1D | 1.1 % |
1W | 2.1 % |
2W | -1.8 % |
1M | -4.6 % |
3M | -26.8 % |
6M | -29.4 % |
9M | -32.8 % |
1Y | -33.3 % |
Alpha
-55.0%
|
Beta
0.81
|
sharpe-R
-1.13
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:51:31 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -43.49% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 15.
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 |
---|---|---|---|---|---|---|---|
MYGN Myriad Genetics, Inc. | Equity | Buy | 38.75% | 6.04% | 2024-09-09 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 9.84% | -2.04% | 2024-09-16 | ||
HE Hawaiian Electric Industries, Inc. | Equity | Buy | 10.22% | 0.16% | 2024-09-17 | ||
FOR Forestar Group Inc. | Equity | Buy | 10.57% | 3.51% | 2024-09-17 | ||
AMRC Ameresco, Inc. | Equity | Buy | 9.77% | 0% | 2024-09-18 | ||
DK Delek US Holdings, Inc. | Equity | Sell | -5.92% | -1.87% | 2024-09-06 | ||
POWI Power Integrations, Inc. | Equity | Sell | -5.75% | 1.06% | 2024-09-06 | ||
GEL Genesis Energy, L.P. | Equity | Sell | -6% | -3.49% | 2024-09-09 | ||
LUV Southwest Airlines Co. | Equity | Sell | -5.87% | 1.28% | 2024-09-12 | ||
LXRX Lexicon Pharmaceuticals, Inc. | Equity | Sell | -6.46% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MYGN Myriad Genetics, Inc. | Buy | 38.75% | 6.04% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 9.84% | -2.04% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 10.22% | 0.16% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 10.57% | 3.51% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 9.77% | 0% | 2024-09-18 |
DK Delek US Holdings, Inc. | Sell | -5.92% | -1.87% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -5.75% | 1.06% | 2024-09-06 |
GEL Genesis Energy, L.P. | Sell | -6% | -3.49% | 2024-09-09 |
LUV Southwest Airlines Co. | Sell | -5.87% | 1.28% | 2024-09-12 |
LXRX Lexicon Pharmaceuticals, Inc. | Sell | -6.46% | 0% | 2024-09-18 |
Asset | Action | Perf % |
---|---|---|
DNOW | Buy All | -6.48% |
ESPR | Sell All | -2.73% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ESPR Esperion Therapeutics, Inc. | Buy | 7.3% | -3.83% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 38.14% | 3.45% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 10.1% | -0.31% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 10.3% | 0% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 10.3% | 0% | 2024-09-17 |
DK Delek US Holdings, Inc. | Sell | -5.78% | 1.52% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -5.76% | 1.83% | 2024-09-06 |
DNOW NOW Inc. | Sell | -6.08% | -3.91% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -6.09% | -4.11% | 2024-09-09 |
LUV Southwest Airlines Co. | Sell | -5.94% | 0.94% | 2024-09-12 |
Asset | Action | Perf % |
---|---|---|
TVTX | Sell All | 48.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 10.68% | 40.42% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.94% | 4.37% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 37.8% | 2.3% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 10.16% | 0% | 2024-09-16 |
DK Delek US Holdings, Inc. | Sell | -5.78% | 1.72% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -5.88% | 0.03% | 2024-09-06 |
DNOW NOW Inc. | Sell | -5.98% | -2% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -5.92% | -0.93% | 2024-09-09 |
LUV Southwest Airlines Co. | Sell | -5.98% | 0.45% | 2024-09-12 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | 2.57% |
MBUU | Sell All | 5.75% |
MGNX | Sell All | 5.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 11.19% | 0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 11.32% | 1.9% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 11.42% | 2.85% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 10.34% | 31.25% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.53% | -4.37% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 37.42% | -2.15% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -5.82% | 4.36% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -5.94% | 2.41% | 2024-09-06 |
DNOW NOW Inc. | Sell | -5.99% | 1.25% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -6.05% | 0.31% | 2024-09-09 |
LUV Southwest Airlines Co. | Sell | -6.23% | -0.21% | 2024-09-12 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -5.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 10.71% | -4.04% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 11.07% | -0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 11.29% | 1.24% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 11.5% | 3.13% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 10.08% | 27.5% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.52% | -4.92% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 37.42% | -2.56% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -5.83% | 4.61% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -6.02% | 1.56% | 2024-09-06 |
DNOW NOW Inc. | Sell | -5.88% | 3.49% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -6.03% | 1.01% | 2024-09-09 |
LUV Southwest Airlines Co. | Sell | -6.25% | 0% | 2024-09-12 |
Asset | Action | Perf % |
---|---|---|
ATI | Buy All | -5.59% |
JBSS | Sell All | -4.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 12.23% | 12.74% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.57% | -2.44% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.62% | -2.03% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.75% | -0.85% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.65% | -1.71% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 10.29% | 33.96% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.14% | -7.1% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 37.54% | 0.63% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -5.64% | 5.02% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -5.76% | 3.03% | 2024-09-06 |
DNOW NOW Inc. | Sell | -5.83% | 1.41% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -5.89% | 0.47% | 2024-09-09 |
ATI ATI Inc. | Sell | -6.03% | -1.88% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ALDX | Sell All | -6.49% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 12.3% | 11.2% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.82% | -2.13% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 11% | -0.47% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 11.1% | 0.4% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.23% | -7.41% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 8.96% | 14.37% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.06% | -9.84% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.12% | -5.35% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.35% | -3.01% | 2024-09-05 |
MYGN Myriad Genetics, Inc. | Buy | 38.05% | 0% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -5.99% | 1.11% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -5.91% | 2.5% | 2024-09-06 |
