1D | 2.0 % |
1W | -1.4 % |
2W | -0.5 % |
1M | -8.8 % |
3M | -35.8 % |
6M | -37.5 % |
9M | -39.8 % |
1Y | -42.1 % |
Alpha
-68.6%
|
Beta
0.79
|
sharpe-R
-1.44
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:54:13 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -43.25% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 15.
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 | 13.24% | 10.93% | 2024-09-19 | ||
CBT Cabot Corporation | Buy | 12.7% | 3.32% | 2024-09-20 | ||
FIX Comfort Systems USA, Inc. | Buy | 11.8% | 8.16% | 2024-09-24 | ||
ANF Abercrombie & Fitch Co. | Buy | 13.62% | 13.05% | 2024-09-25 | ||
APA APA Corporation | Buy | 10.55% | -2.88% | 2024-10-02 | ||
AMPY Amplify Energy Corp. | Buy | 11.44% | -0.74% | 2024-10-03 | ||
OLN Olin Corporation | Buy | 22.07% | -1.15% | 2024-10-08 | ||
ARCH Arch Resources, Inc. | Buy | 10.74% | -1.45% | 2024-10-11 | ||
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 10.05% | 7.64% | 2024-10-15 | ||
KE Kimball Electronics, Inc. | Buy | 11.26% | 1.51% | 2024-10-17 | ||
BGS B&G Foods, Inc. | Sell | -8.26% | 1.14% | 2024-10-03 | ||
HPP Hudson Pacific Properties, Inc. | Sell | -6.12% | -6.44% | 2024-10-11 | ||
CAR Avis Budget Group, Inc. | Sell | -1.83% | 0.83% | 2024-10-15 | ||
DK Delek US Holdings, Inc. | Sell | -8.89% | -0.4% | 2024-10-16 | ||
TSE Trinseo PLC | Sell | -4.35% | 8.07% | 2024-10-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HEES H&E Equipment Services, Inc. | Buy | 13.28% | 10.78% | 2024-09-19 |
CBT Cabot Corporation | Buy | 12.88% | 4.37% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 11.73% | 7.02% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 13.94% | 15.26% | 2024-09-25 |
APA APA Corporation | Buy | 10.54% | -3.35% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 11.26% | -2.67% | 2024-10-03 |
OLN Olin Corporation | Buy | 22.04% | -1.73% | 2024-10-08 |
ARCH Arch Resources, Inc. | Buy | 10.99% | 0.43% | 2024-10-11 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 10.21% | 8.99% | 2024-10-15 |
KE Kimball Electronics, Inc. | Buy | 11.14% | 0% | 2024-10-17 |
BGS B&G Foods, Inc. | Sell | -8.18% | 2.5% | 2024-10-03 |
HPP Hudson Pacific Properties, Inc. | Sell | -6.2% | -7.36% | 2024-10-11 |
CAR Avis Budget Group, Inc. | Sell | -1.88% | -1.48% | 2024-10-15 |
DK Delek US Holdings, Inc. | Sell | -8.99% | -1.1% | 2024-10-16 |
TSE Trinseo PLC | Sell | -4.75% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
RGNX | Buy All | -14.97% |
FOR | Sell All | 2.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 12.7% | 1.07% | 2024-09-17 |
HEES H&E Equipment Services, Inc. | Buy | 13.19% | 8.35% | 2024-09-19 |
CBT Cabot Corporation | Buy | 12.78% | 2% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 11.87% | 6.73% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 13.85% | 12.77% | 2024-09-25 |
APA APA Corporation | Buy | 10.73% | -3.16% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 11.56% | -1.63% | 2024-10-03 |
OLN Olin Corporation | Buy | 22.05% | -3.17% | 2024-10-08 |
ARCH Arch Resources, Inc. | Buy | 10.99% | -1.13% | 2024-10-11 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 9.77% | 2.69% | 2024-10-15 |
BGS B&G Foods, Inc. | Sell | -8.25% | 3.07% | 2024-10-03 |
RGNX REGENXBIO Inc. | Sell | -4.73% | -10.16% | 2024-10-04 |
HPP Hudson Pacific Properties, Inc. | Sell | -6.19% | -5.52% | 2024-10-11 |
CAR Avis Budget Group, Inc. | Sell | -1.8% | 4.28% | 2024-10-15 |
DK Delek US Holdings, Inc. | Sell | -9.03% | 0% | 2024-10-16 |
Asset | Action | Perf % |
---|---|---|
OMI | Buy All | -3.1% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 12.19% | -0.47% | 2024-09-17 |
HEES H&E Equipment Services, Inc. | Buy | 13.31% | 12.19% | 2024-09-19 |
CBT Cabot Corporation | Buy | 12.5% | 2.37% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 11.73% | 8.17% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 13.1% | 9.44% | 2024-09-25 |
