1D | -0.6 % |
1W | 0.4 % |
2W | 1.1 % |
1M | -0.2 % |
3M | -9.7 % |
6M | 1.9 % |
9M | -5.2 % |
1Y | -3.8 % |
Alpha
-22.3%
|
Beta
0.61
|
sharpe-R
-0
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:40 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -14.96% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks 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 | 4.8% | -0.13% | 2024-09-30 | ||
RCAT Red Cat Holdings, Inc. | Buy | 5.71% | 18.75% | 2024-09-30 | ||
DELL Dell Technologies Inc. | Buy | 5.04% | 7.27% | 2024-10-07 | ||
CLMB Climb Global Solutions, Inc. | Buy | 4.86% | 4.16% | 2024-10-08 | ||
AVGO Broadcom Inc. | Buy | 4.56% | -2.38% | 2024-10-10 | ||
MRAM Everspin Technologies, Inc. | Buy | 4.66% | -0.16% | 2024-10-10 | ||
CTM Castellum, Inc. | Buy | 4.39% | -4.62% | 2024-10-11 | ||
ASTI Ascent Solar Technologies, Inc. | Buy | 4.45% | -3.33% | 2024-10-11 | ||
INOD Innodata Inc. | Buy | 5.08% | 10.69% | 2024-10-14 | ||
EGHT 8x8, Inc. | Buy | 4.61% | 0.51% | 2024-10-14 | ||
RELL Richardson Electronics, Ltd. | Buy | 4.55% | -0.96% | 2024-10-14 | ||
RIOT Riot Blockchain, Inc. | Buy | 5.35% | 5.26% | 2024-10-15 | ||
QMCO Quantum Corporation | Buy | 4.69% | -7.79% | 2024-10-15 | ||
INTT inTEST Corporation | Buy | 4.98% | -1.98% | 2024-10-15 | ||
NVEC NVE Corporation | Buy | 5.18% | 1.94% | 2024-10-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AZPN Aspen Technology, Inc. | Buy | 4.82% | 0.13% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.02% | 25% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.95% | 5.24% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.84% | 3.68% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.44% | -4.91% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.65% | -0.47% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.54% | -1.45% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.18% | -9.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 4.89% | 6.4% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.9% | 6.63% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 4.57% | -0.51% | 2024-10-14 |
RIOT Riot Blockchain, Inc. | Buy | 5.29% | 3.89% | 2024-10-15 |
QMCO Quantum Corporation | Buy | 4.84% | -4.94% | 2024-10-15 |
INTT inTEST Corporation | Buy | 4.85% | -4.62% | 2024-10-15 |
NVEC NVE Corporation | Buy | 5.14% | 0.94% | 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 | 4.56% | -4.58% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.77% | -0.21% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.54% | 36.72% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.88% | 4.49% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.64% | -0.63% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.82% | 3.8% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.39% | -5.36% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.63% | -0.32% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.47% | -2.31% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.06% | -11.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 4.66% | 2.17% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.84% | 6.12% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 4.35% | -4.63% | 2024-10-14 |
RIOT Riot Blockchain, Inc. | Buy | 5.07% | 0.34% | 2024-10-15 |
QMCO Quantum Corporation | Buy | 4.6% | -9.09% | 2024-10-15 |
INTT inTEST Corporation | Buy | 4.79% | -5.15% | 2024-10-15 |
NVEC NVE Corporation | Buy | 5.02% | -0.64% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
MPWR | Sell All | -1.79% |
PHUN | Sell All | 64.33% |
AMD | Sell All | -8.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | Buy | 4.95% | 3.54% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 6.75% | 43.29% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.89% | 3.88% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.71% | 0.06% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.72% | 42.58% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.9% | 6.59% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.66% | 1.21% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.72% | 3.14% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.42% | -3.33% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.48% | -1.96% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.57% | -0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.43% | -1.73% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.06% | -10% | 2024-10-11 |
INOD Innodata Inc. | Buy | 4.64% | 3.2% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.84% | 7.65% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 4.34% | -3.38% | 2024-10-14 |
RIOT Riot Blockchain, Inc. | Buy | 4.98% | 0% | 2024-10-15 |
QMCO Quantum Corporation | Buy | 4.98% | 0% | 2024-10-15 |
