1D | 1.8 % |
1W | -0.9 % |
2W | -2.6 % |
1M | -8.4 % |
3M | -21.1 % |
6M | -18.9 % |
9M | -24.5 % |
1Y | -23.4 % |
Alpha
-48.8%
|
Beta
0.78
|
sharpe-R
-0.87
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:54:17 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -29.97% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 25.
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 | 4.66% | 6.81% | 2024-09-30 | ||
APA APA Corporation | Buy | 6.32% | -2.88% | 2024-10-02 | ||
AMPY Amplify Energy Corp. | Buy | 7.62% | -0.74% | 2024-10-03 | ||
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 8% | 4.23% | 2024-10-03 | ||
TWLO Twilio Inc. | Buy | 8.12% | 5.75% | 2024-10-03 | ||
OLN Olin Corporation | Buy | 7.52% | -1.15% | 2024-10-08 | ||
FWRD Forward Air Corporation | Buy | 8.12% | 6.67% | 2024-10-08 | ||
CIX CompX International Inc. | Buy | 8.13% | 1.7% | 2024-10-10 | ||
AVGO Broadcom Inc. | Buy | 7.8% | -2.38% | 2024-10-10 | ||
ARCH Arch Resources, Inc. | Buy | 7.15% | -1.45% | 2024-10-11 | ||
ARDX Ardelyx, Inc. | Buy | 6.67% | -3.48% | 2024-10-14 | ||
EGHT 8x8, Inc. | Buy | 6.94% | 0.51% | 2024-10-14 | ||
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 6.42% | 7.64% | 2024-10-15 | ||
VCEL Vericel Corporation | Buy | 5.76% | -3.37% | 2024-10-15 | ||
BKD Brookdale Senior Living Inc. | Buy | 6.51% | 9.26% | 2024-10-15 | ||
CDXS Codexis, Inc. | Buy | 15.65% | -0.59% | 2024-10-16 | ||
NKTR Nektar Therapeutics | Buy | 5.73% | 0% | 2024-10-18 | ||
BGS B&G Foods, Inc. | Sell | -3.67% | 1.14% | 2024-10-03 | ||
ARL American Realty Investors, Inc. | Sell | -3.42% | 7.87% | 2024-10-03 | ||
ES Eversource Energy | Sell | -3.65% | 1.35% | 2024-10-04 | ||
TSE Trinseo PLC | Sell | -4.06% | 8.22% | 2024-10-09 | ||
TNDM Tandem Diabetes Care, Inc. | Sell | -3.57% | 3.68% | 2024-10-11 | ||
CAR Avis Budget Group, Inc. | Sell | -3.35% | 0.83% | 2024-10-15 | ||
DK Delek US Holdings, Inc. | Sell | -3.63% | -0.4% | 2024-10-16 | ||
BOOM DMC Global Inc. | Sell | -3.79% | -4.74% | 2024-10-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 4.66% | 6.81% | 2024-09-30 |
APA APA Corporation | Buy | 6.32% | -2.88% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.62% | -0.74% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 8% | 4.23% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 8.12% | 5.75% | 2024-10-03 |
OLN Olin Corporation | Buy | 7.52% | -1.15% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 8.12% | 6.67% | 2024-10-08 |
CIX CompX International Inc. | Buy | 8.13% | 1.7% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 7.8% | -2.38% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 7.15% | -1.45% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 6.67% | -3.48% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 6.94% | 0.51% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 6.42% | 7.64% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 5.76% | -3.37% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 6.51% | 9.26% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 15.65% | -0.59% | 2024-10-16 |
NKTR Nektar Therapeutics | Buy | 5.73% | 0% | 2024-10-18 |
BGS B&G Foods, Inc. | Sell | -3.67% | 1.14% | 2024-10-03 |
ARL American Realty Investors, Inc. | Sell | -3.42% | 7.87% | 2024-10-03 |
ES Eversource Energy | Sell | -3.65% | 1.35% | 2024-10-04 |
TSE Trinseo PLC | Sell | -4.06% | 8.22% | 2024-10-09 |
TNDM Tandem Diabetes Care, Inc. | Sell | -3.57% | 3.68% | 2024-10-11 |
CAR Avis Budget Group, Inc. | Sell | -3.35% | 0.83% | 2024-10-15 |
DK Delek US Holdings, Inc. | Sell | -3.63% | -0.4% | 2024-10-16 |
BOOM DMC Global Inc. | Sell | -3.79% | -4.74% | 2024-10-16 |
Asset | Action | Perf % |
---|---|---|
RDNT | Sell All | -3.2% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 4.7% | 5.83% | 2024-09-30 |
