1D | 1.0 % |
1W | 2.4 % |
2W | 2.0 % |
1M | 3.3 % |
3M | -12.8 % |
6M | -16.4 % |
9M | -6.4 % |
1Y | 8.8 % |
Alpha
-15.8%
|
Beta
0.78
|
sharpe-R
0.49
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:24 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -26.49% |
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 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 | Weight | PnL | Entry Date |
---|---|---|---|---|
CPS Cooper-Standard Holdings Inc. | Buy | 9.94% | 1.27% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.7% | -1.26% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SHAK | Sell All | 3.65% |
RRGB | Sell All | 33.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 10.28% | 3.09% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 11.83% | 18.68% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.85% | -1.05% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 10.23% | 2.84% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -12.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 10.44% | 5.09% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 12% | 20.88% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.63% | -2.84% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.41% | -5.05% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 9.56% | -3.61% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
TPH | Sell All | -4.83% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TPH Tri Pointe Homes, Inc. | Buy | 9.72% | -3.77% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 10.41% | 3.72% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.43% | 3.96% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.94% | -0.75% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.86% | -1.58% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 9.79% | -2.23% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
THO | Sell All | -1.9% |
ANF | Sell All | 0.19% |
WEYS | Sell All | -5.47% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THO THOR Industries, Inc. | Buy | 9.77% | -2.15% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.77% | -2.15% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 9.73% | -2.34% | 2024-09-26 |
TPH Tri Pointe Homes, Inc. | Buy | 9.71% | -3.82% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 10.38% | 3.51% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.56% | 5.27% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.94% | -0.75% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.86% | -1.58% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 9.64% | -3.7% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SNBR | Sell All | -9.33% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THO THOR Industries, Inc. | Buy | 9.68% | -0.76% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 10.04% | 2.97% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 9.56% | -1.75% | 2024-09-26 |
SNBR Sleep Number Corporation | Buy | 9.21% | -0.38% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 9.53% | -3.35% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 10.31% | 5.2% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.34% | 5.49% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.78% | 0% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 9.78% | 0% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 9.78% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THO THOR Industries, Inc. | Buy | 9.82% | -1.76% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.44% | -5.62% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 9.63% | -3.57% | 2024-09-26 |
SNBR Sleep Number Corporation | Buy | 8.87% | -6.44% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 10% | -1.12% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 10.05% | 0% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.05% | 0% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -1.34% |
PRTS | Sell All | 3.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 10.24% | 2.09% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.91% | -1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 10% | 0.16% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.4% | -5.9% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 9.81% | -1.67% | 2024-09-26 |
SNBR Sleep Number Corporation | Buy | 8.71% | -7.97% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 10% | -0.95% | 2024-10-02 |
Asset | Action | Perf % |
---|---|---|
AAPL | Sell All | -0.91% |
KSS | Sell All | -1.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 10.44% | 5.78% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.76% | -1.16% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.98% | 1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.91% | 0.74% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 10.31% | 4.81% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.39% | -4.48% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 9.61% | -2.08% | 2024-09-26 |
SNBR Sleep Number Corporation | Buy | 8.72% | -6.44% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 9.94% | 0% | 2024-10-02 |
Asset | Action | Perf % |
---|---|---|
CPS | Sell All | -4.35% |
VUZI | Sell All | 6.73% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 10.31% | 7.26% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.79% | 1.8% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.83% | 2.25% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.62% | 0.38% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 10.23% | 6.78% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.43% | -1.55% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.76% | 12.5% | 2024-09-26 |
WEYS Weyco Group, Inc. | Buy | 9.52% | -0.47% | 2024-09-26 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.43% | -1% | 2024-09-27 |
SNBR Sleep Number Corporation | Buy | 9.08% | 0% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
HGV | Sell All | -5.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 10.12% | 4.22% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.65% | -0.59% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.82% | 1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.58% | -0.96% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 9.58% | -0.97% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 9.92% | 2.48% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.39% | -2.93% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.68% | 10.58% | 2024-09-26 |
WEYS Weyco Group, Inc. | Buy | 9.62% | -0.38% | 2024-09-26 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.62% | 0% | 2024-09-27 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 10.42% | 5.37% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.78% | -1.09% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.78% | -1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.58% | -2.77% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 9.55% | -3.03% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 9.83% | -0.25% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.55% | -3.08% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 9.84% | 0% | 2024-09-26 |
WEYS Weyco Group, Inc. | Buy | 9.84% | 0% | 2024-09-26 |
Asset | Action | Perf % |
---|---|---|
BLBD | Sell All | -1.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 9.67% | -0.79% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 10.16% | 4.24% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.69% | -0.66% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 10.19% | 4.49% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.71% | 0% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 9.71% | 0% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 9.71% | 0% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.71% | 0% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
ELA | Sell All | -2.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 10.01% | 2.23% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 9.57% | -2.32% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.77% | -0.29% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.89% | 1% | 2024-09-20 |
ELA Envela Corporation | Buy | 9.79% | 0% | 2024-09-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 9.8% | 0% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 9.8% | 0% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.8% | 0% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.8% | 0% | 2024-09-20 |
Asset | Action | Perf % |
---|---|---|
SPWH | Sell All | 32.64% |
W | Sell All | 27.18% |
SCVL | Sell All | 12.77% |