1D | -0.1 % |
1W | -0.7 % |
2W | -2.9 % |
1M | -14.3 % |
3M | -0.7 % |
6M | -23.7 % |
9M | -18.8 % |
1Y | -25.7 % |
Alpha
-42.6%
|
Beta
0.61
|
sharpe-R
-0.95
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:49:06 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -28.36% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks 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 15.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
GME GameStop Corp. | Equity | Buy | 14.89% | -6.28% | 2024-08-30 | ||
MBUU Malibu Boats, Inc. | Equity | Buy | 17.21% | 8.03% | 2024-09-02 | ||
SPWH Sportsman's Warehouse Holdings, Inc. | Equity | Buy | 20.46% | 28.87% | 2024-09-06 | ||
RRGB Red Robin Gourmet Burgers, Inc. | Equity | Sell | -6.43% | -10.91% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 14.89% | -6.28% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 17.21% | 8.03% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 20.46% | 28.87% | 2024-09-06 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -6.43% | -10.91% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
THRM | Buy All | -5.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 14.9% | -6.6% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 16.98% | 6.16% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 19.41% | 21.76% | 2024-09-06 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.56% | 4.42% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -8% | -2.81% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
DLA | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 15.23% | -4% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 16.82% | 5.75% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 19.44% | 22.59% | 2024-09-06 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.56% | 3.83% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -7.87% | -1.62% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
LQDT | Buy All | -3.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DLA Delta Apparel, Inc. | Buy | 0.17% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 15.35% | -5.16% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 16.54% | 1.9% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 17.94% | 10.88% | 2024-09-06 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.37% | 9.14% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -6.07% | -2.82% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -7.75% | 1.98% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
JILL | Buy All | 25.11% |
CTRN | Buy All | -10.82% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DLA Delta Apparel, Inc. | Buy | 0.17% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 15.54% | -4.04% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 16.44% | 1.24% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 17.2% | 6.28% | 2024-09-06 |
JILL J.Jill, Inc. | Sell | -5.3% | 25.59% | 2024-08-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.38% | 8.85% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -6% | -1.53% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -6.04% | -2.3% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -7.68% | 2.76% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
WWW | Sell All | -2.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WWW Wolverine World Wide, Inc. | Buy | 12.58% | 3.68% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 17.79% | 12.74% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 15.5% | -2.03% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 16.17% | 2.51% | 2024-09-06 |
JILL J.Jill, Inc. | Sell | -5.32% | 23.42% | 2024-08-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.16% | 10.32% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.73% | 0.46% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.63% | 2.23% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -7.52% | 2.4% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
BNED | Sell All | -17.16% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BNED Barnes & Noble Education, Inc. | Buy | 12.21% | -8.74% | 2024-08-26 |
WWW Wolverine World Wide, Inc. | Buy | 12.33% | 2.87% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 17.34% | 11.2% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 15.56% | -0.47% | 2024-09-02 |
UAA Under Armour, Inc. | Buy | 13.39% | -5.35% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 15.58% | 0% | 2024-09-06 |
JILL J.Jill, Inc. | Sell | -5.08% | 26.01% | 2024-08-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.27% | 7.37% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.55% | 2.41% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.58% | 1.89% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -7.55% | 0.81% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
ABG | Sell All | -5.59% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 11.05% | -1.82% | 2024-08-22 |
BNED Barnes & Noble Education, Inc. | Buy | 12.68% | -5.36% | 2024-08-26 |
WWW Wolverine World Wide, Inc. | Buy | 12.05% | 0.37% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 16.26% | 4.09% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 15.41% | -1.65% | 2024-09-02 |
