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Portfolio Ref: CC25LS2WS2
Performance in the last:
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1D 0.0 %
1W -2.9 %
2W 12.4 %
1M 7.7 %
3M 18.6 %
6M 20.5 %
9M 53.8 %
1Y 65.9 %
Alpha
56.6%
Beta
0.09
sharpe-R
1.98
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 03:41:52
Launch Date 2021-10-26 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -18.66%
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
ACHUSD Alchemy Pay - USD Cryptocurrency Buy 5.99% 16.83%
SOLUSD Solana - USD Cryptocurrency Buy 5.64% 9.94%
LSKUSD Lisk - USD Cryptocurrency Buy 6.21% 21.16%
ZENUSD Horizen - USD Cryptocurrency Buy 6.16% 20.2%
BNBUSD BNB - USD Cryptocurrency Buy 5.33% 4%
KCSUSD KuCoin Token - USD Cryptocurrency Buy 5.53% 7.8%
KNCUSD Kyber Network Crystal v2 - USD Cryptocurrency Buy 6.03% 17.5%
MBOXUSD MOBOX - USD Cryptocurrency Buy 7.21% 0%
KLAYUSD Klaytn - USD Cryptocurrency Buy 7.21% 0%
RENUSD Ren - USD Cryptocurrency Buy 7.21% 0%
LTCUSD Litecoin - USD Cryptocurrency Buy 7.21% 0%
DASHUSD Dash - USD Cryptocurrency Buy 7.21% 0%
DCRUSD Decred - USD Cryptocurrency Buy 7.21% 0%
CHZUSD Chiliz - USD Cryptocurrency Buy 7.21% 0%
FXSUSD Frax Share - USD Cryptocurrency Buy 7.21% 0%
NEARUSD NEAR Protocol - USD Cryptocurrency Buy 7.21% 0%
TRXUSD TRON - USD Cryptocurrency Buy 7.21% 0%
XMRUSD Monero - USD Cryptocurrency Sell -3.7% 4.28%
MXUSD MX TOKEN - USD Cryptocurrency Sell -3.78% -2.07%
TIMEUSD Chrono.tech - USD Cryptocurrency Sell -3.75% 0%
HIVEUSD Hive - USD Cryptocurrency Sell -3.75% 0%
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
ACHUSD Alchemy Pay - USD Buy 5.99% 16.83%
SOLUSD Solana - USD Buy 5.64% 9.94%
LSKUSD Lisk - USD Buy 6.21% 21.16%
ZENUSD Horizen - USD Buy 6.16% 20.2%
BNBUSD BNB - USD Buy 5.33% 4%
KCSUSD KuCoin Token - USD Buy 5.53% 7.8%
KNCUSD Kyber Network Crystal v2 - USD Buy 6.03% 17.5%
MBOXUSD MOBOX - USD Buy 7.21% 0%
KLAYUSD Klaytn - USD Buy 7.21% 0%
RENUSD Ren - USD Buy 7.21% 0%
LTCUSD Litecoin - USD Buy 7.21% 0%
DASHUSD Dash - USD Buy 7.21% 0%
DCRUSD Decred - USD Buy 7.21% 0%
CHZUSD Chiliz - USD Buy 7.21% 0%
FXSUSD Frax Share - USD Buy 7.21% 0%
NEARUSD NEAR Protocol - USD Buy 7.21% 0%
TRXUSD TRON - USD Buy 7.21% 0%
XMRUSD Monero - USD Sell -3.7% 4.28%
MXUSD MX TOKEN - USD Sell -3.78% -2.07%
TIMEUSD Chrono.tech - USD Sell -3.75% 0%
HIVEUSD Hive - USD Sell -3.75% 0%
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%
WINUSD Buy All -8.11%
XYOUSD Buy All -12.82%
AMPUSD Buy All -27.45%
BSVUSD Sell All 34.44%
XDCUSD Sell All 64.46%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
