Get the composition of our in-house portfolios
Portfolio Ref:
CC25LS1MS2
Performance in the last:
| 1D | 0.0 % |
| 1W | -1.8 % |
| 2W | 13.4 % |
| 1M | 8.4 % |
| 3M | 14.7 % |
| 6M | -4.5 % |
| 9M | 32.6 % |
| 1Y | 42.4 % |
|
Alpha
33.2%
|
Beta
0.1
|
sharpe-R
1.13
|
|
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 03:41:56 |
| Launch Date | 2021-10-26 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -35.5% |
| 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 25.
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
Try Our Peformance Checker Tool
Risk Level
Difficulty Level
Do you want to invest in this strategy ?
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 |
|---|---|---|---|---|---|---|---|
SOLUSD
Solana - USD
|
Cryptocurrency | Buy | 6.32% | 9.94% | 2024-11-08 | ||
KNCUSD
Kyber Network Crystal v2 - USD
|
Cryptocurrency | Buy | 6.76% | 17.5% | 2024-11-08 | ||
ACHUSD
Alchemy Pay - USD
|
Cryptocurrency | Buy | 6.72% | 16.83% | 2024-11-08 | ||
BNBUSD
BNB - USD
|
Cryptocurrency | Buy | 5.98% | 4% | 2024-11-08 | ||
LSKUSD
Lisk - USD
|
Cryptocurrency | Buy | 6.97% | 21.16% | 2024-11-08 | ||
ZENUSD
Horizen - USD
|
Cryptocurrency | Buy | 6.91% | 20.2% | 2024-11-08 | ||
KCSUSD
KuCoin Token - USD
|
Cryptocurrency | Buy | 5.43% | 7.8% | 2024-11-08 | ||
MBOXUSD
MOBOX - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
KLAYUSD
Klaytn - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
RENUSD
Ren - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
LTCUSD
Litecoin - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
DASHUSD
Dash - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
DCRUSD
Decred - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
CHZUSD
Chiliz - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
FXSUSD
Frax Share - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
NEARUSD
NEAR Protocol - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
TRXUSD
TRON - USD
|
Cryptocurrency | Buy | 7.12% | 0% | 2024-11-17 | ||
WINUSD
WINkLink - USD
|
Cryptocurrency | Sell | -2.86% | 9.09% | 2024-10-23 | ||
XMRUSD
Monero - USD
|
Cryptocurrency | Sell | -3.78% | 4.28% | 2024-11-12 | ||
MXUSD
MX TOKEN - USD
|
Cryptocurrency | Sell | -3.92% | -2.07% | 2024-11-15 | ||
TIMEUSD
Chrono.tech - USD
|
Cryptocurrency | Sell | -3.89% | 0% | 2024-11-17 | ||
HIVEUSD
Hive - USD
|
Cryptocurrency | Sell | -3.89% | 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 |
|---|---|---|---|---|
| SOLUSD Solana - USD | Buy | 6.32% | 9.94% | 2024-11-08 |
| KNCUSD Kyber Network Crystal v2 - USD | Buy | 6.76% | 17.5% | 2024-11-08 |
| ACHUSD Alchemy Pay - USD | Buy | 6.72% | 16.83% | 2024-11-08 |
| BNBUSD BNB - USD | Buy | 5.98% | 4% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 6.97% | 21.16% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 6.91% | 20.2% | 2024-11-08 |
| KCSUSD KuCoin Token - USD | Buy | 5.43% | 7.8% | 2024-11-08 |
| MBOXUSD MOBOX - USD | Buy | 7.12% | 0% | 2024-11-17 |
