1D | 0.1 % |
1W | 0.6 % |
2W | 0.9 % |
1M | 2.4 % |
3M | -4.3 % |
6M | 0.9 % |
9M | 6.5 % |
1Y | 6.6 % |
Alpha
-1.6%
|
Beta
0.43
|
sharpe-R
0.61
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:49:20 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -10.21% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Consumer Staples 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 | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
WMK Weis Markets, Inc. | Equity | Buy | 10.06% | 5.14% | 2024-08-28 | ||
BGS B&G Foods, Inc. | Equity | Buy | 10.15% | 5.27% | 2024-09-06 | ||
STKL SunOpta Inc. | Equity | Buy | 11.55% | 19.75% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMK Weis Markets, Inc. | Buy | 9.82% | 0.41% | 2024-08-28 |
BGS B&G Foods, Inc. | Buy | 9.45% | -4.12% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 10.97% | 11.21% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -4.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMK Weis Markets, Inc. | Buy | 9.92% | 1.94% | 2024-08-28 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 9.74% | -2.37% | 2024-09-02 |
BGS B&G Foods, Inc. | Buy | 9.45% | -3.67% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 10.98% | 11.92% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
SAM | Sell All | -3.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMK Weis Markets, Inc. | Buy | 9.94% | 2.06% | 2024-08-28 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.02% | 0.4% | 2024-09-02 |
SAM The Boston Beer Company, Inc. | Buy | 9.95% | 1.26% | 2024-09-05 |
BGS B&G Foods, Inc. | Buy | 9.79% | -0.34% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 9.8% | -0.18% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
ANDE | Sell All | -5.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.45% | -2.87% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 9.88% | 1.56% | 2024-08-28 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10% | 0.39% | 2024-09-02 |
SAM The Boston Beer Company, Inc. | Buy | 9.83% | 0.26% | 2024-09-05 |
BGS B&G Foods, Inc. | Buy | 9.81% | 0% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 9.81% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.36% | -3.86% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 9.93% | 2.08% | 2024-08-28 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.03% | 0.6% | 2024-09-02 |
SAM The Boston Beer Company, Inc. | Buy | 9.81% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
FLUX | Sell All | -9.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.73% | 0.79% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 9.81% | 1.65% | 2024-08-28 |
FLUX Flux Power Holdings, Inc. | Buy | 9.23% | -4.39% | 2024-08-30 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 9.89% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
HAIN | Sell All | 17.13% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.61% | -0.28% | 2024-08-27 |
HAIN The Hain Celestial Group, Inc. | Buy | 11.26% | 16.84% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 9.67% | 0.3% | 2024-08-28 |
FLUX Flux Power Holdings, Inc. | Buy | 9.64% | 0% | 2024-08-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.54% | -0.95% | 2024-08-27 |
HAIN The Hain Celestial Group, Inc. | Buy | 11.42% | 18.59% | 2024-08-27 |
WMK Weis Markets, Inc. | Buy | 9.63% | 0% | 2024-08-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.8% | 0% | 2024-08-27 |
HAIN The Hain Celestial Group, Inc. | Buy | 9.8% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
BGS | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BGS B&G Foods, Inc. | Buy | 10.54% | -3.4% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
ANDE | Sell All | -2.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.36% | -1.99% | 2024-07-12 |
BGS B&G Foods, Inc. | Buy | 10.75% | -1.17% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
BDC | Sell All | -8.87% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.37% | -1% | 2024-07-12 |
BGS B&G Foods, Inc. | Buy | 10.95% | 1.52% | 2024-07-29 |
BDC Belden Inc. | Buy | 9.99% | -4.04% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
PLUG | Sell All | -13.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANDE The Andersons, Inc. | Buy | 9.32% | -1.72% | 2024-07-12 |
BGS B&G Foods, Inc. | Buy | 10.6% | -1.88% | 2024-07-29 |
PLUG Plug Power Inc. | Buy | 9.59% | -11.24% | 2024-07-29 |
BDC Belden Inc. | Buy | 9.98% | -4.3% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
NUS | Sell All | -8.32% |
OESX | Sell All | -2.8% |
NAII | Sell All | -8.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NAII Natural Alternatives International, Inc. | Buy | 8.92% | -4.42% | 2024-07-10 |
ANDE The Andersons, Inc. | Buy | 9.82% | 5.81% | 2024-07-12 |
BGS B&G Foods, Inc. | Buy | 10.61% | 0.35% | 2024-07-29 |
OESX Orion Energy Systems, Inc. | Buy | 10.48% | -0.93% | 2024-07-29 |
PLUG Plug Power Inc. | Buy | 9.18% | -13.25% | 2024-07-29 |
NUS Nu Skin Enterprises, Inc. | Buy | 9.6% | -2.86% | 2024-07-31 |
BDC Belden Inc. | Buy | 10.09% | -1.16% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
CHEF | Sell All | -6.07% |
BMI | Sell All | -4.43% |
DAR | Sell All | -5.2% |