BSVUSD Bitcoin SV - USD Buy 6.34% 21.61%
ACHUSD Alchemy Pay - USD Buy 5.38% 3.19%
SOLUSD Solana - USD Buy 5.55% 6.56%
LSKUSD Lisk - USD Buy 5.54% 6.32%
ZENUSD Horizen - USD Buy 5.73% 10%
XDCUSD XDC Network - USD Buy 5.42% 4.08%
BNBUSD BNB - USD Buy 5.41% 3.88%
KCSUSD KuCoin Token - USD Buy 5.43% 4.22%
KNCUSD Kyber Network Crystal v2 - USD Buy 5.53% 6.07%
XMRUSD Monero - USD Sell -3.66% 6.67%
XYMUSD Symbol - USD Sell -3.76% 0%
PYRUSD Vulcan Forged PYR - USD Sell -3.76% 0%
MEDUSD MediBloc - USD Sell -3.76% 0%
WINUSD WINkLink - USD Sell -3.76% 0%
XYOUSD XYO - USD Sell -3.76% 0%
MXUSD MX TOKEN - USD Sell -3.76% 0%
AMPUSD Amp - USD Sell -3.76% 0%
The percentage of cash held in the portfolio is: 79.68%
New Assets Added
  • XYMUSD
  • PYRUSD
  • MEDUSD
  • WINUSD
  • 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
ZECUSD Zcash - USD Buy 5.12% 2.75%
XRPUSD Ripple - USD Buy 5.57% 11.85%
XLMUSD Stellar - USD Buy 5.59% 12.15%
BSVUSD Bitcoin SV - USD Buy 6.17% 23.79%
NANOUSD Nano - USD Buy 5.27% 5.79%
ACHUSD Alchemy Pay - USD Buy 5.78% 16%
SOLUSD Solana - USD Buy 5.65% 13.4%
LSKUSD Lisk - USD Buy 5.64% 13.19%
ZENUSD Horizen - USD Buy 6.07% 21.81%
XDCUSD XDC Network - USD Buy 5.28% 5.95%
BNBUSD BNB - USD Buy 5.51% 10.6%
KCSUSD KuCoin Token - USD Buy 5.41% 8.52%
KNCUSD Kyber Network Crystal v2 - USD Buy 5.8% 16.42%
PYRUSD Vulcan Forged PYR - USD Buy 6.81% -1.13%
WEMIXUSD WEMIX - USD Buy 6.67% -3.21%
KLAYUSD Klaytn - USD Buy 7.72% 0%
DASHUSD Dash - USD Buy 7.72% 0%
XMRUSD Monero - USD Sell -3.75% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • XMRUSD
  • KLAYUSD
  • DASHUSD
Assets Removed
Asset Action Perf %
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
ZECUSD Zcash - USD Buy 5.35% 3.32%
BTCUSD Bitcoin - USD Buy 5.49% 6.02%
XRPUSD Ripple - USD Buy 5.51% 6.25%
XLMUSD Stellar - USD Buy 5.51% 6.29%
BSVUSD Bitcoin SV - USD Buy 5.95% 14.89%
NANOUSD Nano - USD Buy 5.36% 3.41%
ACHUSD Alchemy Pay - USD Buy 5.58% 7.74%
SOLUSD Solana - USD Buy 5.56% 7.27%
LSKUSD Lisk - USD Buy 5.56% 7.28%
ZENUSD Horizen - USD Buy 6.1% 17.71%
XDCUSD XDC Network - USD Buy 5.43% 4.82%
BNBUSD BNB - USD Buy 5.44% 4.99%
KCSUSD KuCoin Token - USD Buy 5.53% 6.72%
KNCUSD Kyber Network Crystal v2 - USD Buy 5.8% 11.9%
OKBUSD OKB - USD Buy 5.5% 6.05%
PYRUSD Vulcan Forged PYR - USD Buy 7.17% 0%
WEMIXUSD WEMIX - USD Buy 7.17% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PYRUSD
  • WEMIXUSD
Assets Removed
Asset Action Perf %
CROUSD Sell All 34.71%
ADAUSD Sell All 45.75%
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZECUSD Zcash - USD Buy 5.76% 0%
