1D | 0.3 % |
1W | 0.3 % |
2W | 0.3 % |
1M | 0.3 % |
3M | -5.4 % |
6M | -4.9 % |
9M | -12.7 % |
1Y | -20.6 % |
Alpha
-26.0%
|
Beta
0.2
|
sharpe-R
-1.55
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:43 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -18.78% |
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 Staples 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 | Weight | PnL | Entry Date |
---|---|---|---|---|
KE Kimball Electronics, Inc. | Buy | 19.6% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
BGS | Sell All | -0.23% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BGS B&G Foods, Inc. | Buy | 19.16% | -3.67% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
SAM | Sell All | -3.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SAM The Boston Beer Company, Inc. | Buy | 19.64% | 0.26% | 2024-09-05 |
BGS B&G Foods, Inc. | Buy | 19.59% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SAM The Boston Beer Company, Inc. | Buy | 19.6% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
NUS | Sell All | -8.32% |
OESX | Sell All | -4.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NUS Nu Skin Enterprises, Inc. | Buy | 19.66% | -2.86% | 2024-07-31 |
OESX Orion Energy Systems, Inc. | Buy | 19.6% | -2.75% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
BGS | Sell All | 0.35% |
NAII | Sell All | -5.86% |
NWL | Sell All | -7.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BGS B&G Foods, Inc. | Buy | 20.34% | 0.82% | 2024-07-29 |
NAII Natural Alternatives International, Inc. | Buy | 19.33% | -4.19% | 2024-07-29 |
NWL Newell Brands Inc. | Buy | 18.91% | -6.29% | 2024-07-29 |
NUS Nu Skin Enterprises, Inc. | Buy | 19.55% | -2.06% | 2024-07-31 |
OESX Orion Energy Systems, Inc. | Buy | 19.88% | 0% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
DAR | Sell All | -1.64% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DAR Darling Ingredients Inc. | Buy | 19.64% | -0.88% | 2024-07-26 |
BGS B&G Foods, Inc. | Buy | 20.05% | 1.17% | 2024-07-29 |
NAII Natural Alternatives International, Inc. | Buy | 19.29% | -2.68% | 2024-07-29 |
NWL Newell Brands Inc. | Buy | 19.42% | -2.02% | 2024-07-29 |
NUS Nu Skin Enterprises, Inc. | Buy | 19.61% | 0% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
BMI | Sell All | -1.15% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BMI Badger Meter, Inc. | Buy | 19.81% | 0.92% | 2024-07-24 |
DAR Darling Ingredients Inc. | Buy | 19.28% | -1.79% | 2024-07-26 |
BGS B&G Foods, Inc. | Buy | 19.63% | 0% | 2024-07-29 |
NAII Natural Alternatives International, Inc. | Buy | 19.63% | 0% | 2024-07-29 |
NWL Newell Brands Inc. | Buy | 19.63% | 0% | 2024-07-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BMI Badger Meter, Inc. | Buy | 19.38% | -1.41% | 2024-07-24 |
DAR Darling Ingredients Inc. | Buy | 19.66% | 0% | 2024-07-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BMI Badger Meter, Inc. | Buy | 19.6% | 0% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
CHEF | Sell All | -0.26% |
HFFG | Sell All | 4% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CHEF The Chefs' Warehouse, Inc. | Buy | 19.23% | -1.35% | 2024-07-15 |
HFFG HF Foods Group Inc. | Buy | 19.8% | 1.54% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
ENR | Sell All | 2.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ENR Energizer Holdings, Inc. | Buy | 19.72% | 0.74% | 2024-07-12 |
CHEF The Chefs' Warehouse, Inc. | Buy | 19.57% | 0% | 2024-07-15 |
HFFG HF Foods Group Inc. | Buy | 19.57% | 0% | 2024-07-15 |