1D | 0.2 % |
1W | 0.0 % |
2W | 1.2 % |
1M | 0.1 % |
3M | -11.5 % |
6M | -13.0 % |
9M | -12.0 % |
1Y | -15.3 % |
Alpha
-30.4%
|
Beta
0.45
|
sharpe-R
-0.73
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:50:57 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -22.88% |
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 5.
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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FBIN Fortune Brands Innovations, Inc. | Buy | 19.72% | -0.42% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
BXC | Sell All | 2.89% |
FIX | Sell All | 3.26% |
B | Sell All | 3.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BXC BlueLinx Holdings Inc. | Buy | 19.58% | -0.24% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 19.86% | 1.18% | 2024-10-07 |
B Barnes Group Inc. | Buy | 20.22% | 3% | 2024-10-07 |
FBIN Fortune Brands Innovations, Inc. | Buy | 19.8% | -1.19% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
BECN | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BXC BlueLinx Holdings Inc. | Buy | 19.82% | 2.67% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 19.69% | 2.01% | 2024-10-07 |
B Barnes Group Inc. | Buy | 19.84% | 2.81% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 18.94% | -0.97% | 2024-10-08 |
FBIN Fortune Brands Innovations, Inc. | Buy | 19.71% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
GLDD | Sell All | 2.47% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.77% | 2.29% | 2024-10-03 |
BXC BlueLinx Holdings Inc. | Buy | 19.53% | 0.74% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 19.58% | 1% | 2024-10-07 |
B Barnes Group Inc. | Buy | 19.91% | 2.7% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 19.21% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
TPC | Sell All | -1.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TPC Tutor Perini Corporation | Buy | 19.84% | 2.1% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.96% | 3.17% | 2024-10-03 |
BXC BlueLinx Holdings Inc. | Buy | 19.4% | 0% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 19.4% | 0% | 2024-10-07 |
B Barnes Group Inc. | Buy | 19.4% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
DRS | Sell All | 8.9% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 20.83% | 5.06% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 19.72% | -0.52% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.61% | -0.62% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
WCC | Sell All | -4.39% |
THR | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WCC WESCO International, Inc. | Buy | 19.03% | -2.7% | 2024-09-27 |
DRS Leonardo DRS, Inc. | Buy | 20.85% | 6.57% | 2024-09-30 |
THR Thermon Group Holdings, Inc. | Buy | 18.99% | -2.91% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 19.66% | 0.48% | 2024-10-01 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.47% | 0% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
MATX | Sell All | -1.95% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MATX Matson, Inc. | Buy | 19.87% | -0.12% | 2024-09-26 |
WCC WESCO International, Inc. | Buy | 19.12% | -2.4% | 2024-09-27 |
DRS Leonardo DRS, Inc. | Buy | 19.84% | 1.26% | 2024-09-30 |
THR Thermon Group Holdings, Inc. | Buy | 19.58% | -0.03% | 2024-09-30 |
TPC Tutor Perini Corporation | Buy | 19.59% | 0% | 2024-10-01 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MATX Matson, Inc. | Buy | 19.76% | -0.6% | 2024-09-26 |
WCC WESCO International, Inc. | Buy | 19.51% | -0.31% | 2024-09-27 |
DRS Leonardo DRS, Inc. | Buy | 19.58% | 0% | 2024-09-30 |
THR Thermon Group Holdings, Inc. | Buy | 19.58% | 0% | 2024-09-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MATX Matson, Inc. | Buy | 19.72% | -0.76% | 2024-09-26 |
WCC WESCO International, Inc. | Buy | 19.57% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
BLDR | Sell All | -5.83% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLDR Builders FirstSource, Inc. | Buy | 18.77% | -4.92% | 2024-09-20 |
MATX Matson, Inc. | Buy | 19.81% | 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 | 19.47% | -0.64% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 20.01% | 2.11% | 2024-09-19 |
BLDR Builders FirstSource, Inc. | Buy | 18.73% | -4.37% | 2024-09-20 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | 4.14% |
AAL | Sell All | -1.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 19.23% | -1.41% | 2024-09-18 |
AAL American Airlines Group Inc. | Buy | 19.4% | -0.54% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 19.74% | 1.23% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 20.15% | 3.31% | 2024-09-19 |
BLDR Builders FirstSource, Inc. | Buy | 19.49% | 0% | 2024-09-20 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 19.67% | 0.14% | 2024-09-18 |
AAL American Airlines Group Inc. | Buy | 19.4% | -1.25% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 19.64% | 0% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 19.64% | 0% | 2024-09-19 |