1D | -0.6 % |
1W | 0.8 % |
2W | -3.6 % |
1M | -8.3 % |
3M | 1.9 % |
6M | 2.2 % |
9M | -0.9 % |
1Y | 7.2 % |
Alpha
-11.9%
|
Beta
0.71
|
sharpe-R
0.35
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:50:07 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -13.26% |
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 Information Technology sector. The maximum number of assets that can be allocated in this strategy is 20.
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 |
---|---|---|---|---|---|---|---|
KNW Know Labs, Inc. | Equity | Buy | 4.83% | -9.38% | 2024-08-23 | ||
LYTS LSI Industries Inc. | Equity | Buy | 5.36% | 0.84% | 2024-08-26 | ||
DBD Diebold Nixdorf, Incorporated | Equity | Buy | 4.94% | 0.39% | 2024-08-29 | ||
ISDR Issuer Direct Corporation | Equity | Buy | 4.74% | -3.63% | 2024-08-30 | ||
AAOI Applied Optoelectronics, Inc. | Equity | Buy | 5.77% | 19.65% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNW Know Labs, Inc. | Buy | 4.96% | -6.25% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.25% | -0.52% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.87% | -0.35% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 4.86% | -0.65% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 6.17% | 28.72% | 2024-09-02 |
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 | 6.32% | 16.7% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.56% | 2.72% | 2024-08-16 |
KNW Know Labs, Inc. | Buy | 5.03% | -6.25% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.3% | -0.97% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.8% | -3.2% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 4.91% | -0.84% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 5.58% | 14.8% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
PHUN | Sell All | -5.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 5.75% | 3.82% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.41% | -2.35% | 2024-08-16 |
PHUN Phunware, Inc. | Buy | 5.08% | -8.26% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.63% | -15.62% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.46% | -0.39% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.82% | -4.99% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 4.96% | -2.24% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 5.17% | 4.05% | 2024-09-02 |
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 | 5.97% | 10.06% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.43% | 0.12% | 2024-08-16 |
ROG Rogers Corporation | Buy | 5.2% | -4.05% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 5.15% | -4.94% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 5.07% | -6.55% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.53% | -15.62% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.56% | 3.77% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.91% | -1.04% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 5.17% | 4.19% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 4.64% | -4.54% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 5.25% | 7.84% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
FIVN | Sell All | -11.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 6.36% | 18.11% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 5% | -7.17% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.36% | -0.37% | 2024-08-16 |
ROG Rogers Corporation | Buy | 5.2% | -3.4% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 4.92% | -8.64% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 4.88% | -9.4% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.67% | -12.5% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.43% | 2.01% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.86% | -1.44% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 5.37% | 8.95% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 4.65% | -3.86% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 5.22% | 8.02% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
VRNT | Sell All | -8.79% |
CMTL | Sell All | -11.11% |
ATOM | Sell All | -17.55% |
ASTI | Sell All | -49.09% |
SCSC | Sell All | -6.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.94% | -4.65% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 6.26% | 20.72% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 5% | -3.59% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.51% | 6.3% | 2024-08-16 |
ROG Rogers Corporation | Buy | 5.19% | 0.2% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.79% | -7.6% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 5.25% | 1.28% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.62% | -10.93% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 5.04% | -2.85% | 2024-08-21 |
ASTI Ascent Solar Technologies, Inc. | Buy | 3.28% | -36.77% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.65% | -9.38% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.3% | 3.38% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.93% | 3.94% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 4.66% | -1.85% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 5.33% | 12.4% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 4.65% | 0% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 4.65% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
DDD | Sell All | -17.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.98% | -3.87% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 6.25% | 20.52% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 5.1% | -1.52% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.48% | 5.8% | 2024-08-16 |
ROG Rogers Corporation | Buy | 5.2% | 0.38% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.68% | -9.65% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 4.66% | -10.04% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 5.15% | -0.64% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.69% | -9.6% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 4.96% | -4.27% | 2024-08-21 |
ASTI Ascent Solar Technologies, Inc. | Buy | 3.4% | -34.34% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.82% | -6.25% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.31% | 3.51% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.8% | 1.21% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 4.78% | 0.77% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 4.74% | 0% | 2024-08-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 5% | -3.96% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 6.14% | 17.91% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 5.05% | -3.02% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.46% | 4.81% | 2024-08-16 |
ROG Rogers Corporation | Buy | 5.19% | -0.25% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.77% | -8.48% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 4.63% | -11.2% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 5.3% | 1.68% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.67% | -10.26% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 5.08% | -2.56% | 2024-08-21 |
