1D | 1.6 % |
1W | 0.0 % |
2W | -4.8 % |
1M | -10.4 % |
3M | -13.1 % |
6M | -18.2 % |
9M | -13.5 % |
1Y | -6.5 % |
Alpha
-25.0%
|
Beta
0.72
|
sharpe-R
-0.27
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:53:00 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -23.96% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 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 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 |
---|---|---|---|---|---|---|---|
ELA Envela Corporation | Equity | Buy | 5.23% | 4.32% | 2024-09-04 | ||
PRTS CarParts.com, Inc. | Equity | Buy | 5.08% | 1.18% | 2024-09-05 | ||
SPWH Sportsman's Warehouse Holdings, Inc. | Equity | Buy | 6.13% | 22.59% | 2024-09-06 | ||
W Wayfair Inc. | Equity | Buy | 5.54% | 10.84% | 2024-09-06 | ||
SCVL Shoe Carnival, Inc. | Equity | Buy | 5.06% | 1.21% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ELA Envela Corporation | Buy | 5.23% | 4.32% | 2024-09-04 |
PRTS CarParts.com, Inc. | Buy | 5.08% | 1.18% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 6.13% | 22.59% | 2024-09-06 |
W Wayfair Inc. | Buy | 5.54% | 10.84% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 5.06% | 1.21% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MBUU | Sell All | 5.75% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MBUU Malibu Boats, Inc. | Buy | 5.63% | 1.9% | 2024-09-02 |
ELA Envela Corporation | Buy | 5.28% | 3.93% | 2024-09-04 |
PRTS CarParts.com, Inc. | Buy | 5.15% | 1.18% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 5.62% | 10.88% | 2024-09-06 |
W Wayfair Inc. | Buy | 5.31% | 4.82% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 4.88% | -3.74% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -5.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 6.21% | 12.74% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 5.39% | -2.03% | 2024-09-02 |
ELA Envela Corporation | Buy | 5.15% | 1.77% | 2024-09-04 |
PRTS CarParts.com, Inc. | Buy | 5.31% | 4.71% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 5.17% | 2.51% | 2024-09-06 |
W Wayfair Inc. | Buy | 5.1% | 1.08% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 5.04% | -0.07% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MPX | Sell All | NA |
WWW | Sell All | NA |
DLA | Sell All | NA |
JWN | Sell All | NA |
SFIX | Sell All | NA |
UAA | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPX Marine Products Corporation | Buy | 5.21% | -4.78% | 2024-08-27 |
WWW Wolverine World Wide, Inc. | Buy | 5.63% | 2.87% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.07% | -98.67% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 5.76% | 5.31% | 2024-08-27 |
SFIX Stitch Fix, Inc. | Buy | 5.01% | -8.95% | 2024-08-30 |
GME GameStop Corp. | Buy | 6.12% | 11.2% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 5.47% | -0.47% | 2024-09-02 |
ELA Envela Corporation | Buy | 5.24% | 3.54% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 4.8% | -5.35% | 2024-09-05 |
PRTS CarParts.com, Inc. | Buy | 5.01% | -1.18% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 5.04% | 0% | 2024-09-06 |
W Wayfair Inc. | Buy | 5.03% | -0.26% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 4.99% | -1.13% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MODG | Sell All | -5.2% |
PENN | Sell All | -5.69% |
CWH | Sell All | -5.24% |
M | Sell All | -7.3% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CWH Camping World Holdings, Inc. | Buy | 5.37% | -1.69% | 2024-08-26 |
MPX Marine Products Corporation | Buy | 5.23% | -3.53% | 2024-08-27 |
WWW Wolverine World Wide, Inc. | Buy | 5.44% | 0.37% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.07% | -98.67% | 2024-08-27 |
M Macy's, Inc. | Buy | 5.12% | -5.65% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 5.66% | 4.29% | 2024-08-27 |
SFIX Stitch Fix, Inc. | Buy | 4.99% | -8.42% | 2024-08-30 |
GME GameStop Corp. | Buy | 5.68% | 4.09% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 5.36% | -1.65% | 2024-09-02 |
ELA Envela Corporation | Buy | 5.17% | 3.14% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 4.79% | -4.5% | 2024-09-05 |
MODG Topgolf Callaway Brands Corp. | Buy | 4.94% | -1.49% | 2024-09-05 |
PENN PENN Entertainment, Inc. | Buy | 4.94% | -1.67% | 2024-09-05 |
PRTS CarParts.com, Inc. | Buy | 5.26% | 4.71% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 5% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 5% | 0% | 2024-09-06 |
W Wayfair Inc. | Buy | 5% | 0% | 2024-09-06 |
SCVL Shoe Carnival, Inc. | Buy | 5% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
UEIC | Sell All | -2.5% |
RGS | Sell All | -19.17% |
DXLG | Sell All | -9.22% |
CROX | Sell All | -6.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CWH Camping World Holdings, Inc. | Buy | 5.31% | -2.13% | 2024-08-26 |
RGS Regis Corporation | Buy | 4.62% | -14.79% | 2024-08-26 |
MPX Marine Products Corporation | Buy | 5.21% | -3.12% | 2024-08-27 |
WWW Wolverine World Wide, Inc. | Buy | 5.46% | 1.54% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.07% | -98.67% | 2024-08-27 |
M Macy's, Inc. | Buy | 5.22% | -2.92% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 5.66% | 5.12% | 2024-08-27 |
DXLG Destination XL Group, Inc. | Buy | 4.96% | -7.85% | 2024-08-27 |
UEIC Universal Electronics Inc. | Buy | 5.5% | -1.85% | 2024-08-29 |
CROX Crocs, Inc. | Buy | 5.17% | -4.38% | 2024-08-30 |
SFIX Stitch Fix, Inc. | Buy | 4.98% | -7.89% | 2024-08-30 |
GME GameStop Corp. | Buy | 5.56% | 2.84% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 5.41% | 0.22% | 2024-09-02 |
ELA Envela Corporation | Buy | 4.98% | 0.2% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 4.98% | 0% | 2024-09-05 |
MODG Topgolf Callaway Brands Corp. | Buy | 4.98% | 0% | 2024-09-05 |
PENN PENN Entertainment, Inc. | Buy | 4.98% | 0% | 2024-09-05 |
PRTS CarParts.com, Inc. | Buy | 4.98% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
ABG | Sell All | -0.56% |
TTSH | Sell All | -3.8% |
CRMT | Sell All | -19.47% |