SmallCap Rockets (PFC)

Holdings
TickerNameDays
Held
WeightLast10DAvg
Vol(K)
Market
Cap(M)
Big 5 Sporting Goods Corp6812.6%$28.113,244616
Bassett Furniture Industries Inc.409.1%$30.4297300
BlueLinx Holdings Inc689.1%$53.67338538
Charles & Colvard Ltd966.5%$2.6865178
Euroseas Ltd58.7%$15.07247107
GP Strategies Corp510.5%$16.2273275
Medallion Financial Corp.510.3%$8.7254216
Rocky Brands Inc59.1%$55.79120405
SilverBow Resources Inc513.9%$14.53206190
Tecnoglass Inc514.4%$16.43568760

Last 20 Trades
DateTypeTickerNamePrice
(Incl Fees)
2021-05-10BUYRCKYRocky Brands Inc$63.54
2021-05-10BUYESEAEuroseas Ltd$20.28
2021-05-10BUYTGLSTecnoglass Inc$15.22
2021-05-10BUYGPXGP Strategies Corp$16.46
2021-05-10BUYMFINMedallion Financial Corp.$8.98
2021-05-10BUYSBOWSilverBow Resources Inc$12.97
2021-05-10SELLOMPOasis Midstream Partners LP$23.84
2021-05-10SELLAVNWAviat Networks Inc$30.23
2021-05-10SELLSBSafe Bulkers Inc$4.32
2021-05-10SELLTMSTTimkenSteel Corp$14.61
2021-05-10SELLKEKimball Electronics Inc$22.27
2021-05-03BUYSBSafe Bulkers Inc$3.95
2021-05-03SELLRFPResolute Forest Products Inc$14.37
2021-04-05BUYRFPResolute Forest Products Inc$11.20
2021-04-05BUYBSETBassett Furniture Industries Inc.$24.26
2021-04-05SELLUSAKUSA Truck Inc$20.65
2021-03-29BUYUSAKUSA Truck Inc$16.34
2021-03-29SELLFLLFull House Resorts Inc$8.29
2021-03-15BUYOMPOasis Midstream Partners LP$19.99
2021-03-15SELLCOWNCowen Inc$38.87

Performance
03040506070809101112131415161718192021
Model (%) 1019771934121579-3367950123425-1617-365
Benchmark (%) 3593144-382313-0133011-11019-6291611
Excess (%) 668868803840-866-323493912246-10-12-1954

Risk Measurements Since Inception Trailing 3 Year
  Model S&P 500 ($SP500)   Model S&P 500 ($SP500)
Total Return 40,060.07% 407.77%   50.54% 53.93%
Annualized Return 39.00% 9.33%   14.61% 15.46%
Max Drawdown -55.22% -56.78%   -55.22% -33.92%
Standard Deviation 23.89% 14.29%   34.36% 18.78%
Sharpe Ratio 1.46 0.61   0.49 0.82
Sortino Ratio 2.09 0.79   0.65 1.06
Correlation with S&P 500 ($SP500) 0.56 -   0.70 -
R-Squared 0.32 -   0.50 -
Beta 0.94 -   1.29 -
Alpha (annualized) 30.35% -   -2.96% -

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) 39.00%
Alpha 30.35%
Rebalance Frequency Every Week
Last Rebalance 05/10/21
% Cash Invested 104.73%

Trading Stats
Average Days Held 67
Average Annual Turnover 449.83 %
Average Return 3.78%
Average Return Winners 18.81%
Average Return Losers -11.51%
Winners 56.62%