This strategy focuses on identifying underperforming stocks with high volatility and low momentum within the SPX universe. By sorting stocks based on their annualized volatility, the strategy selects the top losers, aiming to capitalize on potential mean reversion or price corrections. Positions are rebalanced weekly every Friday to ensure alignment with the latest market trends. For execution and tracking, the strategy utilizes Alpaca’s paper trading platform, allowing for simulated performance assessment without real capital exposure.
Daily
$0.00
WTD
$-37499.95
YTD
$-45509.65
Daily
$17562.89
WTD
$-7717.62
YTD
$-5567.10
Daily
0.00%
WTD
-12.50%
YTD
-15.17%
Daily
5.85%
WTD
-2.57%
YTD
-1.86%
| Symbol | Quantity | P&L ($) | P&L (%) | Alpha vs SPY (%) |
|---|---|---|---|---|
| ABNB | 22 | $-470.82 | -16.71% | 3.92% |
| ADBE | 8 | $-348.44 | -11.09% | 11.23% |
| ANET | 47 | $-1378.28 | -31.30% | -8.52% |
| APO | 29 | $-44.37 | -1.39% | 16.53% |
| APTV | 44 | $-21.56 | -0.92% | 19.78% |
| AVGO | 21 | $-885.75 | -22.38% | 2.58% |
| AXP | 10 | $-13.20 | -0.56% | 13.91% |
| BAC | 67 | $-2.39 | -0.10% | 16.83% |
| BBY | 62 | $-729.32 | -16.29% | 7.60% |
| BX | 21 | $-519.04 | -16.50% | -2.65% |
| C | 44 | $-448.79 | -14.93% | 2.57% |
| CCL | 218 | $-1291.04 | -26.41% | -6.35% |
| CEG | 19 | $-1247.89 | -27.75% | -8.19% |
| CFG | 79 | $-9.48 | -0.35% | 17.35% |
| COF | 18 | $-413.59 | -13.24% | -0.19% |
| CRWD | 10 | $-175.83 | -5.18% | -1.62% |
| CZR | 127 | $-613.62 | -17.25% | 1.36% |
| DAL | 87 | $-1413.94 | -30.38% | -0.29% |
| DASH | 17 | $-47.26 | -1.68% | 6.70% |
| DECK | 31 | $-846.96 | -20.49% | -4.15% |
| DELL | 56 | $-1011.89 | -20.14% | 1.54% |
| DFS | 21 | $-430.62 | -12.24% | -0.01% |
| DXCM | 45 | $-673.73 | -20.02% | 3.12% |
| EL | 63 | $-601.77 | -15.29% | 12.51% |
| EXPE | 18 | $-445.68 | -14.86% | 8.18% |
| FDX | 12 | $-30.48 | -1.19% | 16.06% |
| FTNT | 27 | $-278.50 | -10.85% | 5.51% |
| GNRC | 21 | $-287.31 | -10.90% | 7.20% |
| GRMN | 16 | $-15.36 | -0.54% | 18.10% |
| GS | 5 | $-493.42 | -17.33% | -1.45% |
| HAS | 46 | $-7.36 | -0.30% | 15.85% |
| HBAN | 190 | $-15.20 | -0.63% | 16.15% |
| HPE | 310 | $-790.92 | -16.63% | 2.47% |
| HPQ | 129 | $-11.61 | -0.40% | 25.57% |
| IVZ | 213 | $-519.27 | -15.99% | 2.05% |
| JBHT | 17 | $-18.36 | -0.80% | 16.82% |
| JBL | 23 | $-669.02 | -19.93% | -3.44% |
| KEY | 191 | $-11.46 | -0.44% | 13.92% |
| KKR | 39 | $-1156.24 | -24.21% | -4.71% |
| KLAC | 4 | $-406.44 | -14.98% | 3.96% |
| LRCX | 49 | $-845.83 | -22.61% | 2.60% |
| LULU | 12 | $-232.20 | -6.84% | 16.59% |
| LYB | 40 | $-21.20 | -0.91% | 24.28% |
| MCHP | 110 | $-1494.30 | -27.28% | 12.13% |
| META | 5 | $-483.50 | -16.08% | 3.25% |
| MGM | 92 | $-438.91 | -15.08% | 1.06% |
| MPC | 23 | $-24.15 | -0.86% | 11.12% |
| MPWR | 8 | $-961.60 | -20.11% | -0.11% |
| MRNA | 161 | $-53.13 | -1.30% | 28.19% |
| MS | 26 | $-480.54 | -15.62% | 0.69% |
| MU | 64 | $-1244.91 | -23.11% | 7.27% |
| NCLH | 243 | $-1274.53 | -25.05% | -3.27% |
| NKE | 49 | $-75.46 | -2.62% | 24.53% |
| NOW | 3 | $-319.05 | -12.84% | 2.32% |
| NUE | 26 | $-392.30 | -12.75% | 10.06% |
| NVDA | 29 | $-726.81 | -21.00% | -4.68% |
| NXPI | 18 | $-753.06 | -20.65% | 7.10% |
| ON | 93 | $-1016.05 | -24.48% | 1.29% |
| ORCL | 19 | $-457.12 | -15.79% | 1.54% |
| PH | 5 | $-368.90 | -12.48% | 6.03% |
| PSX | 28 | $-24.20 | -0.87% | 20.82% |
| RCL | 18 | $-646.59 | -16.80% | 0.06% |
| RL | 18 | $-314.83 | -8.13% | 6.92% |
| SBUX | 30 | $-7.50 | -0.30% | 22.59% |
| SMCI | 153 | $-1421.72 | -23.76% | -1.74% |
| SPG | 16 | $-39.04 | -1.64% | 13.00% |
| STX | 50 | $-671.30 | -16.75% | 7.42% |
| SWK | 53 | $-476.10 | -12.50% | 16.82% |
| SWKS | 57 | $-54.12 | -1.77% | 25.54% |
| SYF | 76 | $-571.69 | -14.65% | 5.31% |
| TER | 57 | $-1050.30 | -21.14% | 15.54% |
| TGT | 24 | $-15.36 | -0.66% | 16.16% |
| TPL | 3 | $-10.17 | -0.31% | 21.20% |
| TPR | 48 | $-295.10 | -8.90% | 7.09% |
| TRMB | 41 | $-23.37 | -1.00% | 17.17% |
| UAL | 72 | $-1784.68 | -30.06% | 0.36% |
| VLO | 29 | $-31.32 | -1.02% | 16.45% |
| VST | 44 | $-737.56 | -14.60% | -0.38% |
| WBD | 442 | $-26.52 | -0.74% | 26.36% |
| WDC | 127 | $-1311.76 | -25.27% | 1.49% |
| WSM | 25 | $-52.75 | -1.47% | 23.33% |
| WYNN | 35 | $-5.95 | -0.24% | 20.76% |
| ZBRA | 15 | $-19.20 | -0.57% | 23.07% |