1D | 0.4 % |
1W | 1.4 % |
2W | -1.2 % |
1M | -0.6 % |
3M | 5.6 % |
6M | 3.4 % |
9M | 10.2 % |
1Y | 15.0 % |
Alpha
-1.3%
|
Beta
0.56
|
sharpe-R
0.81
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:35 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.04% |
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 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 % |
---|---|---|
UHAL | Sell All | -1.15% |
SSD | Sell All | -5.82% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UHAL AMERCO | Buy | 10.35% | -0.38% | 2024-07-16 |
SSD Simpson Manufacturing Co., Inc. | Buy | 8.88% | -3.22% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
BA | Sell All | -8.06% |
ERII | Sell All | -7.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UHAL AMERCO | Buy | 10.29% | 0.58% | 2024-07-16 |
BA The Boeing Company | Buy | 8.74% | -3.53% | 2024-07-18 |
SSD Simpson Manufacturing Co., Inc. | Buy | 9.02% | -0.15% | 2024-07-26 |
ERII Energy Recovery, Inc. | Buy | 9.99% | 0% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
ALGT | Sell All | -9.23% |
KMT | Sell All | 6.1% |
SHYF | Sell All | 12.44% |
WMS | Sell All | 4.03% |
NWPX | Sell All | 9.84% |
CR | Sell All | 5.71% |
ALG | Sell All | 7% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMS Advanced Drainage Systems, Inc. | Buy | 9.88% | 6.69% | 2024-07-12 |
NWPX Northwest Pipe Company | Buy | 10.01% | 8.13% | 2024-07-12 |
CR Crane Holdings, Co. | Buy | 9.58% | 3.49% | 2024-07-12 |
ALG Alamo Group Inc. | Buy | 10.24% | 10.61% | 2024-07-12 |
KMT Kennametal Inc. | Buy | 10.22% | 10.44% | 2024-07-12 |
UHAL AMERCO | Buy | 10.11% | 2.09% | 2024-07-16 |
BA The Boeing Company | Buy | 8.87% | 1.09% | 2024-07-18 |
SSD Simpson Manufacturing Co., Inc. | Buy | 9.07% | 3.66% | 2024-07-26 |
SHYF The Shyft Group, Inc. | Buy | 10.65% | 21.78% | 2024-07-26 |
ALGT Allegiant Travel Company | Buy | 9.37% | 0% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
VSEC | Sell All | -5.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMS Advanced Drainage Systems, Inc. | Buy | 9.83% | 3.4% | 2024-07-12 |
NWPX Northwest Pipe Company | Buy | 10.23% | 7.58% | 2024-07-12 |
CR Crane Holdings, Co. | Buy | 10.1% | 6.19% | 2024-07-12 |
ALG Alamo Group Inc. | Buy | 10.58% | 11.2% | 2024-07-12 |
KMT Kennametal Inc. | Buy | 10.08% | 6.02% | 2024-07-12 |
UHAL AMERCO | Buy | 10.16% | -0.18% | 2024-07-16 |
BA The Boeing Company | Buy | 8.99% | -0.27% | 2024-07-18 |
VSEC VSE Corporation | Buy | 10.06% | -1.6% | 2024-07-23 |
SSD Simpson Manufacturing Co., Inc. | Buy | 8.99% | 0% | 2024-07-26 |
SHYF The Shyft Group, Inc. | Buy | 8.99% | 0% | 2024-07-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMS Advanced Drainage Systems, Inc. | Buy | 9.72% | 0.46% | 2024-07-12 |
NWPX Northwest Pipe Company | Buy | 10.21% | 5.5% | 2024-07-12 |
CR Crane Holdings, Co. | Buy | 10.04% | 3.73% | 2024-07-12 |
ALG Alamo Group Inc. | Buy | 10.27% | 6.13% | 2024-07-12 |
KMT Kennametal Inc. | Buy | 9.94% | 2.69% | 2024-07-12 |
UHAL AMERCO | Buy | 10.33% | -0.26% | 2024-07-16 |
BA The Boeing Company | Buy | 8.93% | -2.58% | 2024-07-18 |
VSEC VSE Corporation | Buy | 10.25% | -1.44% | 2024-07-23 |
Asset | Action | Perf % |
---|---|---|
ROCK | Sell All | 11.46% |
WNC | Sell All | -6.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ROCK Gibraltar Industries, Inc. | Buy | 9.26% | 15.21% | 2024-07-04 |
WMS Advanced Drainage Systems, Inc. | Buy | 9.94% | 5.46% | 2024-07-12 |
NWPX Northwest Pipe Company | Buy | 9.96% | 5.61% | 2024-07-12 |
CR Crane Holdings, Co. | Buy | 9.92% | 5.21% | 2024-07-12 |
WNC Wabash National Corporation | Buy | 9.95% | 5.6% | 2024-07-12 |
ALG Alamo Group Inc. | Buy | 10.15% | 7.65% | 2024-07-12 |
KMT Kennametal Inc. | Buy | 9.91% | 5.18% | 2024-07-12 |
UHAL AMERCO | Buy | 10.13% | 0.46% | 2024-07-16 |
BA The Boeing Company | Buy | 8.65% | -3.21% | 2024-07-18 |
VSEC VSE Corporation | Buy | 10.13% | 0% | 2024-07-23 |