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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 13.11% | -0.83% | 2024-09-02 |
FOR Forestar Group Inc. | Buy | 10.07% | 1.47% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.39% | 4.66% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.32% | 3.95% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.91% | -0.19% | 2024-09-19 |
CBT Cabot Corporation | Buy | 9% | 0.52% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.52% | 0.74% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 9% | -1.55% | 2024-09-25 |
MATX Matson, Inc. | Buy | 8.93% | -0.12% | 2024-09-26 |
MODG Topgolf Callaway Brands Corp. | Buy | 7.75% | 0% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
RMNI | Sell All | -9.31% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 12.94% | -1.66% | 2024-09-02 |
FOR Forestar Group Inc. | Buy | 9.98% | 0.97% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.57% | 6.98% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.04% | 1.54% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.72% | -1.67% | 2024-09-19 |
CBT Cabot Corporation | Buy | 8.95% | 0.39% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.64% | 2.41% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 8.83% | -2.93% | 2024-09-25 |
MATX Matson, Inc. | Buy | 8.83% | -0.76% | 2024-09-26 |
RMNI Rimini Street, Inc. | Buy | 8.5% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
TPL | Sell All | -4.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 13.35% | 1.01% | 2024-09-02 |
FOR Forestar Group Inc. | Buy | 9.86% | -0.63% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 9.96% | 0.39% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 9.98% | 0.49% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.68% | -2.53% | 2024-09-19 |
TPL Texas Pacific Land Corporation | Buy | 9.07% | 1.32% | 2024-09-20 |
CBT Cabot Corporation | Buy | 8.72% | -2.61% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.58% | 1.33% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 8.86% | -3.08% | 2024-09-25 |
MATX Matson, Inc. | Buy | 8.94% | 0% | 2024-09-26 |
Asset | Action | Perf % |
---|---|---|
TGI | Sell All | -5.76% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 13.16% | 1.14% | 2024-09-02 |
FOR Forestar Group Inc. | Buy | 10.01% | 2.48% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.17% | 4.14% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 9.98% | 2.11% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.71% | -0.64% | 2024-09-19 |
TPL Texas Pacific Land Corporation | Buy | 9.05% | 2.72% | 2024-09-20 |
CBT Cabot Corporation | Buy | 8.73% | -0.87% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.32% | 0.18% | 2024-09-24 |
TGI Triumph Group, Inc. | Buy | 8.89% | -4.43% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 8.99% | 0% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
MYGN | Sell All | -1.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 13.11% | 1.58% | 2024-09-02 |
MYGN Myriad Genetics, Inc. | Buy | 9.03% | -0.15% | 2024-09-09 |
FOR Forestar Group Inc. | Buy | 10.13% | 4.55% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.1% | 4.25% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 9.87% | 1.79% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.61% | -0.85% | 2024-09-19 |
TPL Texas Pacific Land Corporation | Buy | 9.09% | 3.98% | 2024-09-20 |
CBT Cabot Corporation | Buy | 8.6% | -1.66% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.23% | 0% | 2024-09-24 |
TGI Triumph Group, Inc. | Buy | 9.23% | 0% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
MBUU | Sell All | 5.91% |
SSP | Sell All | -14.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 12.78% | 1.09% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.36% | 10.79% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 9.29% | 4.89% | 2024-09-09 |
FOR Forestar Group Inc. | Buy | 10.23% | 7.77% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 9.35% | -1.41% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 9.81% | 3.31% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.61% | 1.23% | 2024-09-19 |
SSP The E.W. Scripps Company | Buy | 9.45% | -0.5% | 2024-09-19 |
TPL Texas Pacific Land Corporation | Buy | 8.56% | 0% | 2024-09-20 |
CBT Cabot Corporation | Buy | 8.56% | 0% | 2024-09-20 |
Asset | Action | Perf % |
---|---|---|
HE | Sell All | -10.31% |
MPW | Sell All | -9.42% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 12.92% | 2.72% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.12% | 8.82% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 9.3% | 5.56% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 8.8% | -6.75% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 9.32% | -1.31% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 9.75% | 3.32% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 9.45% | 0.14% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 9.44% | 0% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.44% | 0% | 2024-09-19 |
SSP The E.W. Scripps Company | Buy | 9.44% | 0% | 2024-09-19 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 12.95% | 3.81% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.06% | 8.96% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 9.27% | 6.04% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 9.18% | -2.04% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 9.38% | 0.16% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 9.7% | 3.51% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 9.36% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 12.96% | 3.14% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 9.95% | 7.07% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 9.11% | 3.45% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 9.4% | -0.31% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 9.43% | 0% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 9.43% | 0% | 2024-09-17 |