|
| AstroNova, Inc. | 8 | 5.8% | 17.87 | 133 |
| Alpha Pro Tech Ltd. | 141 | 3.8% | 5.95 | 68 |
| Crawford United Corp. | 57 | 4.5% | 41.50 | 146 |
| DoubleDown Interactive Co., Ltd. | 50 | 3.6% | 10.76 | 533 |
| Viant Technology, Inc. | 43 | 3.1% | 8.73 | 138 |
| Energy Services of America Corp. | 92 | 5.4% | 7.01 | 116 |
| Espey Manufacturing & Electronics ... | 63 | 3.7% | 21.82 | 54 |
| Geospace Technologies Corp. | 218 | 4.0% | 12.25 | 163 |
| Gatekeeper Systems, Inc. | 15 | 7.3% | 0.55 | 51 |
| Heritage Insurance Holdings, Inc. | 15 | 7.3% | 9.50 | 287 |
| Hyster-Yale Materials Handling, In... | 43 | 3.7% | 60.10 | 1,033 |
| Lifeway Foods, Inc. | 246 | 9.0% | 19.90 | 292 |
| The Monarch Cement Co. | 8 | 5.6% | 184.50 | 677 |
| Norwegian Air Shuttle ASA | 57 | 4.3% | 1.49 | 1,433 |
| Puma Biotechnology, Inc. | 50 | 3.8% | 5.17 | 246 |
| SIGA Technologies, Inc. | 1 | 6.6% | 8.35 | 594 |
| Travelzoo Inc. | 29 | 3.7% | 9.27 | 126 |
| Vallourec SA | 8 | 5.4% | 3.64 | 4,319 |
| VirTra, Inc. | 141 | 5.3% | 12.22 | 136 |
| Willdan Group, Inc. | 43 | 4.0% | 27.17 | 372 |
|
|
| 2024-04-22 | BUY | SIGA:USA | SIGA Technologies, Inc. | 8.33 |
| 2024-04-22 | SELL | ESYJY:USA | easyJet Plc | 6.75 |
| 2024-04-15 | BUY | ALOT:USA | AstroNova, Inc. | 16.88 |
| 2024-04-15 | BUY | MCEM:USA | The Monarch Cement Co. | 184.50 |
| 2024-04-15 | BUY | VLOWY:USA | Vallourec SA | 3.82 |
| 2024-04-15 | SELL | NODK:USA | NI Holdings, Inc. | 14.70 |
| 2024-04-15 | SELL | CRNT:USA | Ceragon Networks Ltd. | 2.80 |
| 2024-04-15 | SELL | VIRC:USA | Virco Manufacturing Corp. | 10.45 |
| 2024-04-08 | BUY | ESYJY:USA | easyJet Plc | 7.31 |
| 2024-04-08 | BUY | CRNT:USA | Ceragon Networks Ltd. | 3.19 |
| 2024-04-08 | BUY | HRTG:USA | Heritage Insurance Holdings, Inc. | 10.40 |
| 2024-04-08 | BUY | NODK:USA | NI Holdings, Inc. | 15.10 |
| 2024-04-08 | BUY | GKPRF:USA | Gatekeeper Systems, Inc. | 0.62 |
| 2024-04-08 | SELL | KINS:USA | Kingstone Cos., Inc. | 4.40 |
| 2024-04-08 | SELL | KEQU:USA | Kewaunee Scientific Corp. | 34.95 |
| 2024-04-08 | SELL | TAYD:USA | Taylor Devices, Inc. | 53.51 |
| 2024-04-08 | SELL | OPXS:USA | Optex Systems Holdings, Inc. | 7.14 |
| 2024-04-08 | SELL | ELTK:USA | Eltek Ltd. | 10.34 |
| 2024-04-01 | BUY | KEQU:USA | Kewaunee Scientific Corp. | 34.86 |
| 2024-04-01 | BUY | KINS:USA | Kingstone Cos., Inc. | 4.52 |
|
03 | 04 | 05 | 06 | 07 | 08 | 09 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 |
| Model (%) |
112 | 137 | 72 | 38 | 20 | 4 | 86 | 39 | -12 | 36 | 100 | 30 | 29 | 27 | 28 | -10 | 33 | 42 | 31 | 32 | 16 | 9 |
| Benchmark (%) |
35 | 9 | 3 | 14 | 4 | -38 | 23 | 13 | -0 | 13 | 30 | 11 | -1 | 10 | 19 | -6 | 29 | 16 | 27 | -19 | 24 | 5 |
| Excess (%) |
77 | 128 | 69 | 24 | 16 | 43 | 63 | 26 | -12 | 22 | 71 | 19 | 29 | 18 | 8 | -4 | 4 | 25 | 4 | 51 | -8 | 4 |
| |
Model |
|
|
Model |
|
| Total Return |
92,677.76% |
509.57% |
|
86.09% |
19.87% |
| Annualized Return |
38.13% |
8.92% |
|
23.00% |
6.23% |
| Max Drawdown |
-40.30% |
-56.78% |
|
-33.71% |
-25.43% |
| Standard Deviation |
24.20% |
14.76% |
|
24.00% |
17.64% |
| Sharpe Ratio |
1.41 |
0.56 |
|
0.95 |
0.36 |
| Sortino Ratio |
2.08 |
0.74 |
|
1.32 |
0.49 |
| Correlation with |
0.59 |
- |
|
0.54 |
- |
| R-Squared |
0.35 |
- |
|
0.29 |
- |
| Beta |
0.97 |
- |
|
0.74 |
- |
| Alpha (annualized) |
29.31% |
- |
|
19.73% |
- |
|
This system is inspired by William O'Neil and his CANSLIM trading system. It inlcudes buy rules that only allow the investor to purchase new holdings when an uptrend is probable. To lower volatility risk, this portfolio holds a preferred 20 stocks when market conditions warrant it.
| Annualized Return (CAGR) |
38.13% |
| Alpha |
29.31% |
| Rebalance Frequency |
Every Week |
| Last Rebalance |
04/22/24 |
| % Cash Invested |
99.89% |
| Average Days Held |
64 |
| Average Annual Turnover |
488.45 % |
| Average Return |
4.79% |
| Average Return Winners |
22.48% |
| Average Return Losers |
-11.05% |
| Winners |
51.28% |
|