INTT inTEST Corporation | Buy | 4.98% | 0% | 2024-10-15 |
NVEC NVE Corporation | Buy | 4.98% | 0% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
MSTR | Sell All | 34.47% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 6.81% | 41.76% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.95% | 3.02% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 6.5% | 37.5% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.87% | 2.9% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.7% | -0.57% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.24% | 32.03% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.9% | 6.07% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.65% | 0.78% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.67% | 1.85% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.51% | -1.8% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.48% | -2.4% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.6% | 0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.47% | -1.16% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.58% | 1.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 4.51% | 0% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.51% | 0% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 4.51% | 0% | 2024-10-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 6.06% | 22.25% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 5.06% | 2.09% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 5.28% | 8.23% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.83% | -1.07% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.75% | -2.53% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.42% | 31.64% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.94% | 3.64% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.68% | -1.7% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.67% | -1.3% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.55% | -3.97% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.73% | -0.14% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.73% | -0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 4.66% | 0% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.66% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
ACMR | Sell All | -11.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 6.19% | 25.97% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 5.04% | 2.75% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 5.23% | 8.23% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.89% | 1.26% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.79% | -0.73% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.36% | 31.64% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.79% | 1.59% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.73% | 0.39% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.71% | 0.37% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.69% | 0.03% | 2024-10-08 |
ACMR ACM Research, Inc. | Buy | 4.39% | -6.46% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 4.69% | 0% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 4.69% | 0% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 6.11% | 24.08% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 5.02% | 2.11% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 5.54% | 14.33% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.77% | -1.45% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.86% | 0.33% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 5.86% | 21.09% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.68% | -1.1% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.78% | 1.07% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 4.7% | 0% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 4.7% | 0% | 2024-10-08 |
ACMR ACM Research, Inc. | Buy | 4.7% | 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 | 4.77% | -2.62% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 4.76% | -2.98% | 2024-09-20 |
MSTR MicroStrategy Incorporated | Buy | 5.78% | 17.7% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 5.04% | 2.7% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 5.16% | 6.71% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.77% | -1.19% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.87% | 0.79% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.23% | 28.91% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 4.72% | 0% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 4.72% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 4.81% | -2.83% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 4.72% | -4.73% | 2024-09-20 |
