1D | 3.0 % |
1W | 0.4 % |
2W | -4.2 % |
1M | -4.6 % |
3M | -4.5 % |
6M | 6.2 % |
9M | 20.1 % |
1Y | 19.5 % |
Alpha
-0.2%
|
Beta
0.76
|
sharpe-R
0.96
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:55:25 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -13.87% |
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 20.
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 |
---|---|---|---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Equity | Buy | 4.95% | -5.61% | 2024-08-22 | ||
ATUS Altice USA, Inc. | Equity | Buy | 6.25% | 19.23% | 2024-08-22 | ||
PODD Insulet Corporation | Equity | Buy | 5.3% | 14.41% | 2024-08-29 | ||
WES Western Midstream Partners, LP | Equity | Buy | 5.18% | 2.57% | 2024-09-02 | ||
MBUU Malibu Boats, Inc. | Equity | Buy | 5.34% | 5.75% | 2024-09-02 | ||
TVTX Travere Therapeutics, Inc. | Equity | Buy | 6.7% | 40.42% | 2024-09-04 | ||
ESPR Esperion Therapeutics, Inc. | Equity | Buy | 4.98% | 4.37% | 2024-09-04 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 4.74% | 2.3% | 2024-09-09 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 4.55% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.95% | -5.61% | 2024-08-22 |
ATUS Altice USA, Inc. | Buy | 6.25% | 19.23% | 2024-08-22 |
PODD Insulet Corporation | Buy | 5.3% | 14.41% | 2024-08-29 |
WES Western Midstream Partners, LP | Buy | 5.18% | 2.57% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.34% | 5.75% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.7% | 40.42% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.98% | 4.37% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 4.74% | 2.3% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 4.55% | 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 | 5.43% | 2.72% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 6.17% | 16.7% | 2024-08-16 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 5.19% | -3.75% | 2024-08-22 |
ATUS Altice USA, Inc. | Buy | 5.75% | 6.59% | 2024-08-22 |
PODD Insulet Corporation | Buy | 5.31% | 11.4% | 2024-08-29 |
WES Western Midstream Partners, LP | Buy | 5.16% | -0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.26% | 1.24% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.27% | 27.5% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.67% | -4.92% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 4.65% | -2.56% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | -12.46% |
GME | Sell All | -10.8% |
JBSS | Sell All | -4.24% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 5.14% | -1.6% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 5.78% | 10.66% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 5.11% | -3.98% | 2024-08-20 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 5.34% | 0.21% | 2024-08-22 |
ATUS Altice USA, Inc. | Buy | 6% | 12.64% | 2024-08-22 |
PODD Insulet Corporation | Buy | 5.04% | 7.2% | 2024-08-29 |
WES Western Midstream Partners, LP | Buy | 5.01% | -2.44% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.03% | -2.03% | 2024-09-02 |
GME GameStop Corp. | Buy | 5.09% | 4.8% | 2024-09-04 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.82% | -0.6% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 6.5% | 33.96% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.51% | -7.1% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 4.74% | 0.63% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ALDX | Sell All | -6.49% |
LPTV | Sell All | -47.73% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 5.11% | -2.35% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 5.44% | 3.82% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 5.08% | -4.84% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 3.16% | -40.91% | 2024-08-21 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 5.5% | 3% | 2024-08-22 |
ATUS Altice USA, Inc. | Buy | 6.46% | 20.88% | 2024-08-22 |
PODD Insulet Corporation | Buy | 4.96% | 5.05% | 2024-08-29 |
WES Western Midstream Partners, LP | Buy | 5.04% | -2.13% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.12% | -0.47% | 2024-09-02 |
GME GameStop Corp. | Buy | 5.03% | 3.37% | 2024-09-04 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.9% | 0.66% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 5.57% | 14.37% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.39% | -9.84% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 4.28% | -5.35% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 4.38% | -3.01% | 2024-09-05 |
MYGN Myriad Genetics, Inc. | Buy | 4.72% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ROG | Sell All | -7.91% |
RUN | Sell All | -10.32% |
ABG | Sell All | -5.59% |
ORGO | Sell All | -12.72% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 5.17% | 0.12% | 2024-08-16 |
ROG Rogers Corporation | Buy | 4.95% | -4.05% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 5.68% | 10.06% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 5% | -4.94% | 2024-08-20 |
WOW WideOpenWest, Inc. | Buy | 5.11% | -2.94% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 3.53% | -32.95% | 2024-08-21 |
ABG Asbury Automotive Group, Inc. | Buy | 5.17% | -1.82% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 4.91% | -6.71% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 5.19% | -1.42% | 2024-08-22 |
ATUS Altice USA, Inc. | Buy | 6.19% | 17.58% | 2024-08-22 |
PODD Insulet Corporation | Buy | 4.92% | 5.72% | 2024-08-29 |
WES Western Midstream Partners, LP | Buy | 4.97% | -1.94% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 4.99% | -1.65% | 2024-09-02 |
GME GameStop Corp. | Buy | 4.64% | -3.24% | 2024-09-04 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.83% | 0.64% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 4.96% | 3.44% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.51% | -6.01% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 4.25% | -4.5% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 4.45% | 0% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 4.58% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
FIVN | Sell All | -11.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 5.16% | 0.74% | 2024-08-16 |
ROG Rogers Corporation | Buy | 4.95% | -3.48% | 2024-08-16 |
PRTH Priority Technology Holdings, Inc. | Buy | 5.95% | 16.1% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 4.57% | -10.85% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 5.06% | -3.11% | 2024-08-20 |
WOW WideOpenWest, Inc. | Buy | 5.05% | -3.46% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 3.57% | -31.82% | 2024-08-21 |
ABG Asbury Automotive Group, Inc. | Buy | 5.2% | -0.56% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 4.99% | -4.59% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.96% | -5.21% | 2024-08-22 |
ATUS Altice USA, Inc. | Buy | 5.86% | 12.09% | 2024-08-22 |
PODD Insulet Corporation | Buy | 4.8% | 3.96% | 2024-08-29 |
WES Western Midstream Partners, LP | Buy | 4.91% | -2.46% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.05% | 0.22% | 2024-09-02 |
GME GameStop Corp. | Buy | 4.55% | -4.41% | 2024-09-04 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 4.8% | 0.86% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 4.99% | 4.69% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.74% | -0.55% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 4.42% | 0% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 4.42% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
EGRX | Sell All | -11.35% |