1D | 2.4 % |
1W | 5.2 % |
2W | -1.9 % |
1M | -2.3 % |
3M | -6.6 % |
6M | -20.9 % |
9M | -9.9 % |
1Y | 0.8 % |
Alpha
-25.8%
|
Beta
0.99
|
sharpe-R
0.05
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:59 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -29.47% |
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 Consumer Discretionary 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 |
---|---|---|---|---|---|---|---|
CWH Camping World Holdings, Inc. | Equity | Buy | 10.94% | 8.12% | 2024-08-26 | ||
GME GameStop Corp. | Equity | Buy | 9.48% | -6.28% | 2024-08-30 | ||
MBUU Malibu Boats, Inc. | Equity | Buy | 10.11% | 8.96% | 2024-09-04 | ||
SPWH Sportsman's Warehouse Holdings, Inc. | Equity | Buy | 11.89% | 28.87% | 2024-09-06 | ||
W Wayfair Inc. | Equity | Buy | 10.89% | 18.09% | 2024-09-06 | ||
SCVL Shoe Carnival, Inc. | Equity | Buy | 9.97% | 8.05% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CWH Camping World Holdings, Inc. | Buy | 10.27% | -3.55% | 2024-08-26 |
GME GameStop Corp. | Buy | 12% | 12.74% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 9.65% | -1.19% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 9.95% | 2.51% | 2024-09-06 |
W Wayfair Inc. | Buy | 9.81% | 1.08% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 9.7% | -0.07% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MPX | Sell All | -6.44% |
SFIX | Sell All | -10% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CWH Camping World Holdings, Inc. | Buy | 10.09% | -5.24% | 2024-08-26 |
MPX Marine Products Corporation | Buy | 9.68% | -4.78% | 2024-08-27 |
SFIX Stitch Fix, Inc. | Buy | 9.69% | -8.95% | 2024-08-30 |
GME GameStop Corp. | Buy | 11.83% | 11.2% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 9.8% | 0.39% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 8.95% | -5.35% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 9.71% | 0% | 2024-09-06 |
W Wayfair Inc. | Buy | 9.68% | -0.26% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 9.6% | -1.13% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MODG | Sell All | -5.2% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CWH Camping World Holdings, Inc. | Buy | 10.44% | -1.69% | 2024-08-26 |
MPX Marine Products Corporation | Buy | 9.78% | -3.53% | 2024-08-27 |
SFIX Stitch Fix, Inc. | Buy | 9.72% | -8.42% | 2024-08-30 |
GME GameStop Corp. | Buy | 11.05% | 4.09% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 9.66% | -0.8% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.01% | -4.5% | 2024-09-05 |
MODG Topgolf Callaway Brands Corp. | Buy | 9.29% | -1.49% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 9.68% | 0% | 2024-09-06 |
W Wayfair Inc. | Buy | 9.68% | 0% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 9.68% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
UEIC | Sell All | -2.5% |
RGS | Sell All | -19.17% |
CROX | Sell All | -6.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CWH Camping World Holdings, Inc. | Buy | 10.25% | -2.13% | 2024-08-26 |
RGS Regis Corporation | Buy | 8.92% | -14.79% | 2024-08-26 |
MPX Marine Products Corporation | Buy | 9.69% | -3.12% | 2024-08-27 |
UEIC Universal Electronics Inc. | Buy | 10.44% | -1.85% | 2024-08-29 |
CROX Crocs, Inc. | Buy | 10.01% | -4.38% | 2024-08-30 |
SFIX Stitch Fix, Inc. | Buy | 9.64% | -7.89% | 2024-08-30 |
GME GameStop Corp. | Buy | 10.76% | 2.84% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 9.7% | 1.08% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.3% | 0% | 2024-09-05 |
MODG Topgolf Callaway Brands Corp. | Buy | 9.3% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
ABG | Sell All | -0.56% |
CRMT | Sell All | -19.47% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 10.02% | 1.15% | 2024-08-22 |
CWH Camping World Holdings, Inc. | Buy | 10.12% | -0.8% | 2024-08-26 |
RGS Regis Corporation | Buy | 8.8% | -13.7% | 2024-08-26 |
CRMT America's Car-Mart, Inc. | Buy | 9.74% | -4.53% | 2024-08-26 |
MPX Marine Products Corporation | Buy | 9.32% | -4.37% | 2024-08-27 |
UEIC Universal Electronics Inc. | Buy | 10.37% | 0% | 2024-08-29 |
CROX Crocs, Inc. | Buy | 9.82% | -3.69% | 2024-08-30 |
SFIX Stitch Fix, Inc. | Buy | 9.5% | -6.84% | 2024-08-30 |
GME GameStop Corp. | Buy | 10.97% | 7.58% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 9.35% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
SRI | Sell All | -4.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 9.98% | 3.05% | 2024-08-22 |
CWH Camping World Holdings, Inc. | Buy | 9.7% | -2.75% | 2024-08-26 |
RGS Regis Corporation | Buy | 9.86% | -1.13% | 2024-08-26 |
CRMT America's Car-Mart, Inc. | Buy | 9.68% | -2.91% | 2024-08-26 |
SRI Stoneridge, Inc. | Buy | 9.39% | -1.46% | 2024-08-27 |