BTCUSD Bitcoin - USD Buy 5.76% 0%
CROUSD Cronos - USD Buy 5.76% 0%
XRPUSD Ripple - USD Buy 5.76% 0%
XLMUSD Stellar - USD Buy 5.76% 0%
BSVUSD Bitcoin SV - USD Buy 5.76% 0%
NANOUSD Nano - USD Buy 5.76% 0%
ACHUSD Alchemy Pay - USD Buy 5.76% 0%
SOLUSD Solana - USD Buy 5.76% 0%
LSKUSD Lisk - USD Buy 5.76% 0%
ADAUSD Cardano - USD Buy 5.76% 0%
ZENUSD Horizen - USD Buy 5.76% 0%
XDCUSD XDC Network - USD Buy 5.76% 0%
BNBUSD BNB - USD Buy 5.76% 0%
KCSUSD KuCoin Token - USD Buy 5.76% 0%
KNCUSD Kyber Network Crystal v2 - USD Buy 5.76% 0%
OKBUSD OKB - USD Buy 5.76% 0%
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
2024-11-06 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 %
WINUSD Buy All NA
ELFUSD Buy All NA
DAOUSD Buy All NA
PYRUSD Buy All NA
LTCUSD Buy All NA
DASHUSD Buy All NA
Assets Rebalanced
None
2024-11-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
WINUSD WINkLink - USD Sell -3.26% 11.36%
ELFUSD aelf - USD Sell -3.36% 8.55%
DAOUSD DAO Maker - USD Sell -3.31% 9.9%
PYRUSD Vulcan Forged PYR - USD Sell -3.27% 10.94%
LTCUSD Litecoin - USD Sell -3.63% 1.14%
DASHUSD Dash - USD Sell -3.49% 5.16%
The percentage of cash held in the portfolio is: 120.33%
New Assets Added
None
Assets Removed
Asset Action Perf %
UOSUSD Buy All 11.62%
Assets Rebalanced
None
2024-11-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
UOSUSD Ultra - USD Sell -3.47% 11.35%
WINUSD WINkLink - USD Sell -3.44% 6.82%
ELFUSD aelf - USD Sell -3.43% 6.91%
DAOUSD DAO Maker - USD Sell -3.44% 6.64%
PYRUSD Vulcan Forged PYR - USD Sell -3.23% 12.44%
LTCUSD Litecoin - USD Sell -3.65% 1.04%
DASHUSD Dash - USD Sell -3.49% 5.33%
The percentage of cash held in the portfolio is: 124.15%
New Assets Added
None
Assets Removed
Asset Action Perf %
TWTUSD Buy All 9.85%
Assets Rebalanced
None
2024-10-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
TWTUSD Trust Wallet Token - USD Sell -3.65% 8.17%
UOSUSD Ultra - USD Sell -3.62% 7.9%
WINUSD WINkLink - USD Sell -3.53% 4.55%
ELFUSD aelf - USD Sell -3.46% 6.56%
DAOUSD DAO Maker - USD Sell -3.48% 6.01%
PYRUSD Vulcan Forged PYR - USD Sell -3.37% 8.93%
LTCUSD Litecoin - USD Sell -3.62% 2.19%
DASHUSD Dash - USD Sell -3.49% 5.64%
The percentage of cash held in the portfolio is: 128.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
AUDIOUSD Sell All -9.06%
Assets Rebalanced
None
2024-10-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
AUDIOUSD Audius - USD Buy 6.31% -2.69%
TWTUSD Trust Wallet Token - USD Sell -3.76% 6.1%
UOSUSD Ultra - USD Sell -3.93% 0.96%
