| 1D | 2.0 % |
| 1W | -0.6 % |
| 2W | -0.4 % |
| 1M | -2.4 % |
| 3M | -5.3 % |
| 6M | 3.8 % |
| 9M | 11.9 % |
| 1Y | 2.3 % |
|
Alpha
-12.4%
|
Beta
0.49
|
sharpe-R
0.31
|
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
| Calculation Frequency | Daily |
| Latest Valuation Time | 2024-10-18 07:51:16 |
| Launch Date | 2023-01-01 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -13.25% |
| Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 25.
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 | 6.5% | 4.12% | 2024-10-07 | ||
| B Barnes Group Inc. | Buy | 6.42% | 2.81% | 2024-10-07 | ||
| GTLS Chart Industries, Inc. | Buy | 6.39% | 2.39% | 2024-10-07 | ||
| CECO CECO Environmental Corp. | Buy | 6.19% | -0.83% | 2024-10-07 | ||
| HRI Herc Holdings Inc. | Buy | 6.75% | 8.17% | 2024-10-07 | ||
| EVI EVI Industries, Inc. | Buy | 6.39% | 2.35% | 2024-10-07 | ||
| TNET TriNet Group, Inc. | Buy | 6.16% | -1.29% | 2024-10-07 | ||
| BXC BlueLinx Holdings Inc. | Buy | 7.61% | 2.71% | 2024-10-08 | ||
| CRS Carpenter Technology Corporation | Buy | 7.39% | -0.23% | 2024-10-08 | ||
| FBIN Fortune Brands Innovations, Inc. | Buy | 11.53% | 0.59% | 2024-10-10 | ||
| CIX CompX International Inc. | Buy | 11.65% | 1.7% | 2024-10-10 | ||
| PRLB Proto Labs, Inc. | Sell | -4.18% | -4.25% | 2024-10-08 | ||
| IIIN Insteel Industries, Inc. | Sell | -4.38% | 4.79% | 2024-10-10 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| FIX Comfort Systems USA, Inc. | Buy | 6.44% | 3.02% | 2024-10-07 |
| B Barnes Group Inc. | Buy | 6.43% | 2.85% | 2024-10-07 |
| GTLS Chart Industries, Inc. | Buy | 6.4% | 2.45% | 2024-10-07 |
| CECO CECO Environmental Corp. | Buy | 6.01% | -3.94% | 2024-10-07 |
| HRI Herc Holdings Inc. | Buy | 6.8% | 8.71% | 2024-10-07 |
| EVI EVI Industries, Inc. | Buy | 6.4% | 2.46% | 2024-10-07 |
| TNET TriNet Group, Inc. | Buy | 6.14% | -1.85% | 2024-10-07 |
| BXC BlueLinx Holdings Inc. | Buy | 7.82% | 5.45% | 2024-10-08 |
| CRS Carpenter Technology Corporation | Buy | 7.41% | -0.14% | 2024-10-08 |
| FBIN Fortune Brands Innovations, Inc. | Buy | 11.69% | 1.86% | 2024-10-10 |
| CIX CompX International Inc. | Buy | 11.63% | 1.34% | 2024-10-10 |
| PRLB Proto Labs, Inc. | Sell | -4.18% | -4.11% | 2024-10-08 |
| IIIN Insteel Industries, Inc. | Sell | -4.61% | -0.14% | 2024-10-10 |
| Asset | Action | Perf % |
|---|---|---|
| GLDD | Sell All | 5.56% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| GLDD Great Lakes Dredge & Dock Corporation | Buy | 7.37% | 1.68% | 2024-10-03 |
| FIX Comfort Systems USA, Inc. | Buy | 6.54% | 2.74% | 2024-10-07 |
| B Barnes Group Inc. | Buy | 6.54% | 2.81% | 2024-10-07 |
| GTLS Chart Industries, Inc. | Buy | 6.4% | 0.61% | 2024-10-07 |
| CECO CECO Environmental Corp. | Buy | 6.04% | -5.17% | 2024-10-07 |
| HRI Herc Holdings Inc. | Buy | 6.68% | 5.01% | 2024-10-07 |
| EVI EVI Industries, Inc. | Buy | 6.22% | -2.25% | 2024-10-07 |
| TNET TriNet Group, Inc. | Buy | 6.28% | -1.41% | 2024-10-07 |
| BXC BlueLinx Holdings Inc. | Buy | 7.69% | 1.86% | 2024-10-08 |
| CRS Carpenter Technology Corporation | Buy | 7.38% | -2.34% | 2024-10-08 |
| FBIN Fortune Brands Innovations, Inc. | Buy | 11.77% | 0.69% | 2024-10-10 |
