1D | -0.2 % |
1W | -0.3 % |
2W | -0.7 % |
1M | -1.3 % |
3M | -1.4 % |
6M | 0.5 % |
9M | -2.8 % |
1Y | 7.8 % |
Alpha
2.2%
|
Beta
0.21
|
sharpe-R
0.88
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:50:28 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -5.52% |
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 Communication Services sector. The maximum number of assets that can be allocated in this strategy is 20.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
FUBO | Sell All | -6.11% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 4.76% | -3.89% | 2024-08-20 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | -12.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 4.54% | -8.33% | 2024-08-20 |
WOW WideOpenWest, Inc. | Buy | 4.71% | -4.84% | 2024-08-20 |
Asset | Action | Perf % |
---|---|---|
TWLO | Sell All | -7.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 4.6% | -6.67% | 2024-08-20 |
WOW WideOpenWest, Inc. | Buy | 4.71% | -4.5% | 2024-08-20 |
TWLO Twilio Inc. | Buy | 4.93% | 0% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 4.9% | 0% | 2024-08-20 |
WOW WideOpenWest, Inc. | Buy | 4.9% | 0% | 2024-08-20 |
Asset | Action | Perf % |
---|---|---|
DJCO | Sell All | 3.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DJCO Daily Journal Corporation | Buy | 4.91% | 0.06% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
SSTK | Sell All | -5.31% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DJCO Daily Journal Corporation | Buy | 4.79% | -2.42% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 4.8% | -2.11% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
FUBO | Sell All | -8.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DJCO Daily Journal Corporation | Buy | 4.91% | 0.48% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 4.98% | 1.8% | 2024-07-12 |
FUBO fuboTV Inc. | Buy | 4.52% | -6.99% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
SSP | Sell All | -17.57% |
GSAT | Sell All | -9.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GSAT Globalstar, Inc. | Buy | 4.52% | -6.56% | 2024-07-08 |
DJCO Daily Journal Corporation | Buy | 5.12% | 5.96% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 5.05% | 4.51% | 2024-07-12 |
FUBO fuboTV Inc. | Buy | 4.64% | -3.5% | 2024-07-17 |
SSP The E.W. Scripps Company | Buy | 4.36% | -9.04% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
CCO | Sell All | -1.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CCO Clear Channel Outdoor Holdings, Inc. | Buy | 5.11% | 7.69% | 2024-07-03 |
GSAT Globalstar, Inc. | Buy | 4.67% | -1.64% | 2024-07-08 |
DJCO Daily Journal Corporation | Buy | 5.25% | 10.58% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 5.33% | 12.22% | 2024-07-12 |
FUBO fuboTV Inc. | Buy | 4.79% | 1.4% | 2024-07-17 |
SSP The E.W. Scripps Company | Buy | 4.53% | -3.62% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
LYV | Sell All | 0.94% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LYV Live Nation Entertainment, Inc. | Buy | 4.85% | 1.85% | 2024-07-01 |
CCO Clear Channel Outdoor Holdings, Inc. | Buy | 5.06% | 6.41% | 2024-07-03 |
GSAT Globalstar, Inc. | Buy | 4.64% | -2.46% | 2024-07-08 |
DJCO Daily Journal Corporation | Buy | 5.22% | 9.8% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 5.25% | 10.31% | 2024-07-12 |
FUBO fuboTV Inc. | Buy | 4.77% | 0.7% | 2024-07-17 |
SSP The E.W. Scripps Company | Buy | 4.58% | -2.84% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
CHTR | Sell All | 21.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LYV Live Nation Entertainment, Inc. | Buy | 4.74% | -0.11% | 2024-07-01 |
CCO Clear Channel Outdoor Holdings, Inc. | Buy | 5.02% | 5.77% | 2024-07-03 |
GSAT Globalstar, Inc. | Buy | 4.86% | 2.46% | 2024-07-08 |
DJCO Daily Journal Corporation | Buy | 5.34% | 12.76% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 5.21% | 9.85% | 2024-07-12 |
CHTR Charter Communications, Inc. | Buy | 5.6% | 18.19% | 2024-07-15 |
FUBO fuboTV Inc. | Buy | 4.88% | 3.5% | 2024-07-17 |
SSP The E.W. Scripps Company | Buy | 4.67% | -0.52% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
LUMN | Sell All | 50% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LYV Live Nation Entertainment, Inc. | Buy | 4.76% | -1.62% | 2024-07-01 |
CCO Clear Channel Outdoor Holdings, Inc. | Buy | 5.08% | 5.13% | 2024-07-03 |
GSAT Globalstar, Inc. | Buy | 4.87% | 0.82% | 2024-07-08 |
DJCO Daily Journal Corporation | Buy | 5.42% | 12.26% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 5.21% | 7.89% | 2024-07-12 |
LUMN Lumen Technologies, Inc. | Buy | 6.71% | 38.98% | 2024-07-15 |
CHTR Charter Communications, Inc. | Buy | 4.89% | 1.35% | 2024-07-15 |
FUBO fuboTV Inc. | Buy | 4.88% | 1.4% | 2024-07-17 |
SSP The E.W. Scripps Company | Buy | 4.61% | -3.62% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
RBBN | Sell All | -17.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LYV Live Nation Entertainment, Inc. | Buy | 4.8% | -1.14% | 2024-07-01 |
CCO Clear Channel Outdoor Holdings, Inc. | Buy | 5.23% | 7.69% | 2024-07-03 |
GSAT Globalstar, Inc. | Buy | 4.74% | -2.46% | 2024-07-08 |
DJCO Daily Journal Corporation | Buy | 5.27% | 8.64% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 5.02% | 3.51% | 2024-07-12 |
LUMN Lumen Technologies, Inc. | Buy | 6.25% | 28.81% | 2024-07-15 |
CHTR Charter Communications, Inc. | Buy | 4.88% | 0.52% | 2024-07-15 |
FUBO fuboTV Inc. | Buy | 4.66% | -3.5% | 2024-07-17 |
RBBN Ribbon Communications Inc. | Buy | 4.77% | -0.77% | 2024-07-24 |
SSP The E.W. Scripps Company | Buy | 4.49% | -6.72% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
STGW | Sell All | -5.3% |