1D | 0.0 % |
1W | 0.0 % |
2W | -1.9 % |
1M | -3.9 % |
3M | 1.7 % |
6M | -1.1 % |
9M | -11.3 % |
1Y | -7.3 % |
Alpha
-18.8%
|
Beta
0.44
|
sharpe-R
-0.38
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:49:59 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -17.27% |
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 Information Technology sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
WDC | Sell All | -7.35% |
AAOI | Sell All | 4.05% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WDC Western Digital Corporation | Buy | 9.29% | -4.54% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 10.5% | 7.84% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
ISDR | Sell All | 4.19% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ISDR Issuer Direct Corporation | Buy | 10.35% | 9.04% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 9.23% | -4.02% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 11.02% | 14.54% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
DBD | Sell All | 0.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Buy | 9.47% | -1.44% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 10.43% | 8.95% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 9.32% | -3.86% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 10.48% | 8.02% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
SCSC | Sell All | -6.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Buy | 9.9% | 3.94% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 9.35% | -1.85% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 10.66% | 12.4% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 9.61% | 0% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 9.61% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
PRTH | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 10.41% | 5.45% | 2024-08-27 |
DBD Diebold Nixdorf, Incorporated | Buy | 9.9% | 3.94% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 9.35% | -1.85% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 10.66% | 12.4% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 9.61% | 0% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 9.61% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
LYTS | Sell All | 3.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LYTS LSI Industries Inc. | Buy | 10.41% | 3.51% | 2024-08-26 |
PRTH Priority Technology Holdings, Inc. | Buy | 10.52% | 5.27% | 2024-08-27 |
DBD Diebold Nixdorf, Incorporated | Buy | 9.75% | 1.21% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 9.71% | 0.77% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 9.6% | 0% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
KNW | Sell All | -6.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNW Know Labs, Inc. | Buy | 9.5% | -6.25% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 10.27% | 1.49% | 2024-08-26 |
PRTH Priority Technology Holdings, Inc. | Buy | 10.35% | 2.99% | 2024-08-27 |
DBD Diebold Nixdorf, Incorporated | Buy | 9.7% | 0% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 9.7% | 0% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
RMNI | Sell All | -11.4% |
SCWX | Sell All | -7.64% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNW Know Labs, Inc. | Buy | 10.01% | 0% | 2024-08-23 |
SCWX SecureWorks Corp. | Buy | 9.28% | -7.13% | 2024-08-26 |
LYTS LSI Industries Inc. | Buy | 10.13% | 1.3% | 2024-08-26 |
RMNI Rimini Street, Inc. | Buy | 9.32% | -6.22% | 2024-08-27 |
PRTH Priority Technology Holdings, Inc. | Buy | 10.26% | 3.34% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
SSTI | Sell All | -7.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNW Know Labs, Inc. | Buy | 9.66% | -3.12% | 2024-08-23 |
SSTI ShotSpotter, Inc. | Buy | 9.61% | -3.53% | 2024-08-26 |
SCWX SecureWorks Corp. | Buy | 9.42% | -5.48% | 2024-08-26 |
LYTS LSI Industries Inc. | Buy | 9.9% | -0.65% | 2024-08-26 |
RMNI Rimini Street, Inc. | Buy | 9.9% | 0% | 2024-08-27 |
PRTH Priority Technology Holdings, Inc. | Buy | 9.9% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
BEEM | Sell All | -7.56% |
CMTL | Sell All | -5.56% |
DDD | Sell All | -0.77% |
RUN | Sell All | 4.39% |
ATOM | Sell All | -1.99% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | Buy | 9.56% | -2.63% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 9.97% | 1.54% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 10.42% | 6.12% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 9.81% | 0% | 2024-08-20 |
KNW Know Labs, Inc. | Buy | 10.26% | 6.25% | 2024-08-23 |
BEEM Beam Global | Buy | 9.39% | -2.81% | 2024-08-23 |
SSTI ShotSpotter, Inc. | Buy | 9.65% | 0% | 2024-08-26 |
SCWX SecureWorks Corp. | Buy | 9.65% | 0% | 2024-08-26 |
LYTS LSI Industries Inc. | Buy | 9.65% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | Buy | 9.57% | -4.68% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 9.81% | -2.32% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 9.89% | -1.48% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 9.44% | -5.96% | 2024-08-20 |
KNW Know Labs, Inc. | Buy | 9.88% | 0% | 2024-08-23 |
BEEM Beam Global | Buy | 9.88% | 0% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
VRNT | Sell All | -1.84% |
PRTH | Sell All | -1.61% |
FIVN | Sell All | -0.87% |
VIAV | Sell All | 0.62% |
ROG | Sell All | -3.1% |
WOLF | Sell All | -3.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 9.89% | 0.7% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 9.68% | -1.41% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 10.27% | 4.54% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 9.64% | -1.85% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.84% | 0.18% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 9.38% | -4.46% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 9.82% | 0% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 9.82% | 0% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 9.82% | 0% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 9.82% | 0% | 2024-08-20 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 9.8% | 0% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 9.8% | 0% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.8% | 0% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 9.8% | 0% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.8% | 0% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 9.8% | 0% | 2024-08-16 |
Asset | Action | Perf % |
---|---|---|
BELFB | Sell All | -4.5% |
QTWO | Sell All | -5.11% |