1D | 0.0 % |
1W | 0.6 % |
2W | 0.1 % |
1M | -0.8 % |
3M | 8.4 % |
6M | 5.1 % |
9M | -9.9 % |
1Y | -2.2 % |
Alpha
-17.5%
|
Beta
0.58
|
sharpe-R
-0.08
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:50:00 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -20.83% |
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 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 % |
---|---|---|
AAOI | Sell All | 28.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAOI Applied Optoelectronics, Inc. | Buy | 12.76% | 27.93% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
ISDR | Sell All | -1.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ISDR Issuer Direct Corporation | Buy | 10.45% | -0.84% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 11.59% | 14.8% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
DBD | Sell All | -3.2% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Buy | 7.67% | -4.99% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 10.44% | -2.24% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 10.65% | 4.05% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
WDC | Sell All | -7.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Buy | 8.18% | 3.94% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 11.7% | 12.4% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 9.98% | 0% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 9.98% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
CMTL | Sell All | NA |
RUN | Sell All | NA |
ATOM | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | Buy | 9.23% | -7.6% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 10.12% | 1.28% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 8.9% | -10.93% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 8.18% | 3.94% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 11.7% | 12.4% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 9.98% | 0% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 9.98% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
DDD | Sell All | -17.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | Buy | 9.12% | -9.65% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 9.08% | -10.04% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 10.03% | -0.64% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 9.12% | -9.6% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 8.05% | 1.21% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 10.52% | 0% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
VRNT | Sell All | -3.87% |
PRTH | Sell All | 20.52% |
FIVN | Sell All | -1.52% |
VIAV | Sell All | 5.8% |
ROG | Sell All | 0.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 9.74% | -3.96% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 11.96% | 17.91% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.84% | -3.02% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 10.63% | 4.81% | 2024-08-16 |
ROG Rogers Corporation | Buy | 10.12% | -0.25% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 9.29% | -8.48% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 9.01% | -11.2% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 10.32% | 1.68% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 9.1% | -10.26% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 7.99% | 0% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
WOLF | Sell All | -21.84% |
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 % |
---|---|---|
DXC | Sell All | 2.29% |
EGAN | Sell All | 14.66% |
INTZ | Sell All | -1.67% |
FIVN | Sell All | 6.9% |
SATS | Sell All | 3.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DXC DXC Technology Company | Buy | 9.95% | 0.82% | 2024-07-15 |
EGAN eGain Corporation | Buy | 11% | 11.45% | 2024-07-15 |
INTZ Intrusion Inc. | Buy | 9.7% | -1.67% | 2024-07-15 |
FIVN Five9, Inc. | Buy | 10.09% | 2.26% | 2024-07-15 |
SATS EchoStar Corporation | Buy | 9.9% | 0.31% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
PAR | Sell All | 6.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DXC DXC Technology Company | Buy | 9.78% | -0.71% | 2024-07-15 |
PAR PAR Technology Corporation | Buy | 10.67% | 8.26% | 2024-07-15 |
EGAN eGain Corporation | Buy | 10.74% | 9.01% | 2024-07-15 |
INTZ Intrusion Inc. | Buy | 10.51% | 6.67% | 2024-07-15 |
FIVN Five9, Inc. | Buy | 9.75% | -1.01% | 2024-07-15 |
SATS EchoStar Corporation | Buy | 9.79% | -0.66% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
BELFB | Sell All | -4.5% |
QTWO | Sell All | -5.11% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DXC DXC Technology Company | Buy | 9.72% | 0.76% | 2024-07-15 |
PAR PAR Technology Corporation | Buy | 10.84% | 12.37% | 2024-07-15 |
EGAN eGain Corporation | Buy | 10.28% | 6.56% | 2024-07-15 |
INTZ Intrusion Inc. | Buy | 10.77% | 11.67% | 2024-07-15 |
FIVN Five9, Inc. | Buy | 9.83% | 1.92% | 2024-07-15 |
SATS EchoStar Corporation | Buy | 9.74% | 1.02% | 2024-07-15 |
QTWO Q2 Holdings, Inc. | Buy | 9.21% | 0% | 2024-07-24 |
BELFB Bel Fuse Inc. | Buy | 9.21% | 0% | 2024-07-24 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DXC DXC Technology Company | Buy | 9.55% | -1.89% | 2024-07-15 |
PAR PAR Technology Corporation | Buy | 10.74% | 10.31% | 2024-07-15 |
EGAN eGain Corporation | Buy | 10.46% | 7.48% | 2024-07-15 |
INTZ Intrusion Inc. | Buy | 10.71% | 10% | 2024-07-15 |
FIVN Five9, Inc. | Buy | 9.7% | -0.3% | 2024-07-15 |
SATS EchoStar Corporation | Buy | 9.65% | -0.82% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
SMSI | Sell All | -8.1% |