1D | 2.1 % |
1W | 3.0 % |
2W | -0.2 % |
1M | -72.2 % |
3M | -68.4 % |
6M | -64.7 % |
9M | -66.8 % |
1Y | -67.1 % |
Alpha
-87.5%
|
Beta
0.79
|
sharpe-R
-0.9
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:54:13 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -73.92% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 25.
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 | 9.55% | -0.35% | 2024-08-29 | ||
ISDR Issuer Direct Corporation | Equity | Buy | 10.38% | -0.65% | 2024-08-30 | ||
AAOI Applied Optoelectronics, Inc. | Equity | Buy | 12.58% | 28.72% | 2024-09-02 | ||
AKTS Akoustis Technologies, Inc. | Equity | Sell | -1.66% | 39.13% | 2024-08-28 | ||
RIOT Riot Blockchain, Inc. | Equity | Sell | -2.47% | 5.76% | 2024-08-29 | ||
BEEM Beam Global | Equity | Sell | -2.83% | -7.96% | 2024-08-29 | ||
UPLD Upland Software, Inc. | Equity | Sell | -1.81% | -6.13% | 2024-08-30 | ||
EGIO Edgio, Inc. | Equity | Sell | -0.68% | 79.71% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Buy | 9.55% | -0.35% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 10.38% | -0.65% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 12.58% | 28.72% | 2024-09-02 |
AKTS Akoustis Technologies, Inc. | Sell | -1.66% | 39.13% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -2.47% | 5.76% | 2024-08-29 |
BEEM Beam Global | Sell | -2.83% | -7.96% | 2024-08-29 |
UPLD Upland Software, Inc. | Sell | -1.81% | -6.13% | 2024-08-30 |
EGIO Edgio, Inc. | Sell | -0.68% | 79.71% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
LINK | Buy All | 7.07% |
LYTS | Sell All | -0.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LYTS LSI Industries Inc. | Buy | 7.09% | 0.91% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 9.36% | -2.88% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 10.3% | -1.86% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 12.57% | 27.93% | 2024-09-02 |
LINK Interlink Electronics, Inc. | Sell | -12.52% | 8.54% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -1.81% | 33.7% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -2.42% | 7.98% | 2024-08-29 |
BEEM Beam Global | Sell | -2.83% | -7.55% | 2024-08-29 |
UPLD Upland Software, Inc. | Sell | -1.86% | -8.49% | 2024-08-30 |
EGIO Edgio, Inc. | Sell | -0.94% | 72.17% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
QUBT | Buy All | -16.58% |
KNW | Sell All | -6.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNW Know Labs, Inc. | Buy | 6.61% | -9.38% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 7.05% | -0.84% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 9.21% | -5.4% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 11.02% | 3.82% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 10.96% | 10.26% | 2024-09-02 |
LINK Interlink Electronics, Inc. | Sell | -13.13% | 5.12% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -2.04% | 26.09% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -2.53% | 5.24% | 2024-08-29 |
QUBT Quantum Computing, Inc. | Sell | -2.61% | 1.97% | 2024-08-29 |
BEEM Beam Global | Sell | -2.71% | -1.63% | 2024-08-29 |
UPLD Upland Software, Inc. | Sell | -1.77% | -1.89% | 2024-08-30 |
EGIO Edgio, Inc. | Sell | -0.33% | 90.25% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
PHUN | Sell All | 5.13% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PHUN Phunware, Inc. | Buy | 7.15% | 2.56% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 6.37% | -12.5% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 7.07% | -0.39% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 9.2% | -5.36% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 11.39% | 7.46% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 11.38% | 14.71% | 2024-09-02 |
LINK Interlink Electronics, Inc. | Sell | -13.31% | 3.66% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -2.1% | 23.91% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -2.37% | 10.86% | 2024-08-29 |
QUBT Quantum Computing, Inc. | Sell | -2.58% | 3.12% | 2024-08-29 |
BEEM Beam Global | Sell | -2.68% | -0.61% | 2024-08-29 |
UPLD Upland Software, Inc. | Sell | -1.8% | -3.77% | 2024-08-30 |
EGIO Edgio, Inc. | Sell | -0.54% | 84.14% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
SOL | Buy All | -12.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PHUN Phunware, Inc. | Buy | 6.66% | -8.26% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 6.4% | -15.62% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 7.36% | -0.39% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 9.62% | -4.99% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 10.79% | -2.24% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 10.75% | 4.05% | 2024-09-02 |
LINK Interlink Electronics, Inc. | Sell | -13.31% | 7.51% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -2% | 30.43% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -2.31% | 16.49% | 2024-08-29 |
QUBT Quantum Computing, Inc. | Sell | -2.7% | 2.63% | 2024-08-29 |
SOL ReneSola Ltd | Sell | -2.83% | -2.15% | 2024-08-29 |
BEEM Beam Global | Sell | -2.58% | 6.73% | 2024-08-29 |
UPLD Upland Software, Inc. | Sell | -1.94% | -7.55% | 2024-08-30 |
EGIO Edgio, Inc. | Sell | -2.85% | 19.77% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
RUN | Sell All | -10.32% |
WDC | Sell All | -7.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RUN Sunrun Inc. | Buy | 6.52% | -4.94% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 6.61% | -6.55% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 6.24% | -15.62% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 7.48% | 3.77% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 9.77% | -1.04% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 11.21% | 4.19% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 9.61% | -4.54% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 10.86% | 7.84% | 2024-09-02 |
LINK Interlink Electronics, Inc. | Sell | -12.52% | 10.73% | 2024-08-26 |
AKTS Akoustis Technologies, Inc. | Sell | -2.16% | 22.83% | 2024-08-28 |
RIOT Riot Blockchain, Inc. | Sell | -2.37% | 12.43% | 2024-08-29 |
QUBT Quantum Computing, Inc. | Sell | -2.75% | -1.64% | 2024-08-29 |
SOL ReneSola Ltd | Sell | -2.67% | 1.08% | 2024-08-29 |
BEEM Beam Global | Sell | -2.65% | 2.04% | 2024-08-29 |
UPLD Upland Software, Inc. | Sell | -1.76% | 0% | 2024-08-30 |
EGIO Edgio, Inc. | Sell | -2.9% | 16.12% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
FIVN | Sell All | -11.57% |
ROG | Sell All | -4.05% |
VIAV | Sell All | 0.12% |
PRTH | Sell All | 10.06% |