1D | 0.0 % |
1W | 0.6 % |
2W | -2.0 % |
1M | -3.3 % |
3M | -0.3 % |
6M | -3.9 % |
9M | 0.2 % |
1Y | -4.2 % |
Alpha
-21.8%
|
Beta
0.57
|
sharpe-R
-0.29
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:52 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -14.68% |
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 5.
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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.7% | -0.42% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | 1.34% |
ELA | Sell All | 0.79% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 21.18% | 3.37% | 2024-09-04 |
ELA Envela Corporation | Buy | 21.22% | 3.54% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.58% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MBUU | Sell All | -0.47% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MBUU Malibu Boats, Inc. | Buy | 19.79% | -1.65% | 2024-09-02 |
GME GameStop Corp. | Buy | 19.85% | -3.24% | 2024-09-04 |
ELA Envela Corporation | Buy | 21.16% | 3.14% | 2024-09-04 |
TSLA Tesla, Inc. | Buy | 18.6% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 18.6% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
CROX | Sell All | -6.65% |
FNKO | Sell All | -7.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CROX Crocs, Inc. | Buy | 18.73% | -3.69% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 19.56% | -0.85% | 2024-09-02 |
FNKO Funko, Inc. | Buy | 19.47% | -1.34% | 2024-09-02 |
GME GameStop Corp. | Buy | 20.12% | 0% | 2024-09-04 |
ELA Envela Corporation | Buy | 20.12% | 0% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CROX Crocs, Inc. | Buy | 19.32% | 0.61% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 19.48% | 0% | 2024-09-02 |
FNKO Funko, Inc. | Buy | 19.48% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
BLBD | Sell All | NA |
JWN | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 19.86% | 3.19% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 19.85% | 3.09% | 2024-08-27 |
CROX Crocs, Inc. | Buy | 19.32% | 0.61% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 19.48% | 0% | 2024-09-02 |
FNKO Funko, Inc. | Buy | 19.48% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
BNED | Sell All | -0.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BNED Barnes & Noble Education, Inc. | Buy | 19.75% | -0.38% | 2024-08-26 |
BLBD Blue Bird Corporation | Buy | 20.37% | 5.93% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 19.52% | 1.48% | 2024-08-27 |
CROX Crocs, Inc. | Buy | 19.18% | 0% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
QRTEB | Sell All | -11.04% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BNED Barnes & Noble Education, Inc. | Buy | 19.73% | -0.31% | 2024-08-26 |
BLBD Blue Bird Corporation | Buy | 19.24% | 0.18% | 2024-08-27 |
QRTEB Qurate Retail, Inc. | Buy | 18.29% | -4.73% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 19.52% | 1.66% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
MPAA | Sell All | 6.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | Buy | 20.92% | 7.77% | 2024-08-22 |
BNED Barnes & Noble Education, Inc. | Buy | 20.58% | 6.05% | 2024-08-26 |
BLBD Blue Bird Corporation | Buy | 18.83% | 0% | 2024-08-27 |
QRTEB Qurate Retail, Inc. | Buy | 18.83% | 0% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 18.83% | 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 | 20.68% | 6.97% | 2024-08-22 |
BNED Barnes & Noble Education, Inc. | Buy | 19.33% | 0% | 2024-08-26 |
TLYS Tilly's, Inc. | Buy | 19.33% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | Buy | 19.6% | 0% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
COLM | Sell All | -0.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
COLM Columbia Sportswear Company | Buy | 21.08% | -3.71% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
ARMK | Sell All | -3.42% |
VIRC | Sell All | -18.18% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
COLM Columbia Sportswear Company | Buy | 20.62% | -3.71% | 2024-07-31 |
ARMK Aramark | Buy | 20.83% | -2.72% | 2024-07-31 |
VIRC Virco Mfg. Corporation | Buy | 16.67% | -6.76% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
LEA | Sell All | -6.67% |
SRI | Sell All | -7.51% |