1D | 1.7 % |
1W | -0.8 % |
2W | -3.4 % |
1M | -8.6 % |
3M | -16.8 % |
6M | -18.3 % |
9M | -27.0 % |
1Y | -31.8 % |
Alpha
-57.2%
|
Beta
0.73
|
sharpe-R
-1.19
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:55 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -31.69% |
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 5.
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 |
---|---|---|---|---|---|---|
CIX CompX International Inc. | Buy | 18.29% | 1.7% | 2024-10-10 | ||
AVGO Broadcom Inc. | Buy | 17.55% | -2.38% | 2024-10-10 | ||
CDXS Codexis, Inc. | Buy | 20.09% | -0.59% | 2024-10-16 | ||
KE Kimball Electronics, Inc. | Buy | 21.17% | 1.51% | 2024-10-17 | ||
NXST Nexstar Media Group, Inc. | Buy | 20.9% | 0.19% | 2024-10-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 18.22% | 1.34% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 17.09% | -4.91% | 2024-10-10 |
CDXS Codexis, Inc. | Buy | 20.98% | 3.83% | 2024-10-16 |
KE Kimball Electronics, Inc. | Buy | 20.85% | 0% | 2024-10-17 |
NXST Nexstar Media Group, Inc. | Buy | 20.85% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
AMPY | Sell All | -2.67% |
IRWD | Sell All | 5.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMPY Amplify Energy Corp. | Buy | 20.58% | -1.63% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 21.56% | 3.05% | 2024-10-03 |
CIX CompX International Inc. | Buy | 17.98% | -1.7% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 17.31% | -5.36% | 2024-10-10 |
CDXS Codexis, Inc. | Buy | 20.56% | 0% | 2024-10-16 |
Asset | Action | Perf % |
---|---|---|
APA | Sell All | -3.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 21.2% | 2.61% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 20.95% | 2.67% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 20.17% | -1.17% | 2024-10-03 |
CIX CompX International Inc. | Buy | 17.84% | 0% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 17.84% | 0% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 21.16% | 2.34% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 21.24% | 4.01% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 19.89% | -2.58% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
TSE | Sell All | -7.88% |
PARR | Sell All | -8.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 20.76% | 3.39% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 20.45% | 3.12% | 2024-10-03 |
TSE Trinseo PLC | Buy | 19.17% | -3.33% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 19.69% | -0.7% | 2024-10-03 |
PARR Par Pacific Holdings, Inc. | Buy | 17.93% | 0% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
CBT | Sell All | -2.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 18.23% | -0.54% | 2024-09-20 |
APA APA Corporation | Buy | 20.18% | 0.39% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 19.86% | 0% | 2024-10-03 |
TSE Trinseo PLC | Buy | 19.86% | 0% | 2024-10-03 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 19.86% | 0% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
MODG | Sell All | -6.01% |
HEES | Sell All | 4.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HEES H&E Equipment Services, Inc. | Buy | 21.96% | 5.27% | 2024-09-19 |
CBT Cabot Corporation | Buy | 18.15% | -0.3% | 2024-09-20 |
MODG Topgolf Callaway Brands Corp. | Buy | 17.97% | -2.73% | 2024-10-01 |
APA APA Corporation | Buy | 19.96% | 0% | 2024-10-02 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | 2.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 21.65% | 4.66% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 21.52% | 3.95% | 2024-09-19 |
CBT Cabot Corporation | Buy | 18.16% | 0.52% | 2024-09-20 |
MODG Topgolf Callaway Brands Corp. | Buy | 18.34% | 0% | 2024-10-01 |
Asset | Action | Perf % |
---|---|---|
FOR | Sell All | 1.47% |
RMNI | Sell All | -9.31% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 20.59% | 0.97% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 21.81% | 6.98% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 20.72% | 1.54% | 2024-09-19 |
CBT Cabot Corporation | Buy | 17.87% | 0.39% | 2024-09-20 |
RMNI Rimini Street, Inc. | Buy | 17.01% | 0% | 2024-09-27 |
Asset | Action | Perf % |
---|---|---|
TPL | Sell All | -4.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FOR Forestar Group Inc. | Buy | 21.8% | 7.77% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 19.94% | -1.41% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 20.92% | 3.31% | 2024-09-19 |
TPL Texas Pacific Land Corporation | Buy | 17.67% | 0% | 2024-09-20 |
CBT Cabot Corporation | Buy | 17.67% | 0% | 2024-09-20 |
Asset | Action | Perf % |
---|---|---|
HE | Sell All | -10.31% |
MPW | Sell All | -9.42% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 17.49% | -6.75% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 19.75% | -1.31% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 20.68% | 3.32% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 20.04% | 0.14% | 2024-09-18 |
HEES H&E Equipment Services, Inc. | Buy | 20.04% | 0% | 2024-09-19 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 18.16% | -2.04% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 19.81% | 0.16% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 20.48% | 3.51% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 19.78% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 18.55% | -0.31% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 19.86% | 0% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 19.86% | 0% | 2024-09-17 |
Asset | Action | Perf % |
---|---|---|
TVTX | Sell All | 48.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 22.62% | 40.42% | 2024-09-04 |
MPW Medical Properties Trust, Inc. | Buy | 18.85% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | 2.57% |
MBUU | Sell All | 5.75% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 20.48% | 0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 20.72% | 1.9% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 21.71% | 31.25% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -5.16% |