1D | -0.1 % |
1W | -1.2 % |
2W | -2.3 % |
1M | -4.5 % |
3M | -4.4 % |
6M | -11.9 % |
9M | -9.8 % |
1Y | -9.6 % |
Alpha
-15.3%
|
Beta
0.22
|
sharpe-R
-0.77
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.45
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-11-21 08:29:22 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -14.82% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 25.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 6.38% | 8.16% | 2024-11-07 | ||
CRS Carpenter Technology Corporation | Buy | 5.98% | 1.46% | 2024-11-07 | ||
RBC RBC Bearings Incorporated | Buy | 6.05% | 2.51% | 2024-11-07 | ||
SXI Standex International Corporation | Buy | 5.72% | -3.08% | 2024-11-07 | ||
CVLG Covenant Logistics Group, Inc. | Buy | 5.84% | -0.96% | 2024-11-07 | ||
TRN Trinity Industries, Inc. | Buy | 5.91% | 0.14% | 2024-11-07 | ||
FTAI FTAI Aviation Ltd. | Buy | 8.29% | 14.12% | 2024-11-08 | ||
BWXT BWX Technologies, Inc. | Buy | 9.8% | 4.17% | 2024-11-11 | ||
TPIC TPI Composites, Inc. | Buy | 7.31% | -15.97% | 2024-11-15 | ||
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.92% | -3.47% | 2024-11-08 | ||
MMS Maximus, Inc. | Sell | -3.4% | 10.36% | 2024-11-08 | ||
FC Franklin Covey Co. | Sell | -3.56% | 6.02% | 2024-11-08 | ||
ATRO Astronics Corporation | Sell | -3.57% | 5.03% | 2024-11-11 | ||
NVEE NV5 Global, Inc. | Sell | -3.51% | 6.64% | 2024-11-11 | ||
ATKR Atkore Inc. | Sell | -3.32% | 11.71% | 2024-11-11 | ||
MLI Mueller Industries, Inc. | Sell | -5% | 0% | 2024-11-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 6.38% | 8.16% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.98% | 1.46% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 6.05% | 2.51% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.72% | -3.08% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 5.84% | -0.96% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 5.91% | 0.14% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 8.29% | 14.12% | 2024-11-08 |
BWXT BWX Technologies, Inc. | Buy | 9.8% | 4.17% | 2024-11-11 |
TPIC TPI Composites, Inc. | Buy | 7.31% | -15.97% | 2024-11-15 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.92% | -3.47% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.4% | 10.36% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.56% | 6.02% | 2024-11-08 |
ATRO Astronics Corporation | Sell | -3.57% | 5.03% | 2024-11-11 |
NVEE NV5 Global, Inc. | Sell | -3.51% | 6.64% | 2024-11-11 |
ATKR Atkore Inc. | Sell | -3.32% | 11.71% | 2024-11-11 |
MLI Mueller Industries, Inc. | Sell | -5% | 0% | 2024-11-14 |
Asset | Action | Perf % |
---|---|---|
VVX | Buy All | 7.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 6.35% | 8.46% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 6.07% | 3.59% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.97% | 1.89% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.8% | -0.9% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 5.86% | 0.07% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 6.01% | 2.65% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 8.22% | 14% | 2024-11-08 |
BWXT BWX Technologies, Inc. | Buy | 9.77% | 4.62% | 2024-11-11 |
TPIC TPI Composites, Inc. | Buy | 7.33% | -15.13% | 2024-11-15 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.88% | -3.18% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.34% | 11.16% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.56% | 5.46% | 2024-11-08 |
VVX V2X, Inc. | Sell | -3.34% | 10.51% | 2024-11-11 |
ATRO Astronics Corporation | Sell | -3.37% | 9.78% | 2024-11-11 |
NVEE NV5 Global, Inc. | Sell | -3.55% | 4.8% | 2024-11-11 |
ATKR Atkore Inc. | Sell | -3.38% | 9.43% | 2024-11-11 |
MLI Mueller Industries, Inc. | Sell | -4.95% | 0.35% | 2024-11-14 |
Asset | Action | Perf % |
