1D | 5.5 % |
1W | 0.5 % |
2W | -6.1 % |
1M | -8.2 % |
3M | -18.1 % |
6M | -27.7 % |
9M | -31.6 % |
1Y | -33.0 % |
Alpha
-55.4%
|
Beta
0.91
|
sharpe-R
-1.1
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:55:29 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -39.2% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 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 |
---|---|---|---|---|---|---|---|
MBUU Malibu Boats, Inc. | Equity | Buy | 10.85% | 6.66% | 2024-09-04 | ||
SPWH Sportsman's Warehouse Holdings, Inc. | Equity | Buy | 16.85% | 22.59% | 2024-09-06 | ||
NVCR NovoCure Limited | Equity | Buy | 14.14% | 2.88% | 2024-09-06 | ||
LUMN Lumen Technologies, Inc. | Equity | Buy | 15.22% | 10.73% | 2024-09-06 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 17.16% | 2.3% | 2024-09-09 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 10.63% | 0% | 2024-09-16 | ||
DK Delek US Holdings, Inc. | Equity | Sell | -6.08% | 1.72% | 2024-09-06 | ||
POWI Power Integrations, Inc. | Equity | Sell | -6.19% | 0.03% | 2024-09-06 | ||
DNOW NOW Inc. | Equity | Sell | -6.13% | -2% | 2024-09-09 | ||
GPRE Green Plains Inc. | Equity | Sell | -5.48% | -5.36% | 2024-09-11 | ||
URBN Urban Outfitters, Inc. | Equity | Sell | -5.46% | -4.89% | 2024-09-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MBUU Malibu Boats, Inc. | Buy | 10.85% | 6.66% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 16.85% | 22.59% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 14.14% | 2.88% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 15.22% | 10.73% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 17.16% | 2.3% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 10.63% | 0% | 2024-09-16 |
DK Delek US Holdings, Inc. | Sell | -6.08% | 1.72% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -6.19% | 0.03% | 2024-09-06 |
DNOW NOW Inc. | Sell | -6.13% | -2% | 2024-09-09 |
GPRE Green Plains Inc. | Sell | -5.48% | -5.36% | 2024-09-11 |
URBN Urban Outfitters, Inc. | Sell | -5.46% | -4.89% | 2024-09-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MBUU Malibu Boats, Inc. | Buy | 10.95% | 2.11% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 15.4% | 6.28% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 13.83% | -4.54% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 14.33% | -1.09% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 17.23% | -2.56% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -6.23% | 4.61% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -6.43% | 1.56% | 2024-09-06 |
DNOW NOW Inc. | Sell | -6.12% | 3.49% | 2024-09-09 |
GPRE Green Plains Inc. | Sell | -5.62% | -2.51% | 2024-09-11 |
URBN Urban Outfitters, Inc. | Sell | -5.5% | -0.23% | 2024-09-11 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -10.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 10.89% | 1.34% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 10.54% | -1.89% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 14.45% | -0.42% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 13.59% | -6.37% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 14.14% | -2.55% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 17.76% | 0.26% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -6.41% | 1.98% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -6.35% | 2.93% | 2024-09-06 |
DNOW NOW Inc. | Sell | -6.26% | 1.33% | 2024-09-09 |
GPRE Green Plains Inc. | Sell | -5.49% | 0% | 2024-09-11 |
URBN Urban Outfitters, Inc. | Sell | -5.49% | 0% | 2024-09-11 |
Asset | Action | Perf % |
---|---|---|
TROX | Buy All | 13.09% |
FLWS | Buy All | 18.78% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 11.08% | 4.8% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 10.45% | -1.19% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 14.65% | 2.51% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 13.15% | -7.98% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 14.76% | 3.27% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 17.55% | 0.63% | 2024-09-09 |
TROX Tronox Holdings plc | Sell | -6.02% | 9.67% | 2024-08-21 |
FLWS 1-800-FLOWERS.COM, Inc. | Sell | -5.38% | 19.33% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -6.11% | 5.02% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -6.24% | 3.03% | 2024-09-06 |
DNOW NOW Inc. | Sell | -6.16% | 1.41% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | -3.98% |
LPTV | Sell All | -47.73% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 9.79% | -4.84% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.97% | -40.91% | 2024-08-21 |
GME GameStop Corp. | Buy | 10.8% | 3.37% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 10.49% | 0.39% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 10.2% | -5.35% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 14.11% | 0% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 13.2% | -6.48% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 14.99% | 6.18% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 17.22% | 0% | 2024-09-09 |
TROX Tronox Holdings plc | Sell | -6.06% | 8.03% | 2024-08-21 |
FLWS 1-800-FLOWERS.COM, Inc. | Sell | -5.28% | 19.78% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -6.29% | 1.11% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -6.2% | 2.5% | 2024-09-06 |
DNOW NOW Inc. | Sell | -6.17% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ABG | Sell All | -5.59% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 9.77% | -2.94% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 11.07% | -32.95% | 2024-08-21 |
ABG Asbury Automotive Group, Inc. | Buy | 15.58% | -1.82% | 2024-08-22 |
GME GameStop Corp. | Buy | 9.89% | -3.24% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 10.14% | -0.8% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 10.07% | -4.5% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 13.81% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 13.81% | 0% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 13.81% | 0% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 13.81% | 0% | 2024-09-06 |
TROX Tronox Holdings plc | Sell | -6.06% | 6.02% | 2024-08-21 |
FLWS 1-800-FLOWERS.COM, Inc. | Sell | -5.28% | 18.11% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -6.22% | 0% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -6.22% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
BLUE | Buy All | 19.72% |
IEP | Buy All | 29.21% |
VIAV | Sell All | 0.12% |
ROG | Sell All | -4.05% |
PRTH | Sell All | 10.06% |
FIVN | Sell All | -11.57% |