1D | 1.2 % |
1W | 0.2 % |
2W | 2.8 % |
1M | 5.0 % |
3M | -4.2 % |
6M | -1.0 % |
9M | 9.6 % |
1Y | 2.5 % |
Alpha
-11.2%
|
Beta
0.45
|
sharpe-R
0.28
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:50:58 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -18.2% |
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 5.
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 |
---|---|---|---|---|---|---|
BXC BlueLinx Holdings Inc. | Buy | 19.68% | 3.48% | 2024-10-07 | ||
FIX Comfort Systems USA, Inc. | Buy | 19.81% | 4.12% | 2024-10-07 | ||
B Barnes Group Inc. | Buy | 19.56% | 2.81% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BXC BlueLinx Holdings Inc. | Buy | 20.14% | 6.23% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 19.53% | 3.02% | 2024-10-07 |
B Barnes Group Inc. | Buy | 19.5% | 2.85% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
GLDD | Sell All | 5.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.84% | 3.62% | 2024-10-03 |
BXC BlueLinx Holdings Inc. | Buy | 19.69% | 2.89% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 19.76% | 3.26% | 2024-10-07 |
B Barnes Group Inc. | Buy | 19.72% | 3.07% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
DRS | Sell All | 4.7% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 19.99% | 8.9% | 2024-09-30 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.97% | 3.17% | 2024-10-03 |
BXC BlueLinx Holdings Inc. | Buy | 19.35% | 0% | 2024-10-07 |
FIX Comfort Systems USA, Inc. | Buy | 19.35% | 0% | 2024-10-07 |
B Barnes Group Inc. | Buy | 19.35% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DRS Leonardo DRS, Inc. | Buy | 19.77% | 6.57% | 2024-09-30 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.56% | 0% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
LNN | Sell All | -0.81% |
HEES | Sell All | 4.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LNN Lindsay Corporation | Buy | 19.57% | -0.62% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 20.73% | 5.27% | 2024-09-19 |
DRS Leonardo DRS, Inc. | Buy | 19.73% | 6.57% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | 2.92% |
AAL | Sell All | -2.42% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 20.15% | 6.48% | 2024-09-18 |
AAL American Airlines Group Inc. | Buy | 19.58% | 3.49% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 19.56% | -0.59% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 20.2% | 2.63% | 2024-09-19 |
DRS Leonardo DRS, Inc. | Buy | 18.51% | 0% | 2024-09-30 |