1D | -1.1 % |
1W | 1.3 % |
2W | 1.6 % |
1M | -2.4 % |
3M | 0.1 % |
6M | 3.5 % |
9M | -1.1 % |
1Y | -9.1 % |
Alpha
-21.0%
|
Beta
0.39
|
sharpe-R
-0.28
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:38 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -20.42% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 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 |
---|---|---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 6.28% | -1.47% | 2024-10-07 | ||
CUK Carnival Corporation & plc | Buy | 7.58% | 19.02% | 2024-10-07 | ||
RMBL RumbleON, Inc. | Buy | 6.83% | 7.26% | 2024-10-07 | ||
GCO Genesco Inc. | Buy | 6.7% | 5.18% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 6.28% | -1.47% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 7.58% | 19.02% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 6.83% | 7.26% | 2024-10-07 |
GCO Genesco Inc. | Buy | 6.7% | 5.18% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
HOFT | Buy All | -6.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 6.3% | -0.53% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 7.58% | 19.63% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 7.27% | 14.72% | 2024-10-07 |
GCO Genesco Inc. | Buy | 6.56% | 3.51% | 2024-10-07 |
HOFT Hooker Furnishings Corporation | Sell | -3.78% | -4.86% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
CAL | Buy All | -5.72% |
PBPB | Buy All | -7.23% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 6.27% | -2.01% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 7.33% | 14.5% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 6.64% | 3.63% | 2024-10-07 |
GCO Genesco Inc. | Buy | 6.24% | -2.48% | 2024-10-07 |
CAL Caleres, Inc. | Sell | -3.56% | -2.22% | 2024-10-03 |
HOFT Hooker Furnishings Corporation | Sell | -3.65% | -0.24% | 2024-10-04 |
PBPB Potbelly Corporation | Sell | -3.71% | -2% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
CNTY | Sell All | 2.7% |
BLNK | Sell All | 13.07% |
TSLA | Sell All | -12.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CNTY Century Casinos, Inc. | Buy | 8.17% | 6.18% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.13% | 5.68% | 2024-09-30 |
TSLA Tesla, Inc. | Buy | 6.17% | -3.61% | 2024-10-07 |
SHAK Shake Shack Inc. | Buy | 6.4% | -0.11% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 7.33% | 14.43% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 6.24% | -2.62% | 2024-10-07 |
GCO Genesco Inc. | Buy | 6% | -6.31% | 2024-10-07 |
CAL Caleres, Inc. | Sell | -3.46% | 0.88% | 2024-10-03 |
HOFT Hooker Furnishings Corporation | Sell | -3.59% | 1.46% | 2024-10-04 |
PBPB Potbelly Corporation | Sell | -3.7% | -1.62% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
VUZI | Sell All | 20.87% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VUZI Vuzix Corporation | Buy | 9.1% | 14.78% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 7.72% | -0.39% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.59% | 10.8% | 2024-09-30 |
TSLA Tesla, Inc. | Buy | 6.22% | -3.61% | 2024-10-07 |
SHAK Shake Shack Inc. | Buy | 6.34% | -1.81% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 7.33% | 13.52% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 6.28% | -2.62% | 2024-10-07 |
GCO Genesco Inc. | Buy | 6.1% | -5.5% | 2024-10-07 |
CAL Caleres, Inc. | Sell | -3.49% | 0.59% | 2024-10-03 |
HOFT Hooker Furnishings Corporation | Sell | -3.64% | 0.79% | 2024-10-04 |
PBPB Potbelly Corporation | Sell | -3.73% | -1.62% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
WKHS | Buy All | -5.21% |
QRTEA | Sell All | -14.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VUZI Vuzix Corporation | Buy | 8.42% | 5.22% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 7.77% | -0.77% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 8.49% | 8.52% | 2024-09-30 |
TSLA Tesla, Inc. | Buy | 6.37% | -2.23% | 2024-10-07 |
SHAK Shake Shack Inc. | Buy | 6.42% | -1.41% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 6.03% | -7.35% | 2024-10-07 |
CUK Carnival Corporation & plc | Buy | 6.53% | 0.18% | 2024-10-07 |
RMBL RumbleON, Inc. | Buy | 6.37% | -2.22% | 2024-10-07 |
GCO Genesco Inc. | Buy | 6.27% | -3.79% | 2024-10-07 |
WKHS Workhorse Group Inc. | Sell | -3.46% | 2.33% | 2024-10-03 |
CAL Caleres, Inc. | Sell | -3.55% | -0.06% | 2024-10-03 |
HOFT Hooker Furnishings Corporation | Sell | -3.73% | -0.79% | 2024-10-04 |
PBPB Potbelly Corporation | Sell | -3.76% | -1.62% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
ANF | Sell All | 0.19% |
AXL | Sell All | -6.27% |