1D | 0.2 % |
1W | 0.7 % |
2W | -0.6 % |
1M | 0.0 % |
3M | 0.5 % |
6M | 1.5 % |
9M | 2.0 % |
1Y | 5.8 % |
Alpha
-11.0%
|
Beta
0.63
|
sharpe-R
0.38
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:41 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -10.68% |
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 20.
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 | 5.28% | 8.15% | 2024-09-05 | ||
SAIA Saia, Inc. | Equity | Buy | 5.13% | 5.05% | 2024-09-05 | ||
AMRC Ameresco, Inc. | Equity | Buy | 4.87% | 0% | 2024-09-18 | ||
AAL American Airlines Group Inc. | Equity | Buy | 4.87% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 5.28% | 8.15% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 5.13% | 5.05% | 2024-09-05 |
AMRC Ameresco, Inc. | Buy | 4.87% | 0% | 2024-09-18 |
AAL American Airlines Group Inc. | Buy | 4.87% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 4.82% | -2.12% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 4.96% | 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 | 5.06% | 1.69% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 4.69% | -5.01% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 4.72% | -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 | 4.56% | -4.98% | 2024-08-27 |
AAL American Airlines Group Inc. | Buy | 4.95% | 0.09% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 4.92% | 0% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 4.92% | 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 | 5.17% | 8.97% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.8% | 1.12% | 2024-08-27 |
CECO CECO Environmental Corp. | Buy | 4.89% | 0% | 2024-09-02 |
ROK Rockwell Automation, Inc. | Buy | 4.89% | 0% | 2024-09-02 |
AAL American Airlines Group Inc. | Buy | 4.89% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
EVA | Sell All | 24.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
EVA Enviva Inc. | Buy | 5.93% | 25.59% | 2024-08-01 |
CIX CompX International Inc. | Buy | 4.92% | 3.43% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.81% | 1.12% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | -2.32% |
WNC | Sell All | -1.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
EVA Enviva Inc. | Buy | 5.84% | 23.93% | 2024-08-01 |
AMRC Ameresco, Inc. | Buy | 4.74% | -0.2% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 4.67% | -1.74% | 2024-08-26 |
CIX CompX International Inc. | Buy | 4.9% | 3.1% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.89% | 2.95% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
IESC | Sell All | 25.83% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IESC IES Holdings, Inc. | Buy | 6.64% | 29.26% | 2024-07-29 |
EVA Enviva Inc. | Buy | 5.74% | 21.56% | 2024-08-01 |
AMRC Ameresco, Inc. | Buy | 4.82% | 1.38% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 4.76% | 0.05% | 2024-08-26 |
CIX CompX International Inc. | Buy | 4.7% | -1.2% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.76% | 0% | 2024-08-27 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IESC IES Holdings, Inc. | Buy | 6.85% | 33.47% | 2024-07-29 |
EVA Enviva Inc. | Buy | 5.67% | 20.38% | 2024-08-01 |
AMRC Ameresco, Inc. | Buy | 4.75% | 0% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 4.75% | 0% | 2024-08-26 |
CIX CompX International Inc. | Buy | 4.75% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IESC IES Holdings, Inc. | Buy | 6.28% | 21.72% | 2024-07-29 |
EVA Enviva Inc. | Buy | 5.7% | 20.14% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
REVG | Sell All | 8.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
REVG REV Group, Inc. | Buy | 5.44% | -0.67% | 2024-07-23 |
IESC IES Holdings, Inc. | Buy | 5.51% | 4.19% | 2024-07-29 |
EVA Enviva Inc. | Buy | 4.79% | -1.42% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
SSD | Sell All | -5.82% |
SAIA | Sell All | -9.55% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
REVG REV Group, Inc. | Buy | 5.44% | -0.15% | 2024-07-23 |
SSD Simpson Manufacturing Co., Inc. | Buy | 5.09% | -3.22% | 2024-07-26 |