---|---|---|
AAON | Sell All | -5.12% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 5.81% | -1.96% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.83% | -1.46% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.86% | -0.96% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.82% | -1.62% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 5.98% | 0.96% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 5.96% | 0.59% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 7.7% | 5.61% | 2024-11-08 |
BWXT BWX Technologies, Inc. | Buy | 9.57% | 1.35% | 2024-11-11 |
AAON AAON, Inc. | Buy | 9.12% | -3.46% | 2024-11-11 |
TPIC TPI Composites, Inc. | Buy | 7.96% | -8.82% | 2024-11-15 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.79% | 0.52% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.36% | 11.87% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.64% | 4.5% | 2024-11-08 |
VVX V2X, Inc. | Sell | -3.23% | 14.37% | 2024-11-11 |
ATRO Astronics Corporation | Sell | -3.45% | 8.57% | 2024-11-11 |
NVEE NV5 Global, Inc. | Sell | -3.55% | 5.95% | 2024-11-11 |
ATKR Atkore Inc. | Sell | -3.52% | 6.65% | 2024-11-11 |
MLI Mueller Industries, Inc. | Sell | -4.9% | 2.55% | 2024-11-14 |
Asset | Action | Perf % |
---|---|---|
FWRD | Sell All | -8.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 5.89% | 0.23% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.67% | -3.43% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.82% | -0.96% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.78% | -1.65% | 2024-11-07 |
FWRD Forward Air Corporation | Buy | 5.59% | -4.88% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 6.07% | 3.33% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 5.93% | 1% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 7.6% | 5.09% | 2024-11-08 |
BWXT BWX Technologies, Inc. | Buy | 9.64% | 2.94% | 2024-11-11 |
AAON AAON, Inc. | Buy | 9.02% | -3.66% | 2024-11-11 |
TPIC TPI Composites, Inc. | Buy | 8.66% | 0% | 2024-11-15 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.7% | 2.07% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.41% | 9.76% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.69% | 2.21% | 2024-11-08 |
VVX V2X, Inc. | Sell | -3.34% | 10.67% | 2024-11-11 |
ATRO Astronics Corporation | Sell | -3.37% | 10.01% | 2024-11-11 |
NVEE NV5 Global, Inc. | Sell | -3.61% | 3.64% | 2024-11-11 |
ATKR Atkore Inc. | Sell | -3.58% | 4.28% | 2024-11-11 |
MLI Mueller Industries, Inc. | Sell | -4.94% | 0.93% | 2024-11-14 |
Asset | Action | Perf % |
---|---|---|
TWI | Sell All | -8.84% |
RYI | Sell All | -6.39% |
SPCE | Sell All | -12.85% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 5.89% | 1.65% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.76% | -0.67% | 2024-11-07 |
RYI Ryerson Holding Corporation | Buy | 5.53% | -4.56% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.78% | -0.26% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.75% | -0.77% | 2024-11-07 |
FWRD Forward Air Corporation | Buy | 5.45% | -5.85% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 6.11% | 5.39% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 5.93% | 2.35% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 7.72% | 8.27% | 2024-11-08 |
BWXT BWX Technologies, Inc. | Buy | 9.8% | 6.05% | 2024-11-11 |
AAON AAON, Inc. | Buy | 9% | -2.61% | 2024-11-11 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.66% | -6.23% | 2024-11-12 |
TWI Titan International, Inc. | Buy | 8.71% | -5.67% | 2024-11-12 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.67% | 1.46% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.65% | 2.1% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.76% | -0.85% | 2024-11-08 |
VVX V2X, Inc. | Sell | -3.37% | 8.79% | 2024-11-11 |
