1D | 0.0 % |
1W | 0.0 % |
2W | -9.8 % |
1M | -11.3 % |
3M | -6.1 % |
6M | -17.0 % |
9M | -12.3 % |
1Y | -2.7 % |
Alpha
-24.6%
|
Beta
0.8
|
sharpe-R
-0.11
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:53 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -21.45% |
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 5.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
BLBD | Sell All | -7.52% |
JWN | Sell All | 1.89% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BLBD Blue Bird Corporation | Buy | 19.66% | -6.61% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 22.17% | 5.31% | 2024-08-27 |
UAA Under Armour, Inc. | Buy | 20.21% | -5.35% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
BNED | Sell All | -8.74% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BNED Barnes & Noble Education, Inc. | Buy | 19.89% | -5.36% | 2024-08-26 |
BLBD Blue Bird Corporation | Buy | 20.04% | -1.71% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 21.27% | 4.29% | 2024-08-27 |
UAA Under Armour, Inc. | Buy | 19.76% | -4.5% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 17.03% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
CROX | Sell All | -6.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BNED Barnes & Noble Education, Inc. | Buy | 19.74% | -4.52% | 2024-08-26 |
BLBD Blue Bird Corporation | Buy | 19.7% | -1.77% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 21.08% | 5.12% | 2024-08-27 |
CROX Crocs, Inc. | Buy | 17.13% | -4.38% | 2024-08-30 |
UAA Under Armour, Inc. | Buy | 20.35% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
MPAA | Sell All | -1.9% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | Buy | 20.34% | 1.43% | 2024-08-22 |
BNED Barnes & Noble Education, Inc. | Buy | 19.97% | -0.38% | 2024-08-26 |
BLBD Blue Bird Corporation | Buy | 20.6% | 5.93% | 2024-08-27 |
JWN Nordstrom, Inc. | Buy | 19.73% | 1.48% | 2024-08-27 |
CROX Crocs, Inc. | Buy | 17.37% | 0% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
QRTEB | Sell All | -11.04% |
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 % |
---|---|---|
LRN | Sell All | 12.63% |
SAH | Sell All | 4.94% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LRN Stride, Inc. | Buy | 21.46% | -0.7% | 2024-07-26 |
SAH Sonic Automotive, Inc. | Buy | 21.88% | 1.26% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
VNCE | Sell All | -18.5% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VNCE Vince Holding Corp. | Buy | 18.95% | -10.98% | 2024-07-26 |
LRN Stride, Inc. | Buy | 21.75% | 2.18% | 2024-07-26 |
SAH Sonic Automotive, Inc. | Buy | 20.85% | -2.05% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
CVGI | Sell All | -11.05% |
SRI | Sell All | -7.51% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CVGI Commercial Vehicle Group, Inc. | Buy | 18.89% | -6.08% | 2024-07-26 |
VNCE Vince Holding Corp. | Buy | 19.88% | -1.16% | 2024-07-26 |
LRN Stride, Inc. | Buy | 20.86% | 3.71% | 2024-07-26 |
SAH Sonic Automotive, Inc. | Buy | 20.57% | 2.24% | 2024-07-26 |
SRI Stoneridge, Inc. | Buy | 17.79% | 0% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
HZO | Sell All | -11.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CVGI Commercial Vehicle Group, Inc. | Buy | 19.6% | 0% | 2024-07-26 |
VNCE Vince Holding Corp. | Buy | 19.6% | 0% | 2024-07-26 |
LRN Stride, Inc. | Buy | 19.6% | 0% | 2024-07-26 |
SAH Sonic Automotive, Inc. | Buy | 19.6% | 0% | 2024-07-26 |
HZO MarineMax, Inc. | Buy | 19.6% | 0% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
CPS | Sell All | 0.44% |
LCII | Sell All | 6.44% |
CCS | Sell All | 13.08% |
LEG | Sell All | 5.85% |
FLXS | Sell All | 12.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CPS Cooper-Standard Holdings Inc. | Buy | 19.6% | 0% | 2024-07-12 |
LCII LCI Industries | Buy | 19.6% | 0% | 2024-07-12 |
CCS Century Communities, Inc. | Buy | 19.6% | 0% | 2024-07-12 |
LEG Leggett & Platt, Incorporated | Buy | 19.6% | 0% | 2024-07-12 |
FLXS Flexsteel Industries, Inc. | Buy | 19.6% | 0% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
LIND | Sell All | 16.73% |