MPX Marine Products Corporation | Buy | 9.31% | -2.29% | 2024-08-27 |
UEIC Universal Electronics Inc. | Buy | 10.16% | 0.22% | 2024-08-29 |
CROX Crocs, Inc. | Buy | 9.97% | 0% | 2024-08-30 |
SFIX Stitch Fix, Inc. | Buy | 9.97% | 0% | 2024-08-30 |
GME GameStop Corp. | Buy | 9.97% | 0% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
QRTEB | Sell All | -3.66% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 9.84% | 2.83% | 2024-08-22 |
CWH Camping World Holdings, Inc. | Buy | 9.8% | -0.53% | 2024-08-26 |
RGS Regis Corporation | Buy | 9.56% | -2.99% | 2024-08-26 |
QRTEB Qurate Retail, Inc. | Buy | 10.17% | 3.17% | 2024-08-26 |
CRMT America's Car-Mart, Inc. | Buy | 9.66% | -2% | 2024-08-26 |
SRI Stoneridge, Inc. | Buy | 9.43% | 0.21% | 2024-08-27 |
MPX Marine Products Corporation | Buy | 9.47% | 0.62% | 2024-08-27 |
UEIC Universal Electronics Inc. | Buy | 10.02% | 0% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
BNED | Sell All | -0.31% |
MPAA | Sell All | 6.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | Buy | 10.16% | 6.5% | 2024-08-22 |
ABG Asbury Automotive Group, Inc. | Buy | 9.75% | 2.26% | 2024-08-22 |
CWH Camping World Holdings, Inc. | Buy | 9.94% | 1.2% | 2024-08-26 |
RGS Regis Corporation | Buy | 9.54% | -2.86% | 2024-08-26 |
QRTEB Qurate Retail, Inc. | Buy | 10.39% | 5.85% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 9.94% | 1.23% | 2024-08-26 |
CRMT America's Car-Mart, Inc. | Buy | 9.88% | 0.66% | 2024-08-26 |
SRI Stoneridge, Inc. | Buy | 9.14% | -2.5% | 2024-08-27 |
MPX Marine Products Corporation | Buy | 9.32% | -0.62% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
LINC | Sell All | 0.82% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | Buy | 10.18% | 7.77% | 2024-08-22 |
ABG Asbury Automotive Group, Inc. | Buy | 9.81% | 3.84% | 2024-08-22 |
LINC Lincoln Educational Services Corporation | Buy | 9.92% | 1.8% | 2024-08-23 |
CWH Camping World Holdings, Inc. | Buy | 9.89% | 1.73% | 2024-08-26 |
RGS Regis Corporation | Buy | 9.11% | -6.37% | 2024-08-26 |
QRTEB Qurate Retail, Inc. | Buy | 10.53% | 8.29% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 10.31% | 6.05% | 2024-08-26 |
CRMT America's Car-Mart, Inc. | Buy | 9.67% | -0.61% | 2024-08-26 |
SRI Stoneridge, Inc. | Buy | 9.29% | 0% | 2024-08-27 |
MPX Marine Products Corporation | Buy | 9.29% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
TLYS | Sell All | -8.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | Buy | 10.11% | 6.97% | 2024-08-22 |
ABG Asbury Automotive Group, Inc. | Buy | 9.72% | 2.87% | 2024-08-22 |
LINC Lincoln Educational Services Corporation | Buy | 10.08% | 3.44% | 2024-08-23 |
CWH Camping World Holdings, Inc. | Buy | 9.73% | 0% | 2024-08-26 |
RGS Regis Corporation | Buy | 9.73% | 0% | 2024-08-26 |
QRTEB Qurate Retail, Inc. | Buy | 9.73% | 0% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 9.73% | 0% | 2024-08-26 |
CRMT America's Car-Mart, Inc. | Buy | 9.73% | 0% | 2024-08-26 |
TLYS Tilly's, Inc. | Buy | 9.73% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
MAT | Sell All | 3.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MAT Mattel, Inc. | Buy | 9.59% | 1.53% | 2024-07-25 |
MPAA Motorcar Parts of America, Inc. | Buy | 9.86% | 3.01% | 2024-08-22 |
ABG Asbury Automotive Group, Inc. | Buy | 9.4% | -1.77% | 2024-08-22 |
LINC Lincoln Educational Services Corporation | Buy | 9.88% | 0% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
JAKK | Sell All | 16.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JAKK JAKKS Pacific, Inc. | Buy | 11.87% | 17.87% | 2024-07-24 |
MAT Mattel, Inc. | Buy | 9.61% | 1.8% | 2024-07-25 |
MPAA Motorcar Parts of America, Inc. | Buy | 9.57% | 0% | 2024-08-22 |
ABG Asbury Automotive Group, Inc. | Buy | 9.57% | 0% | 2024-08-22 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JAKK JAKKS Pacific, Inc. | Buy | 11.27% | 11.25% | 2024-07-24 |
MAT Mattel, Inc. | Buy | 9.71% | 2.22% | 2024-07-25 |
Asset | Action | Perf % |
---|---|---|
SNBR | Sell All | 18.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNBR Sleep Number Corporation | Buy | 15.83% | 18.19% | 2024-07-17 |
JAKK JAKKS Pacific, Inc. | Buy | 11.04% | 7.99% | 2024-07-24 |
MAT Mattel, Inc. | Buy | 9.28% | -3.22% | 2024-07-25 |
Asset | Action | Perf % |
---|---|---|
VIRC | Sell All | -18.18% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNBR Sleep Number Corporation | Buy | 15.47% | 17.7% | 2024-07-17 |
JAKK JAKKS Pacific, Inc. | Buy | 11.44% | 14.1% | 2024-07-24 |
MAT Mattel, Inc. | Buy | 9.4% | -0.05% | 2024-07-25 |
VIRC Virco Mfg. Corporation | Buy | 8.42% | -6.76% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
SRI | Sell All | -7.51% |
RGS | Sell All | -15.26% |