ATRO Astronics Corporation | Sell | -3.37% | 8.79% | 2024-11-11 |
NVEE NV5 Global, Inc. | Sell | -3.69% | 0% | 2024-11-11 |
ATKR Atkore Inc. | Sell | -3.58% | 2.97% | 2024-11-11 |
MLI Mueller Industries, Inc. | Sell | -4.92% | 0% | 2024-11-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 6.01% | 3.11% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.78% | -0.79% | 2024-11-07 |
RYI Ryerson Holding Corporation | Buy | 5.59% | -4.13% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.81% | -0.36% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.82% | -0.14% | 2024-11-07 |
FWRD Forward Air Corporation | Buy | 5.36% | -8.12% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 6.17% | 5.88% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 6.03% | 3.46% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 7.72% | 7.62% | 2024-11-08 |
BWXT BWX Technologies, Inc. | Buy | 9.47% | 1.89% | 2024-11-11 |
AAON AAON, Inc. | Buy | 9.26% | -0.37% | 2024-11-11 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.69% | -6.49% | 2024-11-12 |
TWI Titan International, Inc. | Buy | 9.24% | -0.53% | 2024-11-12 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.77% | -0.58% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.78% | -0.78% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.96% | -5.62% | 2024-11-08 |
VVX V2X, Inc. | Sell | -3.78% | -1.76% | 2024-11-11 |
ATRO Astronics Corporation | Sell | -3.46% | 6.74% | 2024-11-11 |
NVEE NV5 Global, Inc. | Sell | -3.73% | -0.39% | 2024-11-11 |
ATKR Atkore Inc. | Sell | -3.68% | 0.79% | 2024-11-11 |
Asset | Action | Perf % |
---|---|---|
TEX | Sell All | -9.18% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 5.99% | 4.46% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.76% | 0.4% | 2024-11-07 |
RYI Ryerson Holding Corporation | Buy | 5.71% | -0.42% | 2024-11-07 |
TEX Terex Corporation | Buy | 5.44% | -5.17% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.8% | 1.12% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.88% | 2.48% | 2024-11-07 |
FWRD Forward Air Corporation | Buy | 5.36% | -6.65% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 6.03% | 5.1% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 5.92% | 3.24% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 7.75% | 9.77% | 2024-11-08 |
BWXT BWX Technologies, Inc. | Buy | 9.29% | 1.56% | 2024-11-11 |
AAON AAON, Inc. | Buy | 9.32% | 1.82% | 2024-11-11 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 9.15% | 0% | 2024-11-12 |
TWI Titan International, Inc. | Buy | 9.15% | 0% | 2024-11-12 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.71% | -0.49% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.76% | -1.86% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.85% | -4.31% | 2024-11-08 |
VVX V2X, Inc. | Sell | -3.77% | -3.28% | 2024-11-11 |
ATRO Astronics Corporation | Sell | -3.51% | 4.04% | 2024-11-11 |
NVEE NV5 Global, Inc. | Sell | -3.72% | -1.71% | 2024-11-11 |
ATKR Atkore Inc. | Sell | -3.67% | -0.44% | 2024-11-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 5.96% | 2.51% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.79% | -0.53% | 2024-11-07 |
RYI Ryerson Holding Corporation | Buy | 5.65% | -2.83% | 2024-11-07 |
TEX Terex Corporation | Buy | 5.53% | -4.91% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.88% | 1.05% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.91% | 1.6% | 2024-11-07 |
FWRD Forward Air Corporation | Buy | 5.43% | -6.65% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 5.86% | 0.8% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 5.84% | 0.38% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 7.5% | 4.7% | 2024-11-08 |
BWXT BWX Technologies, Inc. | Buy | 9.28% | 0% | 2024-11-11 |
