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Portfolio Ref: CC25LS2WS2
Performance in the last:
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1D -0.1 %
1W -0.2 %
2W -0.7 %
1M -6.4 %
3M -4.9 %
6M -7.7 %
9M 39.6 %
1Y 61.4 %
Alpha
54.7%
Beta
0.11
sharpe-R
1.92
Benchmark
BTCUSD (Bitcoin - USD)
sharpe-R Benchmark
2.26
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 2024-09-18 03:39:17
Launch Date 2021-10-26 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -18.04%
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

Asset Asset Class Action Weight PnL
XDCUSD XDC Network - USD Cryptocurrency Buy 7.53% 0%
TRXUSD TRON - USD Cryptocurrency Sell -3.75% 0.14%
HBTCUSD Huobi BTC - USD Cryptocurrency Sell -3.72% 0.94%
DAOUSD DAO Maker - USD Cryptocurrency Sell -3.75% 0%
FXUSD Function X - USD Cryptocurrency Sell -3.75% 0%
WINUSD WINkLink - USD Cryptocurrency Sell -3.75% 0%
WAXPUSD WAX - USD Cryptocurrency Sell -3.75% 0%
ORBSUSD Orbs - USD Cryptocurrency Sell -3.75% 0%
PUNDIXUSD Pundi X (New) - USD Cryptocurrency Sell -3.75% 0%
The percentage of cash held in the portfolio is: 122.47%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
XDCUSD XDC Network - USD Buy 7.53% 0%
TRXUSD TRON - USD Sell -3.75% 0.14%
HBTCUSD Huobi BTC - USD Sell -3.72% 0.94%
DAOUSD DAO Maker - USD Sell -3.75% 0%
FXUSD Function X - USD Sell -3.75% 0%
WINUSD WINkLink - USD Sell -3.75% 0%
WAXPUSD WAX - USD Sell -3.75% 0%
ORBSUSD Orbs - USD Sell -3.75% 0%
PUNDIXUSD Pundi X (New) - USD Sell -3.75% 0%
The percentage of cash held in the portfolio is: 122.47%
New Assets Added
  • DAOUSD
  • FXUSD
  • WINUSD
  • WAXPUSD
  • ORBSUSD
  • PUNDIXUSD
  • XDCUSD
Assets Removed
Asset Action Perf %
OKBUSD Sell All -4.04%
Assets Rebalanced
None
2024-09-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
OKBUSD OKB - USD Buy 5.88% -1.89%
TRXUSD TRON - USD Sell -3.71% 1.04%
HBTCUSD Huobi BTC - USD Sell -3.76% 0%
The percentage of cash held in the portfolio is: 101.59%
New Assets Added
  • HBTCUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
OKBUSD OKB - USD Buy 5.99% 0%
TRXUSD TRON - USD Sell -3.75% 0%
The percentage of cash held in the portfolio is: 97.76%
New Assets Added
  • TRXUSD
  • OKBUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-10 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 %
ZECUSD Buy All NA
CROUSD Buy All NA
ACHUSD Buy All NA
CSPRUSD Buy All NA
LSKUSD Buy All NA
ATOMUSD Buy All NA
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZECUSD Zcash - USD Sell -3.12% 19.5%
CROUSD Cronos - USD Sell -3.57% 7.94%
ACHUSD Alchemy Pay - USD Sell -3.4% 12.34%
CSPRUSD Casper - USD Sell -3.52% 9.05%
LSKUSD Lisk - USD Sell -3.36% 13.16%
ATOMUSD Cosmos - USD Sell -3.22% 16.88%
The percentage of cash held in the portfolio is: 120.19%
New Assets Added
None
Assets Removed
Asset Action Perf %
1INCHUSD Buy All -7.63%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZECUSD Zcash - USD Sell -3.07% 20.06%
CROUSD Cronos - USD Sell -3.54% 7.74%
ACHUSD Alchemy Pay - USD Sell -3.3% 14.1%
CSPRUSD Casper - USD Sell -3.32% 13.61%
LSKUSD Lisk - USD Sell -3.31% 13.77%
ATOMUSD Cosmos - USD Sell -3.38% 12.06%
