1D | -0.1 % |
1W | 2.3 % |
2W | 5.1 % |
1M | -7.6 % |
3M | -22.9 % |
6M | -25.0 % |
9M | -25.5 % |
1Y | -25.2 % |
Alpha
-50.2%
|
Beta
0.77
|
sharpe-R
-0.79
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:37 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -41.28% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month 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 15.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 16.33% | 13.05% | 2024-09-25 | ||
VUZI Vuzix Corporation | Buy | 12.45% | 13.91% | 2024-09-27 | ||
CNTY Century Casinos, Inc. | Buy | 12.41% | 5.02% | 2024-09-30 | ||
SHAK Shake Shack Inc. | Buy | 12.89% | -1.47% | 2024-10-07 | ||
CUK Carnival Corporation & plc | Buy | 15.57% | 19.02% | 2024-10-07 | ||
VNCE Vince Holding Corp. | Sell | -6.42% | -3.13% | 2024-09-19 | ||
BFAM Bright Horizons Family Solutions Inc. | Sell | -6% | 3.6% | 2024-09-19 | ||
NEGG Newegg Commerce, Inc. | Sell | -4.82% | 18.75% | 2024-09-20 | ||
PLOW Douglas Dynamics, Inc. | Sell | -8% | 0.97% | 2024-09-24 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 15.52% | 5.38% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 13.17% | 18.26% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 12.37% | 2.7% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 13.07% | -2.01% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 15.27% | 14.5% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.61% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.23% | 1.73% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -5.37% | 11.25% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.86% | 4.54% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -10.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 13.98% | -1.18% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 14.65% | -0.87% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 12.84% | 14.78% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 12.04% | -0.39% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 13.15% | -1.81% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 15.2% | 13.52% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.6% | -3.65% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.32% | 0.79% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -5.39% | 11.25% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.82% | 5.48% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
QRTEA | Sell All | -14.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 14.4% | 0.24% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 15.04% | 0.19% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 11.95% | 5.22% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 12.18% | -0.77% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 13.4% | -1.41% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 12.6% | -7.35% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 13.62% | 0.18% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.57% | -1.56% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.45% | 0.2% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -5.48% | 11.25% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -8.05% | 4.14% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
AXL | Sell All | -6.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 14.28% | -1.27% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 14.79% | -2.15% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 12.03% | 5.22% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 11.84% | -4.23% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 12.27% | -0.77% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 13.47% | -1.61% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 12.68% | -7.35% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 13.71% | 0.18% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.78% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.5% | 0.2% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -5.59% | 10% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -8.19% | 3.1% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
VSTO | Buy All | -11.64% |
SNBR | Sell All | -8.99% |
VFC | Sell All | -6.9% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 14.09% | 2.53% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 14.78% | 2.97% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 11.05% | 1.74% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 11.52% | -1.88% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 11.56% | -1.54% | 2024-09-30 |
SNBR Sleep Number Corporation | Buy | 13% | 0% | 2024-10-07 |
VFC V.F. Corporation | Buy | 13% | 0% | 2024-10-07 |
SHAK Shake Shack Inc. | Buy | 13% | 0% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 13% | 0% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 13% | 0% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.44% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.17% | 0.29% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -5.96% | -1.07% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.16% | 12.5% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.81% | 2.74% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
SPWH | Sell All | 24.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 19.83% | 12.13% | 2024-09-06 |
TSLA Tesla, Inc. | Buy | 14.24% | -1.34% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 14.23% | -5.62% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 11.31% | -0.87% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 11.8% | -4.39% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 11.48% | -6.95% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -6.73% | -3.65% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.56% | -0.99% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.2% | 0.05% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.27% | 15% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -8.18% | 3.1% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
WW | Sell All | -15.29% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.24% | 2.51% | 2024-09-06 |
TSLA Tesla, Inc. | Buy | 14.83% | 2.09% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 14.28% | -5.9% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.88% | -5.22% | 2024-09-27 |
WW WW International, Inc. | Buy | 10.53% | -8.24% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 12.16% | -2.04% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 11.84% | -4.63% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -6.77% | -3.65% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.61% | -1.17% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.17% | 1.14% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.46% | 12.5% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -8.37% | 1.44% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
MODG | Sell All | -5.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.58% | 6.69% | 2024-09-06 |
