1D | 0.1 % |
1W | 0.5 % |
2W | -6.5 % |
1M | -8.7 % |
3M | -5.0 % |
6M | -3.3 % |
9M | -17.2 % |
1Y | -11.0 % |
Alpha
-29.9%
|
Beta
0.71
|
sharpe-R
-0.44
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:50:02 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -21.5% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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 | Weight | PnL | Entry Date |
---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Buy | 8.16% | -4.99% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
RUN | Sell All | -10.32% |
WDC | Sell All | -7.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RUN Sunrun Inc. | Buy | 10.24% | -4.94% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 8.4% | -1.04% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 8.49% | -4.54% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
PRTH | Sell All | 10.06% |
FIVN | Sell All | -11.57% |
VIAV | Sell All | 0.12% |
ROG | Sell All | -4.05% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 12.59% | 18.11% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.9% | -7.17% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 10.62% | -0.37% | 2024-08-16 |
ROG Rogers Corporation | Buy | 10.3% | -3.4% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 9.74% | -8.64% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 8.28% | -1.44% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 8.47% | -3.86% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
VRNT | Sell All | -8.79% |
CMTL | Sell All | -11.11% |
ATOM | Sell All | -17.55% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 9.67% | -4.65% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 12.24% | 20.72% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.78% | -3.59% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 10.78% | 6.3% | 2024-08-16 |
ROG Rogers Corporation | Buy | 10.16% | 0.2% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 9.37% | -7.6% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 10.27% | 1.28% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 9.03% | -10.93% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 8.31% | 3.94% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 8.38% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
DDD | Sell All | -17.37% |
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 % |
---|---|---|
SABR | Sell All | 25.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SABR Sabre Corporation | Buy | 10.1% | 13.72% | 2024-07-08 |
Asset | Action | Perf % |
---|---|---|
BELFB | Sell All | -4.5% |
QTWO | Sell All | -5.11% |
FCUV | Sell All | -6.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FCUV Focus Universal Inc. | Buy | 8.49% | -2.99% | 2024-07-04 |
SABR Sabre Corporation | Buy | 10.26% | 17.33% | 2024-07-08 |
QTWO Q2 Holdings, Inc. | Buy | 9.91% | 0% | 2024-07-24 |
BELFB Bel Fuse Inc. | Buy | 9.91% | 0% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
LITE | Sell All | 1.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LITE Lumentum Holdings Inc. | Buy | 8.44% | 1.54% | 2024-07-03 |
FCUV Focus Universal Inc. | Buy | 8.27% | -5.6% | 2024-07-04 |
SABR Sabre Corporation | Buy | 10.31% | 17.69% | 2024-07-08 |
Asset | Action | Perf % |
---|---|---|
ATEN | Sell All | -1.95% |
VRNS | Sell All | -2.08% |
EGIO | Sell All | -0.37% |
APPS | Sell All | 30.72% |
FEIM | Sell All | 3.18% |
COMM | Sell All | 36.59% |
RMBS | Sell All | -1.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATEN A10 Networks, Inc. | Buy | 9.94% | -0.94% | 2024-07-01 |
VRNS Varonis Systems, Inc. | Buy | 10.11% | 0.75% | 2024-07-01 |
EGIO Edgio, Inc. | Buy | 10.4% | 3.57% | 2024-07-01 |
APPS Digital Turbine, Inc. | Buy | 10.22% | 1.81% | 2024-07-01 |
FEIM Frequency Electronics, Inc. | Buy | 9.88% | -1.54% | 2024-07-01 |
COMM CommScope Holding Company, Inc. | Buy | 8.73% | -13.01% | 2024-07-01 |
RMBS Rambus Inc. | Buy | 10.58% | 5.43% | 2024-07-01 |
LITE Lumentum Holdings Inc. | Buy | 9.21% | 2.61% | 2024-07-03 |
FCUV Focus Universal Inc. | Buy | 9.46% | 0% | 2024-07-04 |
SABR Sabre Corporation | Buy | 9.46% | 0% | 2024-07-08 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATEN A10 Networks, Inc. | Buy | 9.95% | -1.08% | 2024-07-01 |
VRNS Varonis Systems, Inc. | Buy | 10.06% | 0.06% | 2024-07-01 |
EGIO Edgio, Inc. | Buy | 10.18% | 1.28% | 2024-07-01 |
APPS Digital Turbine, Inc. | Buy | 10.12% | 0.6% | 2024-07-01 |
FEIM Frequency Electronics, Inc. | Buy | 9.86% | -1.98% | 2024-07-01 |
COMM CommScope Holding Company, Inc. | Buy | 9.48% | -5.69% | 2024-07-01 |
RMBS Rambus Inc. | Buy | 10.36% | 2.98% | 2024-07-01 |
LITE Lumentum Holdings Inc. | Buy | 9.04% | 0.56% | 2024-07-03 |
FCUV Focus Universal Inc. | Buy | 9.48% | 0% | 2024-07-04 |
Asset | Action | Perf % |
---|---|---|
FIVN | Sell All | -0.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FIVN Five9, Inc. | Buy | 10.06% | -0.14% | 2024-06-28 |
ATEN A10 Networks, Inc. | Buy | 9.97% | -1.08% | 2024-07-01 |
VRNS Varonis Systems, Inc. | Buy | 10.09% | 0.13% | 2024-07-01 |
EGIO Edgio, Inc. | Buy | 10.17% | 0.92% | 2024-07-01 |
APPS Digital Turbine, Inc. | Buy | 10.2% | 1.2% | 2024-07-01 |
FEIM Frequency Electronics, Inc. | Buy | 9.85% | -2.31% | 2024-07-01 |
COMM CommScope Holding Company, Inc. | Buy | 9.34% | -7.32% | 2024-07-01 |
RMBS Rambus Inc. | Buy | 10.28% | 1.99% | 2024-07-01 |
LITE Lumentum Holdings Inc. | Buy | 9.01% | 0% | 2024-07-03 |
Asset | Action | Perf % |
---|---|---|
KNW | Sell All | -18% |
SABR | Sell All | -3.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FIVN Five9, Inc. | Buy | 10.16% | 2.11% | 2024-06-28 |
KNW Know Labs, Inc. | Buy | 8.16% | -18% | 2024-06-28 |
SABR Sabre Corporation | Buy | 9.96% | 0% | 2024-07-01 |
ATEN A10 Networks, Inc. | Buy | 9.96% | 0% | 2024-07-01 |
VRNS Varonis Systems, Inc. | Buy | 9.96% | 0% | 2024-07-01 |
EGIO Edgio, Inc. | Buy | 9.96% | 0% | 2024-07-01 |
APPS Digital Turbine, Inc. | Buy | 9.96% | 0% | 2024-07-01 |
FEIM Frequency Electronics, Inc. | Buy | 9.96% | 0% | 2024-07-01 |
COMM CommScope Holding Company, Inc. | Buy | 9.96% | 0% | 2024-07-01 |
RMBS Rambus Inc. | Buy | 9.96% | 0% | 2024-07-01 |