1D | -0.6 % |
1W | 2.7 % |
2W | 4.7 % |
1M | -3.3 % |
3M | -9.5 % |
6M | -7.4 % |
9M | -13.2 % |
1Y | -17.6 % |
Alpha
-37.1%
|
Beta
0.6
|
sharpe-R
-0.72
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:41 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -24.86% |
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 25.
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 | 9.02% | 13.05% | 2024-09-25 | ||
VUZI Vuzix Corporation | Buy | 8.28% | 13.91% | 2024-09-27 | ||
CNTY Century Casinos, Inc. | Buy | 7.62% | 5.02% | 2024-09-30 | ||
BLNK Blink Charging Co. | Buy | 8.36% | 15.34% | 2024-09-30 | ||
SHAK Shake Shack Inc. | Buy | 7.31% | -1.47% | 2024-10-07 | ||
CUK Carnival Corporation & plc | Buy | 8.83% | 19.02% | 2024-10-07 | ||
RMBL RumbleON, Inc. | Buy | 7.95% | 7.26% | 2024-10-07 | ||
GCO Genesco Inc. | Buy | 7.8% | 5.18% | 2024-10-07 | ||
VNCE Vince Holding Corp. | Sell | -4.2% | -3.13% | 2024-09-19 | ||
BFAM Bright Horizons Family Solutions Inc. | Sell | -3.92% | 3.6% | 2024-09-19 | ||
NEGG Newegg Commerce, Inc. | Sell | -3.17% | 18.75% | 2024-09-20 | ||
LEN Lennar Corporation | Sell | -3.69% | -1.82% | 2024-09-23 | ||
PLOW Douglas Dynamics, Inc. | Sell | -3.85% | 0.97% | 2024-09-24 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 9.02% | 13.05% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 8.28% | 13.91% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 7.62% | 5.02% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.36% | 15.34% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 7.31% | -1.47% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 8.83% | 19.02% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 7.95% | 7.26% | 2024-10-07 |
GCO Genesco Inc. | Buy | 7.8% | 5.18% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -4.2% | -3.13% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -3.92% | 3.6% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -3.17% | 18.75% | 2024-09-20 |
LEN Lennar Corporation | Sell | -3.69% | -1.82% | 2024-09-23 |
PLOW Douglas Dynamics, Inc. | Sell | -3.85% | 0.97% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
MLKN | Buy All | -8.7% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 8.95% | 12.77% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 8.74% | 20.87% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 7.02% | -2.7% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.24% | 14.2% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 7.4% | 0.3% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 8.88% | 20.43% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 8.61% | 16.73% | 2024-10-07 |
GCO Genesco Inc. | Buy | 7.5% | 1.67% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -4.21% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -3.94% | 2.7% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -3.29% | 15% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -3.75% | -3.98% | 2024-09-23 |
LEN Lennar Corporation | Sell | -3.66% | -1.56% | 2024-09-23 |
PLOW Douglas Dynamics, Inc. | Sell | -3.74% | 3.24% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
JWN | Buy All | -8.47% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 8.53% | 5.38% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 8.73% | 18.26% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 7.56% | 2.7% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.32% | 13.07% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 7.38% | -2.01% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 8.62% | 14.5% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 7.8% | 3.63% | 2024-10-07 |
GCO Genesco Inc. | Buy | 7.34% | -2.48% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -4.3% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -4.06% | 1.73% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -3.51% | 11.25% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -3.76% | -2.15% | 2024-09-23 |
LEN Lennar Corporation | Sell | -3.6% | 2.2% | 2024-09-23 |
PLOW Douglas Dynamics, Inc. | Sell | -3.77% | 4.54% | 2024-09-24 |
JWN Nordstrom, Inc. | Sell | -3.11% | -0.68% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -10.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 7.74% | -1.18% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 8.12% | -0.87% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 8.57% | 14.78% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 7.42% | -0.39% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.25% | 10.8% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 7.48% | -1.81% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 8.65% | 13.52% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 7.42% | -2.62% | 2024-10-07 |
GCO Genesco Inc. | Buy | 7.2% | -5.5% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -4.33% | -3.65% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -4.15% | 0.79% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -3.55% | 11.25% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -3.84% | -3.04% | 2024-09-23 |
LEN Lennar Corporation | Sell | -3.69% | 0.96% | 2024-09-23 |
PLOW Douglas Dynamics, Inc. | Sell | -3.78% | 5.48% | 2024-09-24 |
JWN Nordstrom, Inc. | Sell | -3.09% | 1.17% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
QRTEA | Sell All | -14.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 7.94% | 0.24% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 8.3% | 0.19% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 7.94% | 5.22% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 7.47% | -0.77% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.17% | 8.52% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 7.59% | -1.41% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 7.14% | -7.35% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 7.72% | 0.18% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 7.53% | -2.22% | 2024-10-07 |
GCO Genesco Inc. | Buy | 7.41% | -3.79% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -4.29% | -1.56% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -4.22% | 0.2% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -3.59% | 11.25% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -3.96% | -5.04% | 2024-09-23 |
LEN Lennar Corporation | Sell | -3.76% | 0.12% | 2024-09-23 |
PLOW Douglas Dynamics, Inc. | Sell | -3.87% | 4.14% | 2024-09-24 |
JWN Nordstrom, Inc. | Sell | -3.13% | 0.95% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
AXL | Sell All | -6.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 7.83% | -1.27% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 8.11% | -2.15% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 7.95% | 5.22% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 7.22% | -4.23% | 2024-09-30 |
CNTY Century Casinos, Inc. | Buy | 7.48% | -0.77% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.39% | 11.36% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 7.58% | -1.61% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 7.14% | -7.35% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 7.72% | 0.18% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 7.54% | -2.22% | 2024-10-07 |
GCO Genesco Inc. | Buy | 7.48% | -2.98% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -4.4% | -4.17% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -4.22% | 0.2% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -3.65% | 10% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -3.96% | -5.04% | 2024-09-23 |
LEN Lennar Corporation | Sell | -3.77% | 0.12% | 2024-09-23 |
PLOW Douglas Dynamics, Inc. | Sell | -3.92% | 3.1% | 2024-09-24 |
JWN Nordstrom, Inc. | Sell | -3.13% | 1.31% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
VSTO | Buy All | -11.64% |
SNBR | Sell All | -8.99% |
VFC | Sell All | -6.9% |