1D | 1.8 % |
1W | 0.8 % |
2W | 0.4 % |
1M | -0.3 % |
3M | -3.4 % |
6M | 3.7 % |
9M | 8.8 % |
1Y | 8.8 % |
Alpha
-4.0%
|
Beta
0.46
|
sharpe-R
0.94
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:06 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks 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 20.
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 |
---|---|---|---|---|---|---|
FIX Comfort Systems USA, Inc. | Buy | 5.03% | 4.12% | 2024-10-07 | ||
B Barnes Group Inc. | Buy | 4.97% | 2.81% | 2024-10-07 | ||
GTLS Chart Industries, Inc. | Buy | 4.95% | 2.39% | 2024-10-07 | ||
CECO CECO Environmental Corp. | Buy | 4.79% | -0.83% | 2024-10-07 | ||
HRI Herc Holdings Inc. | Buy | 5.23% | 8.17% | 2024-10-07 | ||
EVI EVI Industries, Inc. | Buy | 4.95% | 2.35% | 2024-10-07 | ||
TNET TriNet Group, Inc. | Buy | 4.77% | -1.29% | 2024-10-07 | ||
BXC BlueLinx Holdings Inc. | Buy | 4.85% | 2.71% | 2024-10-08 | ||
CRS Carpenter Technology Corporation | Buy | 4.71% | -0.23% | 2024-10-08 | ||
PRG PROG Holdings, Inc. | Buy | 4.9% | 3.64% | 2024-10-08 | ||
MGRC McGrath RentCorp | Buy | 4.69% | -0.82% | 2024-10-08 | ||
FWRD Forward Air Corporation | Buy | 5.04% | 6.67% | 2024-10-08 | ||
FBIN Fortune Brands Innovations, Inc. | Buy | 4.57% | 0.59% | 2024-10-10 | ||
CIX CompX International Inc. | Buy | 4.62% | 1.7% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FIX Comfort Systems USA, Inc. | Buy | 4.99% | 3.02% | 2024-10-07 |
B Barnes Group Inc. | Buy | 4.98% | 2.85% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.96% | 2.45% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.65% | -3.94% | 2024-10-07 |
HRI Herc Holdings Inc. | Buy | 5.27% | 8.71% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.96% | 2.46% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.75% | -1.85% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 5% | 5.45% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.73% | -0.14% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.91% | 3.66% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.76% | 0.5% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.76% | 0.48% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 4.63% | 1.86% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.61% | 1.34% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
GLDD | Sell All | 5.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 5.01% | 1.68% | 2024-10-03 |
FIX Comfort Systems USA, Inc. | Buy | 5.05% | 2.74% | 2024-10-07 |
B Barnes Group Inc. | Buy | 5.06% | 2.81% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.95% | 0.61% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.66% | -5.17% | 2024-10-07 |
HRI Herc Holdings Inc. | Buy | 5.16% | 5.01% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.81% | -2.25% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.85% | -1.41% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 4.9% | 1.86% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.7% | -2.34% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.91% | 2.18% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.79% | -0.45% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.64% | -3.53% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 4.65% | 0.69% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.54% | -1.7% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
NL | Sell All | 3.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.94% | 1.06% | 2024-10-03 |
FIX Comfort Systems USA, Inc. | Buy | 5.08% | 4.13% | 2024-10-07 |
B Barnes Group Inc. | Buy | 5.03% | 3.07% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 5.02% | 2.9% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.77% | -2.31% | 2024-10-07 |
HRI Herc Holdings Inc. | Buy | 5.17% | 5.88% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.87% | -0.26% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 5.36% | 9.93% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.87% | -0.17% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 4.9% | 2.67% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.69% | -1.66% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.8% | 0.54% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.72% | -1.16% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.51% | -5.39% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 4.62% | 0.8% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.58% | -0.07% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
TPC | Sell All | -1.88% |
FTAI | Sell All | 11.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TPC Tutor Perini Corporation | Buy | 4.85% | -1.58% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.43% | 10.16% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 5.06% | 3.62% | 2024-10-03 |
FIX Comfort Systems USA, Inc. | Buy | 5.03% | 3.26% | 2024-10-07 |
B Barnes Group Inc. | Buy | 5.02% | 3.07% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 5.01% | 2.8% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.8% | -1.48% | 2024-10-07 |
HRI Herc Holdings Inc. | Buy | 5.06% | 3.81% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.8% | -1.59% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 5.33% | 9.39% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.84% | -0.71% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 4.87% | 2.13% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.83% | 1.29% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.79% | 0.5% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.71% | -1.25% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.65% | -2.47% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 4.56% | -0.42% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.65% | 1.67% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
DRS | Sell All | 4.7% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 5.18% | 3.59% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 4.74% | -5.15% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.42% | 8.43% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 5.05% | 1.94% | 2024-10-03 |
FIX Comfort Systems USA, Inc. | Buy | 5% | 1.18% | 2024-10-07 |
B Barnes Group Inc. | Buy | 5.09% | 3% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.98% | 0.75% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.89% | -0.98% | 2024-10-07 |
HRI Herc Holdings Inc. | Buy | 5.06% | 2.32% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.71% | -4.76% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 5.35% | 8.16% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.87% | -1.57% | 2024-10-07 |
BXC BlueLinx Holdings Inc. | Buy | 4.79% | -0.97% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.92% | 1.73% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.87% | 0.8% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.79% | -1% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.57% | -5.39% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 4.59% | -1.19% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.51% | -2.91% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
BECN | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 5.43% | 10.12% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 4.78% | -2.95% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.38% | 9.07% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 5% | 2.47% | 2024-10-03 |
FIX Comfort Systems USA, Inc. | Buy | 4.97% | 2.01% | 2024-10-07 |
B Barnes Group Inc. | Buy | 5.01% | 2.81% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.97% | 2.06% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.91% | 0.72% | 2024-10-07 |
HRI Herc Holdings Inc. | Buy | 4.98% | 2.3% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.79% | -1.59% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 5.27% | 8.16% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.84% | -0.63% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 4.72% | -0.97% | 2024-10-08 |
BXC BlueLinx Holdings Inc. | Buy | 4.86% | 1.92% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.83% | 1.44% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.8% | 0.8% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.73% | -0.67% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.57% | -4.17% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 4.58% | 0% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.58% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
ASPN | Sell All | -14.27% |