TSLA Tesla, Inc. | Buy | 15.04% | 5.78% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 14.18% | -4.48% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.84% | -3.48% | 2024-09-27 |
WW WW International, Inc. | Buy | 10.84% | -3.53% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 11.57% | -4.7% | 2024-09-30 |
MODG Topgolf Callaway Brands Corp. | Buy | 11.9% | -2.02% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 11.63% | -4.25% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -6.66% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.47% | -1.14% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.02% | 1.45% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.42% | 11.25% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -8.27% | 0.43% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
UEIC | Sell All | -9.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.84% | 13.39% | 2024-09-06 |
TSLA Tesla, Inc. | Buy | 14.55% | 7.26% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 13.95% | -1.55% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.91% | 1.74% | 2024-09-27 |
WW WW International, Inc. | Buy | 11.1% | 3.53% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 11.23% | -3.13% | 2024-09-30 |
UEIC Universal Electronics Inc. | Buy | 11.05% | -4.65% | 2024-09-30 |
MODG Topgolf Callaway Brands Corp. | Buy | 11.68% | 0.73% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 11.46% | -1.16% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -5.88% | 3.65% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.26% | -2.59% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -5.79% | 0.61% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.39% | 7.5% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.88% | 0.61% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
HGV | Sell All | -5.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 19.45% | 19.25% | 2024-09-06 |
TSLA Tesla, Inc. | Buy | 14.21% | 6.78% | 2024-09-20 |
HGV Hilton Grand Vacations Inc. | Buy | 13.83% | -0.5% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 14.14% | 1.69% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.61% | 0.87% | 2024-09-27 |
WW WW International, Inc. | Buy | 10.27% | -2.35% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 11.37% | 0% | 2024-09-30 |
UEIC Universal Electronics Inc. | Buy | 11.37% | 0% | 2024-09-30 |
MODG Topgolf Callaway Brands Corp. | Buy | 11.37% | 0% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 11.37% | 0% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -5.99% | 0% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.08% | -1.53% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -5.7% | 0.23% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.43% | 5% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.73% | 0.58% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
BLBD | Sell All | -9.13% |
ELA | Sell All | -5.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 20.08% | 24.27% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 12.62% | -4.29% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 13.75% | 4.22% | 2024-09-20 |
ELA Envela Corporation | Buy | 12.85% | -2.61% | 2024-09-23 |
HGV Hilton Grand Vacations Inc. | Buy | 13.64% | -0.97% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 13.37% | -2.93% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 10.42% | 0% | 2024-09-27 |
WW WW International, Inc. | Buy | 10.42% | 0% | 2024-09-27 |
VNCE Vince Holding Corp. | Sell | -5.9% | 0.52% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.07% | -2.34% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -5.62% | 0.68% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.45% | 3.75% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.63% | 1.08% | 2024-09-24 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 19.22% | 18.41% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 13.1% | -1.16% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 13.96% | 5.37% | 2024-09-20 |
ELA Envela Corporation | Buy | 12.91% | -2.61% | 2024-09-23 |
HGV Hilton Grand Vacations Inc. | Buy | 13.42% | -3.03% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 13.41% | -3.08% | 2024-09-25 |
VNCE Vince Holding Corp. | Sell | -5.9% | 1.04% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.09% | -2.09% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -5.66% | 0.46% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.26% | 7.5% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.68% | 0.86% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
DLA | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DLA Delta Apparel, Inc. | Buy | 0.17% | -98.67% | 2024-08-27 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.97% | 17.15% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 13.11% | -0.79% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 13.78% | 4.24% | 2024-09-20 |
ELA Envela Corporation | Buy | 12.95% | -2.09% | 2024-09-23 |
HGV Hilton Grand Vacations Inc. | Buy | 13.81% | 0% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 13.81% | 0% | 2024-09-25 |
VNCE Vince Holding Corp. | Sell | -5.82% | 2.08% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.13% | -3% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -5.76% | -1.42% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.39% | 5% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.78% | -0.76% | 2024-09-24 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 19.85% | 24.69% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 13.04% | 0.36% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 13.32% | 2.49% | 2024-09-20 |
ELA Envela Corporation | Buy | 12.91% | -0.7% | 2024-09-23 |
VNCE Vince Holding Corp. | Sell | -5.67% | 3.12% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -5.95% | -1.71% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -5.56% | 0.43% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.23% | 6.25% | 2024-09-20 |
PLOW Douglas Dynamics, Inc. | Sell | -7.6% | 0% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
RRGB | Buy All | -29.2% |
MBUU | Sell All | 5% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
MBUU Malibu Boats, Inc. | Buy | 17.88% | 8.8% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 19.41% | 23.01% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 13.17% | 2.23% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 12.58% | -2.32% | 2024-09-20 |
ELA Envela Corporation | Buy | 12.89% | 0% | 2024-09-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -7.45% | -16.81% | 2024-08-29 |
VNCE Vince Holding Corp. | Sell | -5.43% | 6.25% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -5.9% | -1.81% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -5.54% | -0.08% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.31% | 4% | 2024-09-20 |