1D | 0.6 % |
1W | 0.8 % |
2W | 0.9 % |
1M | -2.7 % |
3M | -13.6 % |
6M | -6.6 % |
9M | -2.5 % |
1Y | -0.7 % |
Alpha
-30.0%
|
Beta
0.87
|
sharpe-R
0.09
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:54:05 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -18.51% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 20.
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 |
---|---|---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 5.06% | 6.81% | 2024-09-30 | ||
APA APA Corporation | Buy | 4.72% | -2.88% | 2024-10-02 | ||
AMPY Amplify Energy Corp. | Buy | 4.77% | -0.74% | 2024-10-03 | ||
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 5% | 4.23% | 2024-10-03 | ||
TWLO Twilio Inc. | Buy | 5.08% | 5.75% | 2024-10-03 | ||
SJT San Juan Basin Royalty Trust | Buy | 4.94% | 3.35% | 2024-10-07 | ||
PLL Piedmont Lithium Inc. | Buy | 4.65% | -2.9% | 2024-10-07 | ||
OLN Olin Corporation | Buy | 4.78% | -1.15% | 2024-10-08 | ||
FWRD Forward Air Corporation | Buy | 5.15% | 6.67% | 2024-10-08 | ||
CIX CompX International Inc. | Buy | 4.79% | 1.7% | 2024-10-10 | ||
AVGO Broadcom Inc. | Buy | 4.6% | -2.38% | 2024-10-10 | ||
ARCH Arch Resources, Inc. | Buy | 4.67% | -1.45% | 2024-10-11 | ||
ARDX Ardelyx, Inc. | Buy | 4.57% | -3.48% | 2024-10-14 | ||
EGHT 8x8, Inc. | Buy | 4.76% | 0.51% | 2024-10-14 | ||
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 5.26% | 7.64% | 2024-10-15 | ||
VCEL Vericel Corporation | Buy | 4.72% | -3.37% | 2024-10-15 | ||
BKD Brookdale Senior Living Inc. | Buy | 5.33% | 9.26% | 2024-10-15 | ||
RIOT Riot Blockchain, Inc. | Buy | 5.14% | 5.26% | 2024-10-15 | ||
CDXS Codexis, Inc. | Buy | 5.31% | -0.59% | 2024-10-16 | ||
NKTR Nektar Therapeutics | Buy | 4.71% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 5.06% | 6.81% | 2024-09-30 |
APA APA Corporation | Buy | 4.72% | -2.88% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 4.77% | -0.74% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 5% | 4.23% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 5.08% | 5.75% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 4.94% | 3.35% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 4.65% | -2.9% | 2024-10-07 |
OLN Olin Corporation | Buy | 4.78% | -1.15% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 5.15% | 6.67% | 2024-10-08 |
CIX CompX International Inc. | Buy | 4.79% | 1.7% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 4.6% | -2.38% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 4.67% | -1.45% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 4.57% | -3.48% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.76% | 0.51% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 5.26% | 7.64% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 4.72% | -3.37% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 5.33% | 9.26% | 2024-10-15 |
RIOT Riot Blockchain, Inc. | Buy | 5.14% | 5.26% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 5.31% | -0.59% | 2024-10-16 |
NKTR Nektar Therapeutics | Buy | 4.71% | 0% | 2024-10-18 |
Asset | Action | Perf % |
---|---|---|
RDNT | Sell All | -3.2% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 5.04% | 5.83% | 2024-09-30 |
APA APA Corporation | Buy | 4.74% | -3.16% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 4.75% | -1.63% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.98% | 3.05% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 5.11% | 5.66% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 4.88% | 1.29% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 5.38% | 11.81% | 2024-10-07 |
OLN Olin Corporation | Buy | 4.71% | -3.17% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.69% | -3.53% | 2024-10-08 |
CIX CompX International Inc. | Buy | 4.66% | -1.7% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 4.48% | -5.36% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 4.72% | -1.13% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 4.71% | -1.16% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 5.06% | 6.12% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 5.05% | 2.69% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 4.92% | 0.2% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 4.9% | -0.33% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 4.93% | 0.33% | 2024-10-15 |
RIOT Riot Blockchain, Inc. | Buy | 4.93% | 0.34% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 5.37% | 0% | 2024-10-16 |
Asset | Action | Perf % |
---|---|---|
ANF | Sell All | 12.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 5.16% | 9.44% | 2024-09-25 |
HWKN Hawkins, Inc. | Buy | 4.9% | 3.61% | 2024-09-30 |
