1D | -0.1 % |
1W | 3.2 % |
2W | 2.6 % |
1M | -5.7 % |
3M | -15.7 % |
6M | -18.1 % |
9M | -23.7 % |
1Y | -27.0 % |
Alpha
-49.5%
|
Beta
0.66
|
sharpe-R
-0.91
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:35 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -33.94% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 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 |
---|---|---|---|---|---|---|
CNTY Century Casinos, Inc. | Buy | 13.98% | 5.02% | 2024-09-30 | ||
BLNK Blink Charging Co. | Buy | 15.35% | 15.34% | 2024-09-30 | ||
SHAK Shake Shack Inc. | Buy | 11.97% | -1.47% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CNTY Century Casinos, Inc. | Buy | 13.98% | 5.02% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.35% | 15.34% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 11.97% | -1.47% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
VUZI | Sell All | 13.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VUZI Vuzix Corporation | Buy | 17.62% | 20.87% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 12.94% | -2.7% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.19% | 14.2% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.18% | 0.3% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
ANF | Sell All | 12.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 13.82% | 5.38% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 17.42% | 18.26% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 13.81% | 2.7% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.2% | 13.07% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.03% | -2.01% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
MLKN | Buy All | -2.15% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 13.27% | 0.81% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 17.88% | 20.87% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 14.33% | 6.18% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 14.26% | 5.68% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.31% | -0.11% | 2024-10-07 |
MLKN MillerKnoll, Inc. | Sell | -6.97% | -0.49% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
NEGG | Buy All | NA |
TSLA | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.37% | -1.18% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 13.28% | -0.87% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 17.27% | 14.78% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 13.68% | -0.39% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.21% | 10.8% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.31% | -1.81% | 2024-10-07 |
NEGG Newegg Commerce, Inc. | Sell | -5.82% | 11.25% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.27% | -3.04% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
VNCE | Buy All | -3.65% |
BFAM | Buy All | 0.79% |
QRTEA | Sell All | -14.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.6% | 0.24% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 13.49% | 0.19% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 15.92% | 5.22% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 13.7% | -0.77% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 14.99% | 8.52% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.43% | -1.41% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 11.68% | -7.35% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.69% | -1.56% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.57% | 0.2% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -5.85% | 11.25% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.45% | -5.04% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
AXL | Sell All | -6.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.43% | -1.27% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 13.19% | -2.15% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 15.94% | 5.22% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 13.24% | -4.23% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 13.72% | -0.77% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.39% | 11.36% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.42% | -1.61% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 11.69% | -7.35% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.86% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.58% | 0.2% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -5.94% | 10% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.46% | -5.04% | 2024-09-23 |
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 | 11.32% | 2.53% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 13.24% | 2.97% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 14.7% | 1.74% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 12.93% | -1.88% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 12.98% | -1.54% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 14.68% | 11.36% | 2024-09-30 |
SNBR Sleep Number Corporation | Buy | 12.04% | 0% | 2024-10-07 |
VFC V.F. Corporation | Buy | 12.04% | 0% | 2024-10-07 |
SHAK Shake Shack Inc. | Buy | 12.04% | 0% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 12.04% | 0% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.55% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.27% | 0.29% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.36% | -1.07% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.51% | 12.5% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.08% | -4.53% | 2024-09-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.34% | -1.34% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 12.63% | -5.62% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 14.91% | -0.87% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 13.12% | -4.39% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 12.77% | -6.95% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 13.88% | 1.14% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -6.78% | -3.65% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.61% | -0.99% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.55% | 0.05% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.57% | 15% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.2% | -2.15% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
WW | Sell All | -15.29% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.68% | 2.09% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 12.54% | -5.9% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 14.19% | -5.22% | 2024-09-27 |
WW WW International, Inc. | Buy | 13.74% | -8.24% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 13.38% | -2.04% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 13.03% | -4.63% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 13.04% | -4.55% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -6.75% | -3.65% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.59% | -1.17% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.45% | 1.14% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.71% | 12.5% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.21% | -2.79% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
MODG | Sell All | -5.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.94% | 5.78% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 12.55% | -4.48% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 14.25% | -3.48% | 2024-09-27 |
WW WW International, Inc. | Buy | 14.24% | -3.53% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 12.84% | -4.7% | 2024-09-30 |
MODG Topgolf Callaway Brands Corp. | Buy | 13.2% | -2.02% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 12.9% | -4.25% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 12.78% | -5.11% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -6.69% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.5% | -1.14% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.34% | 1.45% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.71% | 11.25% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.27% | -5% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
UEIC | Sell All | -9.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.59% | 7.26% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 12.38% | -1.55% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 14.38% | 1.74% | 2024-09-27 |
WW WW International, Inc. | Buy | 14.63% | 3.53% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 12.49% | -3.13% | 2024-09-30 |
UEIC Universal Electronics Inc. | Buy | 12.3% | -4.65% | 2024-09-30 |
MODG Topgolf Callaway Brands Corp. | Buy | 12.99% | 0.73% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 12.75% | -1.16% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 12.61% | -2.27% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -5.92% | 3.65% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.31% | -2.59% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.12% | 0.61% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.7% | 7.5% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -6.98% | -5.38% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
HGV | Sell All | -5.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.41% | 6.78% | 2024-09-20 |
HGV Hilton Grand Vacations Inc. | Buy | 12.38% | -0.5% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 12.65% | 1.69% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 14.1% | 0.87% | 2024-09-27 |
WW WW International, Inc. | Buy | 13.65% | -2.35% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 12.76% | 0% | 2024-09-30 |
UEIC Universal Electronics Inc. | Buy | 12.76% | 0% | 2024-09-30 |
MODG Topgolf Callaway Brands Corp. | Buy | 12.76% | 0% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 12.76% | 0% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 12.76% | 0% | 2024-09-30 |
VNCE Vince Holding Corp. | Sell | -6.08% | 0% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.18% | -1.53% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.08% | 0.23% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.79% | 5% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -6.81% | -3.81% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
BLBD | Sell All | -9.13% |
ELA | Sell All | -5.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 10.23% | -4.29% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 11.14% | 4.22% | 2024-09-20 |
ELA Envela Corporation | Buy | 12.3% | -2.61% | 2024-09-23 |
HGV Hilton Grand Vacations Inc. | Buy | 12.32% | -0.97% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 12.08% | -2.93% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 13.98% | 0% | 2024-09-27 |
WW WW International, Inc. | Buy | 13.98% | 0% | 2024-09-27 |
VNCE Vince Holding Corp. | Sell | -6.05% | 0.52% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.23% | -2.34% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.05% | 0.68% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.86% | 3.75% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -6.93% | -5.68% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
SPWH | Sell All | 24.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 19.02% | 17.15% | 2024-09-06 |
BLBD Blue Bird Corporation | Buy | 10.62% | -0.79% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 11.16% | 4.24% | 2024-09-20 |
ELA Envela Corporation | Buy | 12.39% | -2.09% | 2024-09-23 |
HGV Hilton Grand Vacations Inc. | Buy | 12.47% | 0% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 12.47% | 0% | 2024-09-25 |
VNCE Vince Holding Corp. | Sell | -5.97% | 2.08% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.28% | -3% | 2024-09-19 |
VSTO Vista Outdoor Inc. | Sell | -6.19% | -1.42% | 2024-09-20 |
NEGG Newegg Commerce, Inc. | Sell | -5.8% | 5% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -6.9% | -5.04% | 2024-09-23 |