1D | 0.0 % |
1W | 1.8 % |
2W | -0.8 % |
1M | -2.4 % |
3M | -13.6 % |
6M | -14.7 % |
9M | -8.0 % |
1Y | 1.7 % |
Alpha
-20.4%
|
Beta
0.72
|
sharpe-R
0.25
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:23 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -19.66% |
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 Consumer Discretionary sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
CPS | Sell All | -1.05% |
CVGI | Sell All | 2.84% |
TSLA | Sell All | -12.91% |
PVH | Sell All | -0.78% |
CAL | Sell All | 0.58% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CPS Cooper-Standard Holdings Inc. | Buy | 9.61% | -2.84% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.4% | -5.05% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 9.54% | -3.61% | 2024-10-07 |
PVH PVH Corp. | Buy | 9.79% | -1.04% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 9.65% | -2.46% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SHAK | Sell All | 5.09% |
RRGB | Sell All | 20.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 10.37% | 3.72% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.4% | 3.96% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.92% | -0.75% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.84% | -1.58% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 9.77% | -2.23% | 2024-10-07 |
PVH PVH Corp. | Buy | 9.91% | -0.86% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 9.84% | -1.54% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
TPH | Sell All | -3.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TPH Tri Pointe Homes, Inc. | Buy | 9.87% | -3.82% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 10.36% | 3.51% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.53% | 5.27% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.93% | -0.75% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.84% | -1.58% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 9.63% | -3.7% | 2024-10-07 |
PVH PVH Corp. | Buy | 9.93% | -0.7% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 9.83% | -1.72% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SNBR | Sell All | -9.33% |
VFC | Sell All | -6.9% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNBR Sleep Number Corporation | Buy | 9.33% | -0.38% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 9.66% | -3.35% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 10.26% | 5.2% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.28% | 5.49% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.74% | 0% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.74% | 0% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 9.74% | 0% | 2024-10-07 |
VFC V.F. Corporation | Buy | 9.74% | 0% | 2024-10-07 |
PVH PVH Corp. | Buy | 9.74% | 0% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 9.74% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNBR Sleep Number Corporation | Buy | 8.89% | -6.44% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 10.02% | -1.12% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 9.89% | 0% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 9.89% | 0% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
VFC | Sell All | 1.45% |
RCKY | Sell All | -4.22% |
WW | Sell All | -15.29% |