1D | 0.9 % |
1W | 1.8 % |
2W | -7.2 % |
1M | -9.1 % |
3M | -13.1 % |
6M | -5.2 % |
9M | -4.4 % |
1Y | -7.3 % |
Alpha
-33.4%
|
Beta
0.95
|
sharpe-R
-0.31
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:51:24 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -20.45% |
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. The maximum number of assets that can be allocated in this strategy is 10.
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 |
---|---|---|---|---|---|---|---|
WES Western Midstream Partners, LP | Equity | Buy | 12.95% | 3.81% | 2024-09-02 | ||
MBUU Malibu Boats, Inc. | Equity | Buy | 10.06% | 8.96% | 2024-09-04 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 9.27% | 6.04% | 2024-09-09 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 9.18% | -2.04% | 2024-09-16 | ||
HE Hawaiian Electric Industries, Inc. | Equity | Buy | 9.38% | 0.16% | 2024-09-17 | ||
FOR Forestar Group Inc. | Equity | Buy | 9.7% | 3.51% | 2024-09-17 | ||
AMRC Ameresco, Inc. | Equity | Buy | 9.36% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 12.95% | 3.81% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.06% | 8.96% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 9.27% | 6.04% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 9.18% | -2.04% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 9.38% | 0.16% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 9.7% | 3.51% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 9.36% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 12.96% | 3.14% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 9.95% | 7.07% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 9.11% | 3.45% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 9.4% | -0.31% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 9.43% | 0% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 9.43% | 0% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 12.91% | 2.57% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 9.93% | 6.66% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 9.02% | 2.3% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 9.45% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
VIAV | Sell All | 3.46% |
PRTH | Sell All | 25.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 10.66% | 2.72% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 12.11% | 16.7% | 2024-08-16 |
WES Western Midstream Partners, LP | Buy | 12.78% | -0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 9.72% | 2.11% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 8.79% | -2.56% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | -12.46% |
GME | Sell All | -10.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 10.08% | -1.6% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 11.33% | 10.66% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 13.4% | -3.98% | 2024-08-20 |
WES Western Midstream Partners, LP | Buy | 12.39% | -2.44% | 2024-09-02 |
GME GameStop Corp. | Buy | 9.84% | 4.8% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 9.28% | -1.19% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 8.95% | 0.63% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
LPTV | Sell All | -47.73% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 9.97% | -2.35% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 10.59% | 3.82% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 13.23% | -4.84% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 8.23% | -40.91% | 2024-08-21 |
WES Western Midstream Partners, LP | Buy | 12.38% | -2.13% | 2024-09-02 |
GME GameStop Corp. | Buy | 9.68% | 3.37% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 9.4% | 0.39% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 6.78% | -5.35% | 2024-09-05 |
MYGN Myriad Genetics, Inc. | Buy | 8.87% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ROG | Sell All | -7.91% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 9.94% | 0.12% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.53% | -4.05% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 10.93% | 10.06% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 13.14% | -2.94% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.09% | -32.95% | 2024-08-21 |
WES Western Midstream Partners, LP | Buy | 12.07% | -1.94% | 2024-09-02 |
GME GameStop Corp. | Buy | 8.81% | -3.24% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 9.03% | -0.8% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 6.66% | -4.5% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 8.8% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
FIVN | Sell All | -11.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 9.89% | 0.74% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.47% | -3.48% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 11.39% | 16.1% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 8.75% | -10.85% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 12.91% | -3.46% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.13% | -31.82% | 2024-08-21 |
WES Western Midstream Partners, LP | Buy | 11.87% | -2.46% | 2024-09-02 |
GME GameStop Corp. | Buy | 8.6% | -4.41% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 9.1% | 1.08% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 6.89% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
EGRX | Sell All | -11.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 9.71% | -0.37% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.41% | -3.4% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 11.51% | 18.11% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.05% | -7.17% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 12.57% | -5.36% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.07% | -31.82% | 2024-08-21 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 6.9% | -10.38% | 2024-08-29 |
WES Western Midstream Partners, LP | Buy | 11.89% | -1.58% | 2024-09-02 |
GME GameStop Corp. | Buy | 8.94% | 0% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 8.94% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
VRNT | Sell All | -8.79% |
NEOG | Sell All | -6.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 9.92% | 6.3% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.35% | 0.2% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 8.9% | -4.65% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 11.27% | 20.72% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9% | -3.59% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 12.15% | -4.5% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.41% | -26.14% | 2024-08-21 |
NEOG Neogen Corporation | Buy | 9.13% | 0.35% | 2024-08-28 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 7.29% | -1.15% | 2024-08-29 |
WES Western Midstream Partners, LP | Buy | 11.57% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
HLX | Sell All | 1.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 9.88% | 4.81% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.4% | -0.25% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 9.06% | -3.96% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 11.12% | 17.91% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.14% | -3.02% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 12.3% | -4.33% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 8.77% | -31.82% | 2024-08-21 |
HLX Helix Energy Solutions Group, Inc. | Buy | 11.88% | 2.99% | 2024-08-26 |
NEOG Neogen Corporation | Buy | 9% | -2.15% | 2024-08-28 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 7.45% | 0% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
WOLF | Sell All | -21.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 9.53% | 5.31% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.16% | 1.17% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 8.84% | -2.3% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 8.38% | -7.41% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 10.71% | 18.31% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 8.96% | -1.05% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 11.91% | -3.46% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 10.39% | -15.91% | 2024-08-21 |
HLX Helix Energy Solutions Group, Inc. | Buy | 11.28% | 1.9% | 2024-08-26 |
NEOG Neogen Corporation | Buy | 8.83% | 0% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
KNX | Sell All | -1.24% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Buy | 9.16% | 3.69% | 2024-07-30 |
VIAV Viavi Solutions Inc. | Buy | 9.27% | 3.46% | 2024-08-16 |
ROG Rogers Corporation | Buy | 9.04% | 0.87% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 8.91% | -0.6% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 9.36% | 4.46% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 9.25% | 3.22% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.05% | 0.96% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 11.88% | -2.77% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 11.12% | -9.09% | 2024-08-21 |
HLX Helix Energy Solutions Group, Inc. | Buy | 10.96% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
MAT | Sell All | 3.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MAT Mattel, Inc. | Buy | 10.79% | 0.37% | 2024-07-25 |
KNX Knight-Swift Transportation Holdings Inc. | Buy | 9.12% | 2.18% | 2024-07-30 |
VIAV Viavi Solutions Inc. | Buy | 8.89% | -1.85% | 2024-08-16 |
ROG Rogers Corporation | Buy | 8.82% | -2.65% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 9.03% | -0.24% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 9.02% | -0.45% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 8.73% | -3.62% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.25% | 2.15% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 12% | -2.77% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 12.36% | 0% | 2024-08-21 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MAT Mattel, Inc. | Buy | 10.73% | 0.74% | 2024-07-25 |
KNX Knight-Swift Transportation Holdings Inc. | Buy | 9.13% | 3.2% | 2024-07-30 |
VIAV Viavi Solutions Inc. | Buy | 8.81% | -1.85% | 2024-08-16 |
ROG Rogers Corporation | Buy | 8.99% | 0.18% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 9.04% | 0.7% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 8.58% | -4.46% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 8.85% | -1.41% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 9.39% | 4.54% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 12.24% | 0% | 2024-08-20 |
Asset | Action | Perf % |
---|---|---|
VHI | Sell All | 44.22% |