Get the composition of our in-house portfolios
Portfolio Ref:
CC15LS3WS2
Performance in the last:
| 1D | 0.0 % |
| 1W | -2.5 % |
| 2W | -1.1 % |
| 1M | -8.9 % |
| 3M | -7.5 % |
| 6M | -18.3 % |
| 9M | 52.8 % |
| 1Y | 66.9 % |
|
Alpha
60.4%
|
Beta
0.14
|
sharpe-R
1.76
|
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.43
|
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 | 2024-09-16 03:38:58 |
| Launch Date | 2021-10-26 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -26.27% |
| Max. DrawDown Benchmark | -26.18% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks 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 |
|---|---|---|---|---|---|---|---|
OKBUSD
OKB - USD
|
Cryptocurrency | Buy | 12.56% | -1.89% | 2024-09-14 | ||
ZECUSD
Zcash - USD
|
Cryptocurrency | Sell | -5.45% | 16.71% | 2024-08-27 | ||
CROUSD
Cronos - USD
|
Cryptocurrency | Sell | -6.32% | 3.3% | 2024-08-27 | ||
ACHUSD
Alchemy Pay - USD
|
Cryptocurrency | Sell | -6.52% | 0.35% | 2024-08-27 | ||
CSPRUSD
Casper - USD
|
Cryptocurrency | Sell | -6.06% | 7.35% | 2024-08-27 | ||
TRXUSD
TRON - USD
|
Cryptocurrency | Sell | -5.43% | 1.04% | 2024-09-14 |
The percentage of cash held in the portfolio is:
117.22%
** The description of each asset is available
Here
The latest 5 Compositions change
2024-09-14 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| OKBUSD OKB - USD | Buy | 12.8% | 0% | 2024-09-14 |
| ZECUSD Zcash - USD | Sell | -5.45% | 16.67% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -6.42% | 1.8% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -6.48% | 0.94% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -6.17% | 5.69% | 2024-08-27 |
| TRXUSD TRON - USD | Sell | -5.49% | 0% | 2024-09-14 |
The percentage of cash held in the portfolio is:
117.2%
New Assets Added
- TRXUSD
- OKBUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-02 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -5.13% | 20.06% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.91% | 7.74% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -5.51% | 14.1% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -5.54% | 13.61% | 2024-08-27 |
The percentage of cash held in the portfolio is:
122.09%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| BTCUSD | Sell All | -5.06% |
Assets Rebalanced
None
2024-09-01 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| BTCUSD Bitcoin - USD | Buy | 11.44% | -2.34% | 2024-08-23 |
| ZECUSD Zcash - USD | Sell | -5.66% | 12.45% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -6.18% | 4.49% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -5.83% | 9.87% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -5.79% | 10.51% | 2024-08-27 |
The percentage of cash held in the portfolio is:
112.01%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| DIVIUSD | Buy All | -4.59% |
| SNTUSD | Sell All | -8.6% |
Assets Rebalanced
None
2024-08-28 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| SNTUSD Status - USD | Buy | 11.25% | -4.25% | 2024-08-22 |
| BTCUSD Bitcoin - USD | Buy | 11.59% | -1.45% | 2024-08-23 |
| DIVIUSD Divi - USD | Sell | -6.8% | -4.53% | 2024-08-14 |
| ZECUSD Zcash - USD | Sell | -6.28% | 3.3% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -6.23% | 4.04% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -6.1% | 6.05% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -5.96% | 8.24% | 2024-08-27 |
The percentage of cash held in the portfolio is:
108.52%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| KNCUSD | Sell All | -5.5% |
| OXTUSD | Sell All | -0.68% |
| PERPUSD | Sell All | -0.79% |
| PUNDIXUSD | Sell All | -1.9% |
| SNXUSD | Sell All | -9.45% |
| VTHOUSD | Sell All | -6.43% |
| IOSTUSD | Sell All | -9.78% |
| FLUXUSD | Sell All | -12.26% |
Assets Rebalanced
None
2024-08-27 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| PERPUSD Perpetual Protocol - USD | Buy | 9.35% | 6.54% | 2024-08-19 |
| KNCUSD Kyber Network Crystal v2 - USD | Buy | 10.82% | 0.45% | 2024-08-22 |
| SNTUSD Status - USD | Buy | 11.12% | 3.27% | 2024-08-22 |
| PUNDIXUSD Pundi X (New) - USD | Buy | 11.02% | 2.35% | 2024-08-22 |
| OXTUSD Orchid - USD | Buy | 11.16% | 3.66% | 2024-08-22 |
| VTHOUSD VeThor Token - USD | Buy | 9.24% | -2.28% | 2024-08-22 |
| SNXUSD Synthetix Network Token - USD | Buy | 9.29% | -1.63% | 2024-08-22 |
| IOSTUSD IOST - USD | Buy | 10.38% | -3.71% | 2024-08-23 |
| BTCUSD Bitcoin - USD | Buy | 11.22% | 4.14% | 2024-08-23 |
| FLUXUSD Flux - USD | Buy | 34.38% | 0% | 2024-08-27 |
| DIVIUSD Divi - USD | Sell | -6.2% | -4.03% | 2024-08-14 |
| ZECUSD Zcash - USD | Sell | -5.95% | 0% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.95% | 0% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -5.95% | 0% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -5.95% | 0% | 2024-08-27 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
- ZECUSD
- CROUSD
- ACHUSD
- CSPRUSD
- FLUXUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| AAVEUSD | Sell All | -8.16% |
Assets Rebalanced
None
2024-08-25 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| PERPUSD Perpetual Protocol - USD | Buy | 9.54% | 16.06% | 2024-08-19 |
| AAVEUSD Aave - USD | Buy | 9.86% | -2.32% | 2024-08-22 |
| KNCUSD Kyber Network Crystal v2 - USD | Buy | 10.68% | 5.81% | 2024-08-22 |
| SNTUSD Status - USD | Buy | 10.75% | 6.56% | 2024-08-22 |
| PUNDIXUSD Pundi X (New) - USD | Buy | 10.85% | 7.56% | 2024-08-22 |
| OXTUSD Orchid - USD | Buy | 11.22% | 11.24% | 2024-08-22 |
| VTHOUSD VeThor Token - USD | Buy | 9.43% | 6.48% | 2024-08-22 |
| SNXUSD Synthetix Network Token - USD | Buy | 9.54% | 7.84% | 2024-08-22 |
| IOSTUSD IOST - USD | Buy | 10.69% | 5.87% | 2024-08-23 |
| BTCUSD Bitcoin - USD | Buy | 10.73% | 6.29% | 2024-08-23 |
| DIVIUSD Divi - USD | Sell | -5.82% | -4.22% | 2024-08-14 |
The percentage of cash held in the portfolio is:
2.53%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| KP3RUSD | Buy All | -16.05% |
Assets Rebalanced
| Asset | Action | Weight |
|---|---|---|
| VTHOUSD | Sell | -1.31% |
| SNXUSD | Sell | -1.34% |
| PERPUSD | Sell | -4.49% |