1D | 0.3 % |
1W | -1.2 % |
2W | -4.6 % |
1M | -5.8 % |
3M | -7.5 % |
6M | -11.3 % |
9M | -3.4 % |
1Y | 3.9 % |
Alpha
-16.3%
|
Beta
0.72
|
sharpe-R
0.12
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:52:54 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -17.07% |
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 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 | Action | Perf % |
---|---|---|
SPWH | Sell All | 10.88% |
W | Sell All | 4.82% |
SCVL | Sell All | -3.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 10.01% | -0.42% | 2024-09-06 |
W Wayfair Inc. | Buy | 10.2% | 1.52% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 10% | -0.49% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
ELA | Sell All | 0.79% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ELA Envela Corporation | Buy | 10.14% | 1.77% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 10.26% | 2.51% | 2024-09-06 |
W Wayfair Inc. | Buy | 10.12% | 1.08% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 10% | -0.07% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ELA Envela Corporation | Buy | 10.31% | 3.54% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.62% | -5.35% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 10% | 0% | 2024-09-06 |
W Wayfair Inc. | Buy | 9.97% | -0.26% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 9.89% | -1.13% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MODG | Sell All | -5.2% |
PENN | Sell All | -5.69% |
MBUU | Sell All | -0.47% |
FLL | Sell All | -3.72% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MBUU Malibu Boats, Inc. | Buy | 9.76% | -1.65% | 2024-09-02 |
FLL Full House Resorts, Inc. | Buy | 9.69% | -2.35% | 2024-09-02 |
ELA Envela Corporation | Buy | 10.09% | 3.14% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.53% | -4.5% | 2024-09-05 |
MODG Topgolf Callaway Brands Corp. | Buy | 9.83% | -1.49% | 2024-09-05 |
PENN PENN Entertainment, Inc. | Buy | 9.81% | -1.67% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 9.82% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 9.82% | 0% | 2024-09-06 |
W Wayfair Inc. | Buy | 9.82% | 0% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 9.82% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
CROX | Sell All | -6.65% |
SFIX | Sell All | -8.42% |
GME | Sell All | 4.09% |
FNKO | Sell All | -7.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CROX Crocs, Inc. | Buy | 9.82% | -4.38% | 2024-08-30 |
SFIX Stitch Fix, Inc. | Buy | 9.46% | -7.89% | 2024-08-30 |
GME GameStop Corp. | Buy | 10.56% | 2.84% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 9.83% | 0.22% | 2024-09-02 |
FLL Full House Resorts, Inc. | Buy | 9.5% | -3.13% | 2024-09-02 |
FNKO Funko, Inc. | Buy | 9.58% | -2.29% | 2024-09-02 |
ELA Envela Corporation | Buy | 9.68% | 0.2% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.86% | 0% | 2024-09-05 |
MODG Topgolf Callaway Brands Corp. | Buy | 9.86% | 0% | 2024-09-05 |
PENN PENN Entertainment, Inc. | Buy | 9.86% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
UEIC | Sell All | -1.85% |