1D | 0.0 % |
1W | 1.7 % |
2W | -1.2 % |
1M | -6.7 % |
3M | -14.3 % |
6M | -9.3 % |
9M | -6.5 % |
1Y | -12.2 % |
Alpha
-32.1%
|
Beta
0.59
|
sharpe-R
-0.47
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:20 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -20.08% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -12.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 18.54% | -3.61% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SHAK | Sell All | 5.09% |
RRGB | Sell All | 20.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SHAK Shake Shack Inc. | Buy | 20.64% | 3.72% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 20.69% | 3.96% | 2024-10-04 |
TSLA Tesla, Inc. | Buy | 19.44% | -2.23% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
TPH | Sell All | -3.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TPH Tri Pointe Homes, Inc. | Buy | 19.08% | -3.82% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 20.62% | 3.51% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 20.97% | 5.27% | 2024-10-04 |
TSLA Tesla, Inc. | Buy | 19.16% | -3.7% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SNBR | Sell All | -8.99% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TPH Tri Pointe Homes, Inc. | Buy | 18.62% | -3.35% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 20.34% | 5.2% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 20.4% | 5.49% | 2024-10-04 |
TSLA Tesla, Inc. | Buy | 19.32% | 0% | 2024-10-07 |
SNBR Sleep Number Corporation | Buy | 19.32% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TPH Tri Pointe Homes, Inc. | Buy | 19.36% | -1.12% | 2024-10-02 |
SHAK Shake Shack Inc. | Buy | 19.66% | 0% | 2024-10-04 |
RRGB Red Robin Gourmet Burgers, Inc. | Buy | 19.66% | 0% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
VFC | Sell All | 1.45% |
WW | Sell All | -15.29% |
KSS | Sell All | -3.95% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VFC V.F. Corporation | Buy | 21.04% | 1.25% | 2024-09-27 |
WW WW International, Inc. | Buy | 19.07% | -8.24% | 2024-09-27 |
KSS Kohl's Corporation | Buy | 20.01% | -3.7% | 2024-09-27 |
TPH Tri Pointe Homes, Inc. | Buy | 19.1% | -0.95% | 2024-10-02 |
Asset | Action | Perf % |
---|---|---|
HOG | Sell All | -7.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VFC V.F. Corporation | Buy | 20.75% | 3.53% | 2024-09-27 |
WW WW International, Inc. | Buy | 19.33% | -3.53% | 2024-09-27 |
KSS Kohl's Corporation | Buy | 20.5% | 2.27% | 2024-09-27 |
HOG Harley-Davidson, Inc. | Buy | 18.82% | -3.43% | 2024-09-30 |
TPH Tri Pointe Homes, Inc. | Buy | 18.6% | 0% | 2024-10-02 |
Asset | Action | Perf % |
---|---|---|
AXL | Sell All | -4.7% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VFC V.F. Corporation | Buy | 20.05% | 1.66% | 2024-09-27 |
WW WW International, Inc. | Buy | 19.25% | -2.35% | 2024-09-27 |
KSS Kohl's Corporation | Buy | 20.35% | 3.21% | 2024-09-27 |
AXL American Axle & Manufacturing Holdings, Inc. | Buy | 19.17% | 0% | 2024-09-30 |
HOG Harley-Davidson, Inc. | Buy | 19.17% | 0% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
ELA | Sell All | -5.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ELA Envela Corporation | Buy | 19.17% | -2.61% | 2024-09-23 |
VFC V.F. Corporation | Buy | 19.71% | 0% | 2024-09-27 |
WW WW International, Inc. | Buy | 19.71% | 0% | 2024-09-27 |
KSS Kohl's Corporation | Buy | 19.71% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
BLBD | Sell All | -4.29% |
TSLA | Sell All | 4.22% |
AAPL | Sell All | -0.59% |
PRTS | Sell All | 1.12% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 20.01% | 2.23% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 19.12% | -2.32% | 2024-09-20 |
AAPL Apple Inc. | Buy | 19.52% | -0.29% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 19.77% | 1% | 2024-09-20 |
ELA Envela Corporation | Buy | 19.57% | 0% | 2024-09-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 19.6% | 0% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 19.6% | 0% | 2024-09-20 |
AAPL Apple Inc. | Buy | 19.6% | 0% | 2024-09-20 |
PRTS CarParts.com, Inc. | Buy | 19.6% | 0% | 2024-09-20 |
Asset | Action | Perf % |
---|---|---|
SPWH | Sell All | 10.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.7% | -0.42% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | 1.34% |
ELA | Sell All | 0.79% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 21.18% | 3.37% | 2024-09-04 |
ELA Envela Corporation | Buy | 21.22% | 3.54% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.58% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MBUU | Sell All | -0.47% |
TSLA | Sell All | -8.45% |