1D | 0.3 % |
1W | 0.3 % |
2W | 2.0 % |
1M | -1.3 % |
3M | -13.4 % |
6M | -10.1 % |
9M | -20.3 % |
1Y | -20.8 % |
Alpha
-38.6%
|
Beta
0.75
|
sharpe-R
-0.68
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:51:16 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -26.12% |
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 5.
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 | 19.14% | -2.04% | 2024-09-16 | ||
HE Hawaiian Electric Industries, Inc. | Equity | Buy | 19.57% | 0.16% | 2024-09-17 | ||
FOR Forestar Group Inc. | Equity | Buy | 20.22% | 3.51% | 2024-09-17 | ||
AMRC Ameresco, Inc. | Equity | Buy | 19.53% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 19.14% | -2.04% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 19.57% | 0.16% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 20.22% | 3.51% | 2024-09-17 |
AMRC Ameresco, Inc. | Buy | 19.53% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 19.55% | -0.31% | 2024-09-16 |
HE Hawaiian Electric Industries, Inc. | Buy | 19.61% | 0% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 19.61% | 0% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 19.6% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
MYGN | Sell All | 2.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MYGN Myriad Genetics, Inc. | Buy | 19.19% | 0.26% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -2.12% |
TVTX | Sell All | 33.75% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JBSS John B. Sanfilippo & Son, Inc. | Buy | 18.18% | 0.66% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 20.66% | 14.37% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 19.72% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | -2.13% |
MBUU | Sell All | -0.47% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 19.9% | -1.94% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 19.96% | -1.65% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 18.25% | 0.64% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 18.76% | 3.44% | 2024-09-04 |
TSLA Tesla, Inc. | Buy | 21.15% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | 4.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 21.8% | 7.58% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 19.93% | -1.58% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 20.08% | -0.85% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 18.1% | 0% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 18.1% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
NEOG | Sell All | -6.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NEOG Neogen Corporation | Buy | 17.22% | 0.35% | 2024-08-28 |
GME GameStop Corp. | Buy | 21.65% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 19.87% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 19.87% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
TDW | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDW Tidewater Inc. | Buy | 19.4% | -1.85% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 17.22% | 0.35% | 2024-08-28 |
GME GameStop Corp. | Buy | 21.65% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 19.87% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 19.87% | 0% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDW Tidewater Inc. | Buy | 19.7% | -2.28% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 17.43% | -0.41% | 2024-08-28 |
GME GameStop Corp. | Buy | 20.29% | 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 | 21.38% | 9.17% | 2024-08-23 |
CARA Cara Therapeutics, Inc. | Buy | 20.5% | 4.66% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 20.16% | 2.93% | 2024-08-23 |
TDW Tidewater Inc. | Buy | 19.18% | -0.79% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 16.78% | 0% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
LPTV | Sell All | -15.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LPTV Loop Media, Inc. | Buy | 17.63% | -9.09% | 2024-08-21 |
CLF Cleveland-Cliffs Inc. | Buy | 20.44% | 7.07% | 2024-08-23 |
CARA Cara Therapeutics, Inc. | Buy | 20.6% | 7.87% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 20.49% | 7.31% | 2024-08-23 |
TDW Tidewater Inc. | Buy | 18.84% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | -2.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 19.23% | -5.02% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 18.89% | -6.82% | 2024-08-21 |
CLF Cleveland-Cliffs Inc. | Buy | 19.96% | 0% | 2024-08-23 |
CARA Cara Therapeutics, Inc. | Buy | 19.96% | 0% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 19.96% | 0% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
VIAV | Sell All | 0.62% |
ROG | Sell All | -3.1% |
VRNT | Sell All | -1.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 19.52% | -1.85% | 2024-08-16 |
ROG Rogers Corporation | Buy | 19.37% | -2.65% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 19.84% | -0.24% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 19.34% | -2.77% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 19.92% | 0% | 2024-08-21 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 19.27% | -1.85% | 2024-08-16 |
ROG Rogers Corporation | Buy | 19.67% | 0.18% | 2024-08-16 |
VRNT Verint Systems Inc. | Buy | 19.77% | 0.7% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 19.64% | 0% | 2024-08-20 |