1D | 1.6 % |
1W | 0.8 % |
2W | 1.6 % |
1M | -4.8 % |
3M | -20.3 % |
6M | -14.0 % |
9M | -9.6 % |
1Y | -14.4 % |
Alpha
-44.5%
|
Beta
0.93
|
sharpe-R
-0.44
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:54:01 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -23.93% |
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. 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 |
---|---|---|---|---|---|---|
HEES H&E Equipment Services, Inc. | Buy | 10.99% | 10.93% | 2024-09-19 | ||
CBT Cabot Corporation | Buy | 9.23% | 3.32% | 2024-09-20 | ||
FIX Comfort Systems USA, Inc. | Buy | 10.2% | 8.16% | 2024-09-24 | ||
ANF Abercrombie & Fitch Co. | Buy | 10.31% | 13.05% | 2024-09-25 | ||
APA APA Corporation | Buy | 12.8% | -2.88% | 2024-10-02 | ||
AMPY Amplify Energy Corp. | Buy | 7.23% | -0.74% | 2024-10-03 | ||
OLN Olin Corporation | Buy | 8.33% | -1.15% | 2024-10-08 | ||
ARCH Arch Resources, Inc. | Buy | 9.18% | -1.45% | 2024-10-11 | ||
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 9.4% | 7.64% | 2024-10-15 | ||
KE Kimball Electronics, Inc. | Buy | 10.34% | 1.51% | 2024-10-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HEES H&E Equipment Services, Inc. | Buy | 10.97% | 10.78% | 2024-09-19 |
CBT Cabot Corporation | Buy | 9.32% | 4.37% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.09% | 7.02% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 10.5% | 15.26% | 2024-09-25 |
APA APA Corporation | Buy | 12.73% | -3.35% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.08% | -2.67% | 2024-10-03 |
OLN Olin Corporation | Buy | 8.28% | -1.73% | 2024-10-08 |
ARCH Arch Resources, Inc. | Buy | 9.35% | 0.43% | 2024-10-11 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 9.51% | 8.99% | 2024-10-15 |
KE Kimball Electronics, Inc. | Buy | 10.18% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
FOR | Sell All | 2.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 9.86% | -0.47% | 2024-09-17 |
HEES H&E Equipment Services, Inc. | Buy | 11.12% | 12.19% | 2024-09-19 |
CBT Cabot Corporation | Buy | 9.15% | 2.37% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.21% | 8.17% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 9.98% | 9.44% | 2024-09-25 |
APA APA Corporation | Buy | 13.72% | 4.05% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.47% | 2.52% | 2024-10-03 |
OLN Olin Corporation | Buy | 8.36% | -0.88% | 2024-10-08 |
ARCH Arch Resources, Inc. | Buy | 9.4% | 0.9% | 2024-10-11 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 8.74% | 0% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
NESR | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 9.85% | -1.82% | 2024-09-17 |
HEES H&E Equipment Services, Inc. | Buy | 11.01% | 9.72% | 2024-09-19 |
CBT Cabot Corporation | Buy | 9.02% | -0.38% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.05% | 5.11% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 9.31% | 0.81% | 2024-09-25 |
APA APA Corporation | Buy | 13.98% | 4.68% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.55% | 2.37% | 2024-10-03 |
OLN Olin Corporation | Buy | 8.34% | -2.31% | 2024-10-08 |
ARCH Arch Resources, Inc. | Buy | 9.44% | 0% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 9.44% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | -8.36% |
LNN | Sell All | -3.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 9.86% | -0.85% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 9.56% | -3.89% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.79% | 8.46% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.73% | -2.19% | 2024-09-19 |
CBT Cabot Corporation | Buy | 8.94% | -0.35% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.94% | 4.93% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 8.96% | -2.15% | 2024-09-25 |
APA APA Corporation | Buy | 13.92% | 5.11% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.83% | 7.12% | 2024-10-03 |
OLN Olin Corporation | Buy | 8.47% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
MATX | Sell All | -5.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 10.04% | -0.16% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.18% | 1.24% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.53% | 4.63% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.98% | -0.81% | 2024-09-19 |
CBT Cabot Corporation | Buy | 9.02% | -0.54% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.83% | 2.59% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 8.71% | -5.9% | 2024-09-25 |
MATX Matson, Inc. | Buy | 8.88% | -1.95% | 2024-09-26 |
APA APA Corporation | Buy | 13.44% | 0.39% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.39% | 0% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
MODG | Sell All | -6.01% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 10.12% | 1.25% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.28% | 2.92% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.52% | 5.27% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.93% | -0.62% | 2024-09-19 |
CBT Cabot Corporation | Buy | 8.99% | -0.3% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.57% | 0.54% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 8.79% | -4.48% | 2024-09-25 |
MATX Matson, Inc. | Buy | 8.9% | -1.18% | 2024-09-26 |
MODG Topgolf Callaway Brands Corp. | Buy | 7.59% | -2.73% | 2024-10-01 |
APA APA Corporation | Buy | 13.3% | 0% | 2024-10-02 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | -0.18% |