems, Inc. | Buy | 9.99% | 1.07% | 2024-09-25 |
MATX Matson, Inc. | Buy | 9.79% | -0.76% | 2024-09-26 |
WCC WESCO International, Inc. | Buy | 9.78% | 0% | 2024-09-27 |
SAVE Spirit Airlines, Inc. | Buy | 9.78% | 0% | 2024-09-27 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 9.78% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
TGI | Sell All | -6.73% |
BLDR | Sell All | -5.83% |
FIX | Sell All | 4.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TGI Triumph Group, Inc. | Buy | 9.36% | -5.62% | 2024-09-20 |
BLDR Builders FirstSource, Inc. | Buy | 9.43% | -4.92% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.24% | 3.26% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 9.78% | -1.04% | 2024-09-25 |
MATX Matson, Inc. | Buy | 9.86% | 0% | 2024-09-26 |
Asset | Action | Perf % |
---|---|---|
LNN | Sell All | -2.53% |
HEES | Sell All | 0.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LNN Lindsay Corporation | Buy | 9.8% | -0.64% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 10.07% | 2.11% | 2024-09-19 |
TGI Triumph Group, Inc. | Buy | 9.44% | -4.29% | 2024-09-20 |
BLDR Builders FirstSource, Inc. | Buy | 9.43% | -4.37% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.07% | 2.08% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 9.84% | 0% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
AAL | Sell All | -1.16% |