1D | 0.1 % |
1W | 0.6 % |
2W | -0.5 % |
1M | -0.4 % |
3M | -3.5 % |
6M | -12.6 % |
9M | -12.3 % |
1Y | -16.3 % |
Alpha
-22.3%
|
Beta
0.21
|
sharpe-R
-1.18
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:47:53 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -17.15% |
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. This portfolio focuses only on companies in the Energy sector. 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 | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 9.75% | -1.58% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
TDW | Sell All | -9.03% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDW Tidewater Inc. | Buy | 9.79% | 0.08% | 2024-08-26 |
WES Western Midstream Partners, LP | Buy | 9.8% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
HLX | Sell All | 1.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLX Helix Energy Solutions Group, Inc. | Buy | 9.8% | 0% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 9.8% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
DNOW | Sell All | -0.94% |
WTTR | Sell All | -4.03% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DNOW NOW Inc. | Buy | 11.73% | 7.51% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 11.45% | 9.22% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
VTOL | Sell All | 4.72% |
EGY | Sell All | 1.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 10.43% | 6.69% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.99% | 2.22% | 2024-07-12 |
DNOW NOW Inc. | Buy | 11.95% | 9.25% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 10.83% | 3.04% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
PBT | Sell All | -2.28% |
REPX | Sell All | -4.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 9.24% | -3.06% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 10.41% | 5.88% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 10.05% | 2.22% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 9.81% | -0.27% | 2024-07-12 |
DNOW NOW Inc. | Buy | 11.61% | 5.56% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 10.39% | -1.7% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
ARLP | Sell All | 0.79% |
RES | Sell All | -4.85% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 9.33% | -0.16% | 2024-07-02 |
PBT Permian Basin Royalty Trust | Buy | 9.8% | 5.17% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 10.18% | 5.91% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.91% | 3.1% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 9.92% | 3.11% | 2024-07-12 |
DNOW NOW Inc. | Buy | 11.21% | 4.19% | 2024-07-16 |
RES RPC, Inc. | Buy | 11.19% | 4.05% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 10.47% | 1.25% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
CRK | Sell All | -7.23% |
UUUU | Sell All | -8.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 9.24% | -0.47% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 7.99% | -4.12% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.52% | 2.8% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 8.86% | -0.15% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 10.21% | 6.89% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.85% | 3.1% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 9.92% | 3.82% | 2024-07-12 |
DNOW NOW Inc. | Buy | 11.12% | 4.05% | 2024-07-16 |
RES RPC, Inc. | Buy | 11.02% | 3.07% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 10.27% | 0% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
PR | Sell All | 5.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PR Permian Resources Corporation | Buy | 10.45% | 5.57% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.26% | -1.38% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.06% | -4.49% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.79% | 4.47% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 8.88% | -1.23% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 10.1% | 4.37% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.79% | 1.18% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 10.03% | 3.72% | 2024-07-12 |
DNOW NOW Inc. | Buy | 10.82% | 0% | 2024-07-16 |
RES RPC, Inc. | Buy | 10.82% | 0% | 2024-07-16 |
Asset | Action | Perf % |
---|---|---|
AMPY | Sell All | 12.38% |
FANG | Sell All | 6.51% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMPY Amplify Energy Corp. | Buy | 11.02% | 10.37% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.44% | 4.62% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.48% | 4.94% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.32% | -1.58% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.26% | -2.93% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.93% | 5.08% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 9.29% | 2.47% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 9.75% | 0% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.75% | 0% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 9.75% | 0% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
SLB | Sell All | 1.61% |
XPRO | Sell All | 1.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.14% | -0.4% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 10.03% | -1.42% | 2024-06-21 |
AMPY Amplify Energy Corp. | Buy | 10.9% | 7.12% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.4% | 2.2% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.44% | 2.6% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.45% | -2.17% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.21% | -5.31% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.94% | 3.15% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 9.24% | 0% | 2024-07-11 |
Asset | Action | Perf % |
---|---|---|
HCC | Sell All | -8.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.21% | -0.57% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 9.81% | -4.49% | 2024-06-21 |
AMPY Amplify Energy Corp. | Buy | 10.74% | 4.64% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.5% | 2.31% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.41% | 1.39% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.45% | -3.04% | 2024-07-02 |
HCC Warrior Met Coal, Inc. | Buy | 9.12% | -6.43% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.33% | -4.76% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.72% | 0% | 2024-07-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.29% | 1.72% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 10.13% | 0.13% | 2024-06-21 |
AMPY Amplify Energy Corp. | Buy | 10.8% | 6.81% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.39% | 2.69% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.38% | 2.6% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.35% | -2.6% | 2024-07-02 |
HCC Warrior Met Coal, Inc. | Buy | 9.19% | -4.31% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.33% | -3.39% | 2024-07-04 |
Asset | Action | Perf % |
---|---|---|
LEU | Sell All | -10.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.22% | 1.5% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 10.09% | 0.13% | 2024-06-21 |
LEU Centrus Energy Corp. | Buy | 9.53% | -5.42% | 2024-06-24 |
AMPY Amplify Energy Corp. | Buy | 10.52% | 4.49% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.35% | 2.78% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.24% | 1.65% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.54% | -0.24% | 2024-07-02 |
HCC Warrior Met Coal, Inc. | Buy | 9.27% | -3.01% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.24% | -4.03% | 2024-07-04 |
Asset | Action | Perf % |
---|---|---|
SBR | Sell All | -1.15% |