1D | -0.8 % |
1W | 0.0 % |
2W | 0.7 % |
1M | -0.6 % |
3M | -5.9 % |
6M | 5.0 % |
9M | -1.8 % |
1Y | 4.9 % |
Alpha
-17.6%
|
Beta
0.73
|
sharpe-R
0.43
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:42 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -13.26% |
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 20.
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 | 4.83% | -0.13% | 2024-09-30 | ||
RCAT Red Cat Holdings, Inc. | Buy | 5.74% | 18.75% | 2024-09-30 | ||
DELL Dell Technologies Inc. | Buy | 5.1% | 7.27% | 2024-10-07 | ||
CLMB Climb Global Solutions, Inc. | Buy | 4.91% | 4.16% | 2024-10-08 | ||
AVGO Broadcom Inc. | Buy | 4.6% | -2.38% | 2024-10-10 | ||
MRAM Everspin Technologies, Inc. | Buy | 4.71% | -0.16% | 2024-10-10 | ||
CTM Castellum, Inc. | Buy | 4.43% | -4.62% | 2024-10-11 | ||
ASTI Ascent Solar Technologies, Inc. | Buy | 4.49% | -3.33% | 2024-10-11 | ||
INOD Innodata Inc. | Buy | 5.13% | 10.69% | 2024-10-14 | ||
EGHT 8x8, Inc. | Buy | 4.66% | 0.51% | 2024-10-14 | ||
RELL Richardson Electronics, Ltd. | Buy | 4.59% | -0.96% | 2024-10-14 | ||
RIOT Riot Blockchain, Inc. | Buy | 4.88% | 5.26% | 2024-10-15 | ||
QMCO Quantum Corporation | Buy | 4.27% | -7.79% | 2024-10-15 | ||
INTT inTEST Corporation | Buy | 4.54% | -1.98% | 2024-10-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AZPN Aspen Technology, Inc. | Buy | 4.84% | 0.13% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.04% | 25% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 5.01% | 5.24% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.89% | 3.68% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.48% | -4.91% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.69% | -0.47% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.58% | -1.45% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.22% | -9.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 4.93% | 6.4% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.94% | 6.63% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 4.61% | -0.51% | 2024-10-14 |
RIOT Riot Blockchain, Inc. | Buy | 4.81% | 3.89% | 2024-10-15 |
QMCO Quantum Corporation | Buy | 4.41% | -4.94% | 2024-10-15 |
INTT inTEST Corporation | Buy | 4.42% | -4.62% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
FORM | Sell All | -6.8% |
SGH | Sell All | -24.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FORM FormFactor, Inc. | Buy | 4.49% | -4.58% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.79% | -0.21% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.56% | 36.72% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.93% | 4.49% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.69% | -0.63% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.86% | 3.8% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.43% | -5.36% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.66% | -0.32% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.5% | -2.31% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.09% | -11.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 4.7% | 2.17% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.88% | 6.12% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 4.39% | -4.63% | 2024-10-14 |
RIOT Riot Blockchain, Inc. | Buy | 4.61% | 0.34% | 2024-10-15 |
QMCO Quantum Corporation | Buy | 4.18% | -9.09% | 2024-10-15 |
INTT inTEST Corporation | Buy | 4.36% | -5.15% | 2024-10-15 |
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 | 6.26% | 34.47% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.89% | 3.54% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 6.63% | 43.29% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.81% | 3.88% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.72% | 0.06% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.73% | 42.58% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.95% | 6.59% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.7% | 1.21% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.75% | 3.14% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.45% | -3.33% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.51% | -1.96% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.59% | -0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.46% | -1.73% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.08% | -10% | 2024-10-11 |
INOD Innodata Inc. | Buy | 4.67% | 3.2% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.87% | 7.65% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 4.37% | -3.38% | 2024-10-14 |
RIOT Riot Blockchain, Inc. | Buy | 4.52% | 0% | 2024-10-15 |
QMCO Quantum Corporation | Buy | 4.52% | 0% | 2024-10-15 |
INTT inTEST Corporation | Buy | 4.52% | 0% | 2024-10-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 6.62% | 41.76% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.88% | 3.02% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 6.39% | 37.5% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.78% | 2.9% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.71% | -0.57% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.25% | 32.03% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.94% | 6.07% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.69% | 0.78% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.7% | 1.85% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.54% | -1.8% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.51% | -2.4% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.63% | 0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.5% | -1.16% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.61% | 1.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 4.54% | 0% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.54% | 0% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 4.54% | 0% | 2024-10-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 5.89% | 22.25% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.99% | 2.09% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 5.18% | 8.23% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.74% | -1.07% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.76% | -2.53% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.43% | 31.64% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.98% | 3.64% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.72% | -1.7% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.7% | -1.3% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.57% | -3.97% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.76% | -0.14% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.75% | -0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.69% | 0% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.69% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
ACMR | Sell All | -11.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 6.01% | 25.97% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.97% | 2.75% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 5.13% | 8.23% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.8% | 1.26% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.8% | -0.73% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.37% | 31.64% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.83% | 1.59% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.78% | 0.39% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.73% | 0.37% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.72% | 0.03% | 2024-10-08 |
ACMR ACM Research, Inc. | Buy | 4.41% | -6.46% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.72% | 0% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.72% | 0% | 2024-10-10 |