IESC IES Holdings, Inc. | Buy | 5.65% | 7.48% | 2024-07-29 |
EVA Enviva Inc. | Buy | 5% | 3.55% | 2024-08-01 |
SAIA Saia, Inc. | Buy | 4.43% | -8.28% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
BA | Sell All | -8.06% |
NWPX | Sell All | 7.26% |
ROCK | Sell All | -2.31% |
KTOS | Sell All | -6.92% |
LXFR | Sell All | -9.89% |
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 | 4.54% | 3.61% | 2024-07-04 |
NWPX Northwest Pipe Company | Buy | 4.71% | 9.84% | 2024-07-12 |
BA The Boeing Company | Buy | 4.82% | -3.53% | 2024-07-18 |
REVG REV Group, Inc. | Buy | 5.61% | 5.39% | 2024-07-23 |
KTOS Kratos Defense & Security Solutions, Inc. | Buy | 5.22% | -2.26% | 2024-07-24 |
LXFR Luxfer Holdings PLC | Buy | 5.21% | -2.51% | 2024-07-24 |
SSD Simpson Manufacturing Co., Inc. | Buy | 5.14% | -0.15% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 4.87% | -5.28% | 2024-07-29 |
MTZ MasTec, Inc. | Buy | 4.98% | -3.16% | 2024-07-29 |
STRL Sterling Infrastructure, Inc. | Buy | 4.9% | -4.6% | 2024-07-29 |
IESC IES Holdings, Inc. | Buy | 5.15% | 0.31% | 2024-07-29 |
EVA Enviva Inc. | Buy | 4.75% | 0.71% | 2024-08-01 |
SAIA Saia, Inc. | Buy | 4.46% | -5.47% | 2024-08-01 |
ERII Energy Recovery, Inc. | Buy | 4.81% | 0% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
ALGT | Sell All | -9.23% |
HLIO | Sell All | -5.84% |
SHYF | Sell All | 12.44% |
WMS | Sell All | 4.03% |
GNRC | Sell All | -8.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ROCK Gibraltar Industries, Inc. | Buy | 4.55% | 8.6% | 2024-07-04 |
WMS Advanced Drainage Systems, Inc. | Buy | 4.47% | 8.89% | 2024-07-12 |
NWPX Northwest Pipe Company | Buy | 4.53% | 10.36% | 2024-07-12 |
BA The Boeing Company | Buy | 4.93% | 3.12% | 2024-07-18 |
REVG REV Group, Inc. | Buy | 5.56% | 9.12% | 2024-07-23 |
KTOS Kratos Defense & Security Solutions, Inc. | Buy | 5.11% | 0% | 2024-07-24 |
LXFR Luxfer Holdings PLC | Buy | 5.19% | 1.57% | 2024-07-24 |
SSD Simpson Manufacturing Co., Inc. | Buy | 5.11% | 3.85% | 2024-07-26 |
SHYF The Shyft Group, Inc. | Buy | 6.07% | 23.4% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 4.95% | 0.74% | 2024-07-29 |
MTZ MasTec, Inc. | Buy | 4.93% | 0.41% | 2024-07-29 |
STRL Sterling Infrastructure, Inc. | Buy | 4.96% | 0.94% | 2024-07-29 |
IESC IES Holdings, Inc. | Buy | 5.25% | 6.79% | 2024-07-29 |
GNRC Generac Holdings Inc. | Buy | 4.8% | -2.35% | 2024-07-29 |
HLIO Helios Technologies, Inc. | Buy | 4.87% | -0.91% | 2024-07-29 |
ALGT Allegiant Travel Company | Buy | 4.67% | 2.13% | 2024-07-31 |
EVA Enviva Inc. | Buy | 4.52% | 0% | 2024-08-01 |
SAIA Saia, Inc. | Buy | 4.52% | 0% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
TPIC | Sell All | -10.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ROCK Gibraltar Industries, Inc. | Buy | 4.97% | 17.28% | 2024-07-04 |
WMS Advanced Drainage Systems, Inc. | Buy | 4.43% | 6.69% | 2024-07-12 |
NWPX Northwest Pipe Company | Buy | 4.49% | 8.13% | 2024-07-12 |
BA The Boeing Company | Buy | 4.89% | 1.09% | 2024-07-18 |
REVG REV Group, Inc. | Buy | 5.6% | 8.68% | 2024-07-23 |
KTOS Kratos Defense & Security Solutions, Inc. | Buy | 5.14% | -0.67% | 2024-07-24 |
LXFR Luxfer Holdings PLC | Buy | 5.26% | 1.65% | 2024-07-24 |
SSD Simpson Manufacturing Co., Inc. | Buy | 5.16% | 3.66% | 2024-07-26 |
SHYF The Shyft Group, Inc. | Buy | 6.06% | 21.78% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 4.97% | -0.06% | 2024-07-29 |
MTZ MasTec, Inc. | Buy | 4.83% | -2.93% | 2024-07-29 |
STRL Sterling Infrastructure, Inc. | Buy | 4.75% | -4.49% | 2024-07-29 |
IESC IES Holdings, Inc. | Buy | 4.81% | -3.4% | 2024-07-29 |
GNRC Generac Holdings Inc. | Buy | 4.85% | -2.42% | 2024-07-29 |
HLIO Helios Technologies, Inc. | Buy | 4.89% | -1.64% | 2024-07-29 |
TPIC TPI Composites, Inc. | Buy | 4.38% | -11.92% | 2024-07-29 |
ALGT Allegiant Travel Company | Buy | 4.62% | 0% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
SPCE | Sell All | -13.59% |
TWI | Sell All | 14.84% |
VSEC | Sell All | -5.28% |
TPC | Sell All | -8.49% |