ASTI Ascent Solar Technologies, Inc. | Buy | 3.26% | -37.37% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.84% | -6.25% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.23% | 1.49% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.77% | 0% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 4.77% | 0% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
RMNI | Sell All | -11.4% |
WOLF | Sell All | -21.84% |
SCWX | Sell All | -7.64% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.92% | -2.3% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 5.95% | 18.31% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 4.98% | -1.05% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.3% | 5.31% | 2024-08-16 |
ROG Rogers Corporation | Buy | 5.09% | 1.17% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 4.66% | -7.41% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.61% | -8.48% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 4.76% | -5.41% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 5.17% | 2.76% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.83% | -3.97% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 5.09% | 1.14% | 2024-08-21 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.08% | -18.99% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.99% | 0% | 2024-08-23 |
SCWX SecureWorks Corp. | Buy | 4.62% | -7.13% | 2024-08-26 |
LYTS LSI Industries Inc. | Buy | 5.04% | 1.3% | 2024-08-26 |
RMNI Rimini Street, Inc. | Buy | 4.59% | -6.22% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
SSTI | Sell All | -7.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.92% | -0.54% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 5.66% | 14.49% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 4.97% | 0.57% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.22% | 5.56% | 2024-08-16 |
ROG Rogers Corporation | Buy | 5.02% | 1.54% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 4.99% | 0.83% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.67% | -5.56% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 4.91% | -0.77% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 5.16% | 4.39% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.85% | -1.99% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 5% | 1.14% | 2024-08-21 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.44% | -10.3% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.75% | -3.12% | 2024-08-23 |
SSTI ShotSpotter, Inc. | Buy | 4.72% | -3.53% | 2024-08-26 |
SCWX SecureWorks Corp. | Buy | 4.62% | -5.48% | 2024-08-26 |
LYTS LSI Industries Inc. | Buy | 4.86% | -0.65% | 2024-08-26 |
RMNI Rimini Street, Inc. | Buy | 4.81% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
BEEM | Sell All | -7.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.86% | -0.6% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 5.04% | 3.22% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 4.93% | 0.96% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.05% | 3.46% | 2024-08-16 |
ROG Rogers Corporation | Buy | 4.93% | 0.87% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 5.1% | 4.46% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.76% | -2.63% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 4.96% | 1.54% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 5.18% | 6.12% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.88% | 0% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 4.9% | 0.28% | 2024-08-21 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.56% | -6.67% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 5.14% | 6.25% | 2024-08-23 |
BEEM Beam Global | Buy | 4.7% | -2.81% | 2024-08-23 |
SSTI ShotSpotter, Inc. | Buy | 4.83% | 0% | 2024-08-26 |
SCWX SecureWorks Corp. | Buy | 4.83% | 0% | 2024-08-26 |
LYTS LSI Industries Inc. | Buy | 4.83% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.92% | -1.84% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 4.93% | -1.61% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 4.97% | -0.87% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.05% | 0.62% | 2024-08-16 |
ROG Rogers Corporation | Buy | 4.86% | -3.1% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 4.86% | -3.02% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.78% | -4.68% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 4.9% | -2.32% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 4.94% | -1.48% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.72% | -5.96% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 4.9% | -2.28% | 2024-08-21 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.39% | -12.53% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.97% | 0% | 2024-08-23 |
BEEM Beam Global | Buy | 4.97% | 0% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
COMM | Sell All | -7.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.94% | -0.24% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 4.77% | -3.62% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 5.06% | 2.15% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 4.86% | -1.85% | 2024-08-16 |
ROG Rogers Corporation | Buy | 4.82% | -2.65% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 4.93% | -0.45% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.69% | -5.26% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 4.82% | -2.7% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 4.67% | -5.77% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.86% | -1.99% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 4.96% | 0% | 2024-08-21 |
COMM CommScope Holding Company, Inc. | Buy | 4.96% | 0% | 2024-08-21 |
ASTI Ascent Solar Technologies, Inc. | Buy | 4.96% | 0% | 2024-08-21 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.94% | 0.7% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 4.84% | -1.41% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 5.13% | 4.54% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 4.81% | -1.85% | 2024-08-16 |
ROG Rogers Corporation | Buy | 4.91% | 0.18% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 4.69% | -4.46% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 4.91% | 0% | 2024-08-20 |
DDD 3D Systems Corporation | Buy | 4.91% | 0% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 4.91% | 0% | 2024-08-20 |
ATOM Atomera Incorporated | Buy | 4.91% | 0% | 2024-08-20 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 4.9% | 0% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 4.9% | 0% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 4.9% | 0% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 4.9% | 0% | 2024-08-16 |
ROG Rogers Corporation | Buy | 4.9% | 0% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 4.9% | 0% | 2024-08-16 |