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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MATX Matson, Inc. | Buy | 7.91% | -3.8% | 2024-09-26 |
APA APA Corporation | Buy | 10.56% | 4.79% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 10.56% | 5.19% | 2024-10-03 |
TSE Trinseo PLC | Buy | 10.32% | 2.88% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.13% | 0.94% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 10.2% | 1.64% | 2024-10-03 |
PARR Par Pacific Holdings, Inc. | Buy | 9.71% | -1.81% | 2024-10-04 |
SJT San Juan Basin Royalty Trust | Buy | 9.54% | 0% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 9.54% | 0% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.54% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
UUUU | Sell All | 6.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UUUU Energy Fuels Inc. | Buy | 8.88% | 5.85% | 2024-09-23 |
MATX Matson, Inc. | Buy | 8.01% | -3.7% | 2024-09-26 |
APA APA Corporation | Buy | 10.55% | 3.39% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 10.48% | 3.12% | 2024-10-03 |
TSE Trinseo PLC | Buy | 9.82% | -3.33% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.09% | -0.7% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 10.14% | -0.18% | 2024-10-03 |
PARR Par Pacific Holdings, Inc. | Buy | 10.01% | 0% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
CBT | Sell All | -2.02% |
FIX | Sell All | 3.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 9.73% | -0.54% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.23% | 4.53% | 2024-09-20 |
UUUU Energy Fuels Inc. | Buy | 9.28% | 11.32% | 2024-09-23 |
MATX Matson, Inc. | Buy | 8.11% | -1.95% | 2024-09-26 |
APA APA Corporation | Buy | 10.18% | 0.39% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 10.1% | 0% | 2024-10-03 |
TSE Trinseo PLC | Buy | 10.1% | 0% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.1% | 0% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 10.1% | 0% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
MODG | Sell All | -6.01% |
HEES | Sell All | 4.63% |
LNN | Sell All | -0.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HEES H&E Equipment Services, Inc. | Buy | 10.8% | 5.27% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 10.19% | -0.62% | 2024-09-19 |
CBT Cabot Corporation | Buy | 9.78% | -0.3% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.05% | 2.45% | 2024-09-20 |
UUUU Energy Fuels Inc. | Buy | 8.81% | 5.47% | 2024-09-23 |
MATX Matson, Inc. | Buy | 8.19% | -1.18% | 2024-09-26 |
MODG Topgolf Callaway Brands Corp. | Buy | 9.69% | -2.73% | 2024-10-01 |
APA APA Corporation | Buy | 10.16% | 0% | 2024-10-02 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | 2.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 10.69% | 4.66% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.62% | 3.95% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 10.2% | -0.19% | 2024-09-19 |
CBT Cabot Corporation | Buy | 9.82% | 0.52% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.03% | 2.65% | 2024-09-20 |
UUUU Energy Fuels Inc. | Buy | 8.62% | 3.58% | 2024-09-23 |
MATX Matson, Inc. | Buy | 8.24% | -0.12% | 2024-09-26 |
MODG Topgolf Callaway Brands Corp. | Buy | 9.93% | 0% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
TSE | Sell All | 8.72% |
FOR | Sell All | 1.47% |
RMNI | Sell All | -9.31% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 10.43% | 0.97% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.7% | 6.98% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.16% | 1.54% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.84% | -1.67% | 2024-09-19 |
CBT Cabot Corporation | Buy | 9.6% | 0.39% | 2024-09-20 |
TSE Trinseo PLC | Buy | 11.64% | 21.7% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.98% | 4.35% | 2024-09-20 |
UUUU Energy Fuels Inc. | Buy | 8.55% | 4.91% | 2024-09-23 |
MATX Matson, Inc. | Buy | 8.02% | -0.76% | 2024-09-26 |
RMNI Rimini Street, Inc. | Buy | 9.09% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
TPL | Sell All | -4.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 10.49% | -0.63% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.26% | 0.39% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.28% | 0.49% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 9.97% | -2.53% | 2024-09-19 |
TPL Texas Pacific Land Corporation | Buy | 9.91% | 1.32% | 2024-09-20 |
CBT Cabot Corporation | Buy | 9.53% | -2.61% | 2024-09-20 |
TSE Trinseo PLC | Buy | 10.38% | 6.17% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 10.1% | 3.26% | 2024-09-20 |
UUUU Energy Fuels Inc. | Buy | 8.82% | 5.85% | 2024-09-23 |
MATX Matson, Inc. | Buy | 8.26% | 0% | 2024-09-26 |
Asset | Action | Perf % |
---|---|---|
TGI | Sell All | -5.76% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 10.99% | 4.55% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.61% | 4.25% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.36% | 1.79% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 10.09% | -0.85% | 2024-09-19 |
TPL Texas Pacific Land Corporation | Buy | 10.12% | 3.98% | 2024-09-20 |
CBT Cabot Corporation | Buy | 9.57% | -1.66% | 2024-09-20 |
TSE Trinseo PLC | Buy | 9.24% | -5.11% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.92% | 1.9% | 2024-09-20 |
UUUU Energy Fuels Inc. | Buy | 8.4% | 1.32% | 2024-09-23 |
TGI Triumph Group, Inc. | Buy | 8.71% | 0% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
SSP | Sell All | -14.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 10.96% | 4.2% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 10.13% | -0.5% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 10.46% | 2.69% | 2024-09-19 |
LNN Lindsay Corporation | Buy | 10.06% | -1.18% | 2024-09-19 |
SSP The E.W. Scripps Company | Buy | 9.33% | -8.42% | 2024-09-19 |
TPL Texas Pacific Land Corporation | Buy | 9.96% | 2.25% | 2024-09-20 |
CBT Cabot Corporation | Buy | 9.66% | -0.83% | 2024-09-20 |
TSE Trinseo PLC | Buy | 9.3% | -4.47% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 9.86% | 1.29% | 2024-09-20 |
UUUU Energy Fuels Inc. | Buy | 8.29% | 0% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
MYGN | Sell All | 2.48% |