MSTR MicroStrategy Incorporated | Buy | 5.41% | 8.96% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 5.02% | 1.29% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 5.06% | 3.66% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.62% | -5.46% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.84% | -0.97% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.28% | 28.52% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
SABR | Sell All | -7.34% |
COHU | Sell All | -5.9% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 4.91% | -1.27% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 4.97% | -0.09% | 2024-09-20 |
MSTR MicroStrategy Incorporated | Buy | 5.4% | 8.48% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.87% | -2.11% | 2024-09-25 |
SABR Sabre Corporation | Buy | 4.81% | -1.9% | 2024-09-27 |
PHUN Phunware, Inc. | Buy | 4.99% | 1.83% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.62% | -5.82% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.84% | -1.3% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 5.63% | 14.84% | 2024-09-30 |
COHU Cohu, Inc. | Buy | 4.66% | -4.86% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
DDD | Sell All | 0% |
NTNX | Sell All | -7.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 5.06% | 3.11% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 5.14% | 4.73% | 2024-09-20 |
NTNX Nutanix, Inc. | Buy | 4.85% | -2.58% | 2024-09-23 |
MSTR MicroStrategy Incorporated | Buy | 5.53% | 12.42% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.99% | 1.48% | 2024-09-25 |
SABR Sabre Corporation | Buy | 4.83% | -0.27% | 2024-09-27 |
PHUN Phunware, Inc. | Buy | 5.05% | 4.27% | 2024-09-27 |
DDD 3D Systems Corporation | Buy | 5.15% | 6.37% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.75% | -1.92% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.87% | 0.67% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 4.8% | -0.78% | 2024-09-30 |
COHU Cohu, Inc. | Buy | 4.79% | -0.96% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
CLSK | Sell All | -3.01% |
RMNI | Sell All | -9.31% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 4.98% | 2.55% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 5.1% | 4.82% | 2024-09-20 |
NTNX Nutanix, Inc. | Buy | 4.83% | -1.99% | 2024-09-23 |
MSTR MicroStrategy Incorporated | Buy | 5.72% | 17.5% | 2024-09-24 |
CLSK CleanSpark, Inc. | Buy | 5.12% | 5.19% | 2024-09-25 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.94% | 1.54% | 2024-09-25 |
SABR Sabre Corporation | Buy | 4.84% | 1.09% | 2024-09-27 |
RMNI Rimini Street, Inc. | Buy | 4.39% | -8.33% | 2024-09-27 |
PHUN Phunware, Inc. | Buy | 5.05% | 5.49% | 2024-09-27 |
DDD 3D Systems Corporation | Buy | 5.19% | 8.24% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.73% | -1.28% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 4.79% | 0% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 4.79% | 0% | 2024-09-30 |
COHU Cohu, Inc. | Buy | 4.79% | 0% | 2024-09-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 4.99% | 2.48% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 5.23% | 7.27% | 2024-09-20 |
NTNX Nutanix, Inc. | Buy | 4.97% | 0.62% | 2024-09-23 |
MSTR MicroStrategy Incorporated | Buy | 5.4% | 10.68% | 2024-09-24 |
CLSK CleanSpark, Inc. | Buy | 5.11% | 4.78% | 2024-09-25 |
MPWR Monolithic Power Systems, Inc. | Buy | 5.05% | 3.67% | 2024-09-25 |
SABR Sabre Corporation | Buy | 4.8% | 0% | 2024-09-27 |
RMNI Rimini Street, Inc. | Buy | 4.8% | 0% | 2024-09-27 |
PHUN Phunware, Inc. | Buy | 4.8% | 0% | 2024-09-27 |
DDD 3D Systems Corporation | Buy | 4.8% | 0% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 4.8% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
CMTL | Sell All | -9.31% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 4.98% | 0.71% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 4.83% | -2.36% | 2024-09-20 |
NTNX Nutanix, Inc. | Buy | 5.05% | 0.66% | 2024-09-23 |
MSTR MicroStrategy Incorporated | Buy | 5.02% | 1.31% | 2024-09-24 |
CMTL Comtech Telecommunications Corp. | Buy | 4.54% | -8.43% | 2024-09-24 |
CLSK CleanSpark, Inc. | Buy | 4.8% | -3.01% | 2024-09-25 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.97% | 0.41% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
GMGI | Sell All | -11.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLIT Harmonic Inc. | Buy | 5.01% | 1.91% | 2024-09-20 |
MEI Methode Electronics, Inc. | Buy | 4.92% | 0.26% | 2024-09-20 |
GMGI Golden Matrix Group, Inc. | Buy | 4.39% | -10.69% | 2024-09-20 |
NTNX Nutanix, Inc. | Buy | 4.96% | -0.3% | 2024-09-23 |
MSTR MicroStrategy Incorporated | Buy | 5.05% | 2.61% | 2024-09-24 |
CMTL Comtech Telecommunications Corp. | Buy | 4.87% | -1.11% | 2024-09-24 |
CLSK CleanSpark, Inc. | Buy | 4.91% | 0% | 2024-09-25 |
MPWR Monolithic Power Systems, Inc. | Buy | 4.91% | 0% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
QTWO | Sell All | -1.56% |