1D | 1.9 % |
1W | -0.5 % |
2W | -4.9 % |
1M | -108.5 % |
3M | -110.2 % |
6M | -109.8 % |
9M | -108.4 % |
1Y | -108.7 % |
Alpha
-136.7%
|
Beta
1.05
|
sharpe-R
-0.96
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:54:10 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -108.97% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 Information Technology sector. The maximum number of assets that can be allocated in this strategy is 15.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Equity | Buy | 30.57% | -0.35% | 2024-08-29 | ||
LINK Interlink Electronics, Inc. | Equity | Sell | -6.44% | 7.07% | 2024-08-26 | ||
AKTS Akoustis Technologies, Inc. | Equity | Sell | -4.01% | 39.13% | 2024-08-28 | ||
RIOT Riot Blockchain, Inc. | Equity | Sell | -6.18% | 5.76% | 2024-08-29 | ||
BEEM Beam Global | Equity | Sell | -7.08% | -7.96% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Buy | 30.57% | -0.35% | 2024-08-29 |
LINK Interlink Electronics, Inc. | Sell | -6.44% | 7.07% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -4.01% | 39.13% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -6.18% | 5.76% | 2024-08-29 |
BEEM Beam Global | Sell | -7.08% | -7.96% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
PRTH | Sell All | 25.35% |
VIAV | Sell All | 3.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 12.71% | 24.75% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 11.45% | 3.58% | 2024-08-16 |
DBD Diebold Nixdorf, Incorporated | Buy | 30.07% | -2.88% | 2024-08-29 |
LINK Interlink Electronics, Inc. | Sell | -6.4% | 8.54% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -4.41% | 33.7% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -6.09% | 7.98% | 2024-08-29 |
BEEM Beam Global | Sell | -7.12% | -7.55% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
QUBT | Buy All | -16.58% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 10.68% | 3.82% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 10.9% | -2.35% | 2024-08-16 |
DBD Diebold Nixdorf, Incorporated | Buy | 29.69% | -4.99% | 2024-08-29 |
LINK Interlink Electronics, Inc. | Sell | -6.53% | 7.51% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -4.67% | 30.43% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -5.58% | 16.49% | 2024-08-29 |
QUBT Quantum Computing, Inc. | Sell | -6.5% | 2.63% | 2024-08-29 |
BEEM Beam Global | Sell | -6.23% | 6.73% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
ROG | Sell All | -7.91% |
RUN | Sell All | -10.32% |
WDC | Sell All | -7.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 11.06% | 10.06% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 10.91% | 0.12% | 2024-08-16 |
ROG Rogers Corporation | Buy | 10.87% | -4.05% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 11.93% | -4.94% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 30.2% | -1.04% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 9.13% | -4.54% | 2024-09-02 |
LINK Interlink Electronics, Inc. | Sell | -6.16% | 10.73% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -5.06% | 22.83% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -5.71% | 12.43% | 2024-08-29 |
QUBT Quantum Computing, Inc. | Sell | -6.63% | -1.64% | 2024-08-29 |
BEEM Beam Global | Sell | -6.39% | 2.04% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
FIVN | Sell All | -11.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 11.92% | 18.11% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 10.9% | -0.37% | 2024-08-16 |
ROG Rogers Corporation | Buy | 10.99% | -3.4% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 10.66% | -7.17% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 11.52% | -8.64% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 30.21% | -1.44% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 9.24% | -3.86% | 2024-09-02 |
LINK Interlink Electronics, Inc. | Sell | -6.71% | 3.17% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -6.09% | 7.61% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -5.81% | 11.26% | 2024-08-29 |
QUBT Quantum Computing, Inc. | Sell | -6.77% | -3.28% | 2024-08-29 |
BEEM Beam Global | Sell | -5.96% | 8.98% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
VRNT | Sell All | -8.79% |
ATOM | Sell All | -17.55% |
CMTL | Sell All | -11.11% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 11.46% | 20.72% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 10.94% | 6.3% | 2024-08-16 |
ROG Rogers Corporation | Buy | 10.72% | 0.2% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 10.42% | -3.59% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 11.56% | -4.65% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 12.01% | 1.28% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 9.87% | -10.93% | 2024-08-20 |
CMTL Comtech Telecommunications Corp. | Buy | 12.01% | -7.6% | 2024-08-20 |
DBD Diebold Nixdorf, Incorporated | Buy | 29.96% | 3.94% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 9.04% | 0% | 2024-09-02 |
LINK Interlink Electronics, Inc. | Sell | -6.02% | 7.56% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -5.45% | 11.96% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -6.07% | 1.44% | 2024-08-29 |
QUBT Quantum Computing, Inc. | Sell | -6.54% | -6.24% | 2024-08-29 |
BEEM Beam Global | Sell | -5.9% | 4.29% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
DDD | Sell All | -17.37% |