| KLAYUSD Klaytn - USD | Buy | 7.12% | 0% | 2024-11-17 |
| RENUSD Ren - USD | Buy | 7.12% | 0% | 2024-11-17 |
| LTCUSD Litecoin - USD | Buy | 7.12% | 0% | 2024-11-17 |
| DASHUSD Dash - USD | Buy | 7.12% | 0% | 2024-11-17 |
| DCRUSD Decred - USD | Buy | 7.12% | 0% | 2024-11-17 |
| CHZUSD Chiliz - USD | Buy | 7.12% | 0% | 2024-11-17 |
| FXSUSD Frax Share - USD | Buy | 7.12% | 0% | 2024-11-17 |
| NEARUSD NEAR Protocol - USD | Buy | 7.12% | 0% | 2024-11-17 |
| TRXUSD TRON - USD | Buy | 7.12% | 0% | 2024-11-17 |
| WINUSD WINkLink - USD | Sell | -2.86% | 9.09% | 2024-10-23 |
| XMRUSD Monero - USD | Sell | -3.78% | 4.28% | 2024-11-12 |
| MXUSD MX TOKEN - USD | Sell | -3.92% | -2.07% | 2024-11-15 |
| TIMEUSD Chrono.tech - USD | Sell | -3.89% | 0% | 2024-11-17 |
| HIVEUSD Hive - USD | Sell | -3.89% | 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
- FXSUSD
- NEARUSD
- TRXUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| XYMUSD | Buy All | -61.63% |
| PYRUSD | Buy All | -10.65% |
| MEDUSD | Buy All | -13.21% |
| XYOUSD | Buy All | -12.82% |
| AMPUSD | Buy All | -27.45% |
| XDCUSD | Sell All | 64.46% |
| BSVUSD | Sell All | 34.44% |
Assets Rebalanced
None
2024-11-15 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| SOLUSD Solana - USD | Buy | 6.26% | 6.56% | 2024-11-08 |
| KNCUSD Kyber Network Crystal v2 - USD | Buy | 6.24% | 6.07% | 2024-11-08 |
| XDCUSD XDC Network - USD | Buy | 6.12% | 4.08% | 2024-11-08 |
| ACHUSD Alchemy Pay - USD | Buy | 6.07% | 3.19% | 2024-11-08 |
| BNBUSD BNB - USD | Buy | 6.11% | 3.88% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 6.25% | 6.32% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 6.47% | 10% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 6.44% | 21.61% | 2024-11-08 |
| KCSUSD KuCoin Token - USD | Buy | 5.37% | 4.22% | 2024-11-08 |
| WINUSD WINkLink - USD | Sell | -2.7% | 15.91% | 2024-10-23 |
| XMRUSD Monero - USD | Sell | -3.76% | 6.67% | 2024-11-12 |
| XYMUSD Symbol - USD | Sell | -3.92% | 0% | 2024-11-15 |
| PYRUSD Vulcan Forged PYR - USD | Sell | -3.92% | 0% | 2024-11-15 |
| MEDUSD MediBloc - USD | Sell | -3.92% | 0% | 2024-11-15 |
| XYOUSD XYO - USD | Sell | -3.92% | 0% | 2024-11-15 |
| MXUSD MX TOKEN - USD | Sell | -3.92% | 0% | 2024-11-15 |
| AMPUSD Amp - USD | Sell | -3.92% | 0% | 2024-11-15 |
The percentage of cash held in the portfolio is:
74.68%
New Assets Added
- XYMUSD
- PYRUSD
- MEDUSD
- XYOUSD
- MXUSD
- AMPUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| NANOUSD | Sell All | -2.78% |
| PYRUSD | Sell All | -12.94% |
| ZECUSD | Sell All | -16.31% |
| XRPUSD | Sell All | 39.35% |
| XLMUSD | Sell All | 28.23% |
| WEMIXUSD | Sell All | -10.61% |
| KLAYUSD | Sell All | -5.71% |
| DASHUSD | Sell All | -6.3% |
Assets Rebalanced
None
2024-11-12 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Buy | 5.8% | 2.75% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 6.41% | 13.4% | 2024-11-08 |