APA APA Corporation | Buy | 6.42% | -3.16% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.69% | -1.63% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 8.05% | 3.05% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 8.26% | 5.66% | 2024-10-03 |
OLN Olin Corporation | Buy | 7.5% | -3.17% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 7.48% | -3.53% | 2024-10-08 |
CIX CompX International Inc. | Buy | 8% | -1.7% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 7.7% | -5.36% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 7.3% | -1.13% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 6.95% | -1.16% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 7.46% | 6.12% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 6.23% | 2.69% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 6.08% | 0.2% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 6.05% | -0.33% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 6.09% | 0.33% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 16.03% | 0% | 2024-10-16 |
BGS B&G Foods, Inc. | Sell | -3.66% | 3.07% | 2024-10-03 |
ARL American Realty Investors, Inc. | Sell | -3.46% | 8.54% | 2024-10-03 |
ES Eversource Energy | Sell | -3.74% | 0.74% | 2024-10-04 |
TSE Trinseo PLC | Sell | -4.56% | -1.32% | 2024-10-09 |
TNDM Tandem Diabetes Care, Inc. | Sell | -3.93% | -4.07% | 2024-10-11 |
CAR Avis Budget Group, Inc. | Sell | -3.29% | 4.28% | 2024-10-15 |
DK Delek US Holdings, Inc. | Sell | -3.68% | 0% | 2024-10-16 |
BOOM DMC Global Inc. | Sell | -3.68% | 0% | 2024-10-16 |
Asset | Action | Perf % |
---|---|---|
UGI | Buy All | -4.11% |
ANF | Sell All | 12.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 12.15% | 9.44% | 2024-09-25 |
HWKN Hawkins, Inc. | Buy | 4.57% | 3.61% | 2024-09-30 |
APA APA Corporation | Buy | 6.86% | 4.05% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.96% | 2.52% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 7.82% | 0.7% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 8.31% | 6.93% | 2024-10-03 |
OLN Olin Corporation | Buy | 7.63% | -0.88% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 7.29% | -5.39% | 2024-10-08 |
CIX CompX International Inc. | Buy | 8.08% | -0.07% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 7.93% | -1.96% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 7.4% | 0.9% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 6.93% | -0.83% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 7.53% | 7.65% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 6.03% | 0% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 6.03% | 0% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 6.03% | 0% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 6.03% | 0% | 2024-10-15 |
BGS B&G Foods, Inc. | Sell | -3.47% | 7.51% | 2024-10-03 |
UGI UGI Corporation | Sell | -3.82% | -1.77% | 2024-10-03 |
ARL American Realty Investors, Inc. | Sell | -3.55% | 5.45% | 2024-10-03 |
ES Eversource Energy | Sell | -3.64% | 2.84% | 2024-10-04 |
TSE Trinseo PLC | Sell | -4.81% | -7.4% | 2024-10-09 |
TNDM Tandem Diabetes Care, Inc. | Sell | -3.88% | -3.38% | 2024-10-11 |
CAR Avis Budget Group, Inc. | Sell | -3.41% | 0% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
PDCO | Buy All | 3.19% |
MYGN | Buy All | -8.8% |
NESR | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 11.69% | 5.38% | 2024-09-25 |
HWKN Hawkins, Inc. | Buy | 4.59% | 4.1% | 2024-09-30 |
APA APA Corporation | Buy | 6.95% | 5.49% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 8.11% | 4.45% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 7.76% | 0% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 8.22% | 5.86% | 2024-10-03 |
OLN Olin Corporation | Buy | 7.61% | -1.15% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 7.51% | -2.47% | 2024-10-08 |
