1D | 0.1 % |
1W | 0.3 % |
2W | -0.3 % |
1M | -0.2 % |
3M | -2.0 % |
6M | -6.7 % |
9M | -6.5 % |
1Y | -8.7 % |
Alpha
-12.1%
|
Beta
0.12
|
sharpe-R
-1.16
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:47:57 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.13% |
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 20.
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 | 4.85% | -1.58% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
TDW | Sell All | -9.03% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDW Tidewater Inc. | Buy | 4.9% | 0.08% | 2024-08-26 |
WES Western Midstream Partners, LP | Buy | 4.9% | 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 | 4.9% | 0% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 4.9% | 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 | 5.13% | 2.17% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 5.04% | -0.09% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
APA | Sell All | -4.6% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 4.99% | 3.7% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.33% | 7.51% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 5.45% | 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 | 5.16% | 7.27% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 4.96% | 3.1% | 2024-07-12 |
APA APA Corporation | Buy | 4.98% | 3.54% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.49% | 10.77% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 5.23% | 4.92% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
RES | Sell All | 23.66% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 5.16% | 6.69% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 4.94% | 2.22% | 2024-07-12 |
RES RPC, Inc. | Buy | 5.76% | 19.3% | 2024-07-15 |
APA APA Corporation | Buy | 4.96% | 2.7% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.44% | 9.25% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 5.16% | 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 | 4.93% | 2.54% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 5.19% | 7.76% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 5.12% | 6.35% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 4.74% | -1.52% | 2024-07-12 |
RES RPC, Inc. | Buy | 5.6% | 16.28% | 2024-07-15 |
APA APA Corporation | Buy | 5.02% | 4.37% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.33% | 7.37% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 5.02% | 0.54% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
LEU | Sell All | -9.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 4.79% | -2.19% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 5.17% | 5.33% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 5.08% | 3.4% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 4.77% | -2.77% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 4.53% | -7.76% | 2024-07-12 |
RES RPC, Inc. | Buy | 4.75% | -3.19% | 2024-07-15 |
APA APA Corporation | Buy | 4.96% | 1.03% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.25% | 3.83% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 4.92% | -3.4% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
KOS | Sell All | -8.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 4.71% | -3.06% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 5.15% | 5.88% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 4.98% | 2.22% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 4.86% | -0.27% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 4.61% | -5.35% | 2024-07-12 |
RES RPC, Inc. | Buy | 4.8% | -1.34% | 2024-07-15 |
APA APA Corporation | Buy | 5.08% | 4.34% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.3% | 5.56% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 4.96% | -1.7% | 2024-07-17 |
KOS Kosmos Energy Ltd. | Buy | 4.88% | -3.26% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
ARLP | Sell All | 0.79% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 4.97% | 0.67% | 2024-07-02 |
PBT Permian Basin Royalty Trust | Buy | 4.74% | -2.36% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 5.04% | 3.65% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 4.87% | 0% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 4.9% | 0.78% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 4.68% | -3.86% | 2024-07-12 |
RES RPC, Inc. | Buy | 4.83% | -0.67% | 2024-07-15 |
APA APA Corporation | Buy | 5.2% | 6.81% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.15% | 2.67% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 5.1% | 1.07% | 2024-07-17 |
KOS Kosmos Energy Ltd. | Buy | 4.85% | -3.78% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
CLNE | Sell All | -7.27% |
METC | Sell All | 1.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 4.83% | -0.16% | 2024-07-02 |
METC Ramaco Resources, Inc. | Buy | 5.28% | 9.35% | 2024-07-02 |
PBT Permian Basin Royalty Trust | Buy | 5% | 5.17% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 5.04% | 5.91% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 4.91% | 3.1% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 4.91% | 3.11% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 4.65% | -2.36% | 2024-07-12 |
RES RPC, Inc. | Buy | 5.14% | 7.89% | 2024-07-15 |
APA APA Corporation | Buy | 5.12% | 7.51% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.11% | 4.19% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 5% | 1.25% | 2024-07-17 |
KOS Kosmos Energy Ltd. | Buy | 4.87% | -1.37% | 2024-07-17 |
CLNE Clean Energy Fuels Corp. | Buy | 4.92% | -0.36% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
CRK | Sell All | -7.23% |
UUUU | Sell All | -8.32% |
TDW | Sell All | -5.44% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 4.76% | -0.47% | 2024-07-02 |
METC Ramaco Resources, Inc. | Buy | 5.16% | 7.78% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 4.54% | -4.12% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 4.84% | 2.8% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 4.67% | -0.15% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 5.04% | 6.89% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 4.86% | 3.1% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 4.9% | 3.82% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 5% | 5.96% | 2024-07-12 |
RES RPC, Inc. | Buy | 5.04% | 6.88% | 2024-07-15 |
APA APA Corporation | Buy | 4.98% | 5.67% | 2024-07-15 |
DNOW NOW Inc. | Buy | 5.06% | 4.05% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 4.89% | 0% | 2024-07-17 |
TDW Tidewater Inc. | Buy | 4.89% | 0% | 2024-07-17 |
KOS Kosmos Energy Ltd. | Buy | 4.89% | 0% | 2024-07-17 |
CLNE Clean Energy Fuels Corp. | Buy | 4.89% | 0% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
PR | Sell All | 5.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PR Permian Resources Corporation | Buy | 5.15% | 5.57% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 4.76% | -1.38% | 2024-07-02 |
METC Ramaco Resources, Inc. | Buy | 5.25% | 8.85% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 4.56% | -4.49% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 4.96% | 4.47% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 4.66% | -1.23% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 4.96% | 4.37% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 4.81% | 1.18% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 4.93% | 3.72% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 4.87% | 2.43% | 2024-07-12 |
RES RPC, Inc. | Buy | 4.93% | 3.69% | 2024-07-15 |
APA APA Corporation | Buy | 4.99% | 4.97% | 2024-07-15 |
DNOW NOW Inc. | Buy | 4.9% | 0% | 2024-07-16 |
Asset | Action | Perf % |
---|---|---|
AMPY | Sell All | 12.38% |
FANG | Sell All | 6.51% |