1D | 0.2 % |
1W | 1.3 % |
2W | -1.2 % |
1M | -2.8 % |
3M | -13.7 % |
6M | -10.6 % |
9M | -8.8 % |
1Y | -10.2 % |
Alpha
-31.0%
|
Beta
0.8
|
sharpe-R
-0.41
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:51:19 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -21.2% |
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. 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 |
---|---|---|---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Equity | Buy | 9.58% | -2.04% | 2024-09-16 | ||
HE Hawaiian Electric Industries, Inc. | Equity | Buy | 9.8% | 0.16% | 2024-09-17 | ||
FOR Forestar Group Inc. | Equity | Buy | 10.13% | 3.51% | 2024-09-17 | ||
AMRC Ameresco, Inc. | Equity | Buy | 9.78% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 9.58% | -2.04% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 9.8% | 0.16% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 10.13% | 3.51% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 9.78% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 9.77% | -0.31% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 9.8% | 0% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 9.8% | 0% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 9.8% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
MYGN | Sell All | 2.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MYGN Myriad Genetics, Inc. | Buy | 9.48% | -2.15% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
SPWH | Sell All | 10.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 9.99% | -0.42% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.8% | 0.26% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
TVTX | Sell All | 33.75% |
ESPR | Sell All | -5.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 12.61% | 33.96% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.75% | -7.1% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 10.27% | 2.51% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.82% | 0.63% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ALDX | Sell All | -6.49% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 10.96% | 14.37% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.64% | -9.84% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.18% | -5.35% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.41% | -3.01% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 10.19% | 0% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.93% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | -2.13% |
MBUU | Sell All | -0.47% |
JBSS | Sell All | 0.4% |
MGNX | Sell All | -7.41% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 10.03% | -1.94% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.06% | -1.65% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.27% | 0.39% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 9.85% | -3.7% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 9.83% | 3.44% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.93% | -6.01% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.19% | -4.5% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.62% | 0% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 10.11% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 10.11% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | 4.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 10.35% | 2.84% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 9.89% | -2.46% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.16% | 0.22% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.2% | 0.6% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 9.59% | -5.41% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 9.85% | 4.69% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 9.36% | -0.55% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.53% | 0% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.53% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
EGRX | Sell All | -11.35% |
PODD | Sell All | 3.96% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
EGRX Eagle Pharmaceuticals, Inc. | Buy | 8.96% | -10.38% | 2024-08-29 |
PODD Insulet Corporation | Buy | 10.11% | 1.11% | 2024-08-29 |
GME GameStop Corp. | Buy | 10.86% | 7.58% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.01% | -1.58% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.09% | -0.85% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.15% | -0.25% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 9.51% | -6.55% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 9.44% | 0% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 9.44% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
NEOG | Sell All | -6.34% |
SCSC | Sell All | -6.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NEOG Neogen Corporation | Buy | 9.07% | 0.35% | 2024-08-28 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 9.6% | -1.15% | 2024-08-29 |
PODD Insulet Corporation | Buy | 9.64% | -0.81% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 9.54% | -1.85% | 2024-08-29 |
GME GameStop Corp. | Buy | 10.68% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 9.89% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 9.89% | 0% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 9.89% | 0% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 9.89% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 9.92% | 1.2% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 9.07% | 0.35% | 2024-08-28 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 9.6% | -1.15% | 2024-08-29 |
PODD Insulet Corporation | Buy | 9.64% | -0.81% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 9.54% | -1.85% | 2024-08-29 |
GME GameStop Corp. | Buy | 10.68% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 9.89% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 9.89% | 0% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 9.89% | 0% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 9.89% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
HLX | Sell All | 1.54% |
TDW | Sell All | 0.08% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLX Helix Energy Solutions Group, Inc. | Buy | 10.29% | 3.71% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 9.89% | -0.36% | 2024-08-26 |
AMRC Ameresco, Inc. | Buy | 9.8% | -0.37% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 9.03% | -0.41% | 2024-08-28 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 9.83% | 0.77% | 2024-08-29 |
PODD Insulet Corporation | Buy | 9.79% | 0.36% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 9.83% | 0.77% | 2024-08-29 |
GME GameStop Corp. | Buy | 9.85% | 0% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
CLF | Sell All | 3.57% |
CARA | Sell All | 2.62% |
AGEN | Sell All | -8.78% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CLF Cleveland-Cliffs Inc. | Buy | 10.41% | 4.51% | 2024-08-23 |
CARA Cara Therapeutics, Inc. | Buy | 10.34% | 3.79% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.31% | -6.58% | 2024-08-23 |
HLX Helix Energy Solutions Group, Inc. | Buy | 10.25% | 2.99% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 9.94% | -0.08% | 2024-08-26 |
AMRC Ameresco, Inc. | Buy | 9.5% | -3.66% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 8.9% | -2.15% | 2024-08-28 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 9.78% | 0% | 2024-08-29 |
PODD Insulet Corporation | Buy | 9.78% | 0% | 2024-08-29 |
SCSC ScanSource, Inc. | Buy | 9.78% | 0% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
ABG | Sell All | 2.83% |
ARDX | Sell All | -3.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 10.16% | 2.26% | 2024-08-22 |
ARDX Ardelyx, Inc. | Buy | 9.7% | -2.35% | 2024-08-22 |
CLF Cleveland-Cliffs Inc. | Buy | 10.67% | 9.17% | 2024-08-23 |
CARA Cara Therapeutics, Inc. | Buy | 10.23% | 4.66% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 10.06% | 2.93% | 2024-08-23 |
HLX Helix Energy Solutions Group, Inc. | Buy | 9.94% | 1.9% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 9.87% | 1.16% | 2024-08-26 |
AMRC Ameresco, Inc. | Buy | 9.52% | -1.56% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 8.92% | 0% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
SUM | Sell All | -3.27% |
LPTV | Sell All | -15.91% |