1D | -3.3 % |
1W | 1.1 % |
2W | 2.0 % |
1M | -2.3 % |
3M | -5.8 % |
6M | 3.2 % |
9M | -13.2 % |
1Y | -14.6 % |
Alpha
-42.8%
|
Beta
0.88
|
sharpe-R
-0.4
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:37 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -18.74% |
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 Information Technology sector. The maximum number of assets that can be allocated in this strategy is 10.
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 |
---|---|---|---|---|---|---|
AZPN Aspen Technology, Inc. | Buy | 8.61% | -0.13% | 2024-09-30 | ||
RCAT Red Cat Holdings, Inc. | Buy | 9.48% | 3.4% | 2024-10-02 | ||
DELL Dell Technologies Inc. | Buy | 9.6% | 7.27% | 2024-10-07 | ||
CLMB Climb Global Solutions, Inc. | Buy | 9.68% | 4.16% | 2024-10-08 | ||
CTM Castellum, Inc. | Buy | 7.84% | -4.62% | 2024-10-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AZPN Aspen Technology, Inc. | Buy | 8.59% | 0.13% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 9.92% | 8.84% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 9.37% | 5.24% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 9.59% | 3.68% | 2024-10-08 |
CTM Castellum, Inc. | Buy | 8.05% | -1.45% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
SGH | Sell All | -24.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AZPN Aspen Technology, Inc. | Buy | 8.32% | -0.21% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 10.55% | 19.05% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 9.04% | 4.49% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 8.6% | -0.63% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 9.33% | 3.8% | 2024-10-08 |
CTM Castellum, Inc. | Buy | 7.76% | -2.31% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
MPWR | Sell All | -1.79% |
MSTR | Sell All | 29.57% |
PHUN | Sell All | 64.33% |
AMD | Sell All | -8.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 12.28% | 22.25% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 10.35% | 2.09% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 10.28% | 8.23% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 8.64% | -2.53% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 10.8% | 14.63% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 9.54% | 3.64% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 9.05% | -1.7% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 9.43% | -1.3% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 9.18% | -3.97% | 2024-10-08 |
CTM Castellum, Inc. | Buy | 8.45% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
ACMR | Sell All | -11.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 12.26% | 24.08% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 10.19% | 2.11% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 10.69% | 14.33% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 8.75% | 0.33% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 9.78% | 5.44% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 8.96% | -1.1% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 9.15% | 1.07% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 9.4% | 0% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 9.4% | 0% | 2024-10-08 |
ACMR ACM Research, Inc. | Buy | 9.4% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
HLIT | Sell All | -6.3% |
MEI | Sell All | -8.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 10.02% | -2.62% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 9.98% | -2.98% | 2024-09-20 |
MSTR MicroStrategy Incorporated | Buy | 11.6% | 17.7% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 10.22% | 2.7% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 9.95% | 6.71% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 8.77% | 0.79% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 10.38% | 12.24% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 9.03% | 0% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 9.03% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 10.17% | -2.83% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 9.97% | -4.73% | 2024-09-20 |
MSTR MicroStrategy Incorporated | Buy | 10.92% | 8.96% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 10.25% | 1.29% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 9.83% | 3.66% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 8.76% | -0.97% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 10.52% | 11.9% | 2024-10-02 |
Asset | Action | Perf % |
---|---|---|
SABR | Sell All | -7.34% |