AAON AAON, Inc. | Buy | 9.28% | 0% | 2024-11-11 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.78% | -0.94% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.81% | -1.91% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.88% | -3.81% | 2024-11-08 |
VVX V2X, Inc. | Sell | -3.71% | 0% | 2024-11-11 |
ATRO Astronics Corporation | Sell | -3.71% | 0% | 2024-11-11 |
NVEE NV5 Global, Inc. | Sell | -3.71% | 0% | 2024-11-11 |
ATKR Atkore Inc. | Sell | -3.71% | 0% | 2024-11-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 5.92% | 1.48% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.72% | -1.85% | 2024-11-07 |
RYI Ryerson Holding Corporation | Buy | 5.68% | -2.68% | 2024-11-07 |
TEX Terex Corporation | Buy | 5.61% | -3.87% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.85% | 0.38% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.85% | 0.39% | 2024-11-07 |
FWRD Forward Air Corporation | Buy | 5.67% | -2.82% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 5.71% | -2.02% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 5.81% | -0.38% | 2024-11-07 |
FTAI FTAI Aviation Ltd. | Buy | 7.18% | 0% | 2024-11-08 |
SPR Spirit AeroSystems Holdings, Inc. | Sell | -3.75% | 0% | 2024-11-08 |
MMS Maximus, Inc. | Sell | -3.75% | 0% | 2024-11-08 |
FC Franklin Covey Co. | Sell | -3.75% | 0% | 2024-11-08 |
Asset | Action | Perf % |
---|---|---|
WMS | Sell All | -2.76% |
TRC | Sell All | -5.66% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BECN Beacon Roofing Supply, Inc. | Buy | 5.76% | 0% | 2024-11-07 |
WMS Advanced Drainage Systems, Inc. | Buy | 5.76% | 0% | 2024-11-07 |
CRS Carpenter Technology Corporation | Buy | 5.76% | 0% | 2024-11-07 |
RYI Ryerson Holding Corporation | Buy | 5.76% | 0% | 2024-11-07 |
TRC Tejon Ranch Co. | Buy | 5.76% | 0% | 2024-11-07 |
TEX Terex Corporation | Buy | 5.76% | 0% | 2024-11-07 |
RBC RBC Bearings Incorporated | Buy | 5.76% | 0% | 2024-11-07 |
SXI Standex International Corporation | Buy | 5.76% | 0% | 2024-11-07 |
FWRD Forward Air Corporation | Buy | 5.76% | 0% | 2024-11-07 |
CVLG Covenant Logistics Group, Inc. | Buy | 5.76% | 0% | 2024-11-07 |
TRN Trinity Industries, Inc. | Buy | 5.76% | 0% | 2024-11-07 |
Asset | Action | Perf % |
---|---|---|
PRLB | Buy All | -35.52% |
TWI | Buy All | 6.86% |
FWRD | Sell All | -9.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 6.95% | -2.02% | 2024-10-08 |
PRLB Proto Labs, Inc. | Sell | -3.76% | 4.74% | 2024-10-03 |
TWI Titan International, Inc. | Sell | -4.26% | 4.25% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
FORR | Buy All | 14.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 6.91% | -2.84% | 2024-10-08 |
FORR Forrester Research, Inc. | Sell | -3.11% | 12.05% | 2024-09-26 |
PRLB Proto Labs, Inc. | Sell | -3.79% | 4.32% | 2024-10-03 |
TWI Titan International, Inc. | Sell | -4.4% | 1.37% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
IIIN | Buy All | 3.6% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 7.09% | -0.4% | 2024-10-08 |
FORR Forrester Research, Inc. | Sell | -3.26% | 8.01% | 2024-09-26 |
PRLB Proto Labs, Inc. | Sell | -4% | -1.03% | 2024-10-03 |
TWI Titan International, Inc. | Sell | -4.45% | 0.27% | 2024-10-04 |
IIIN Insteel Industries, Inc. | Sell | -3.2% | 8.11% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
CIX | Sell All | -3.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 7.45% | 5.34% | 2024-10-08 |
CIX CompX International Inc. | Buy | 7.06% | 0.82% | 2024-10-10 |
FORR Forrester Research, Inc. | Sell | -3.32% | 5.73% | 2024-09-26 |
PRLB Proto Labs, Inc. | Sell | -4.09% | -3.82% | 2024-10-03 |
TWI Titan International, Inc. | Sell | -4.24% | 4.39% | 2024-10-04 |
IIIN Insteel Industries, Inc. | Sell | -3.22% | 7.16% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
HEES | Sell All | 10.12% |
FIX | Sell All | 9.8% |
TNET | Sell All | -4.49% |