1D | 0.5 % |
1W | 1.8 % |
2W | 1.0 % |
1M | 1.9 % |
3M | 5.3 % |
6M | 6.7 % |
9M | 14.6 % |
1Y | -3.5 % |
Alpha
-18.0%
|
Beta
0.54
|
sharpe-R
-0.15
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:43 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -18.14% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 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 15.
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 | 13.63% | 8.15% | 2024-09-05 | ||
SAIA Saia, Inc. | Equity | Buy | 13.24% | 5.05% | 2024-09-05 | ||
AMRC Ameresco, Inc. | Equity | Buy | 8.89% | 0% | 2024-09-18 | ||
AAL American Airlines Group Inc. | Equity | Buy | 8.89% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 13.63% | 8.15% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 13.24% | 5.05% | 2024-09-05 |
AMRC Ameresco, Inc. | Buy | 8.89% | 0% | 2024-09-18 |
AAL American Airlines Group Inc. | Buy | 8.89% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 12.57% | -2.12% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 12.96% | 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 | 13.81% | 3.48% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 12.74% | -0.42% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 12.75% | -0.4% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
TGI | Buy All | 6.49% |
SPCE | Buy All | 13.2% |
TREX | Buy All | 1.98% |
BXC | Buy All | 7.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 13.71% | 1.69% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 12.32% | -4.66% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 12.46% | -3.58% | 2024-09-05 |
TGI Triumph Group, Inc. | Sell | -5.8% | 5.47% | 2024-08-28 |
SPCE Virgin Galactic Holdings, Inc. | Sell | -5.26% | 14.37% | 2024-08-28 |
TREX Trex Company, Inc. | Sell | -5.82% | 5.13% | 2024-08-28 |
BXC BlueLinx Holdings Inc. | Sell | -5.7% | 7.09% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
MYRG | Buy All | 13.82% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 13.8% | 1.69% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 12.36% | -5.01% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 12.42% | -4.54% | 2024-09-05 |
MYRG MYR Group Inc. | Sell | -5.35% | 11.95% | 2024-08-26 |
TGI Triumph Group, Inc. | Sell | -5.98% | 3.21% | 2024-08-28 |
SPCE Virgin Galactic Holdings, Inc. | Sell | -5.47% | 11.44% | 2024-08-28 |
TREX Trex Company, Inc. | Sell | -5.78% | 6.5% | 2024-08-28 |
BXC BlueLinx Holdings Inc. | Sell | -5.89% | 4.75% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
GLDD | Sell All | -6.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 9.92% | -4.98% | 2024-08-27 |
AAL American Airlines Group Inc. | Buy | 13.46% | 0.09% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 12.9% | 0% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 12.9% | 0% | 2024-09-05 |
MYRG MYR Group Inc. | Sell | -5.36% | 11% | 2024-08-26 |
TGI Triumph Group, Inc. | Sell | -5.95% | 2.84% | 2024-08-28 |
SPCE Virgin Galactic Holdings, Inc. | Sell | -5.65% | 7.77% | 2024-08-28 |
TREX Trex Company, Inc. | Sell | -5.76% | 5.98% | 2024-08-28 |
BXC BlueLinx Holdings Inc. | Sell | -5.85% | 4.49% | 2024-08-28 |
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 | 11.24% | 8.97% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 10.43% | 1.12% | 2024-08-27 |
CECO CECO Environmental Corp. | Buy | 13.28% | 0% | 2024-09-02 |
ROK Rockwell Automation, Inc. | Buy | 13.28% | 0% | 2024-09-02 |
AAL American Airlines Group Inc. | Buy | 13.28% | 0% | 2024-09-02 |
MYRG MYR Group Inc. | Sell | -5.83% | 1.95% | 2024-08-26 |
TGI Triumph Group, Inc. | Sell | -6.15% | -1.6% | 2024-08-28 |
SPCE Virgin Galactic Holdings, Inc. | Sell | -5.93% | 1.91% | 2024-08-28 |
TREX Trex Company, Inc. | Sell | -5.92% | 2.06% | 2024-08-28 |
BXC BlueLinx Holdings Inc. | Sell | -6.07% | -0.41% | 2024-08-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 10.68% | 3.43% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 10.44% | 1.12% | 2024-08-27 |
MYRG MYR Group Inc. | Sell | -5.78% | 2.99% | 2024-08-26 |
TGI Triumph Group, Inc. | Sell | -6.09% | -0.58% | 2024-08-28 |
SPCE Virgin Galactic Holdings, Inc. | Sell | -5.7% | 5.87% | 2024-08-28 |
TREX Trex Company, Inc. | Sell | -5.95% | 1.72% | 2024-08-28 |
BXC BlueLinx Holdings Inc. | Sell | -6% | 0.97% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | -2.32% |
WNC | Sell All | -1.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 10.31% | -0.2% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 10.15% | -1.74% | 2024-08-26 |
CIX CompX International Inc. | Buy | 10.65% | 3.1% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 10.64% | 2.95% | 2024-08-27 |
MYRG MYR Group Inc. | Sell | -5.75% | 3.51% | 2024-08-26 |
TGI Triumph Group, Inc. | Sell | -6.06% | 0% | 2024-08-28 |
SPCE Virgin Galactic Holdings, Inc. | Sell | -6.06% | 0% | 2024-08-28 |
TREX Trex Company, Inc. | Sell | -6.06% | 0% | 2024-08-28 |
BXC BlueLinx Holdings Inc. | Sell | -6.06% | 0% | 2024-08-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 10.55% | 1.38% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 10.41% | 0.05% | 2024-08-26 |
CIX CompX International Inc. | Buy | 10.28% | -1.2% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 10.4% | 0% | 2024-08-27 |
MYRG MYR Group Inc. | Sell | -6.04% | -0.7% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 10.4% | 0% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 10.4% | 0% | 2024-08-26 |
CIX CompX International Inc. | Buy | 10.4% | 0% | 2024-08-26 |
MYRG MYR Group Inc. | Sell | -6% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
BLDR | Buy All | -3.23% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLDR Builders FirstSource, Inc. | Sell | -6.84% | -0.69% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
RYI | Buy All | 23.58% |
EVA | Sell All | 0.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
EVA Enviva Inc. | Buy | 13.45% | 1.66% | 2024-08-01 |
RYI Ryerson Holding Corporation | Sell | -5.41% | 24.25% | 2024-08-01 |
BLDR Builders FirstSource, Inc. | Sell | -6.84% | -0.88% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
SPCE | Buy All | 12.61% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
EVA Enviva Inc. | Buy | 13.68% | 3.79% | 2024-08-01 |
SPCE Virgin Galactic Holdings, Inc. | Sell | -4.86% | 13.03% | 2024-07-31 |
RYI Ryerson Holding Corporation | Sell | -5.52% | 22.4% | 2024-08-01 |
BLDR Builders FirstSource, Inc. | Sell | -6.59% | 2.5% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
IESC | Sell All | 13.75% |