1D | -1.4 % |
1W | -0.6 % |
2W | -0.9 % |
1M | -2.9 % |
3M | -71.3 % |
6M | -66.3 % |
9M | -70.1 % |
1Y | -69.1 % |
Alpha
-102.6%
|
Beta
0.96
|
sharpe-R
-0.9
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:52 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -74.21% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 25.
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 | 6.38% | -0.13% | 2024-09-30 | ||
RCAT Red Cat Holdings, Inc. | Buy | 5.32% | 18.75% | 2024-09-30 | ||
DELL Dell Technologies Inc. | Buy | 6.43% | 7.27% | 2024-10-07 | ||
CLMB Climb Global Solutions, Inc. | Buy | 6.45% | 4.16% | 2024-10-08 | ||
AVGO Broadcom Inc. | Buy | 6.36% | -2.38% | 2024-10-10 | ||
MRAM Everspin Technologies, Inc. | Buy | 6.39% | -0.16% | 2024-10-10 | ||
ASTI Ascent Solar Technologies, Inc. | Buy | 6.96% | -3.33% | 2024-10-11 | ||
CTM Castellum, Inc. | Buy | 6.2% | -4.62% | 2024-10-11 | ||
EGHT 8x8, Inc. | Buy | 5.97% | 0.51% | 2024-10-14 | ||
INOD Innodata Inc. | Buy | 6.85% | 10.69% | 2024-10-14 | ||
RELL Richardson Electronics, Ltd. | Buy | 6.55% | -0.96% | 2024-10-14 | ||
NTIP Network-1 Technologies, Inc. | Sell | -2.33% | 3.57% | 2024-10-01 | ||
APPN Appian Corporation | Sell | -2.07% | 6.35% | 2024-10-08 | ||
INTZ Intrusion Inc. | Sell | -0.95% | 20.24% | 2024-10-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AZPN Aspen Technology, Inc. | Buy | 6.38% | -0.13% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 5.32% | 18.75% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 6.43% | 7.27% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 6.45% | 4.16% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 6.36% | -2.38% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 6.39% | -0.16% | 2024-10-10 |
ASTI Ascent Solar Technologies, Inc. | Buy | 6.96% | -3.33% | 2024-10-11 |
CTM Castellum, Inc. | Buy | 6.2% | -4.62% | 2024-10-11 |
EGHT 8x8, Inc. | Buy | 5.97% | 0.51% | 2024-10-14 |
INOD Innodata Inc. | Buy | 6.85% | 10.69% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 6.55% | -0.96% | 2024-10-14 |
NTIP Network-1 Technologies, Inc. | Sell | -2.33% | 3.57% | 2024-10-01 |
APPN Appian Corporation | Sell | -2.07% | 6.35% | 2024-10-08 |
INTZ Intrusion Inc. | Sell | -0.95% | 20.24% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
XRX | Buy All | -8.85% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AZPN Aspen Technology, Inc. | Buy | 6.39% | 0.13% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 5.6% | 25% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 6.31% | 5.24% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 6.42% | 3.68% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 6.19% | -4.91% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 6.37% | -0.47% | 2024-10-10 |
ASTI Ascent Solar Technologies, Inc. | Buy | 6.53% | -9.26% | 2024-10-11 |
CTM Castellum, Inc. | Buy | 6.4% | -1.45% | 2024-10-11 |
EGHT 8x8, Inc. | Buy | 6.33% | 6.63% | 2024-10-14 |
INOD Innodata Inc. | Buy | 6.58% | 6.4% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 6.58% | -0.51% | 2024-10-14 |
XRX Xerox Holdings Corporation | Sell | -2.44% | -3.05% | 2024-09-24 |
NTIP Network-1 Technologies, Inc. | Sell | -2.22% | 7.86% | 2024-10-01 |
APPN Appian Corporation | Sell | -2.09% | 5.44% | 2024-10-08 |
INTZ Intrusion Inc. | Sell | -0.98% | 17.86% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
FORM | Sell All | -6.8% |
SGH | Sell All | -24.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FORM FormFactor, Inc. | Buy | 6.25% | -4.58% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 6.28% | -0.21% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.04% | 36.72% | 2024-09-30 |
SGH SMART Global Holdings, Inc. | Buy | 6.18% | -0.63% | 2024-10-07 |
DELL Dell Technologies Inc. | Buy | 6.17% | 4.49% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 6.34% | 3.8% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 6.08% | -5.36% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 6.29% | -0.32% | 2024-10-10 |
ASTI Ascent Solar Technologies, Inc. | Buy | 6.3% | -11.26% | 2024-10-11 |
CTM Castellum, Inc. | Buy | 6.26% | -2.31% | 2024-10-11 |
EGHT 8x8, Inc. | Buy | 6.21% | 6.12% | 2024-10-14 |
INOD Innodata Inc. | Buy | 6.23% | 2.17% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 6.22% | -4.63% | 2024-10-14 |
XRX Xerox Holdings Corporation | Sell | -2.38% | -1.87% | 2024-09-24 |
NTIP Network-1 Technologies, Inc. | Sell | -2.12% | 10.71% | 2024-10-01 |
APPN Appian Corporation | Sell | -2.06% | 5.81% | 2024-10-08 |
INTZ Intrusion Inc. | Sell | -0.98% | 16.67% | 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 | 6.21% | 34.47% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 6.21% | 3.54% | 2024-09-25 |
FORM FormFactor, Inc. | Buy | 6.71% | 3.88% | 2024-09-27 |
