1D | 1.0 % |
1W | 2.2 % |
2W | 3.8 % |
1M | 3.3 % |
3M | 2.8 % |
6M | 11.2 % |
9M | 3.4 % |
1Y | 7.4 % |
Alpha
-0.5%
|
Beta
0.24
|
sharpe-R
0.71
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:57 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.39% |
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 Communication Services sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
EVC Entravision Communications Corporation | Buy | 10% | 4.81% | 2024-10-07 |
NXST Nexstar Media Group, Inc. | Buy | 9.78% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
TWLO | Sell All | 6.19% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TWLO Twilio Inc. | Buy | 10.13% | 5.86% | 2024-10-03 |
EVC Entravision Communications Corporation | Buy | 9.79% | 2.4% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
SSP | Sell All | 17.45% |
IPG | Sell All | -0.73% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 10.28% | 5.96% | 2024-09-30 |
IPG The Interpublic Group of Companies, Inc. | Buy | 9.52% | -1.9% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 10.11% | 4.17% | 2024-10-03 |
EVC Entravision Communications Corporation | Buy | 9.89% | 1.92% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
ATUS | Sell All | 0% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 9.54% | -2.03% | 2024-09-26 |
SSP The E.W. Scripps Company | Buy | 10.69% | 9.79% | 2024-09-30 |
IPG The Interpublic Group of Companies, Inc. | Buy | 9.48% | -2.62% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 9.9% | 1.64% | 2024-10-03 |
EVC Entravision Communications Corporation | Buy | 9.73% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 9.89% | 0.41% | 2024-09-26 |
SSP The E.W. Scripps Company | Buy | 9.43% | -4.26% | 2024-09-30 |
IPG The Interpublic Group of Companies, Inc. | Buy | 9.68% | -1.74% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 9.86% | 0% | 2024-10-03 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 9.94% | 1.63% | 2024-09-26 |
SSP The E.W. Scripps Company | Buy | 9.78% | 0% | 2024-09-30 |
IPG The Interpublic Group of Companies, Inc. | Buy | 9.78% | 0% | 2024-09-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 9.8% | 0% | 2024-09-26 |
Asset | Action | Perf % |
---|---|---|
TWLO | Sell All | -7.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TWLO Twilio Inc. | Buy | 9.91% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
FUBO | Sell All | NA |
WOW | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 9.25% | -6.67% | 2024-08-20 |
WOW WideOpenWest, Inc. | Buy | 9.46% | -4.5% | 2024-08-20 |
TWLO Twilio Inc. | Buy | 9.91% | 0% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 9.8% | 0% | 2024-08-20 |
WOW WideOpenWest, Inc. | Buy | 9.8% | 0% | 2024-08-20 |
Asset | Action | Perf % |
---|---|---|
SSP | Sell All | -17.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 8.88% | -3.62% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
FUBO | Sell All | 1.4% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 9.73% | 3.5% | 2024-07-17 |
SSP The E.W. Scripps Company | Buy | 9.12% | -0.52% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
LUMN | Sell All | 50% |
CHTR | Sell All | 18.19% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 13.15% | 38.98% | 2024-07-15 |
CHTR Charter Communications, Inc. | Buy | 9.59% | 1.35% | 2024-07-15 |
FUBO fuboTV Inc. | Buy | 9.83% | 1.4% | 2024-07-17 |
SSP The E.W. Scripps Company | Buy | 9.11% | -3.62% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
DJCO | Sell All | 12.26% |
SSTK | Sell All | 7.89% |
RBBN | Sell All | -17.86% |