APA APA Corporation | Buy | 5.05% | 4.05% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 4.92% | 2.52% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.83% | 0.7% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 5.13% | 6.93% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 5.05% | 5.67% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 5.36% | 12.23% | 2024-10-07 |
OLN Olin Corporation | Buy | 4.78% | -0.88% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.57% | -5.39% | 2024-10-08 |
CIX CompX International Inc. | Buy | 4.7% | -0.07% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 4.61% | -1.96% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 4.78% | 0.9% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 4.69% | -0.83% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 5.09% | 7.65% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 4.88% | 0% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 4.88% | 0% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 4.88% | 0% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 4.88% | 0% | 2024-10-15 |
RIOT Riot Blockchain, Inc. | Buy | 4.88% | 0% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
MSTR | Sell All | 34.47% |
NESR | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 5.99% | 41.76% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 4.93% | 5.38% | 2024-09-25 |
HWKN Hawkins, Inc. | Buy | 4.89% | 4.1% | 2024-09-30 |
APA APA Corporation | Buy | 5.09% | 5.49% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 4.97% | 4.45% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.76% | 0% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 5.04% | 5.86% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 5.1% | 7.47% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 5.77% | 21.56% | 2024-10-07 |
OLN Olin Corporation | Buy | 4.74% | -1.15% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.67% | -2.47% | 2024-10-08 |
CIX CompX International Inc. | Buy | 4.75% | 1.67% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 4.56% | -2.4% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 4.74% | 0.86% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 4.55% | -3.26% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 4.69% | 0% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 4.69% | 0% | 2024-10-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MSTR MicroStrategy Incorporated | Buy | 5.27% | 22.25% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 4.81% | 0.81% | 2024-09-25 |
HWKN Hawkins, Inc. | Buy | 4.91% | 2.54% | 2024-09-30 |
APA APA Corporation | Buy | 5.15% | 4.68% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 4.97% | 2.37% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.8% | -1.17% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 5.12% | 5.57% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 4.92% | 1.8% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 5.74% | 18.79% | 2024-10-07 |
OLN Olin Corporation | Buy | 4.77% | -2.31% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.62% | -5.39% | 2024-10-08 |
CIX CompX International Inc. | Buy | 4.62% | -2.91% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 4.75% | -0.14% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 4.79% | 0% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 4.79% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
CBT | Sell All | NA |
FIX | Sell All | NA |
TSLA | Sell All | NA |
BECN | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 4.76% | -0.26% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 5.16% | 7.99% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 4.72% | -1.18% | 2024-09-20 |
MSTR MicroStrategy Incorporated | Buy | 5.41% | 25.97% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 4.71% | -0.87% | 2024-09-25 |
HWKN Hawkins, Inc. | Buy | 5.01% | 4.99% | 2024-09-30 |
APA APA Corporation | Buy | 5.03% | 2.61% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 4.97% | 2.67% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.78% | -1.17% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 5.04% | 4.17% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 4.72% | -2.06% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 5.73% | 18.79% | 2024-10-07 |
OLN Olin Corporation | Buy | 4.76% | -2.31% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 4.67% | -4.17% | 2024-10-08 |
BECN Beacon Roofing Supply, Inc. | Buy | 4.82% | -0.97% | 2024-10-08 |
CIX CompX International Inc. | Buy | 4.74% | 0% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 4.74% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
HEES | Sell All | 11.15% |
LNN | Sell All | -2.15% |