CIX CompX International Inc. | Buy | 8.22% | 1.67% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 7.89% | -2.4% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 7.4% | 0.86% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 7.1% | -3.26% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 6.99% | 0% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 6.99% | 0% | 2024-10-14 |
PDCO Patterson Companies, Inc. | Sell | -3.73% | 4.44% | 2024-09-24 |
BGS B&G Foods, Inc. | Sell | -3.42% | 8.87% | 2024-10-03 |
UGI UGI Corporation | Sell | -3.8% | -1.11% | 2024-10-03 |
ARL American Realty Investors, Inc. | Sell | -3.57% | 4.85% | 2024-10-03 |
ES Eversource Energy | Sell | -3.63% | 3.14% | 2024-10-04 |
TSE Trinseo PLC | Sell | -4.79% | -7.07% | 2024-10-09 |
MYGN Myriad Genetics, Inc. | Sell | -3.91% | -4.38% | 2024-10-11 |
TNDM Tandem Diabetes Care, Inc. | Sell | -3.85% | -2.57% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -12.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 6.96% | -3.58% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 11.17% | 0.81% | 2024-09-25 |
HWKN Hawkins, Inc. | Buy | 4.52% | 2.54% | 2024-09-30 |
APA APA Corporation | Buy | 6.89% | 4.68% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.94% | 2.37% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 7.67% | -1.17% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 8.19% | 5.57% | 2024-10-03 |
OLN Olin Corporation | Buy | 7.51% | -2.31% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 7.28% | -5.39% | 2024-10-08 |
CIX CompX International Inc. | Buy | 7.84% | -2.91% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 8.07% | -0.14% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 7.33% | 0% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 7.33% | 0% | 2024-10-11 |
PDCO Patterson Companies, Inc. | Sell | -3.63% | 6.76% | 2024-09-24 |
BGS B&G Foods, Inc. | Sell | -3.35% | 10.81% | 2024-10-03 |
UGI UGI Corporation | Sell | -3.69% | 1.69% | 2024-10-03 |
ARL American Realty Investors, Inc. | Sell | -3.56% | 5.09% | 2024-10-03 |
ES Eversource Energy | Sell | -3.63% | 3.08% | 2024-10-04 |
TSE Trinseo PLC | Sell | -4.65% | -4.11% | 2024-10-09 |
MYGN Myriad Genetics, Inc. | Sell | -3.75% | 0% | 2024-10-11 |
TNDM Tandem Diabetes Care, Inc. | Sell | -3.75% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
CELH | Buy All | -5.25% |
TGI | Buy All | -20.79% |
CBT | Sell All | -0.38% |
FIX | Sell All | 7.11% |
BECN | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 6.88% | -0.26% | 2024-09-20 |
FIX Comfort Systems USA, Inc. | Buy | 7.45% | 7.99% | 2024-09-20 |
TSLA Tesla, Inc. | Buy | 6.83% | -3.58% | 2024-09-24 |
ANF Abercrombie & Fitch Co. | Buy | 10.78% | -0.87% | 2024-09-25 |
HWKN Hawkins, Inc. | Buy | 4.53% | 4.99% | 2024-09-30 |
APA APA Corporation | Buy | 6.62% | 2.61% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 7.81% | 2.67% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 7.52% | -1.17% | 2024-10-03 |
TWLO Twilio Inc. | Buy | 7.92% | 4.17% | 2024-10-03 |
OLN Olin Corporation | Buy | 7.37% | -2.31% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 7.23% | -4.17% | 2024-10-08 |
BECN Beacon Roofing Supply, Inc. | Buy | 7.47% | -0.97% | 2024-10-08 |
CIX CompX International Inc. | Buy | 7.92% | 0% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 7.92% | 0% | 2024-10-10 |
CELH Celsius Holdings, Inc. | Sell | -3.94% | 8.02% | 2024-09-23 |
PDCO Patterson Companies, Inc. | Sell | -3.56% | 6.76% | 2024-09-24 |
BGS B&G Foods, Inc. | Sell | -3.34% | 9.33% | 2024-10-03 |
UGI UGI Corporation | Sell | -3.61% | 1.73% | 2024-10-03 |
ARL American Realty Investors, Inc. | Sell | -3.56% | 3.21% | 2024-10-03 |
ES Eversource Energy | Sell | -3.53% | 3.79% | 2024-10-04 |
TSE Trinseo PLC | Sell | -4.42% | -0.82% | 2024-10-09 |
TGI Triumph Group, Inc. | Sell | -4.37% | 0.34% | 2024-10-09 |
Asset | Action | Perf % |
---|---|---|
HEES | Sell All | 11.15% |
LNN | Sell All | -2.15% |