1INCHUSD 1inch Network - USD Sell -3.37% 12.27%
The percentage of cash held in the portfolio is: 123.3%
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
BTCUSD Bitcoin - USD Buy 6.45% -2.34%
ZECUSD Zcash - USD Sell -3.4% 12.45%
CROUSD Cronos - USD Sell -3.71% 4.49%
ACHUSD Alchemy Pay - USD Sell -3.5% 9.87%
CSPRUSD Casper - USD Sell -3.47% 10.51%
LSKUSD Lisk - USD Sell -3.46% 10.82%
ATOMUSD Cosmos - USD Sell -3.61% 6.91%
1INCHUSD 1inch Network - USD Sell -3.61% 7.07%
The percentage of cash held in the portfolio is: 118.32%
New Assets Added
None
Assets Removed
Asset Action Perf %
ORCUSD Buy All -16.54%
SNTUSD Sell All -8.6%
ENJUSD Sell All -6.94%
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
SNTUSD Status - USD Buy 6.29% -4.25%
BTCUSD Bitcoin - USD Buy 6.47% -1.45%
ENJUSD EnjinCoin - USD Buy 6.3% -4.12%
ZECUSD Zcash - USD Sell -3.73% 3.3%
CROUSD Cronos - USD Sell -3.71% 4.04%
ACHUSD Alchemy Pay - USD Sell -3.63% 6.05%
CSPRUSD Casper - USD Sell -3.54% 8.24%
LSKUSD Lisk - USD Sell -3.56% 7.84%
ATOMUSD Cosmos - USD Sell -3.63% 6.1%
1INCHUSD 1inch Network - USD Sell -3.6% 6.65%
ORCUSD Orbit Chain - USD Sell -4.6% 0%
The percentage of cash held in the portfolio is: 110.95%
New Assets Added
  • ORCUSD
Assets Removed
Asset Action Perf %
DIVIUSD Buy All -4.53%
KNCUSD Sell All -5.5%
MEDUSD Sell All -11.62%
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
PERPUSD Perpetual Protocol - USD Buy 7.02% 6.54%
PUNDIXUSD Pundi X (New) - USD Buy 6.46% 2.35%
VTHOUSD VeThor Token - USD Buy 6.17% -2.28%
SNTUSD Status - USD Buy 6.52% 3.27%
KNCUSD Kyber Network Crystal v2 - USD Buy 6.34% 0.45%
SNXUSD Synthetix Network Token - USD Buy 6.21% -1.63%
OXTUSD Orchid - USD Buy 6.55% 3.66%
BTCUSD Bitcoin - USD Buy 6.58% 4.14%
IOSTUSD IOST - USD Buy 6.08% -3.71%
ENJUSD EnjinCoin - USD Buy 6.5% 2.85%
MEDUSD MediBloc - USD Buy 5.25% -5.58%
FLUXUSD Flux - USD Buy 9.72% 0%
DIVIUSD Divi - USD Sell -3.99% -4.03%
ZECUSD Zcash - USD Sell -3.72% 0%
CROUSD Cronos - USD Sell -3.72% 0%
ACHUSD Alchemy Pay - USD Sell -3.72% 0%
CSPRUSD Casper - USD Sell -3.72% 0%
LSKUSD Lisk - USD Sell -3.72% 0%
ATOMUSD Cosmos - USD Sell -3.72% 0%
1INCHUSD 1inch Network - USD Sell -3.72% 0%
The percentage of cash held in the portfolio is: 50.59%
New Assets Added
  • ZECUSD
  • CROUSD
  • ACHUSD
  • CSPRUSD
  • LSKUSD
  • ATOMUSD
  • 1INCHUSD
  • FLUXUSD
Assets Removed
Asset Action Perf %
ZECUSD Sell All -14.47%
AAVEUSD Sell All -8.16%
XLMUSD Sell All -5.32%
GNOUSD Sell All -5.98%
Assets Rebalanced
None
2024-08-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
PERPUSD Perpetual Protocol - USD Buy 7.19% 16.06%
PUNDIXUSD Pundi X (New) - USD Buy 6.38% 7.56%
VTHOUSD VeThor Token - USD Buy 6.32% 6.48%
SNTUSD Status - USD Buy 6.32% 6.56%
AAVEUSD Aave - USD Buy 5.79% -2.32%
KNCUSD Kyber Network Crystal v2 - USD Buy 6.28% 5.81%
SNXUSD Synthetix Network Token - USD Buy 6.4% 7.84%
OXTUSD Orchid - USD Buy 6.6% 11.24%
BTCUSD Bitcoin - USD Buy 6.31% 6.29%
IOSTUSD IOST - USD Buy 6.28% 5.87%
ENJUSD EnjinCoin - USD Buy 6.57% 10.68%
MEDUSD MediBloc - USD Buy 5.22% 0%
ZECUSD Zcash - USD Buy 5.22% 0%