| CIX CompX International Inc. | Buy | 11.49% | -1.7% | 2024-10-10 |
| PRLB Proto Labs, Inc. | Sell | -4.14% | -1.25% | 2024-10-08 |
| IIIN Insteel Industries, Inc. | Sell | -4.7% | -0.17% | 2024-10-10 |
| Asset | Action | Perf % |
|---|---|---|
| NL | Sell All | 3.27% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| GLDD Great Lakes Dredge & Dock Corporation | Buy | 7.23% | 1.06% | 2024-10-03 |
| FIX Comfort Systems USA, Inc. | Buy | 6.54% | 4.13% | 2024-10-07 |
| B Barnes Group Inc. | Buy | 6.47% | 3.07% | 2024-10-07 |
| GTLS Chart Industries, Inc. | Buy | 6.46% | 2.9% | 2024-10-07 |
| CECO CECO Environmental Corp. | Buy | 6.13% | -2.31% | 2024-10-07 |
| HRI Herc Holdings Inc. | Buy | 6.65% | 5.88% | 2024-10-07 |
| EVI EVI Industries, Inc. | Buy | 6.26% | -0.26% | 2024-10-07 |
| NL NL Industries, Inc. | Buy | 6.9% | 9.93% | 2024-10-07 |
| TNET TriNet Group, Inc. | Buy | 6.27% | -0.17% | 2024-10-07 |
| BXC BlueLinx Holdings Inc. | Buy | 7.65% | 2.67% | 2024-10-08 |
| CRS Carpenter Technology Corporation | Buy | 7.33% | -1.66% | 2024-10-08 |
| FBIN Fortune Brands Innovations, Inc. | Buy | 11.62% | 0.8% | 2024-10-10 |
| CIX CompX International Inc. | Buy | 11.52% | -0.07% | 2024-10-10 |
| PRLB Proto Labs, Inc. | Sell | -4.1% | -1.68% | 2024-10-08 |
| IIIN Insteel Industries, Inc. | Sell | -4.66% | -0.58% | 2024-10-10 |
| Asset | Action | Perf % |
|---|---|---|
| CYRX | Buy All | 9.63% |
| JELD | Buy All | 1.97% |
| WCC | Buy All | -4.45% |
| TPC | Sell All | -1.88% |
| FTAI | Sell All | 11.43% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| TPC Tutor Perini Corporation | Buy | 7.89% | -1.58% | 2024-10-01 |
| FTAI FTAI Aviation Ltd. | Buy | 8.83% | 10.16% | 2024-10-01 |
| GLDD Great Lakes Dredge & Dock Corporation | Buy | 7.39% | 3.62% | 2024-10-03 |
| FIX Comfort Systems USA, Inc. | Buy | 6.47% | 3.26% | 2024-10-07 |
| B Barnes Group Inc. | Buy | 6.46% | 3.07% | 2024-10-07 |
| GTLS Chart Industries, Inc. | Buy | 6.44% | 2.8% | 2024-10-07 |
| CECO CECO Environmental Corp. | Buy | 6.17% | -1.48% | 2024-10-07 |
| HRI Herc Holdings Inc. | Buy | 6.51% | 3.81% | 2024-10-07 |
| EVI EVI Industries, Inc. | Buy | 6.17% | -1.59% | 2024-10-07 |
| NL NL Industries, Inc. | Buy | 6.85% | 9.39% | 2024-10-07 |
| TNET TriNet Group, Inc. | Buy | 6.22% | -0.71% | 2024-10-07 |
| BXC BlueLinx Holdings Inc. | Buy | 7.59% | 2.13% | 2024-10-08 |
| CRS Carpenter Technology Corporation | Buy | 7.53% | 1.29% | 2024-10-08 |
| FBIN Fortune Brands Innovations, Inc. | Buy | 11.46% | -0.42% | 2024-10-10 |
| CIX CompX International Inc. | Buy | 11.7% | 1.67% | 2024-10-10 |
| WCC WESCO International, Inc. | Sell | -3.08% | -4.01% | 2024-10-01 |
| CYRX Cryoport, Inc. | Sell | -3.45% | 11.53% | 2024-10-07 |
| PRLB Proto Labs, Inc. | Sell | -4.09% | -1.64% | 2024-10-08 |
| JELD JELD-WEN Holding, Inc. | Sell | -4.45% | 3.68% | 2024-10-10 |
| IIIN Insteel Industries, Inc. | Sell | -4.65% | -0.68% | 2024-10-10 |
| Asset | Action | Perf % |
|---|---|---|
| ATI | Buy All | 0.55% |
| DRS | Sell All | 4.7% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| DRS Leonardo DRS, Inc. | Buy | 8.44% | 3.59% | 2024-09-30 |
| TPC Tutor Perini Corporation | Buy | 7.72% | -5.15% | 2024-10-01 |
| FTAI FTAI Aviation Ltd. | Buy | 8.83% | 8.43% | 2024-10-01 |
