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 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 9.59% | 2.09% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.29% | -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 |
VFC V.F. Corporation | Buy | 11.27% | 1.25% | 2024-09-27 |
SNBR Sleep Number Corporation | Buy | 8.7% | -7.97% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 10.23% | -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 | 9.76% | 5.78% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.12% | -1.16% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.33% | 1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.88% | 0.74% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 10.28% | 4.81% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.37% | -4.48% | 2024-09-25 |
VFC V.F. Corporation | Buy | 11.31% | 3.53% | 2024-09-27 |
SNBR Sleep Number Corporation | Buy | 8.69% | -6.44% | 2024-10-01 |
TPH Tri Pointe Homes, Inc. | Buy | 10.14% | 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 | 9.66% | 7.26% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.17% | 1.8% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.21% | 2.25% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.61% | 0.38% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 10.22% | 6.78% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.42% | -1.55% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.06% | 12.5% | 2024-09-26 |
CPS Cooper-Standard Holdings Inc. | Buy | 10.56% | -1% | 2024-09-27 |
VFC V.F. Corporation | Buy | 11.05% | 3.64% | 2024-09-27 |
SNBR Sleep Number Corporation | Buy | 9.06% | 0% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
HGV | Sell All | -5.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 9.51% | 4.22% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.07% | -0.59% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.23% | 1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.61% | -0.96% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 9.6% | -0.97% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 9.94% | 2.48% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.41% | -2.93% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.02% | 10.58% | 2024-09-26 |
CPS Cooper-Standard Holdings Inc. | Buy | 10.81% | 0% | 2024-09-27 |
VFC V.F. Corporation | Buy | 10.81% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
W | Sell All | 26.78% |
SCVL | Sell All | 6.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
W Wayfair Inc. | Buy | 11.46% | 20.95% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 10.32% | 8.91% | 2024-09-06 |
TSLA Tesla, Inc. | Buy | 9.82% | 5.37% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.22% | -1.09% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.21% | -1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.63% | -2.77% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 9.6% | -3.03% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 9.88% | -0.25% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.6% | -3.08% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 9.25% | 0% | 2024-09-26 |
Asset | Action | Perf % |
---|---|---|
BLBD | Sell All | -1.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
W Wayfair Inc. | Buy | 11.74% | 26.47% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 10.28% | 10.68% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 9.06% | -0.79% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 9.51% | 4.24% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.07% | -0.66% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.54% | 4.49% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 9.7% | 0% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 9.7% | 0% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 9.7% | 0% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 9.7% | 0% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
ELA | Sell All | -2.09% |
SPWH | Sell All | 17.15% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 11.56% | 24.69% | 2024-09-06 |
W Wayfair Inc. | Buy | 11.51% | 24.16% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 10.19% | 9.97% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 9.15% | 0.36% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 9.34% | 2.49% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.02% | -1.05% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.22% | 1.12% | 2024-09-20 |
ELA Envela Corporation | Buy | 9.06% | -0.7% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
MBUU | Sell All | 5.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MBUU Malibu Boats, Inc. | Buy | 10.16% | 9.73% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 11.38% | 23.01% | 2024-09-06 |
W Wayfair Inc. | Buy | 11.45% | 23.71% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 10.34% | 11.76% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 9.3% | 2.23% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 8.89% | -2.32% | 2024-09-20 |
AAPL Apple Inc. | Buy | 9.07% | -0.29% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 9.19% | 1% | 2024-09-20 |
ELA Envela Corporation | Buy | 9.11% | 0% | 2024-09-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MBUU Malibu Boats, Inc. | Buy | 10.12% | 10.79% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 12.11% | 32.64% | 2024-09-06 |
W Wayfair Inc. | Buy | 11.61% | 27.18% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 10.3% | 12.77% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 8.98% | 0% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 8.98% | 0% | 2024-09-20 |
AAPL Apple Inc. | Buy | 8.98% | 0% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 8.98% | 0% | 2024-09-20 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -9.3% |