1D | 0.9 % |
1W | 2.7 % |
2W | 1.9 % |
1M | 0.4 % |
3M | -14.4 % |
6M | -17.1 % |
9M | -14.0 % |
1Y | -3.7 % |
Alpha
-29.8%
|
Beta
0.8
|
sharpe-R
-0.03
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:30 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -24.8% |
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 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 |
---|---|---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 4.89% | 3.65% | 2024-10-04 | ||
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 6.29% | 33.41% | 2024-10-04 | ||
CPS Cooper-Standard Holdings Inc. | Buy | 4.77% | 1.27% | 2024-10-07 | ||
CVGI Commercial Vehicle Group, Inc. | Buy | 4.65% | -1.26% | 2024-10-07 | ||
PVH PVH Corp. | Buy | 4.81% | 2.24% | 2024-10-07 | ||
CAL Caleres, Inc. | Buy | 4.91% | 4.34% | 2024-10-07 | ||
VSTO Vista Outdoor Inc. | Buy | 5.22% | 10.89% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 4.89% | 3.65% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 6.29% | 33.41% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.77% | 1.27% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.65% | -1.26% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.81% | 2.24% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.91% | 4.34% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.22% | 10.89% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
VFC | Sell All | 2.81% |
RCKY | Sell All | -3.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VFC V.F. Corporation | Buy | 5.13% | 1.25% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.81% | -5.09% | 2024-09-27 |
SHAK Shake Shack Inc. | Buy | 5.02% | 5.52% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 6.02% | 26.59% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.62% | -2.62% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.63% | -2.52% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.73% | -0.48% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.84% | 2% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.26% | 10.82% | 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 | 4.97% | 0.9% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 5.4% | 9.44% | 2024-09-25 |
VFC V.F. Corporation | Buy | 5.12% | 0.57% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.8% | -5.57% | 2024-09-27 |
SHAK Shake Shack Inc. | Buy | 4.92% | 2.95% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.86% | 22.64% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.63% | -2.99% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.86% | 1.89% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.75% | -0.44% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.78% | 0.09% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.3% | 11.09% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
XPEL | Sell All | -3.05% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THO THOR Industries, Inc. | Buy | 4.94% | 0.32% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 5.19% | 5.38% | 2024-09-25 |
VFC V.F. Corporation | Buy | 5.36% | 5.61% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.89% | -3.67% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 5.04% | -0.62% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 4.91% | 3.09% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.66% | 18.68% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.71% | -1.05% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.9% | 2.84% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.72% | -0.78% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.79% | 0.58% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.29% | 11.12% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
FNKO | Sell All | -1.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THO THOR Industries, Inc. | Buy | 4.78% | -3.81% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 5.01% | 0.81% | 2024-09-25 |
VFC V.F. Corporation | Buy | 5.39% | 5.19% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 4.89% | -4.63% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 5.11% | -0.21% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 5.06% | 5.09% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.82% | 20.88% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.67% | -2.84% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.56% | -5.05% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.75% | -1.04% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.69% | -2.46% | 2024-10-07 |
FNKO Funko, Inc. | Buy | 4.74% | -1.45% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.32% | 10.67% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | NA |
TMHC | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 4.74% | 0.24% | 2024-09-20 |
THO THOR Industries, Inc. | Buy | 4.88% | -1.9% | 2024-09-25 |
ANF Abercrombie & Fitch Co. | Buy | 4.99% | 0.19% | 2024-09-25 |
VFC V.F. Corporation | Buy | 5.31% | 3.38% | 2024-09-27 |
RCKY Rocky Brands, Inc. | Buy | 5.02% | -2.19% | 2024-09-27 |
XPEL XPEL, Inc. | Buy | 5.14% | 0.09% | 2024-09-30 |
TMHC Taylor Morrison Home Corporation | Buy | 4.96% | -3.4% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 5% | 3.72% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 5.01% | 3.96% | 2024-10-04 |
CPS Cooper-Standard Holdings Inc. | Buy | 4.78% | -0.75% | 2024-10-07 |
CVGI Commercial Vehicle Group, Inc. | Buy | 4.74% | -1.58% | 2024-10-07 |
PVH PVH Corp. | Buy | 4.77% | -0.86% | 2024-10-07 |
CAL Caleres, Inc. | Buy | 4.74% | -1.54% | 2024-10-07 |
FNKO Funko, Inc. | Buy | 4.86% | 1.05% | 2024-10-07 |
VSTO Vista Outdoor Inc. | Buy | 5.32% | 10.47% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
WEYS | Sell All | -5.47% |