UAA Under Armour, Inc. | Buy | 13.54% | -4.5% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 15.62% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 15.62% | 0% | 2024-09-06 |
JILL J.Jill, Inc. | Sell | -5.47% | 20.39% | 2024-08-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.5% | 3.54% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.75% | -0.93% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.65% | 0.84% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -7.62% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
RGS | Sell All | -19.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 11% | -0.56% | 2024-08-22 |
RGS Regis Corporation | Buy | 11.23% | -14.79% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 12.58% | -4.52% | 2024-08-26 |
WWW Wolverine World Wide, Inc. | Buy | 11.99% | 1.54% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 15.79% | 2.84% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 15.44% | 0.22% | 2024-09-02 |
UAA Under Armour, Inc. | Buy | 13.94% | 0% | 2024-09-05 |
JILL J.Jill, Inc. | Sell | -5.44% | 19.52% | 2024-08-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.52% | 1.47% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.59% | 0.23% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.44% | 2.93% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
DLTR | Buy All | 35.12% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 11.6% | 4.51% | 2024-08-22 |
RGS Regis Corporation | Buy | 12.05% | -8.93% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 13.18% | -0.38% | 2024-08-26 |
WWW Wolverine World Wide, Inc. | Buy | 11.95% | 0.81% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 16.79% | 8.88% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 15.46% | 0% | 2024-09-02 |
DLTR Dollar Tree, Inc. | Sell | -5.85% | 13.75% | 2024-08-23 |
JILL J.Jill, Inc. | Sell | -6.63% | 2.31% | 2024-08-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.81% | -3.24% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.67% | -0.74% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.62% | 0.14% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 11.53% | 3.05% | 2024-08-22 |
RGS Regis Corporation | Buy | 13.18% | -1.13% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 13.28% | -0.38% | 2024-08-26 |
WWW Wolverine World Wide, Inc. | Buy | 12.11% | 1.4% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.2% | -98.33% | 2024-08-27 |
GME GameStop Corp. | Buy | 15.54% | 0% | 2024-08-30 |
DLTR Dollar Tree, Inc. | Sell | -5.92% | 13.44% | 2024-08-23 |
JILL J.Jill, Inc. | Sell | -6.81% | 0.39% | 2024-08-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -6.02% | -6.19% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.71% | -0.69% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.73% | -1.05% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
QRTEB | Sell All | -3.66% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 11.29% | 2.83% | 2024-08-22 |
RGS Regis Corporation | Buy | 12.69% | -2.99% | 2024-08-26 |
QRTEB Qurate Retail, Inc. | Buy | 13.5% | 3.17% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 13.04% | -0.31% | 2024-08-26 |
WWW Wolverine World Wide, Inc. | Buy | 11.72% | 0% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 1.95% | -83.33% | 2024-08-27 |
DLTR Dollar Tree, Inc. | Sell | -6.47% | 3.57% | 2024-08-23 |
JILL J.Jill, Inc. | Sell | -6.84% | -1.86% | 2024-08-23 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.56% | 0% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.56% | 0% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.56% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 10.3% | 3.84% | 2024-08-22 |
RGS Regis Corporation | Buy | 11.07% | -6.37% | 2024-08-26 |
QRTEB Qurate Retail, Inc. | Buy | 12.8% | 8.29% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 12.53% | 6.05% | 2024-08-26 |
WWW Wolverine World Wide, Inc. | Buy | 10.59% | 0% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 10.59% | 0% | 2024-08-27 |
DLTR Dollar Tree, Inc. | Sell | -5.98% | 1.44% | 2024-08-23 |
JILL J.Jill, Inc. | Sell | -6.28% | -3.54% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
M | Buy All | -3.89% |
TLYS | Sell All | -8.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 10.21% | 2.87% | 2024-08-22 |
RGS Regis Corporation | Buy | 11.82% | 0% | 2024-08-26 |
QRTEB Qurate Retail, Inc. | Buy | 11.82% | 0% | 2024-08-26 |
BNED Barnes & Noble Education, Inc. | Buy | 11.82% | 0% | 2024-08-26 |
TLYS Tilly's, Inc. | Buy | 11.82% | 0% | 2024-08-26 |
DLTR Dollar Tree, Inc. | Sell | -6.01% | 0.98% | 2024-08-23 |
M Macy's, Inc. | Sell | -6.38% | -5.21% | 2024-08-23 |
JILL J.Jill, Inc. | Sell | -6.21% | -2.4% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
RGS | Buy All | -18.87% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 9.64% | -1.77% | 2024-08-22 |
RGS Regis Corporation | Sell | -6% | 0% | 2024-08-23 |
DLTR Dollar Tree, Inc. | Sell | -6% | 0% | 2024-08-23 |
M Macy's, Inc. | Sell | -6% | 0% | 2024-08-23 |
JILL J.Jill, Inc. | Sell | -6% | 0% | 2024-08-23 |