1D | 0.4 % |
1W | 1.4 % |
2W | -1.2 % |
1M | -0.5 % |
3M | -4.2 % |
6M | -0.8 % |
9M | 4.0 % |
1Y | 8.4 % |
Alpha
-11.6%
|
Beta
0.7
|
sharpe-R
0.39
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:37 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -15.98% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Industrials sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
FWRD Forward Air Corporation | Equity | Buy | 10.49% | 8.15% | 2024-09-05 | ||
SAIA Saia, Inc. | Equity | Buy | 10.19% | 5.05% | 2024-09-05 | ||
AMRC Ameresco, Inc. | Equity | Buy | 9.66% | 0% | 2024-09-18 | ||
AAL American Airlines Group Inc. | Equity | Buy | 9.66% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 10.49% | 8.15% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 10.19% | 5.05% | 2024-09-05 |
AMRC Ameresco, Inc. | Buy | 9.66% | 0% | 2024-09-18 |
AAL American Airlines Group Inc. | Buy | 9.66% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 9.63% | -2.12% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 9.93% | 0.92% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
AAL | Sell All | 1.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 10.19% | 1.69% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 9.42% | -5.01% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 9.47% | -4.54% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
GLDD | Sell All | -6.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.48% | -4.98% | 2024-08-27 |
AAL American Airlines Group Inc. | Buy | 9.94% | 0.09% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 9.82% | 0% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 9.82% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
CIX | Sell All | 5.73% |
CECO | Sell All | -9.53% |
ROK | Sell All | -5.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 10.62% | 8.97% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.85% | 1.12% | 2024-08-27 |
CECO CECO Environmental Corp. | Buy | 9.69% | 0% | 2024-09-02 |
ROK Rockwell Automation, Inc. | Buy | 9.69% | 0% | 2024-09-02 |
AAL American Airlines Group Inc. | Buy | 9.69% | 0% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 10.13% | 3.43% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.9% | 1.12% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | -2.32% |
WNC | Sell All | -1.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 9.93% | 1.38% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 9.8% | 0.05% | 2024-08-26 |
CIX CompX International Inc. | Buy | 9.68% | -1.2% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.8% | 0% | 2024-08-27 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 9.8% | 0% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 9.8% | 0% | 2024-08-26 |
CIX CompX International Inc. | Buy | 9.8% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
REVG | Sell All | 8.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
REVG REV Group, Inc. | Buy | 11.22% | -0.67% | 2024-07-23 |
Asset | Action | Perf % |
---|---|---|
SSD | Sell All | -5.82% |
SAIA | Sell All | -9.55% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
REVG REV Group, Inc. | Buy | 11.22% | -0.15% | 2024-07-23 |
SSD Simpson Manufacturing Co., Inc. | Buy | 10.15% | -3.22% | 2024-07-26 |
SAIA Saia, Inc. | Buy | 8.95% | -8.28% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
ROCK | Sell All | -2.31% |
BCC | Sell All | -8.61% |
MTZ | Sell All | -6.75% |
STRL | Sell All | -9% |
ERII | Sell All | -7.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ROCK Gibraltar Industries, Inc. | Buy | 9.2% | 3.61% | 2024-07-04 |
REVG REV Group, Inc. | Buy | 11.42% | 5.39% | 2024-07-23 |
SSD Simpson Manufacturing Co., Inc. | Buy | 10.1% | -0.15% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 9.56% | -5.28% | 2024-07-29 |
MTZ MasTec, Inc. | Buy | 9.77% | -3.16% | 2024-07-29 |
STRL Sterling Infrastructure, Inc. | Buy | 9.63% | -4.6% | 2024-07-29 |
SAIA Saia, Inc. | Buy | 8.89% | -5.47% | 2024-08-01 |
ERII Energy Recovery, Inc. | Buy | 9.81% | 0% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
ALGT | Sell All | -9.23% |
SHYF | Sell All | 12.44% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ROCK Gibraltar Industries, Inc. | Buy | 9.14% | 8.6% | 2024-07-04 |
REVG REV Group, Inc. | Buy | 11.22% | 9.12% | 2024-07-23 |
SSD Simpson Manufacturing Co., Inc. | Buy | 9.96% | 3.85% | 2024-07-26 |
SHYF The Shyft Group, Inc. | Buy | 11.83% | 23.4% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 9.64% | 0.74% | 2024-07-29 |
MTZ MasTec, Inc. | Buy | 9.61% | 0.41% | 2024-07-29 |
STRL Sterling Infrastructure, Inc. | Buy | 9.66% | 0.94% | 2024-07-29 |
ALGT Allegiant Travel Company | Buy | 9.11% | 2.13% | 2024-07-31 |
SAIA Saia, Inc. | Buy | 8.92% | 0% | 2024-08-01 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ROCK Gibraltar Industries, Inc. | Buy | 9.93% | 17.28% | 2024-07-04 |
REVG REV Group, Inc. | Buy | 11.24% | 8.68% | 2024-07-23 |
SSD Simpson Manufacturing Co., Inc. | Buy | 10% | 3.66% | 2024-07-26 |
SHYF The Shyft Group, Inc. | Buy | 11.74% | 21.78% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 9.62% | -0.06% | 2024-07-29 |
MTZ MasTec, Inc. | Buy | 9.34% | -2.93% | 2024-07-29 |
STRL Sterling Infrastructure, Inc. | Buy | 9.19% | -4.49% | 2024-07-29 |
ALGT Allegiant Travel Company | Buy | 8.98% | 0% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
SPCE | Sell All | -13.59% |
VSEC | Sell All | -5.28% |
TPC | Sell All | -8.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ROCK Gibraltar Industries, Inc. | Buy | 9.98% | 18.25% | 2024-07-04 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.07% | -8.81% | 2024-07-15 |
VSEC VSE Corporation | Buy | 10.27% | -0.29% | 2024-07-23 |
REVG REV Group, Inc. | Buy | 10.97% | 6.47% | 2024-07-23 |
TPC Tutor Perini Corporation | Buy | 10.18% | -1.18% | 2024-07-24 |
SSD Simpson Manufacturing Co., Inc. | Buy | 10% | 4.04% | 2024-07-26 |
SHYF The Shyft Group, Inc. | Buy | 9.75% | 1.47% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 9.59% | 0% | 2024-07-29 |
MTZ MasTec, Inc. | Buy | 9.59% | 0% | 2024-07-29 |
STRL Sterling Infrastructure, Inc. | Buy | 9.59% | 0% | 2024-07-29 |