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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THO THOR Industries, Inc. | Buy | 4.98% | -1.76% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.79% | -5.62% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 4.89% | -3.57% | 2024-09-26 |
VFC V.F. Corporation | Buy | 5.14% | 1.45% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.85% | -4.22% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 4.86% | -4.04% | 2024-09-30 |
SNBR Sleep Number Corporation | Buy | 4.89% | -3.44% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.98% | -1.68% | 2024-09-30 |
BZH Beazer Homes USA, Inc. | Buy | 4.9% | -3.27% | 2024-09-30 |
LGIH LGI Homes, Inc. | Buy | 4.69% | -2.73% | 2024-10-01 |
SHAK Shake Shack Inc. | Buy | 4.9% | 0% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 4.9% | 0% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -1.34% |
PRTS | Sell All | 3.37% |
WW | Sell All | -15.29% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 5.14% | 2.09% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 4.98% | -1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 5.04% | 0.16% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.73% | -5.9% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 4.94% | -1.67% | 2024-09-26 |
VFC V.F. Corporation | Buy | 5.09% | 1.25% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 5.05% | 0.51% | 2024-09-27 |
WW WW International, Inc. | Buy | 4.61% | -8.24% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 4.92% | -2.09% | 2024-09-30 |
SNBR Sleep Number Corporation | Buy | 4.77% | -5.01% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.95% | -1.48% | 2024-09-30 |
BZH Beazer Homes USA, Inc. | Buy | 4.93% | -1.8% | 2024-09-30 |
LGIH LGI Homes, Inc. | Buy | 4.68% | -2.15% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
AAPL | Sell All | -0.91% |
KSS | Sell All | -1.32% |
HOG | Sell All | -7.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 5.25% | 5.78% | 2024-09-20 |
AAPL Apple Inc. | Buy | 4.9% | -1.16% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 5.02% | 1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 4.99% | 0.74% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 5.19% | 4.81% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.73% | -4.48% | 2024-09-25 |
WEYS Weyco Group, Inc. | Buy | 4.85% | -2.08% | 2024-09-26 |
VFC V.F. Corporation | Buy | 5.13% | 3.53% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.94% | -0.16% | 2024-09-27 |
WW WW International, Inc. | Buy | 4.78% | -3.53% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 4.81% | -2.69% | 2024-09-30 |
HOG Harley-Davidson, Inc. | Buy | 4.78% | -3.43% | 2024-09-30 |
SNBR Sleep Number Corporation | Buy | 4.78% | -3.44% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.95% | 0.1% | 2024-09-30 |
BZH Beazer Homes USA, Inc. | Buy | 4.93% | -0.41% | 2024-09-30 |
LGIH LGI Homes, Inc. | Buy | 4.7% | -0.29% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
AXL | Sell All | -4.7% |
CPS | Sell All | -4.35% |
VUZI | Sell All | 6.73% |
UEIC | Sell All | -9.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 5.2% | 7.26% | 2024-09-20 |
AAPL Apple Inc. | Buy | 4.93% | 1.8% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 4.95% | 2.25% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 4.86% | 0.38% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 5.17% | 6.78% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.76% | -1.55% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 5.44% | 12.5% | 2024-09-26 |
WEYS Weyco Group, Inc. | Buy | 4.81% | -0.47% | 2024-09-26 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.79% | -1% | 2024-09-27 |
VFC V.F. Corporation | Buy | 5.01% | 3.64% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.96% | 2.54% | 2024-09-27 |
WW WW International, Inc. | Buy | 5.01% | 3.53% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 4.68% | -3.13% | 2024-09-30 |
XPEL XPEL, Inc. | Buy | 4.81% | -0.39% | 2024-09-30 |
HOG Harley-Davidson, Inc. | Buy | 4.73% | -2.13% | 2024-09-30 |
SNBR Sleep Number Corporation | Buy | 4.99% | 3.21% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.83% | -0.01% | 2024-09-30 |
UEIC Universal Electronics Inc. | Buy | 4.61% | -4.65% | 2024-09-30 |
BZH Beazer Homes USA, Inc. | Buy | 4.86% | 0.59% | 2024-09-30 |
LGIH LGI Homes, Inc. | Buy | 4.6% | 0% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
HGV | Sell All | -5.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 5.16% | 6.78% | 2024-09-20 |
AAPL Apple Inc. | Buy | 4.81% | -0.47% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 4.94% | 2.25% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 4.85% | 0.46% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 4.8% | -0.5% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 5.11% | 5.77% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.91% | 1.69% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 5.38% | 11.54% | 2024-09-26 |
WEYS Weyco Group, Inc. | Buy | 4.86% | 0.7% | 2024-09-26 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.86% | 0.71% | 2024-09-27 |
VFC V.F. Corporation | Buy | 4.9% | 1.66% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.94% | 2.32% | 2024-09-27 |
WW WW International, Inc. | Buy | 4.71% | -2.35% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 4.82% | 0% | 2024-09-30 |
XPEL XPEL, Inc. | Buy | 4.82% | 0% | 2024-09-30 |
HOG Harley-Davidson, Inc. | Buy | 4.82% | 0% | 2024-09-30 |
SNBR Sleep Number Corporation | Buy | 4.82% | 0% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.82% | 0% | 2024-09-30 |
UEIC Universal Electronics Inc. | Buy | 4.82% | 0% | 2024-09-30 |
BZH Beazer Homes USA, Inc. | Buy | 4.82% | 0% | 2024-09-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 5.08% | 4.22% | 2024-09-20 |
AAPL Apple Inc. | Buy | 4.85% | -0.59% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 4.93% | 1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 4.82% | -0.96% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 4.82% | -0.97% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 4.99% | 2.48% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.73% | -2.93% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 5.38% | 10.58% | 2024-09-26 |
WEYS Weyco Group, Inc. | Buy | 4.85% | -0.38% | 2024-09-26 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.87% | 0% | 2024-09-27 |
VFC V.F. Corporation | Buy | 4.87% | 0% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.87% | 0% | 2024-09-27 |
WW WW International, Inc. | Buy | 4.87% | 0% | 2024-09-27 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 5.19% | 5.37% | 2024-09-20 |
AAPL Apple Inc. | Buy | 4.87% | -1.09% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 4.87% | -1.12% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 4.78% | -2.77% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 4.77% | -3.03% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 4.9% | -0.25% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.76% | -3.08% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 4.91% | 0% | 2024-09-26 |
WEYS Weyco Group, Inc. | Buy | 4.91% | 0% | 2024-09-26 |
Asset | Action | Perf % |
---|---|---|
BLBD | Sell All | -1.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 4.85% | -0.79% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 5.09% | 4.24% | 2024-09-20 |
AAPL Apple Inc. | Buy | 4.86% | -0.66% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 5.11% | 4.49% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 4.88% | 0% | 2024-09-25 |
HGV Hilton Grand Vacations Inc. | Buy | 4.88% | 0% | 2024-09-25 |
KSS Kohl's Corporation | Buy | 4.88% | 0% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.88% | 0% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
ELA | Sell All | -2.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 5.01% | 2.23% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 4.78% | -2.32% | 2024-09-20 |
AAPL Apple Inc. | Buy | 4.88% | -0.29% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 4.95% | 1% | 2024-09-20 |
ELA Envela Corporation | Buy | 4.9% | 0% | 2024-09-23 |