1D | 0.3 % |
1W | 0.3 % |
2W | 0.3 % |
1M | 0.6 % |
3M | -3.4 % |
6M | -9.0 % |
9M | -14.9 % |
1Y | -14.7 % |
Alpha
-21.1%
|
Beta
0.23
|
sharpe-R
-0.95
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:44 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -18.66% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 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 | 5.15% |
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 % |
---|---|---|
BGS | Sell All | -3.4% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BGS B&G Foods, Inc. | Buy | 20.72% | 0.35% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
BMI | Sell All | -4.43% |
DAR | Sell All | -5.2% |
NAII | Sell All | -5.86% |
NWL | Sell All | -7.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BMI Badger Meter, Inc. | Buy | 19.46% | 0.92% | 2024-07-24 |
DAR Darling Ingredients Inc. | Buy | 19.26% | -1.79% | 2024-07-26 |
BGS B&G Foods, Inc. | Buy | 19.76% | 0% | 2024-07-29 |
NAII Natural Alternatives International, Inc. | Buy | 19.76% | 0% | 2024-07-29 |
NWL Newell Brands Inc. | Buy | 19.76% | 0% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
CHEF | Sell All | 3.03% |
HFFG | Sell All | 2.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CHEF The Chefs' Warehouse, Inc. | Buy | 19.5% | 0.26% | 2024-07-15 |
HFFG HF Foods Group Inc. | Buy | 19.8% | 1.85% | 2024-07-15 |
BMI Badger Meter, Inc. | Buy | 19.16% | -1.41% | 2024-07-24 |
DAR Darling Ingredients Inc. | Buy | 19.77% | 0% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
ENR | Sell All | 3.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ENR Energizer Holdings, Inc. | Buy | 19.84% | 2.32% | 2024-07-12 |
CHEF The Chefs' Warehouse, Inc. | Buy | 19.97% | 3.01% | 2024-07-15 |
HFFG HF Foods Group Inc. | Buy | 19.44% | 0.31% | 2024-07-15 |
BMI Badger Meter, Inc. | Buy | 19.38% | 0% | 2024-07-24 |
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 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ENR Energizer Holdings, Inc. | Buy | 19.6% | 0% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
FIZZ | Sell All | -1.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FIZZ National Beverage Corp. | Buy | 20.33% | -0.28% | 2024-06-28 |
Asset | Action | Perf % |
---|---|---|
CASY | Sell All | -5.34% |
HLF | Sell All | -14.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CASY Casey's General Stores, Inc. | Buy | 19.09% | -2.81% | 2024-06-26 |
FIZZ National Beverage Corp. | Buy | 19.98% | 1.73% | 2024-06-28 |
HLF Herbalife Nutrition Ltd. | Buy | 19.64% | 0% | 2024-07-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CASY Casey's General Stores, Inc. | Buy | 19.68% | 0.5% | 2024-06-26 |
FIZZ National Beverage Corp. | Buy | 19.58% | 0% | 2024-06-28 |