| KNCUSD Kyber Network Crystal v2 - USD | Buy | 6.58% | 16.42% | 2024-11-08 |
| XDCUSD XDC Network - USD | Buy | 5.98% | 5.95% | 2024-11-08 |
| ACHUSD Alchemy Pay - USD | Buy | 6.55% | 16% | 2024-11-08 |
| XRPUSD Ripple - USD | Buy | 6.32% | 11.85% | 2024-11-08 |
| BNBUSD BNB - USD | Buy | 6.25% | 10.6% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 6.39% | 13.19% | 2024-11-08 |
| NANOUSD Nano - USD | Buy | 5.98% | 5.79% | 2024-11-08 |
| XLMUSD Stellar - USD | Buy | 6.34% | 12.15% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 6.88% | 21.81% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 6.3% | 23.79% | 2024-11-08 |
| KCSUSD KuCoin Token - USD | Buy | 5.37% | 8.52% | 2024-11-08 |
| PYRUSD Vulcan Forged PYR - USD | Buy | 4.91% | -1.13% | 2024-11-11 |
| WEMIXUSD WEMIX - USD | Buy | 4.81% | -3.21% | 2024-11-11 |
| KLAYUSD Klaytn - USD | Buy | 6.94% | 0% | 2024-11-12 |
| DASHUSD Dash - USD | Buy | 6.94% | 0% | 2024-11-12 |
| WINUSD WINkLink - USD | Sell | -2.88% | 6.82% | 2024-10-23 |
| XMRUSD Monero - USD | Sell | -3.87% | 0% | 2024-11-12 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
- XMRUSD
- KLAYUSD
- DASHUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| ELFUSD | Buy All | -4.8% |
| BTCUSD | Sell All | 16.86% |
| OKBUSD | Sell All | 19.17% |
Assets Rebalanced
None
2024-11-11 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Buy | 6.09% | 3.32% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 6.32% | 7.27% | 2024-11-08 |
| KNCUSD Kyber Network Crystal v2 - USD | Buy | 6.6% | 11.9% | 2024-11-08 |
| XDCUSD XDC Network - USD | Buy | 6.18% | 4.82% | 2024-11-08 |
| BTCUSD Bitcoin - USD | Buy | 6.25% | 6.02% | 2024-11-08 |
| ACHUSD Alchemy Pay - USD | Buy | 6.35% | 7.74% | 2024-11-08 |
| XRPUSD Ripple - USD | Buy | 6.26% | 6.25% | 2024-11-08 |
| BNBUSD BNB - USD | Buy | 6.19% | 4.99% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 6.32% | 7.28% | 2024-11-08 |
| NANOUSD Nano - USD | Buy | 6.1% | 3.41% | 2024-11-08 |
| XLMUSD Stellar - USD | Buy | 6.27% | 6.29% | 2024-11-08 |
| OKBUSD OKB - USD | Buy | 6.25% | 6.05% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 6.94% | 17.71% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 6.1% | 14.89% | 2024-11-08 |
| KCSUSD KuCoin Token - USD | Buy | 5.52% | 6.72% | 2024-11-08 |
| PYRUSD Vulcan Forged PYR - USD | Buy | 5.18% | 0% | 2024-11-11 |
| WEMIXUSD WEMIX - USD | Buy | 5.18% | 0% | 2024-11-11 |
| ELFUSD aelf - USD | Sell | -3.25% | -1% | 2024-10-23 |
| WINUSD WINkLink - USD | Sell | -2.86% | 11.36% | 2024-10-23 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
- PYRUSD
- WEMIXUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| DAOUSD | Buy All | -7.72% |
| 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 |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Buy | 6.7% | 4.58% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 6.52% | 1.84% | 2024-11-08 |
