1D | -0.1 % |
1W | -1.7 % |
2W | -2.1 % |
1M | -4.9 % |
3M | -18.7 % |
6M | -19.4 % |
9M | -19.7 % |
1Y | -23.1 % |
Alpha
-51.1%
|
Beta
0.84
|
sharpe-R
-0.84
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:58 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -27.01% |
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. 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 |
---|---|---|---|---|---|---|
SJT San Juan Basin Royalty Trust | Buy | 10.13% | 3.35% | 2024-10-07 | ||
PLL Piedmont Lithium Inc. | Buy | 9.52% | -2.9% | 2024-10-07 | ||
TNET TriNet Group, Inc. | Buy | 9.67% | -1.29% | 2024-10-07 | ||
OLN Olin Corporation | Buy | 7.9% | -1.15% | 2024-10-08 | ||
CIX CompX International Inc. | Buy | 9.55% | 1.7% | 2024-10-10 | ||
AVGO Broadcom Inc. | Buy | 9.17% | -2.38% | 2024-10-10 | ||
CDXS Codexis, Inc. | Buy | 10% | -0.59% | 2024-10-16 | ||
KE Kimball Electronics, Inc. | Buy | 10.78% | 1.51% | 2024-10-17 | ||
NXST Nexstar Media Group, Inc. | Buy | 10.64% | 0.19% | 2024-10-17 | ||
NKTR Nektar Therapeutics | Buy | 10.63% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SJT San Juan Basin Royalty Trust | Buy | 10.13% | 3.35% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 9.52% | -2.9% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.67% | -1.29% | 2024-10-07 |
OLN Olin Corporation | Buy | 7.9% | -1.15% | 2024-10-08 |
CIX CompX International Inc. | Buy | 9.55% | 1.7% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 9.17% | -2.38% | 2024-10-10 |
CDXS Codexis, Inc. | Buy | 10% | -0.59% | 2024-10-16 |
KE Kimball Electronics, Inc. | Buy | 10.78% | 1.51% | 2024-10-17 |
NXST Nexstar Media Group, Inc. | Buy | 10.64% | 0.19% | 2024-10-17 |
NKTR Nektar Therapeutics | Buy | 10.63% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SJT San Juan Basin Royalty Trust | Buy | 10.08% | 3.35% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 10.05% | 2.98% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.57% | -1.85% | 2024-10-07 |
OLN Olin Corporation | Buy | 7.82% | -1.73% | 2024-10-08 |
CIX CompX International Inc. | Buy | 9.47% | 1.34% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 8.89% | -4.91% | 2024-10-10 |
CDXS Codexis, Inc. | Buy | 10.4% | 3.83% | 2024-10-16 |
KE Kimball Electronics, Inc. | Buy | 10.57% | 0% | 2024-10-17 |
NXST Nexstar Media Group, Inc. | Buy | 10.57% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
AMPY | Sell All | -2.67% |
IRWD | Sell All | 5.63% |
TWLO | Sell All | 6.19% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMPY Amplify Energy Corp. | Buy | 10.13% | -1.63% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.61% | 3.05% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 10.88% | 5.66% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 9.91% | 1.29% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 10.94% | 11.81% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.65% | -1.41% | 2024-10-07 |
OLN Olin Corporation | Buy | 7.73% | -3.17% | 2024-10-08 |
CIX CompX International Inc. | Buy | 9.22% | -1.7% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 8.88% | -5.36% | 2024-10-10 |
CDXS Codexis, Inc. | Buy | 10.05% | 0% | 2024-10-16 |
Asset | Action | Perf % |
---|---|---|
APA | Sell All | -3.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 10.44% | 2.61% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 10.4% | 2.67% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.01% | -1.17% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 10.56% | 4.17% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 9.43% | -2.06% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 11.44% | 18.79% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.57% | -0.63% | 2024-10-07 |
OLN Olin Corporation | Buy | 7.68% | -2.31% | 2024-10-08 |
CIX CompX International Inc. | Buy | 9.23% | 0% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 9.23% | 0% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 10.57% | 2.34% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 10.69% | 4.01% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.02% | -2.58% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 10.49% | 2.03% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 9.42% | -3.61% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 10.46% | 7.02% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.61% | -1.71% | 2024-10-07 |
OLN Olin Corporation | Buy | 7.97% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
TSE | Sell All | -7.88% |
PARR | Sell All | -8.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 10.58% | 5.11% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 10.73% | 7.12% | 2024-10-03 |
TSE Trinseo PLC | Buy | 9.73% | -2.88% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 9.43% | -5.87% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 10.35% | 3.31% | 2024-10-03 |
PARR Par Pacific Holdings, Inc. | Buy | 9.55% | -3.21% | 2024-10-04 |
SJT San Juan Basin Royalty Trust | Buy | 9.37% | -1.55% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 11.12% | 16.77% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.37% | -1.57% | 2024-10-07 |
OLN Olin Corporation | Buy | 7.77% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
MATX | Sell All | -5.25% |