1D | 3.8 % |
1W | 4.0 % |
2W | 1.1 % |
1M | -2.0 % |
3M | -11.9 % |
6M | -14.7 % |
9M | -17.1 % |
1Y | -18.3 % |
Alpha
-34.7%
|
Beta
0.68
|
sharpe-R
-0.68
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:55:33 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -27.27% |
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 25.
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 |
---|---|---|---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Equity | Buy | 6.8% | 40.42% | 2024-09-04 | ||
SPWH Sportsman's Warehouse Holdings, Inc. | Equity | Buy | 7.83% | 22.59% | 2024-09-06 | ||
NVCR NovoCure Limited | Equity | Buy | 6.57% | 2.88% | 2024-09-06 | ||
LUMN Lumen Technologies, Inc. | Equity | Buy | 7.07% | 10.73% | 2024-09-06 | ||
UNIT Uniti Group Inc. | Equity | Buy | 6.68% | 4.55% | 2024-09-06 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 11.96% | 2.3% | 2024-09-09 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 7.37% | 0% | 2024-09-16 | ||
DK Delek US Holdings, Inc. | Equity | Sell | -3.55% | 1.72% | 2024-09-06 | ||
POWI Power Integrations, Inc. | Equity | Sell | -3.61% | 0.03% | 2024-09-06 | ||
DNOW NOW Inc. | Equity | Sell | -3.7% | -2% | 2024-09-09 | ||
GEL Genesis Energy, L.P. | Equity | Sell | -3.66% | -0.93% | 2024-09-09 | ||
MODG Topgolf Callaway Brands Corp. | Equity | Sell | -3.62% | 0% | 2024-09-09 | ||
LUV Southwest Airlines Co. | Equity | Sell | -4.15% | 0.45% | 2024-09-12 | ||
CARA Cara Therapeutics, Inc. | Equity | Sell | -3.86% | 0% | 2024-09-16 | ||
VSAT Viasat, Inc. | Equity | Sell | -3.86% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 6.8% | 40.42% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 7.83% | 22.59% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 6.57% | 2.88% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 7.07% | 10.73% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 6.68% | 4.55% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 11.96% | 2.3% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 7.37% | 0% | 2024-09-16 |
DK Delek US Holdings, Inc. | Sell | -3.55% | 1.72% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -3.61% | 0.03% | 2024-09-06 |
DNOW NOW Inc. | Sell | -3.7% | -2% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -3.66% | -0.93% | 2024-09-09 |
MODG Topgolf Callaway Brands Corp. | Sell | -3.62% | 0% | 2024-09-09 |
LUV Southwest Airlines Co. | Sell | -4.15% | 0.45% | 2024-09-12 |
CARA Cara Therapeutics, Inc. | Sell | -3.86% | 0% | 2024-09-16 |
VSAT Viasat, Inc. | Sell | -3.86% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
FORR | Buy All | -7.59% |
KNX | Buy All | -5.43% |
WES | Sell All | 2.57% |
MBUU | Sell All | 5.75% |
MGNX | Sell All | 5.41% |
ESPR | Sell All | 4.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 6.07% | 0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 6.14% | 1.9% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 6.19% | 2.85% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.76% | -4.37% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.54% | 31.25% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 7.29% | 10.88% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 6.31% | -3.99% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 7.16% | 8.91% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 6.54% | -0.57% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 11.77% | -2.15% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -3.55% | 4.36% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -3.62% | 2.41% | 2024-09-06 |
DNOW NOW Inc. | Sell | -3.68% | 1.25% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -3.72% | 0.31% | 2024-09-09 |
FORR Forrester Research, Inc. | Sell | -3.9% | -4.44% | 2024-09-09 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.87% | -3.75% | 2024-09-09 |
MODG Topgolf Callaway Brands Corp. | Sell | -3.47% | 6.86% | 2024-09-09 |
LUV Southwest Airlines Co. | Sell | -4.3% | -0.21% | 2024-09-12 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -5.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 5.89% | -4.04% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 6.03% | -0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 6.15% | 1.24% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 6.26% | 3.13% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.78% | -4.92% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.41% | 27.5% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 7.05% | 6.28% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 6.33% | -4.54% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 6.56% | -1.09% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 6.68% | 0.76% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 11.82% | -2.56% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -3.57% | 4.61% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -3.69% | 1.56% | 2024-09-06 |
DNOW NOW Inc. | Sell | -3.63% | 3.49% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -3.72% | 1.01% | 2024-09-09 |
FORR Forrester Research, Inc. | Sell | -3.88% | -3.04% | 2024-09-09 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.77% | -0.2% | 2024-09-09 |
MODG Topgolf Callaway Brands Corp. | Sell | -3.41% | 9.41% | 2024-09-09 |
LUV Southwest Airlines Co. | Sell | -4.33% | 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 | 6.87% | 12.74% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 5.89% | -2.44% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.91% | -2.03% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 5.98% | -0.85% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 5.93% | -1.71% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.61% | -7.1% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.69% | 33.96% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 6.75% | 2.51% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 6.06% | -7.98% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 6.8% | 3.27% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 6.48% | -1.7% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 12.13% | 0.63% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -3.53% | 5.02% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -3.61% | 3.03% | 2024-09-06 |
DNOW NOW Inc. | Sell | -3.69% | 1.41% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -3.72% | 0.47% | 2024-09-09 |
ATI ATI Inc. | Sell | -3.81% | -1.88% | 2024-09-09 |
FORR Forrester Research, Inc. | Sell | -3.74% | -0.06% | 2024-09-09 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.83% | -2.52% | 2024-09-09 |
MODG Topgolf Callaway Brands Corp. | Sell | -3.77% | -0.78% | 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 | 6.84% | 11.2% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 5.96% | -2.13% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 6.06% | -0.47% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 6.11% | 0.4% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 5.64% | -7.41% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.49% | -9.84% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 5.76% | 14.37% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 5.4% | -5.35% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 5.54% | -3.01% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 6.65% | 0% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 6.22% | -6.48% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 7.06% | 6.18% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 6.62% | -0.38% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 12.16% | 0% | 2024-09-09 |
DK Delek US Holdings, Inc. | Sell | -3.71% | 1.11% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -3.66% | 2.5% | 2024-09-06 |
DNOW NOW Inc. | Sell | -3.77% | 0% | 2024-09-09 |
GEL Genesis Energy, L.P. | Sell | -3.77% | 0% | 2024-09-09 |
ATI ATI Inc. | Sell | -3.77% | 0% | 2024-09-09 |
FORR Forrester Research, Inc. | Sell | -3.77% | 0% | 2024-09-09 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.77% | 0% | 2024-09-09 |
MODG Topgolf Callaway Brands Corp. | Sell | -3.77% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 6.4% | 4.09% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 5.96% | -1.94% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.98% | -1.65% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 6.11% | 0.39% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 5.86% | -3.7% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.72% | -6.01% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 5.21% | 3.44% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 5.45% | -4.5% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 5.7% | 0% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 6.64% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 6.64% | 0% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 6.64% | 0% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 6.64% | 0% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 6.64% | 0% | 2024-09-06 |
DK Delek US Holdings, Inc. | Sell | -3.75% | 0% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -3.75% | 0% | 2024-09-06 |