Get the composition of our in-house portfolios
Portfolio Ref:
CC15LS1MS2
Performance in the last:
| 1D | 0.0 % |
| 1W | -6.0 % |
| 2W | 11.1 % |
| 1M | 5.0 % |
| 3M | 9.7 % |
| 6M | -9.8 % |
| 9M | 47.2 % |
| 1Y | 64.9 % |
|
Alpha
53.3%
|
Beta
0.11
|
sharpe-R
1.36
|
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.77
|
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
| Calculation Frequency | Daily |
| Latest Valuation Time | 2024-11-21 03:41:50 |
| Launch Date | 2021-10-26 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -36.87% |
| Max. DrawDown Benchmark | -26.18% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 15.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Please note that all model portfolios assume that the entry price for each trade is the previous close price.
For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.
Portfolio Performance against the market Benchmark
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Risk Level
Difficulty Level
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Follow the portfolio and you will get notified for every change in the composition of the portfolioCurrent Portfolio Composition
| Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
|---|---|---|---|---|---|---|---|
LSKUSD
Lisk - USD
|
Cryptocurrency | Buy | 11.01% | 21.16% | 2024-11-08 | ||
ZENUSD
Horizen - USD
|
Cryptocurrency | Buy | 10.92% | 20.2% | 2024-11-08 | ||
SOLUSD
Solana - USD
|
Cryptocurrency | Buy | 9.99% | 9.94% | 2024-11-08 | ||
MBOXUSD
MOBOX - USD
|
Cryptocurrency | Buy | 12.02% | 0% | 2024-11-17 | ||
KLAYUSD
Klaytn - USD
|
Cryptocurrency | Buy | 12.02% | 0% | 2024-11-17 | ||
RENUSD
Ren - USD
|
Cryptocurrency | Buy | 12.02% | 0% | 2024-11-17 | ||
LTCUSD
Litecoin - USD
|
Cryptocurrency | Buy | 12.02% | 0% | 2024-11-17 | ||
DASHUSD
Dash - USD
|
Cryptocurrency | Buy | 12.02% | 0% | 2024-11-17 | ||
DCRUSD
Decred - USD
|
Cryptocurrency | Buy | 12.02% | 0% | 2024-11-17 | ||
CHZUSD
Chiliz - USD
|
Cryptocurrency | Buy | 12.02% | 0% | 2024-11-17 | ||
XMRUSD
Monero - USD
|
Cryptocurrency | Sell | -6.11% | 4.28% | 2024-11-12 | ||
TIMEUSD
Chrono.tech - USD
|
Cryptocurrency | Sell | -5.97% | 0% | 2024-11-17 | ||
HIVEUSD
Hive - USD
|
Cryptocurrency | Sell | -5.97% | 0% | 2024-11-17 |
The percentage of cash held in the portfolio is:
2%
** The description of each asset is available
Here
The latest 5 Compositions change
2024-11-17 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| LSKUSD Lisk - USD | Buy | 11.01% | 21.16% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 10.92% | 20.2% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 9.99% | 9.94% | 2024-11-08 |
| MBOXUSD MOBOX - USD | Buy | 12.02% | 0% | 2024-11-17 |
| KLAYUSD Klaytn - USD | Buy | 12.02% | 0% | 2024-11-17 |
| RENUSD Ren - USD | Buy | 12.02% | 0% | 2024-11-17 |
| LTCUSD Litecoin - USD | Buy | 12.02% | 0% | 2024-11-17 |
| DASHUSD Dash - USD | Buy | 12.02% | 0% | 2024-11-17 |
| DCRUSD Decred - USD | Buy | 12.02% | 0% | 2024-11-17 |
| CHZUSD Chiliz - USD | Buy | 12.02% | 0% | 2024-11-17 |
| XMRUSD Monero - USD | Sell | -6.11% | 4.28% | 2024-11-12 |
| TIMEUSD Chrono.tech - USD | Sell | -5.97% | 0% | 2024-11-17 |
| HIVEUSD Hive - USD | Sell | -5.97% | 0% | 2024-11-17 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
- TIMEUSD
- HIVEUSD
- MBOXUSD
- KLAYUSD
- RENUSD
- LTCUSD
- DASHUSD
- DCRUSD
- CHZUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| XYMUSD | Buy All | -61.63% |
| PYRUSD | Buy All | -10.65% |
| MEDUSD | Buy All | -13.21% |
| AMPUSD | Buy All | -27.45% |
| BSVUSD | Sell All | 34.44% |
Assets Rebalanced
None
2024-11-15 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| LSKUSD Lisk - USD | Buy | 9.34% | 6.32% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 9.66% | 10% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 10.68% | 21.61% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 9.36% | 6.56% | 2024-11-08 |
| XMRUSD Monero - USD | Sell | -5.76% | 6.67% | 2024-11-12 |
| XYMUSD Symbol - USD | Sell | -6.06% | 0% | 2024-11-15 |
| PYRUSD Vulcan Forged PYR - USD | Sell | -6.06% | 0% | 2024-11-15 |
