1D | 1.3 % |
1W | -0.2 % |
2W | 0.3 % |
1M | -0.7 % |
3M | -4.4 % |
6M | 3.8 % |
9M | 7.8 % |
1Y | 11.0 % |
Alpha
-6.8%
|
Beta
0.59
|
sharpe-R
0.98
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:07 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.89% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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 |
---|---|---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 5.08% | 3.52% | 2024-09-30 | ||
TPC Tutor Perini Corporation | Buy | 4.98% | 1.51% | 2024-10-01 | ||
FTAI FTAI Aviation Ltd. | Buy | 5.36% | 9.32% | 2024-10-01 | ||
GLDD Great Lakes Dredge & Dock Corporation | Buy | 5.11% | 5.91% | 2024-10-03 | ||
B Barnes Group Inc. | Buy | 4.91% | 2.81% | 2024-10-07 | ||
GTLS Chart Industries, Inc. | Buy | 4.89% | 2.39% | 2024-10-07 | ||
CECO CECO Environmental Corp. | Buy | 4.73% | -0.83% | 2024-10-07 | ||
EVI EVI Industries, Inc. | Buy | 4.89% | 2.35% | 2024-10-07 | ||
TNET TriNet Group, Inc. | Buy | 4.71% | -1.29% | 2024-10-07 | ||
CRS Carpenter Technology Corporation | Buy | 4.66% | -0.23% | 2024-10-08 | ||
PRG PROG Holdings, Inc. | Buy | 4.84% | 3.64% | 2024-10-08 | ||
MGRC McGrath RentCorp | Buy | 4.63% | -0.82% | 2024-10-08 | ||
FBIN Fortune Brands Innovations, Inc. | Buy | 4.93% | 0.59% | 2024-10-10 | ||
CIX CompX International Inc. | Buy | 4.98% | 1.7% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 5.03% | 1.26% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 4.92% | -1.1% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.42% | 9.11% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.97% | 1.68% | 2024-10-03 |
B Barnes Group Inc. | Buy | 4.97% | 2.81% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.87% | 0.61% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.59% | -5.17% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.73% | -2.25% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.77% | -1.41% | 2024-10-07 |
CRS Carpenter Technology Corporation | Buy | 4.62% | -2.34% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.84% | 2.18% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.71% | -0.45% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 5% | 0.69% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.88% | -1.7% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
NL | Sell All | 3.27% |
MRCY | Sell All | -1.61% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MRCY Mercury Systems, Inc. | Buy | 4.83% | -3.12% | 2024-09-25 |
DRS Leonardo DRS, Inc. | Buy | 5.14% | 3.59% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 4.71% | -5.15% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.38% | 8.43% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.98% | 1.94% | 2024-10-03 |
B Barnes Group Inc. | Buy | 4.98% | 3% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.87% | 0.75% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.78% | -0.98% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.6% | -4.76% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 5.23% | 8.16% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.76% | -1.57% | 2024-10-07 |
CRS Carpenter Technology Corporation | Buy | 4.81% | 1.73% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.77% | 0.8% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.68% | -1% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 4.9% | -1.19% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.81% | -2.91% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
FIX | Sell All | 7.11% |
BECN | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FIX Comfort Systems USA, Inc. | Buy | 5.3% | 7.99% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 4.88% | -0.85% | 2024-09-25 |
DRS Leonardo DRS, Inc. | Buy | 5.39% | 10.12% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 4.75% | -2.95% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.34% | 9.07% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.93% | 2.47% | 2024-10-03 |
B Barnes Group Inc. | Buy | 4.9% | 2.81% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.86% | 2.06% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.8% | 0.72% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.69% | -1.59% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 5.16% | 8.16% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.74% | -0.63% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 4.62% | -0.97% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.73% | 1.44% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.7% | 0.8% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.63% | -0.67% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 4.89% | 0% | 2024-10-10 |
CIX CompX International Inc. | Buy | 4.89% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
LNN | Sell All | -2.15% |
HEES | Sell All | 11.15% |
ASPN | Sell All | -14.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LNN Lindsay Corporation | Buy | 4.75% | -3.18% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 5.38% | 9.59% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 5.23% | 6.58% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 4.93% | 0.11% | 2024-09-25 |
DRS Leonardo DRS, Inc. | Buy | 5.34% | 8.9% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 4.77% | -2.65% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.4% | 10.2% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.94% | 2.56% | 2024-10-03 |
ASPN Aspen Aerogels, Inc. | Buy | 4.49% | -5.93% | 2024-10-07 |
B Barnes Group Inc. | Buy | 4.9% | 2.7% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.78% | 0.18% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.72% | -1.05% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.69% | -1.64% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 5.02% | 5.17% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.69% | -1.71% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 4.66% | -0.27% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.67% | 0% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.71% | 0.77% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.67% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
AAL | Sell All | 6.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 5.08% | 3.22% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 4.82% | -2.19% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 5.34% | 8.46% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 5.27% | 6.92% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 4.97% | 0.46% | 2024-09-25 |
DRS Leonardo DRS, Inc. | Buy | 5.36% | 8.9% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 4.87% | -1.07% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.16% | 4.88% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.95% | 2.29% | 2024-10-03 |
ASPN Aspen Aerogels, Inc. | Buy | 4.5% | -5.93% | 2024-10-07 |
B Barnes Group Inc. | Buy | 4.92% | 2.7% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.87% | 1.75% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.74% | -1.05% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.82% | 0.72% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 4.89% | 2.18% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.71% | -1.57% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 4.68% | 0% | 2024-10-08 |
CRS Carpenter Technology Corporation | Buy | 4.68% | 0% | 2024-10-08 |
PRG PROG Holdings, Inc. | Buy | 4.68% | 0% | 2024-10-08 |
MGRC McGrath RentCorp | Buy | 4.68% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
MATX | Sell All | -5.25% |
IBP | Sell All | -5.31% |
TBI | Sell All | -7.1% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 5.05% | 3.04% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 4.84% | -1.27% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 5.28% | 7.75% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 5.19% | 5.85% | 2024-09-20 |
MRCY Mercury Systems, Inc. | Buy | 5.02% | 2.1% | 2024-09-25 |
MATX Matson, Inc. | Buy | 4.76% | -3.8% | 2024-09-26 |
DRS Leonardo DRS, Inc. | Buy | 5.33% | 8.9% | 2024-09-30 |
IBP Installed Building Products, Inc. | Buy | 4.67% | -4.64% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 5% | 2.1% | 2024-10-01 |
FTAI FTAI Aviation Ltd. | Buy | 5.16% | 5.46% | 2024-10-01 |
TBI TrueBlue, Inc. | Buy | 4.65% | -5.07% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.96% | 3.17% | 2024-10-03 |
ASPN Aspen Aerogels, Inc. | Buy | 4.76% | 0% | 2024-10-07 |
B Barnes Group Inc. | Buy | 4.76% | 0% | 2024-10-07 |
GTLS Chart Industries, Inc. | Buy | 4.76% | 0% | 2024-10-07 |
CECO CECO Environmental Corp. | Buy | 4.76% | 0% | 2024-10-07 |
EVI EVI Industries, Inc. | Buy | 4.76% | 0% | 2024-10-07 |
NL NL Industries, Inc. | Buy | 4.76% | 0% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 4.76% | 0% | 2024-10-07 |