1D | 0.0 % |
1W | 0.0 % |
2W | -2.3 % |
1M | -4.9 % |
3M | -0.2 % |
6M | 4.8 % |
9M | 9.4 % |
1Y | 8.0 % |
Alpha
-1.2%
|
Beta
0.34
|
sharpe-R
0.5
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:49:56 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.42% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
WDC | Sell All | -7.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WDC Western Digital Corporation | Buy | 18.87% | -3.86% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
SCSC | Sell All | -6.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SCSC ScanSource, Inc. | Buy | 18.95% | -1.85% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 19.31% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
PRTH | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 21.13% | 5.45% | 2024-08-27 |
SCSC ScanSource, Inc. | Buy | 18.95% | -1.85% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 19.31% | 0% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 20.66% | 2.99% | 2024-08-27 |
SCSC ScanSource, Inc. | Buy | 19.33% | 0% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
SCWX | Sell All | -7.64% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SCWX SecureWorks Corp. | Buy | 18.72% | -7.13% | 2024-08-26 |
PRTH Priority Technology Holdings, Inc. | Buy | 20.7% | 3.34% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
SSTI | Sell All | -7.38% |
COMM | Sell All | -1.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
COMM CommScope Holding Company, Inc. | Buy | 20% | 0% | 2024-08-21 |
SSTI ShotSpotter, Inc. | Buy | 19.31% | -3.53% | 2024-08-26 |
SCWX SecureWorks Corp. | Buy | 18.92% | -5.48% | 2024-08-26 |
PRTH Priority Technology Holdings, Inc. | Buy | 19.89% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
CMTL | Sell All | -5.56% |
RUN | Sell All | 4.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | Buy | 18.95% | -2.63% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 20.65% | 6.12% | 2024-08-20 |
COMM CommScope Holding Company, Inc. | Buy | 19.4% | -0.46% | 2024-08-21 |
SSTI ShotSpotter, Inc. | Buy | 19.5% | 0% | 2024-08-26 |
SCWX SecureWorks Corp. | Buy | 19.5% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | Buy | 19.19% | -4.68% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 19.84% | -1.48% | 2024-08-20 |
COMM CommScope Holding Company, Inc. | Buy | 18.55% | -7.97% | 2024-08-21 |
Asset | Action | Perf % |
---|---|---|
VIAV | Sell All | 0.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 19.74% | -1.85% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 19.05% | -5.26% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 18.95% | -5.77% | 2024-08-20 |
COMM CommScope Holding Company, Inc. | Buy | 20.13% | 0% | 2024-08-21 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 19.31% | -1.85% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 19.67% | 0% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 19.67% | 0% | 2024-08-20 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 19.6% | 0% | 2024-08-16 |
Asset | Action | Perf % |
---|---|---|
BELFB | Sell All | -4.5% |
QTWO | Sell All | -5.11% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
QTWO Q2 Holdings, Inc. | Buy | 19.6% | 0% | 2024-07-24 |
BELFB Bel Fuse Inc. | Buy | 19.6% | 0% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
ADTN | Sell All | 4.58% |