| MEDUSD MediBloc - USD | Sell | -6.06% | 0% | 2024-11-15 |
| AMPUSD Amp - USD | Sell | -6.06% | 0% | 2024-11-15 |
The percentage of cash held in the portfolio is:
90.96%
New Assets Added
- XYMUSD
- PYRUSD
- MEDUSD
- AMPUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| PYRUSD | Sell All | -12.94% |
| XRPUSD | Sell All | 39.35% |
| XLMUSD | Sell All | 28.23% |
| ZECUSD | Sell All | -16.31% |
| WEMIXUSD | Sell All | -10.61% |
| KLAYUSD | Sell All | -5.71% |
Assets Rebalanced
None
2024-11-12 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| XRPUSD Ripple - USD | Buy | 9.55% | 11.85% | 2024-11-08 |
| XLMUSD Stellar - USD | Buy | 9.58% | 12.15% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 9.67% | 13.19% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 10.41% | 21.81% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 10.57% | 23.79% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 9.69% | 13.4% | 2024-11-08 |
| ZECUSD Zcash - USD | Buy | 8.78% | 2.75% | 2024-11-08 |
| PYRUSD Vulcan Forged PYR - USD | Buy | 10.03% | -1.13% | 2024-11-11 |
| WEMIXUSD WEMIX - USD | Buy | 9.82% | -3.21% | 2024-11-11 |
| KLAYUSD Klaytn - USD | Buy | 15.91% | 0% | 2024-11-12 |
| XMRUSD Monero - USD | Sell | -6% | 0% | 2024-11-12 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
- XMRUSD
- KLAYUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| BTCUSD | Sell All | 16.86% |
Assets Rebalanced
None
2024-11-11 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| XRPUSD Ripple - USD | Buy | 9.41% | 6.25% | 2024-11-08 |
| XLMUSD Stellar - USD | Buy | 9.41% | 6.29% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 9.5% | 7.28% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 10.43% | 17.71% | 2024-11-08 |
| BTCUSD Bitcoin - USD | Buy | 9.39% | 6.02% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 10.18% | 14.89% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 9.5% | 7.27% | 2024-11-08 |
| ZECUSD Zcash - USD | Buy | 9.15% | 3.32% | 2024-11-08 |
| PYRUSD Vulcan Forged PYR - USD | Buy | 10.51% | 0% | 2024-11-11 |
| WEMIXUSD WEMIX - USD | Buy | 10.51% | 0% | 2024-11-11 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
- PYRUSD
- WEMIXUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| ADAUSD | Sell All | 45.75% |
| CROUSD | Sell All | 34.71% |
Assets Rebalanced
None
2024-11-09 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| XRPUSD Ripple - USD | Buy | 9.77% | -0.12% | 2024-11-08 |
| XLMUSD Stellar - USD | Buy | 9.71% | -0.74% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 9.76% | -0.27% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 9.76% | -0.23% | 2024-11-08 |
| BTCUSD Bitcoin - USD | Buy | 9.87% | 0.84% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 9.9% | 1.14% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 9.96% | 1.84% | 2024-11-08 |
| ZECUSD Zcash - USD | Buy | 10.23% | 4.58% | 2024-11-08 |
| ADAUSD Cardano - USD | Buy | 9.04% | 9.58% | 2024-11-08 |
| CROUSD Cronos - USD | Buy | 9.8% | 17.58% | 2024-11-08 |
The percentage of cash held in the portfolio is:
2.19%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| LTCUSD | Buy All | -4.11% |
Assets Rebalanced
| Asset | Action | Weight |
|---|---|---|
| ADAUSD | Sell | -1.68% |
| CROUSD | Sell | -1.7% |
2024-11-08 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Buy | 10.12% | 0% | 2024-11-08 |
| BTCUSD Bitcoin - USD | Buy | 10.12% | 0% | 2024-11-08 |
| CROUSD Cronos - USD | Buy | 10.12% | 0% | 2024-11-08 |
| XRPUSD Ripple - USD | Buy | 10.12% | 0% | 2024-11-08 |
| XLMUSD Stellar - USD | Buy | 10.12% | 0% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 10.12% | 0% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 10.12% | 0% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 10.12% | 0% | 2024-11-08 |
| ADAUSD Cardano - USD | Buy | 10.12% | 0% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 10.12% | 0% | 2024-11-08 |
| LTCUSD Litecoin - USD | Sell | -3.18% | -2.24% | 2024-10-23 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
- ZECUSD
- BTCUSD
- CROUSD
- XRPUSD
- XLMUSD
- BSVUSD
- SOLUSD
- LSKUSD
- ADAUSD
- ZENUSD
Assets Removed
None
Assets Rebalanced
None