1D | 0.0 % |
1W | 0.9 % |
2W | -2.9 % |
1M | -3.3 % |
3M | -13.2 % |
6M | -14.5 % |
9M | -14.2 % |
1Y | -14.2 % |
Alpha
-26.0%
|
Beta
0.42
|
sharpe-R
-0.77
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:30 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -22.29% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 19.6% | 0% | 2024-09-18 |
AAL American Airlines Group Inc. | Buy | 19.6% | 0% | 2024-09-18 |
Asset | Action | Perf % |
---|---|---|
FWRD | Sell All | -2.12% |
SAIA | Sell All | 0.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 18.8% | -4.66% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 19.01% | -3.58% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
AAL | Sell All | 1.69% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 20.13% | 0.09% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 19.47% | 0% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 19.47% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
CECO | Sell All | -9.53% |
ROK | Sell All | -5.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CECO CECO Environmental Corp. | Buy | 19.52% | 0% | 2024-09-02 |
ROK Rockwell Automation, Inc. | Buy | 19.52% | 0% | 2024-09-02 |
AAL American Airlines Group Inc. | Buy | 19.52% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
GLDD | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.92% | 1.12% | 2024-08-27 |
CECO CECO Environmental Corp. | Buy | 19.52% | 0% | 2024-09-02 |
ROK Rockwell Automation, Inc. | Buy | 19.52% | 0% | 2024-09-02 |
AAL American Airlines Group Inc. | Buy | 19.52% | 0% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.92% | 1.12% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | -3.66% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 19.6% | 0% | 2024-08-27 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 19.6% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
MTZ | Sell All | -5.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MTZ MasTec, Inc. | Buy | 20.74% | -4.69% | 2024-07-30 |
Asset | Action | Perf % |
---|---|---|
BCC | Sell All | -7.99% |
ERII | Sell All | -7.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BCC Boise Cascade Company | Buy | 20.15% | -4.63% | 2024-07-30 |
MTZ MasTec, Inc. | Buy | 20.92% | -1.02% | 2024-07-30 |
ERII Energy Recovery, Inc. | Buy | 18.98% | 0% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
SSD | Sell All | -0.15% |
ALGT | Sell All | -9.23% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSD Simpson Manufacturing Co., Inc. | Buy | 18.37% | 3.66% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 20.5% | 0.61% | 2024-07-30 |
MTZ MasTec, Inc. | Buy | 20.21% | -0.78% | 2024-07-30 |
ALGT Allegiant Travel Company | Buy | 19.46% | 0% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
ATRO | Sell All | -4.96% |
KTOS | Sell All | -0.67% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATRO Astronics Corporation | Buy | 19.07% | -4.57% | 2024-07-24 |
KTOS Kratos Defense & Security Solutions, Inc. | Buy | 20.01% | 0.13% | 2024-07-24 |
SSD Simpson Manufacturing Co., Inc. | Buy | 18.27% | 3.34% | 2024-07-26 |
BCC Boise Cascade Company | Buy | 20.33% | 0% | 2024-07-30 |
MTZ MasTec, Inc. | Buy | 20.33% | 0% | 2024-07-30 |
Asset | Action | Perf % |
---|---|---|
VSEC | Sell All | -2.19% |
REVG | Sell All | 5.76% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VSEC VSE Corporation | Buy | 19.97% | -1.6% | 2024-07-23 |
REVG REV Group, Inc. | Buy | 20.8% | 2.51% | 2024-07-23 |
ATRO Astronics Corporation | Buy | 19.27% | -5% | 2024-07-24 |
KTOS Kratos Defense & Security Solutions, Inc. | Buy | 20.02% | -1.29% | 2024-07-24 |
SSD Simpson Manufacturing Co., Inc. | Buy | 17.95% | 0% | 2024-07-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VSEC VSE Corporation | Buy | 20.13% | -1.44% | 2024-07-23 |
REVG REV Group, Inc. | Buy | 20.54% | 0.56% | 2024-07-23 |
ATRO Astronics Corporation | Buy | 19.51% | -4.45% | 2024-07-24 |
KTOS Kratos Defense & Security Solutions, Inc. | Buy | 19.75% | -3.28% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
IESC | Sell All | -11.97% |