DNOW NOW Inc. | Sell | -6.04% | 0% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -6.04% | 0% | 2024-09-09 |
ATI ATI Inc. | Sell | -6.04% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 11.41% | 4.09% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.74% | -1.94% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.77% | -1.65% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.99% | 0.39% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.54% | -3.7% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 8.03% | 3.44% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.3% | -6.01% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.12% | -4.5% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.55% | 0% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 21.56% | 0% | 2024-09-06 |
DK Delek US Holdings, Inc. | Sell | -6% | 0% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -6% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 11.18% | 2.84% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.6% | -2.46% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.89% | 0.22% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.93% | 0.6% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.28% | -5.41% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 8.06% | 4.69% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.66% | -0.55% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 9.47% | 0% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.47% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
ABG | Sell All | -0.56% |
EGRX | Sell All | -11.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | Buy | 11.2% | 1.15% | 2024-08-22 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 9.75% | -10.38% | 2024-08-29 |
GME GameStop Corp. | Buy | 11.66% | 7.58% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.66% | -1.58% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.74% | -0.85% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.81% | -0.25% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.13% | -6.55% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 7.68% | 0% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.68% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
TROX | Buy All | 2.75% |
IEP | Buy All | 17.02% |
LPTV | Sell All | -31.82% |
ARDX | Sell All | -11.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LPTV Loop Media, Inc. | Buy | 10.45% | -26.14% | 2024-08-21 |
ABG Asbury Automotive Group, Inc. | Buy | 11.13% | 4.51% | 2024-08-22 |
ARDX Ardelyx, Inc. | Buy | 11.62% | -2.98% | 2024-08-22 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 10.34% | -1.15% | 2024-08-29 |
GME GameStop Corp. | Buy | 11.35% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.42% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.42% | 0% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.42% | 0% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.42% | 0% | 2024-09-02 |
TROX Tronox Holdings plc | Sell | -5.93% | -3.57% | 2024-08-21 |
IEP Icahn Enterprises L.P. | Sell | -4.82% | 15.75% | 2024-08-21 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 12.17% | -4.5% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 10.45% | -26.14% | 2024-08-21 |
ABG Asbury Automotive Group, Inc. | Buy | 11.13% | 4.51% | 2024-08-22 |
ARDX Ardelyx, Inc. | Buy | 11.62% | -2.98% | 2024-08-22 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 10.34% | -1.15% | 2024-08-29 |
GME GameStop Corp. | Buy | 11.35% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.42% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.42% | 0% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.42% | 0% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.42% | 0% | 2024-09-02 |
TROX Tronox Holdings plc | Sell | -5.93% | -3.57% | 2024-08-21 |
IEP Icahn Enterprises L.P. | Sell | -4.82% | 15.75% | 2024-08-21 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 12.76% | -1.21% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.78% | -31.82% | 2024-08-21 |
ABG Asbury Automotive Group, Inc. | Buy | 11.12% | 3.05% | 2024-08-22 |
ARDX Ardelyx, Inc. | Buy | 11.69% | -3.77% | 2024-08-22 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 10.69% | 0.77% | 2024-08-29 |
GME GameStop Corp. | Buy | 10.57% | 0% | 2024-08-30 |
TROX Tronox Holdings plc | Sell | -6.04% | -4.16% | 2024-08-21 |
IEP Icahn Enterprises L.P. | Sell | -4.85% | 16.38% | 2024-08-21 |
Asset | Action | Perf % |
---|---|---|
FORR | Buy All | -6.24% |
VRNT | Sell All | -3.87% |
VIAV | Sell All | 5.8% |
FIVN | Sell All | -1.52% |
ROG | Sell All | 0.38% |
PRTH | Sell All | 20.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 11.8% | -3.96% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 12.86% | 4.81% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 11.16% | -3.02% | 2024-08-16 |
ROG Rogers Corporation | Buy | 11.82% | -0.25% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 11.02% | 17.91% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 12.49% | -4.33% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.88% | -31.82% | 2024-08-21 |
ABG Asbury Automotive Group, Inc. | Buy | 11.22% | 2.83% | 2024-08-22 |
ARDX Ardelyx, Inc. | Buy | 11.86% | -3.45% | 2024-08-22 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 10.73% | 0% | 2024-08-29 |
TROX Tronox Holdings plc | Sell | -6.11% | -4.09% | 2024-08-21 |
IEP Icahn Enterprises L.P. | Sell | -4.96% | 15.49% | 2024-08-21 |
FORR Forrester Research, Inc. | Sell | -5.79% | -5.47% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
WOLF | Sell All | -21.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VRNT Verint Systems Inc. | Buy | 11.44% | -2.3% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 12.32% | 5.31% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 10.86% | -1.05% | 2024-08-16 |
WOLF Wolfspeed, Inc. | Buy | 12% | -7.41% | 2024-08-16 |
ROG Rogers Corporation | Buy | 11.43% | 1.17% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 10.54% | 18.31% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 12.01% | -3.46% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 11.62% | -15.91% | 2024-08-21 |
ABG Asbury Automotive Group, Inc. | Buy | 10.63% | 2.26% | 2024-08-22 |
ARDX Ardelyx, Inc. | Buy | 11.43% | -2.35% | 2024-08-22 |
TROX Tronox Holdings plc | Sell | -5.88% | -5.28% | 2024-08-21 |
IEP Icahn Enterprises L.P. | Sell | -4.91% | 12.13% | 2024-08-21 |
FORR Forrester Research, Inc. | Sell | -5.47% | -4.48% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
PLCE | Buy All | 4.59% |
Asset | Action | Weight |
---|---|---|
ABG | Sell | -1.4% |
PRTH | Sell | -2.08% |
ARDX | Sell | -1.49% |
ROG | Sell | -1.74% |
WOLF | Buy | 0.7% |