SmallCap Rockets (PFC)

Holdings
TickerNameDays
Held
WeightLast10DAvg
Vol(K)
Market
Cap(M)
Aviat Networks Inc18132.7%$61.33331341
Cowen Inc837.4%$33.85750907
Charles & Colvard Ltd207.2%$2.3863169
Culp Inc.207.4%$17.2533212
EMCORE Corp208.1%$6.791,339202
Full House Resorts Inc612.6%$7.14436194
Turtle Beach Corp20210.3%$29.90515454
Kimball Electronics Inc207.2%$23.48130586
Limbach Holdings Inc1047.4%$12.2817997

Last 20 Trades
DateTypeTickerNamePrice
(Incl Fees)
2021-02-22BUYFLLFull House Resorts Inc$7.82
2021-02-22SELLNXQuanex Building Products Corp$24.71
2021-02-16SELLGSLGlobal Ship Lease Inc$14.92
2021-02-08BUYCULPCulp Inc.$16.69
2021-02-08BUYKEKimball Electronics Inc$24.66
2021-02-08BUYEMKREMCORE Corp$6.26
2021-02-08BUYCTHRCharles & Colvard Ltd$2.44
2021-02-08SELLRFPResolute Forest Products Inc$8.18
2021-02-01SELLFLLFull House Resorts Inc$6.42
2021-01-25BUYNXQuanex Building Products Corp$24.83
2021-01-25SELLGRBKGreen Brick Partners Inc$20.96
2021-01-25SELLAMRKA-Mark Precious Metals Inc$28.05
2021-01-11BUYGSLGlobal Ship Lease Inc$14.49
2021-01-11SELLSMTXSMTC Corp$5.90
2020-12-07BUYRFPResolute Forest Products Inc$6.16
2020-12-07BUYCOWNCowen Inc$24.80
2020-12-07BUYFLLFull House Resorts Inc$3.63
2020-12-07SELLCLWClearwater Paper Corp$36.16
2020-12-07SELLDLHCDLH Holdings Corp$10.20
2020-12-07SELLZVOZovio Inc$4.16

Performance
03040506070809101112131415161718192021
Model (%) 1019771934121579-3367950123425-1617-332
Benchmark (%) 3593144-382313-0133011-11019-629161
Excess (%) 668868803840-866-323493912246-10-12-1930

Risk Measurements Since Inception Trailing 3 Year
  Model S&P 500 ($SP500)   Model S&P 500 ($SP500)
Total Return 31,872.38% 363.65%   25.96% 38.88%
Annualized Return 37.78% 8.90%   8.00% 11.57%
Max Drawdown -55.22% -56.78%   -55.22% -33.92%
Standard Deviation 23.56% 14.32%   31.86% 18.69%
Sharpe Ratio 1.41 0.56   0.21 0.59
Sortino Ratio 2.00 0.74   0.26 0.78
Correlation with S&P 500 ($SP500) 0.56 -   0.71 -
R-Squared 0.32 -   0.50 -
Beta 0.92 -   1.20 -
Alpha (annualized) 28.95% -   -6.57% -

This is a high octane system that prefers smallcaps with a big upside based on analyst revisions. It has minimum liquidity constrains where each stock must have at least $200,000 of daily turnover to be purchased. Smaller stocks are preferred to give an additional upside boost from volatility, although the market cap must be at least 50 million. There is some market-timing on the buy side - the market must be in a fundamental or technical short-term uptrend before purchasing new holdings is allowed. An optimum of 10 stocks are held in this portfolio.

Key Stats
Annualized Return (CAGR) 37.78%
Alpha 28.95%
Rebalance Frequency Every Week
Last Rebalance 02/22/21
% Cash Invested 100.33%

Trading Stats
Average Days Held 67
Average Annual Turnover 451.34 %
Average Return 2.37%
Average Return Winners 16.97%
Average Return Losers -11.62%
Winners 56.32%