| GLDD Great Lakes Dredge & Dock Corporation | Buy | 7.39% | 1.94% | 2024-10-03 |
| FIX Comfort Systems USA, Inc. | Buy | 6.44% | 1.18% | 2024-10-07 |
| B Barnes Group Inc. | Buy | 6.56% | 3% | 2024-10-07 |
| GTLS Chart Industries, Inc. | Buy | 6.41% | 0.75% | 2024-10-07 |
| CECO CECO Environmental Corp. | Buy | 6.3% | -0.98% | 2024-10-07 |
| HRI Herc Holdings Inc. | Buy | 6.51% | 2.32% | 2024-10-07 |
| EVI EVI Industries, Inc. | Buy | 6.06% | -4.76% | 2024-10-07 |
| NL NL Industries, Inc. | Buy | 6.89% | 8.16% | 2024-10-07 |
| TNET TriNet Group, Inc. | Buy | 6.27% | -1.57% | 2024-10-07 |
| BXC BlueLinx Holdings Inc. | Buy | 7.48% | -0.97% | 2024-10-08 |
| CRS Carpenter Technology Corporation | Buy | 7.68% | 1.73% | 2024-10-08 |
| FBIN Fortune Brands Innovations, Inc. | Buy | 11.55% | -1.19% | 2024-10-10 |
| CIX CompX International Inc. | Buy | 11.35% | -2.91% | 2024-10-10 |
| WCC WESCO International, Inc. | Sell | -2.99% | 0.73% | 2024-10-01 |
| ATI ATI Inc. | Sell | -3.27% | 1.52% | 2024-10-04 |
| CYRX Cryoport, Inc. | Sell | -3.35% | 15.46% | 2024-10-07 |
| PRLB Proto Labs, Inc. | Sell | -4.15% | -1.47% | 2024-10-08 |
| JELD JELD-WEN Holding, Inc. | Sell | -4.38% | 6.73% | 2024-10-10 |
| IIIN Insteel Industries, Inc. | Sell | -4.66% | 0.75% | 2024-10-10 |
| Asset | Action | Perf % |
|---|---|---|
| TGI | Buy All | -12.15% |
| WSC | Buy All | 6.93% |
| BECN | Sell All | -4.86% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| DRS Leonardo DRS, Inc. | Buy | 8.74% | 10.12% | 2024-09-30 |
| TPC Tutor Perini Corporation | Buy | 7.7% | -2.95% | 2024-10-01 |
| FTAI FTAI Aviation Ltd. | Buy | 8.66% | 9.07% | 2024-10-01 |
| GLDD Great Lakes Dredge & Dock Corporation | Buy | 7.24% | 2.47% | 2024-10-03 |
| FIX Comfort Systems USA, Inc. | Buy | 6.33% | 2.01% | 2024-10-07 |
| B Barnes Group Inc. | Buy | 6.38% | 2.81% | 2024-10-07 |
| GTLS Chart Industries, Inc. | Buy | 6.33% | 2.06% | 2024-10-07 |
| CECO CECO Environmental Corp. | Buy | 6.25% | 0.72% | 2024-10-07 |
| HRI Herc Holdings Inc. | Buy | 6.35% | 2.3% | 2024-10-07 |
| EVI EVI Industries, Inc. | Buy | 6.11% | -1.59% | 2024-10-07 |
| NL NL Industries, Inc. | Buy | 6.71% | 8.16% | 2024-10-07 |
| TNET TriNet Group, Inc. | Buy | 6.17% | -0.63% | 2024-10-07 |
| BECN Beacon Roofing Supply, Inc. | Buy | 7.29% | -0.97% | 2024-10-08 |
| BXC BlueLinx Holdings Inc. | Buy | 7.5% | 1.92% | 2024-10-08 |
| CRS Carpenter Technology Corporation | Buy | 7.47% | 1.44% | 2024-10-08 |
| FBIN Fortune Brands Innovations, Inc. | Buy | 11.39% | 0% | 2024-10-10 |
| CIX CompX International Inc. | Buy | 11.39% | 0% | 2024-10-10 |
| WSC WillScot Mobile Mini Holdings Corp. | Sell | -3.82% | 5.83% | 2024-09-27 |
| WCC WESCO International, Inc. | Sell | -2.91% | 0.82% | 2024-10-01 |
| ATI ATI Inc. | Sell | -3.18% | 1.69% | 2024-10-04 |
| TGI Triumph Group, Inc. | Sell | -3.58% | 7.47% | 2024-10-07 |
| CYRX Cryoport, Inc. | Sell | -3.32% | 14.07% | 2024-10-07 |
| PRLB Proto Labs, Inc. | Sell | -4.04% | -1.47% | 2024-10-08 |
| JELD JELD-WEN Holding, Inc. | Sell | -4.57% | 0% | 2024-10-10 |
| IIIN Insteel Industries, Inc. | Sell | -4.57% | 0% | 2024-10-10 |
| Asset | Action | Perf % |
|---|---|---|
| ASPN | Sell All | -14.27% |