1D | 0.1 % |
1W | 0.1 % |
2W | -0.2 % |
1M | -0.6 % |
3M | -4.8 % |
6M | 0.7 % |
9M | -0.4 % |
1Y | 4.6 % |
Alpha
-5.5%
|
Beta
0.32
|
sharpe-R
0.57
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:54 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -7.18% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 Staples 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 |
---|---|---|---|---|---|---|
KE Kimball Electronics, Inc. | Buy | 4.97% | 1.51% | 2024-10-17 | ||
UVV Universal Corporation | Buy | 4.9% | 0% | 2024-10-18 | ||
NATR Nature's Sunshine Products, Inc. | Buy | 4.9% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KE Kimball Electronics, Inc. | Buy | 4.97% | 1.51% | 2024-10-17 |
UVV Universal Corporation | Buy | 4.9% | 0% | 2024-10-18 |
NATR Nature's Sunshine Products, Inc. | Buy | 4.9% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KE Kimball Electronics, Inc. | Buy | 4.9% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
STKL | Sell All | 8.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
STKL SunOpta Inc. | Buy | 5.91% | 21.53% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
WMK | Sell All | 3.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMK Weis Markets, Inc. | Buy | 4.98% | 2.63% | 2024-08-28 |
STKL SunOpta Inc. | Buy | 5.79% | 18.86% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
BGS | Sell All | 3.21% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMK Weis Markets, Inc. | Buy | 4.91% | 0.41% | 2024-08-28 |
BGS B&G Foods, Inc. | Buy | 4.71% | -4.12% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 5.47% | 11.21% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -4.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMK Weis Markets, Inc. | Buy | 4.98% | 1.94% | 2024-08-28 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.82% | -2.37% | 2024-09-02 |
BGS B&G Foods, Inc. | Buy | 4.72% | -3.67% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 5.49% | 11.92% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
SAM | Sell All | -3.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMK Weis Markets, Inc. | Buy | 4.99% | 2.06% | 2024-08-28 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.95% | 0.4% | 2024-09-02 |
SAM The Boston Beer Company, Inc. | Buy | 4.97% | 1.26% | 2024-09-05 |
BGS B&G Foods, Inc. | Buy | 4.89% | -0.34% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 4.9% | -0.18% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
ANDE | Sell All | -5.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 4.74% | -2.87% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 4.96% | 1.56% | 2024-08-28 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.95% | 0.39% | 2024-09-02 |
SAM The Boston Beer Company, Inc. | Buy | 4.91% | 0.26% | 2024-09-05 |
BGS B&G Foods, Inc. | Buy | 4.9% | 0% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 4.9% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 4.7% | -3.86% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 4.98% | 2.08% | 2024-08-28 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.96% | 0.6% | 2024-09-02 |
SAM The Boston Beer Company, Inc. | Buy | 4.9% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
FLUX | Sell All | -9.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 4.9% | 0.79% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 4.94% | 1.65% | 2024-08-28 |
FLUX Flux Power Holdings, Inc. | Buy | 4.65% | -4.39% | 2024-08-30 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.91% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
HAIN | Sell All | 17.13% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 4.85% | -0.28% | 2024-08-27 |
HAIN The Hain Celestial Group, Inc. | Buy | 5.68% | 16.84% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 4.87% | 0.3% | 2024-08-28 |
FLUX Flux Power Holdings, Inc. | Buy | 4.86% | 0% | 2024-08-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 4.81% | -0.95% | 2024-08-27 |
HAIN The Hain Celestial Group, Inc. | Buy | 5.76% | 18.59% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 4.86% | 0% | 2024-08-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 4.9% | 0% | 2024-08-27 |
HAIN The Hain Celestial Group, Inc. | Buy | 4.9% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
DIT | Sell All | 5.07% |
SKYX | Sell All | 18.74% |