APA APA Corporation | Buy | 11.23% | 4.05% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 11.74% | 2.52% | 2024-10-03 |
OLN Olin Corporation | Buy | 22% | -0.88% | 2024-10-08 |
ARCH Arch Resources, Inc. | Buy | 10.93% | 0.9% | 2024-10-11 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 9.28% | 0% | 2024-10-15 |
BGS B&G Foods, Inc. | Sell | -7.68% | 7.51% | 2024-10-03 |
RGNX REGENXBIO Inc. | Sell | -4.56% | -9.09% | 2024-10-04 |
OMI Owens & Minor, Inc. | Sell | -10.02% | -0.29% | 2024-10-08 |
HPP Hudson Pacific Properties, Inc. | Sell | -5.91% | -3.45% | 2024-10-11 |
CAR Avis Budget Group, Inc. | Sell | -1.83% | 0% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
LXRX | Buy All | -10.49% |
NESR | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 12.12% | -1.82% | 2024-09-17 |
HEES H&E Equipment Services, Inc. | Buy | 13.11% | 9.72% | 2024-09-19 |
CBT Cabot Corporation | Buy | 12.26% | -0.38% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 11.49% | 5.11% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 12.16% | 0.81% | 2024-09-25 |
APA APA Corporation | Buy | 11.39% | 4.68% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 11.81% | 2.37% | 2024-10-03 |
OLN Olin Corporation | Buy | 21.84% | -2.31% | 2024-10-08 |
ARCH Arch Resources, Inc. | Buy | 10.91% | 0% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 10.91% | 0% | 2024-10-11 |
LXRX Lexicon Pharmaceuticals, Inc. | Sell | -2.59% | -4.32% | 2024-09-18 |
BGS B&G Foods, Inc. | Sell | -7.46% | 10.81% | 2024-10-03 |
RGNX REGENXBIO Inc. | Sell | -4.16% | 1.18% | 2024-10-04 |
OMI Owens & Minor, Inc. | Sell | -10.03% | 0.37% | 2024-10-08 |
HPP Hudson Pacific Properties, Inc. | Sell | -5.76% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
CELH | Buy All | -5.25% |
AMRC | Sell All | -8.36% |
LNN | Sell All | -3.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 11.97% | -0.85% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 11.59% | -3.89% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 11.81% | -2.19% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 12.69% | 8.46% | 2024-09-19 |
CBT Cabot Corporation | Buy | 12% | -0.35% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 11.22% | 4.93% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 11.55% | -2.15% | 2024-09-25 |
APA APA Corporation | Buy | 11.19% | 5.11% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 12.1% | 7.12% | 2024-10-03 |
OLN Olin Corporation | Buy | 21.88% | 0% | 2024-10-08 |
LXRX Lexicon Pharmaceuticals, Inc. | Sell | -2.52% | -3.7% | 2024-09-18 |
CELH Celsius Holdings, Inc. | Sell | -5.78% | 13.11% | 2024-09-23 |
BGS B&G Foods, Inc. | Sell | -7.65% | 6.48% | 2024-10-03 |
RGNX REGENXBIO Inc. | Sell | -4.2% | -1.82% | 2024-10-04 |
OMI Owens & Minor, Inc. | Sell | -9.85% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
MATX | Sell All | -5.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 12.24% | 1.41% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 11.53% | -4.33% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 11.92% | -1.27% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 12.6% | 7.75% | 2024-09-19 |
CBT Cabot Corporation | Buy | 11.96% | -0.64% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 11.1% | 3.88% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 12.15% | 2.97% | 2024-09-25 |
MATX Matson, Inc. | Buy | 12.22% | -3.8% | 2024-09-26 |
APA APA Corporation | Buy | 11.15% | 4.79% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 11.87% | 5.19% | 2024-10-03 |
LXRX Lexicon Pharmaceuticals, Inc. | Sell | -2.54% | -4.32% | 2024-09-18 |
CELH Celsius Holdings, Inc. | Sell | -6.06% | 8.8% | 2024-09-23 |
BGS B&G Foods, Inc. | Sell | -7.85% | 3.98% | 2024-10-03 |
RGNX REGENXBIO Inc. | Sell | -4.28% | -3.96% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
DK | Buy All | -2.63% |
Asset | Action | Weight |
---|---|---|
FIX | Sell | -1.28% |
APA | Sell | -1.54% |
AMPY | Sell | -8.48% |
MATX | Buy | 1.72% |