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Portfolio Ref: CC25LS2WS2
Performance in the last:
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1D 0.0 %
1W 0.0 %
2W 4.2 %
1M -2.8 %
3M 42.5 %
6M 69.2 %
9M 71.7 %
1Y 123.7 %
Alpha
110.8%
Beta
0.1
sharpe-R
2.85
Benchmark
BTCUSD (Bitcoin - USD)
sharpe-R Benchmark
1.63
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 2025-02-18 03:39:54
Launch Date 2021-10-26 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -20.85%
Max. DrawDown Benchmark -26.18%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks 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

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Risk Level
3
Difficulty Level
4

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-13 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ROSEUSD Buy All NA
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
ROSEUSD Oasis Network - USD Sell -3.59% 25.57%
The percentage of cash held in the portfolio is: 103.59%
New Assets Added
None
Assets Removed
Asset Action Perf %
INJUSD Buy All 31.77%
ETCUSD Buy All 23.04%
Assets Rebalanced
None
2025-02-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
INJUSD Injective - USD Sell -2.32% 33.16%
ETCUSD Ethereum Classic - USD Sell -2.63% 24.51%
ROSEUSD Oasis Network - USD Sell -3.34% 30.52%
The percentage of cash held in the portfolio is: 108.29%
New Assets Added
None
Assets Removed
Asset Action Perf %
MBOXUSD Buy All 32.03%
NANOUSD Buy All 8.02%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
MBOXUSD MOBOX - USD Sell -2.72% 32.09%
NANOUSD Nano - USD Sell -3.32% 17.18%
INJUSD Injective - USD Sell -2.25% 34.85%
ETCUSD Ethereum Classic - USD Sell -2.6% 24.92%
ROSEUSD Oasis Network - USD Sell -3.27% 31.6%
The percentage of cash held in the portfolio is: 114.16%
New Assets Added
None
Assets Removed
Asset Action Perf %
ORNUSD Buy All 13.9%
KCSUSD Sell All 3.59%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
KCSUSD KuCoin Token - USD Buy 6.08% 6.43%
ORNUSD Orion Protocol - USD Sell -2.86% 24.77%
MBOXUSD MOBOX - USD Sell -2.88% 28.53%
NANOUSD Nano - USD Sell -3.56% 11.57%
INJUSD Injective - USD Sell -2.48% 28.64%
ETCUSD Ethereum Classic - USD Sell -2.74% 21.12%
ROSEUSD Oasis Network - USD Sell -3.67% 23.74%
The percentage of cash held in the portfolio is: 112.12%
New Assets Added
None
Assets Removed
Asset Action Perf %
TWTUSD Buy All NA
ZRXUSD Buy All NA
XMRUSD Sell All NA
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
XMRUSD Monero - USD Buy 5.1% -1.21%
KCSUSD KuCoin Token - USD Buy 6.08% 6.43%
TWTUSD Trust Wallet Token - USD Sell -2.99% 19.91%
ZRXUSD 0x - USD Sell -2.75% 26.41%
ORNUSD Orion Protocol - USD Sell -2.86% 24.77%
MBOXUSD MOBOX - USD Sell -2.88% 28.53%
NANOUSD Nano - USD Sell -3.56% 11.57%
INJUSD Injective - USD Sell -2.48% 28.64%
ETCUSD Ethereum Classic - USD Sell -2.74% 21.12%
ROSEUSD Oasis Network - USD Sell -3.67% 23.74%
The percentage of cash held in the portfolio is: 112.75%
New Assets Added
None
Assets Removed
Asset Action Perf %
GTUSD Sell All -4.64%
Assets Rebalanced
None

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Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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