PHUN Phunware, Inc. | Buy | 6.21% | 43.29% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 6.21% | 0.06% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 6.21% | 42.58% | 2024-09-30 |
SGH SMART Global Holdings, Inc. | Buy | 6.21% | 1.21% | 2024-10-07 |
DELL Dell Technologies Inc. | Buy | 6.21% | 6.59% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 6.21% | 3.14% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 5.62% | -3.33% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 6.21% | -1.96% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 6.21% | -0.16% | 2024-10-10 |
ASTI Ascent Solar Technologies, Inc. | Buy | 6.3% | -10% | 2024-10-11 |
CTM Castellum, Inc. | Buy | 6.21% | -1.73% | 2024-10-11 |
EGHT 8x8, Inc. | Buy | 6.21% | 7.65% | 2024-10-14 |
INOD Innodata Inc. | Buy | 6.21% | 3.2% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 6.21% | -3.38% | 2024-10-14 |
XRX Xerox Holdings Corporation | Sell | -2.3% | 0% | 2024-09-24 |
NTIP Network-1 Technologies, Inc. | Sell | -2.14% | 8.57% | 2024-10-01 |
APPN Appian Corporation | Sell | -2.09% | 3.1% | 2024-10-08 |
INTZ Intrusion Inc. | Sell | -1.09% | 5.95% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
SOTK | Buy All | -9.11% |
Asset | Action | Weight |
---|---|---|
AMD | Sell | -1.24% |
CTM | Sell | -0.67% |
AZPN | Sell | -0.76% |
AVGO | Sell | -1% |
SGH | Sell | -1.03% |
MPWR | Sell | -1.04% |
CLMB | Sell | -1.11% |
MRAM | Sell | -1.14% |
DELL | Sell | -1.42% |
PHUN | Sell | -3.05% |
MSTR | Sell | -3.22% |
RCAT | Sell | -3.73% |
EGHT | Buy | 5.46% |
INOD | Buy | 5.49% |
RELL | Buy | 5.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 9.94% | 41.76% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 7.21% | 3.02% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 8.88% | 37.5% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 6.65% | 2.9% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 6.93% | -0.57% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 9.2% | 32.03% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 7.59% | 6.07% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 7.21% | 0.78% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 7.23% | 1.85% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 6.97% | -1.8% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 7.18% | -2.4% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 7.37% | 0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 6.92% | -1.16% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 7.09% | 1.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 0.7% | 0% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 0.7% | 0% | 2024-10-14 |
RELL Richardson Electronics, Ltd. | Buy | 0.7% | 0% | 2024-10-14 |
SOTK Sono-Tek Corporation | Sell | -2.76% | -2.53% | 2024-09-23 |
XRX Xerox Holdings Corporation | Sell | -2.32% | -0.88% | 2024-09-24 |
NTIP Network-1 Technologies, Inc. | Sell | -2.24% | 4.29% | 2024-10-01 |
APPN Appian Corporation | Sell | -2.05% | 4.83% | 2024-10-08 |
INTZ Intrusion Inc. | Sell | -1.12% | 3.57% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
TTWO | Buy All | -4.24% |
QTWO | Buy All | -4.65% |
SURG | Buy All | -22.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 8.92% | 22.25% | 2024-09-24 |
MPWR Monolithic Power Systems, Inc. | Buy | 7.43% | 2.09% | 2024-09-25 |
PHUN Phunware, Inc. | Buy | 7.27% | 8.23% | 2024-09-27 |
FORM FormFactor, Inc. | Buy | 6.65% | -1.07% | 2024-09-27 |
AZPN Aspen Technology, Inc. | Buy | 7.07% | -2.53% | 2024-09-30 |
RCAT Red Cat Holdings, Inc. | Buy | 9.54% | 31.64% | 2024-09-30 |
DELL Dell Technologies Inc. | Buy | 7.72% | 3.64% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 7.32% | -1.7% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 7.29% | -1.3% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 7.09% | -3.97% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 7.64% | -0.14% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 7.64% | -0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 7.28% | 0% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 7.28% | 0% | 2024-10-11 |
TTWO Take-Two Interactive Software, Inc. | Sell | -2.89% | -3.17% | 2024-09-23 |
SOTK Sono-Tek Corporation | Sell | -2.94% | -5.06% | 2024-09-23 |
XRX Xerox Holdings Corporation | Sell | -2.38% | 0.49% | 2024-09-24 |
QTWO Q2 Holdings, Inc. | Sell | -13.19% | -2.75% | 2024-09-25 |
NTIP Network-1 Technologies, Inc. | Sell | -2.39% | 2.14% | 2024-10-01 |
APPN Appian Corporation | Sell | -2.19% | 2.34% | 2024-10-08 |
SURG SurgePays, Inc. | Sell | -2.82% | -6.55% | 2024-10-10 |
INTZ Intrusion Inc. | Sell | -1.21% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
FIVN | Buy All | -6.82% |
ACMR | Sell All | -11.97% |