1D | 1.0 % |
1W | 4.6 % |
2W | 4.7 % |
1M | 3.5 % |
3M | -14.3 % |
6M | -17.4 % |
9M | -11.8 % |
1Y | 1.6 % |
Alpha
-27.2%
|
Beta
0.91
|
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 07:51:26 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -27.39% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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 | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 9.74% | 3.65% | 2024-10-04 | ||
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 12.54% | 33.41% | 2024-10-04 | ||
CPS Cooper-Standard Holdings Inc. | Buy | 9.45% | 1.27% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 9.74% | 3.65% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 12.54% | 33.41% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.45% | 1.27% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
VFC | Sell All | 2.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VFC V.F. Corporation | Buy | 10.87% | 1.25% | 2024-09-27 |
SHAK Shake Shack Inc. | Buy | 10.02% | 5.52% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 12.02% | 26.59% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.18% | -2.62% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
THO | Sell All | 1.8% |
ANF | Sell All | 12.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THO THOR Industries, Inc. | Buy | 9.44% | -3.81% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.9% | 0.81% | 2024-09-25 |
VFC V.F. Corporation | Buy | 11.51% | 5.19% | 2024-09-27 |
SHAK Shake Shack Inc. | Buy | 10.17% | 5.09% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 11.69% | 20.88% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.33% | -2.84% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | NA |
PRTS | Sell All | NA |
TPH | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 9.21% | -1.27% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.54% | 2.25% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.7% | -2.15% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.7% | -2.15% | 2024-09-25 |
VFC V.F. Corporation | Buy | 11.39% | 3.06% | 2024-09-27 |
TPH Tri Pointe Homes, Inc. | Buy | 9.86% | -3.82% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 10.11% | 3.51% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.29% | 5.27% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.63% | -0.75% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SNBR | Sell All | -9.33% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 9.3% | 2.53% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.17% | 1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.56% | -0.76% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.92% | 2.97% | 2024-09-25 |
VFC V.F. Corporation | Buy | 11.89% | 10.7% | 2024-09-27 |
SNBR Sleep Number Corporation | Buy | 9.09% | -0.38% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 9.63% | -3.35% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 9.99% | 5.2% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 10.02% | 5.49% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 9.43% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 9.26% | -1.34% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.7% | 3.37% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.8% | -1.76% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.42% | -5.62% | 2024-09-25 |
VFC V.F. Corporation | Buy | 11.28% | 1.45% | 2024-09-27 |
SNBR Sleep Number Corporation | Buy | 8.84% | -6.44% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 10.2% | -1.12% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 9.83% | 0% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 9.83% | 0% | 2024-10-04 |