1D | 0.0 % |
1W | 0.0 % |
2W | -1.5 % |
1M | -0.2 % |
3M | 1.6 % |
6M | -0.3 % |
9M | -7.9 % |
1Y | -15.3 % |
Alpha
-20.8%
|
Beta
0.2
|
sharpe-R
-1.03
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:50:17 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -19.97% |
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 Communication Services sector. The maximum number of assets that can be allocated in this strategy is 5.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
TWLO | Sell All | -7.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TWLO Twilio Inc. | Buy | 19.6% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
FUBO | Sell All | 8.89% |
WOW | Sell All | -2.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 19.6% | 0% | 2024-08-20 |
WOW WideOpenWest, Inc. | Buy | 19.6% | 0% | 2024-08-20 |
Asset | Action | Perf % |
---|---|---|
SSP | Sell All | -3.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 19.94% | -3.62% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
RBBN | Sell All | -17.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RBBN Ribbon Communications Inc. | Buy | 19.95% | -0.77% | 2024-07-24 |
SSP The E.W. Scripps Company | Buy | 18.75% | -6.72% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
STGW | Sell All | -5.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RBBN Ribbon Communications Inc. | Buy | 19.6% | 0% | 2024-07-24 |
SSP The E.W. Scripps Company | Buy | 19.6% | 0% | 2024-07-24 |
STGW Stagwell Inc. | Buy | 19.6% | 0% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
FUBO | Sell All | 2.1% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FUBO fuboTV Inc. | Buy | 17.97% | 0.7% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
LUMN | Sell All | 16.95% |
CHTR | Sell All | 2.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 21.7% | 15.25% | 2024-07-15 |
CHTR Charter Communications, Inc. | Buy | 19.47% | 3.4% | 2024-07-15 |
FUBO fuboTV Inc. | Buy | 18.32% | 2.8% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
DJCO | Sell All | 4.75% |
SSTK | Sell All | 6.01% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DJCO Daily Journal Corporation | Buy | 19.68% | 8.44% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 19.99% | 10.16% | 2024-07-12 |
LUMN Lumen Technologies, Inc. | Buy | 20.93% | 11.86% | 2024-07-15 |
CHTR Charter Communications, Inc. | Buy | 19.7% | 5.27% | 2024-07-15 |
FUBO fuboTV Inc. | Buy | 17.71% | 0% | 2024-07-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DJCO Daily Journal Corporation | Buy | 19.72% | 4.72% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 19.65% | 4.33% | 2024-07-12 |
LUMN Lumen Technologies, Inc. | Buy | 19.91% | 2.54% | 2024-07-15 |
CHTR Charter Communications, Inc. | Buy | 20.27% | 4.36% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
SNAP | Sell All | -1.76% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNAP Snap Inc. | Buy | 18.94% | -1.94% | 2024-07-09 |
DJCO Daily Journal Corporation | Buy | 19.63% | 1.66% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 19.6% | 1.47% | 2024-07-12 |
LUMN Lumen Technologies, Inc. | Buy | 19.91% | 0% | 2024-07-15 |
CHTR Charter Communications, Inc. | Buy | 19.91% | 0% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
GSAT | Sell All | 5.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GSAT Globalstar, Inc. | Buy | 21.09% | 9.02% | 2024-07-08 |
SNAP Snap Inc. | Buy | 19.11% | -0.79% | 2024-07-09 |
DJCO Daily Journal Corporation | Buy | 19.26% | 0% | 2024-07-12 |
SSTK Shutterstock, Inc. | Buy | 19.26% | 0% | 2024-07-12 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GSAT Globalstar, Inc. | Buy | 20.5% | 5.74% | 2024-07-08 |
SNAP Snap Inc. | Buy | 19.59% | 1.52% | 2024-07-09 |
Asset | Action | Perf % |
---|---|---|
CCO | Sell All | 0% |