XLMUSD Stellar - USD Buy 5.22% 0%
GNOUSD Gnosis - USD Buy 5.22% 0%
DIVIUSD Divi - USD Sell -3.76% -4.22%
The percentage of cash held in the portfolio is: 12.44%
New Assets Added
  • MEDUSD
  • ZECUSD
  • XLMUSD
  • GNOUSD
Assets Removed
Asset Action Perf %
KP3RUSD Buy All -16.05%
Assets Rebalanced
None
2024-08-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
PERPUSD Perpetual Protocol - USD Buy 7.08% 9.45%
PUNDIXUSD Pundi X (New) - USD Buy 6.17% -0.53%
VTHOUSD VeThor Token - USD Buy 6.08% -1.91%
SNTUSD Status - USD Buy 6.12% -1.28%
AAVEUSD Aave - USD Buy 6% -3.2%
KNCUSD Kyber Network Crystal v2 - USD Buy 6.23% 0.55%
SNXUSD Synthetix Network Token - USD Buy 6.09% -1.79%
OXTUSD Orchid - USD Buy 6.31% 1.74%
BTCUSD Bitcoin - USD Buy 6.2% 0%
IOSTUSD IOST - USD Buy 6.2% 0%
ENJUSD EnjinCoin - USD Buy 6.2% 0%
KP3RUSD Keep3rV1 - USD Sell -3.96% -5.14%
DIVIUSD Divi - USD Sell -3.9% -3.48%
The percentage of cash held in the portfolio is: 39.19%
New Assets Added
  • BTCUSD
  • IOSTUSD
  • ENJUSD
Assets Removed
None
Assets Rebalanced
None
2024-08-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
PERPUSD Perpetual Protocol - USD Buy 7.05% 9.37%
PUNDIXUSD Pundi X (New) - USD Buy 6.17% 0%
VTHOUSD VeThor Token - USD Buy 6.17% 0%
SNTUSD Status - USD Buy 6.17% 0%
AAVEUSD Aave - USD Buy 6.17% 0%
KNCUSD Kyber Network Crystal v2 - USD Buy 6.17% 0%
SNXUSD Synthetix Network Token - USD Buy 6.17% 0%
OXTUSD Orchid - USD Buy 6.17% 0%
KP3RUSD Keep3rV1 - USD Sell -3.88% -3.52%
DIVIUSD Divi - USD Sell -3.92% -4.53%
The percentage of cash held in the portfolio is: 57.55%
New Assets Added
  • PUNDIXUSD
  • VTHOUSD
  • SNTUSD
  • AAVEUSD
  • KNCUSD
  • SNXUSD
  • OXTUSD
Assets Removed
Asset Action Perf %
UOSUSD Buy All -11.72%
ORCUSD Sell All -12.11%
TRXUSD Sell All 13.77%
Assets Rebalanced
None
2024-08-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORCUSD Orbit Chain - USD Buy 6.2% -0.22%
PERPUSD Perpetual Protocol - USD Buy 6.45% 0%
TRXUSD TRON - USD Buy 6.45% 0%
KP3RUSD Keep3rV1 - USD Sell -3.6% 3.99%
DIVIUSD Divi - USD Sell -3.87% -3.17%
UOSUSD Ultra - USD Sell -3.93% -3.45%
The percentage of cash held in the portfolio is: 92.3%
New Assets Added
  • PERPUSD
  • TRXUSD
Assets Removed
None
Assets Rebalanced
None
2024-08-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORCUSD Orbit Chain - USD Buy 6.34% 2.42%
KP3RUSD Keep3rV1 - USD Sell -3.46% 7.55%
DIVIUSD Divi - USD Sell -3.87% -3.48%
UOSUSD Ultra - USD Sell -3.78% 0%
The percentage of cash held in the portfolio is: 104.77%
New Assets Added
  • UOSUSD
Assets Removed
None
Assets Rebalanced
None
2024-08-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORCUSD Orbit Chain - USD Buy 6.21% 0%
KP3RUSD Keep3rV1 - USD Sell -3.75% 0%
DIVIUSD Divi - USD Sell -3.75% 0%
The percentage of cash held in the portfolio is: 101.29%
New Assets Added
  • KP3RUSD
  • DIVIUSD
  • ORCUSD
Assets Removed
Asset Action Perf %
QNTUSD Buy All 5.77%
PUNDIXUSD Buy All 8.13%
FXUSD Buy All 5.89%
WINUSD Buy All 10.87%
Assets Rebalanced
None

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Market Overview

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