| KNCUSD Kyber Network Crystal v2 - USD | Buy | 6.51% | 1.64% | 2024-11-08 |
| XDCUSD XDC Network - USD | Buy | 6.5% | 1.55% | 2024-11-08 |
| BTCUSD Bitcoin - USD | Buy | 6.46% | 0.84% | 2024-11-08 |
| ACHUSD Alchemy Pay - USD | Buy | 6.41% | 0.09% | 2024-11-08 |
| XRPUSD Ripple - USD | Buy | 6.4% | -0.12% | 2024-11-08 |
| BNBUSD BNB - USD | Buy | 6.4% | -0.08% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 6.39% | -0.27% | 2024-11-08 |
| NANOUSD Nano - USD | Buy | 6.36% | -0.72% | 2024-11-08 |
| XLMUSD Stellar - USD | Buy | 6.36% | -0.74% | 2024-11-08 |
| OKBUSD OKB - USD | Buy | 6.32% | -1.29% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 6.39% | -0.23% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 5.84% | 1.14% | 2024-11-08 |
| KCSUSD KuCoin Token - USD | Buy | 5.79% | 3.23% | 2024-11-08 |
| ADAUSD Cardano - USD | Buy | 5.97% | 9.58% | 2024-11-08 |
| CROUSD Cronos - USD | Buy | 6.33% | 17.58% | 2024-11-08 |
| ELFUSD aelf - USD | Sell | -3.33% | 4.96% | 2024-10-23 |
| WINUSD WINkLink - USD | Sell | -2.98% | 14.77% | 2024-10-23 |
| DAOUSD DAO Maker - USD | Sell | -3.33% | 4.72% | 2024-10-23 |
The percentage of cash held in the portfolio is:
2.01%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| LTCUSD | Buy All | -4.11% |
Assets Rebalanced
| Asset | Action | Weight |
|---|---|---|
| BSVUSD | Sell | -0.64% |
| KCSUSD | Sell | -0.82% |
| ADAUSD | Sell | -1.05% |
| CROUSD | Sell | -1.2% |
2024-11-08 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Buy | 6.57% | 0% | 2024-11-08 |
| BTCUSD Bitcoin - USD | Buy | 6.57% | 0% | 2024-11-08 |
| CROUSD Cronos - USD | Buy | 6.57% | 0% | 2024-11-08 |
| XRPUSD Ripple - USD | Buy | 6.57% | 0% | 2024-11-08 |
| XLMUSD Stellar - USD | Buy | 6.57% | 0% | 2024-11-08 |
| BSVUSD Bitcoin SV - USD | Buy | 6.57% | 0% | 2024-11-08 |
| NANOUSD Nano - USD | Buy | 6.57% | 0% | 2024-11-08 |
| ACHUSD Alchemy Pay - USD | Buy | 6.57% | 0% | 2024-11-08 |
| SOLUSD Solana - USD | Buy | 6.57% | 0% | 2024-11-08 |
| LSKUSD Lisk - USD | Buy | 6.57% | 0% | 2024-11-08 |
| ADAUSD Cardano - USD | Buy | 6.57% | 0% | 2024-11-08 |
| ZENUSD Horizen - USD | Buy | 6.57% | 0% | 2024-11-08 |
| XDCUSD XDC Network - USD | Buy | 6.57% | 0% | 2024-11-08 |
| BNBUSD BNB - USD | Buy | 6.57% | 0% | 2024-11-08 |
| KCSUSD KuCoin Token - USD | Buy | 6.57% | 0% | 2024-11-08 |
| KNCUSD Kyber Network Crystal v2 - USD | Buy | 6.57% | 0% | 2024-11-08 |
| OKBUSD OKB - USD | Buy | 6.57% | 0% | 2024-11-08 |
| WINUSD WINkLink - USD | Sell | -3.1% | 13.64% | 2024-10-23 |
| ELFUSD aelf - USD | Sell | -3.42% | 4.65% | 2024-10-23 |
| DAOUSD DAO Maker - USD | Sell | -3.43% | 4.42% | 2024-10-23 |
| LTCUSD Litecoin - USD | Sell | -3.67% | -2.24% | 2024-10-23 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
- ZECUSD
- BTCUSD
- CROUSD
- XRPUSD
- XLMUSD
- BSVUSD
- NANOUSD
- ACHUSD
- SOLUSD
- LSKUSD
- ADAUSD
- ZENUSD
- XDCUSD
- BNBUSD
- KCSUSD
- KNCUSD
- OKBUSD
Assets Removed
None
Assets Rebalanced
None