1D | 0.7 % |
1W | 1.6 % |
2W | 0.8 % |
1M | -0.2 % |
3M | -16.9 % |
6M | -20.7 % |
9M | -15.5 % |
1Y | -5.2 % |
Alpha
-27.6%
|
Beta
0.71
|
sharpe-R
-0.08
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:29 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -24.12% |
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 20.
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 |
---|---|---|---|---|---|---|
CPS Cooper-Standard Holdings Inc. | Buy | 4.84% | 1.27% | 2024-10-07 | ||
CVGI Commercial Vehicle Group, Inc. | Buy | 4.72% | -1.26% | 2024-10-07 | ||
PVH PVH Corp. | Buy | 4.89% | 2.24% | 2024-10-07 | ||
CAL Caleres, Inc. | Buy | 4.99% | 4.34% | 2024-10-07 | ||
CROX Crocs, Inc. | Buy | 4.58% | -4.11% | 2024-10-07 | ||
VSTO Vista Outdoor Inc. | Buy | 5.3% | 10.89% | 2024-10-07 | ||
PENN PENN Entertainment, Inc. | Buy | 4.73% | -0.95% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CPS Cooper-Standard Holdings Inc. | Buy | 4.84% | 1.27% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.72% | -1.26% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.89% | 2.24% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.99% | 4.34% | 2024-10-07 |
CROX Crocs, Inc. | Buy | 4.58% | -4.11% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.3% | 10.89% | 2024-10-07 |
PENN PENN Entertainment, Inc. | Buy | 4.73% | -0.95% | 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 | 5.02% | 3.09% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.78% | 18.68% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.77% | -1.05% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.96% | 2.84% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.79% | -0.78% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.85% | 0.58% | 2024-10-07 |
CROX Crocs, Inc. | Buy | 4.74% | -1.68% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.36% | 11.12% | 2024-10-07 |
PENN PENN Entertainment, Inc. | Buy | 4.71% | -2.32% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
FNKO | Sell All | -1.37% |
XPEL | Sell All | -0.62% |
TSLA | Sell All | -12.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
XPEL XPEL, Inc. | Buy | 5.02% | -0.21% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 5.12% | 5.09% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.89% | 20.88% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.69% | -2.84% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.58% | -5.05% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 4.65% | -3.61% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.77% | -1.04% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.71% | -2.46% | 2024-10-07 |
CROX Crocs, Inc. | Buy | 4.65% | -3.66% | 2024-10-07 |
FNKO Funko, Inc. | Buy | 4.75% | -1.45% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.34% | 10.67% | 2024-10-07 |
PENN PENN Entertainment, Inc. | Buy | 4.77% | -1.11% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
VFC | Sell All | NA |
RCKY | Sell All | NA |
TMHC | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VFC V.F. Corporation | Buy | 5.22% | 3.38% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.94% | -2.19% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 5.05% | 0.09% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.87% | -3.4% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 5.07% | 3.72% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.08% | 3.96% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.8% | -0.75% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.76% | -1.58% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 4.73% | -2.23% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.8% | -0.86% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.77% | -1.54% | 2024-10-07 |
CROX Crocs, Inc. | Buy | 4.66% | -3.8% | 2024-10-07 |
FNKO Funko, Inc. | Buy | 4.89% | 1.05% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.35% | 10.47% | 2024-10-07 |
PENN PENN Entertainment, Inc. | Buy | 4.72% | -2.53% | 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 | 4.95% | -2.15% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.95% | -2.15% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 4.94% | -2.34% | 2024-09-26 |
VFC V.F. Corporation | Buy | 5.21% | 3.06% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.95% | -2.19% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 4.89% | -3.31% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.85% | -3.98% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 5.07% | 3.51% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.16% | 5.27% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.82% | -0.75% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.77% | -1.58% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 4.67% | -3.7% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.82% | -0.7% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.77% | -1.72% | 2024-10-07 |
CROX Crocs, Inc. | Buy | 4.67% | -3.8% | 2024-10-07 |
FNKO Funko, Inc. | Buy | 4.87% | 0.4% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.36% | 10.47% | 2024-10-07 |
PENN PENN Entertainment, Inc. | Buy | 4.75% | -2.06% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SNBR | Sell All | -6.42% |
BZH | Sell All | -5.83% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THO THOR Industries, Inc. | Buy | 4.94% | -0.76% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 5.13% | 2.97% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 4.89% | -1.75% | 2024-09-26 |
VFC V.F. Corporation | Buy | 5.51% | 10.7% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.91% | -1.22% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 4.9% | -1.36% | 2024-09-30 |
SNBR Sleep Number Corporation | Buy | 5.11% | 2.82% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.79% | -3.57% | 2024-09-30 |
BZH Beazer Homes USA, Inc. | Buy | 4.74% | -4.68% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 5.07% | 5.2% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.08% | 5.49% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.77% | 0% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.77% | 0% | 2024-10-07 |
TSLA Tesla, Inc. | Buy | 4.77% | 0% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.77% | 0% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.77% | 0% | 2024-10-07 |
CROX Crocs, Inc. | Buy | 4.77% | 0% | 2024-10-07 |
FNKO Funko, Inc. | Buy | 4.77% | 0% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 4.77% | 0% | 2024-10-07 |
PENN PENN Entertainment, Inc. | Buy | 4.77% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
LGIH | Sell All | -6.01% |