WINUSD WINkLink - USD Sell -3.65% 2.27%
ELFUSD aelf - USD Sell -3.65% 2.23%
DAOUSD DAO Maker - USD Sell -3.69% 1.1%
PYRUSD Vulcan Forged PYR - USD Sell -3.61% 3.38%
LTCUSD Litecoin - USD Sell -3.75% -0.33%
DASHUSD Dash - USD Sell -3.71% 0.57%
The percentage of cash held in the portfolio is: 123.44%
New Assets Added
None
Assets Removed
Asset Action Perf %
BANDUSD Sell All -7.05%
DGBUSD Sell All -6.45%
GLMUSD Sell All -8.53%
MINAUSD Sell All -9.76%
NEXOUSD Sell All -5.57%
POWRUSD Sell All -8.23%
XNOUSD Sell All -6.98%
XDBUSD Sell All -9.76%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
DGBUSD DigiByte - USD Buy 7.2% 1.92%
POWRUSD Powerledger - USD Buy 6.75% -4.43%
XNOUSD Nano - USD Buy 6.2% -2.87%
XDBUSD DigitalBits - USD Buy 6.04% -5.39%
MINAUSD Mina - USD Buy 6.03% -5.56%
NEXOUSD Nexo - USD Buy 6.2% -2.97%
GLMUSD Golem - USD Buy 6.12% -4.19%
BANDUSD Band Protocol - USD Buy 6.18% -3.28%
AUDIOUSD Audius - USD Buy 6.08% -4.79%
TWTUSD Trust Wallet Token - USD Sell -3.8% 3.65%
UOSUSD Ultra - USD Sell -4.13% -5.78%
WINUSD WINkLink - USD Sell -3.68% 0%
ELFUSD aelf - USD Sell -3.68% 0%
DAOUSD DAO Maker - USD Sell -3.68% 0%
PYRUSD Vulcan Forged PYR - USD Sell -3.68% 0%
LTCUSD Litecoin - USD Sell -3.68% 0%
DASHUSD Dash - USD Sell -3.68% 0%
The percentage of cash held in the portfolio is: 73.21%
New Assets Added
  • WINUSD
  • ELFUSD
  • DAOUSD
  • PYRUSD
  • LTCUSD
  • DASHUSD
Assets Removed
Asset Action Perf %
AAVEUSD Sell All -3.57%
DASHUSD Sell All -4.9%
SCUSD Sell All -0.34%
WINUSD Sell All -3.3%
RVNUSD Sell All -5.07%
CELRUSD Sell All -9.77%
FLOWUSD Sell All -4.32%
SCRTUSD Sell All -6.21%
Assets Rebalanced
None
2024-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
SCUSD Siacoin - USD Buy 5.99% 3.46%
DGBUSD DigiByte - USD Buy 6.99% 3.83%
AAVEUSD Aave - USD Buy 6.75% 0.39%
POWRUSD Powerledger - USD Buy 6.75% 0.28%
WINUSD WINkLink - USD Buy 6.09% 0%
DASHUSD Dash - USD Buy 6.09% 0%
XNOUSD Nano - USD Buy 6.09% 0%
RVNUSD Ravencoin - USD Buy 6.09% 0%
XDBUSD DigitalBits - USD Buy 6.09% 0%
CELRUSD Celer Network - USD Buy 6.09% 0%
FLOWUSD Flow - USD Buy 6.09% 0%
MINAUSD Mina - USD Buy 6.09% 0%
SCRTUSD Secret - USD Buy 6.09% 0%
NEXOUSD Nexo - USD Buy 6.09% 0%
GLMUSD Golem - USD Buy 6.09% 0%
BANDUSD Band Protocol - USD Buy 6.09% 0%
AUDIOUSD Audius - USD Buy 6.09% 0%
TWTUSD Trust Wallet Token - USD Sell -3.81% -1.31%
UOSUSD Ultra - USD Sell -3.78% -1.57%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • WINUSD
  • DASHUSD
  • XNOUSD
  • RVNUSD
  • XDBUSD
  • CELRUSD
  • FLOWUSD
  • MINAUSD
  • SCRTUSD
  • NEXOUSD
  • GLMUSD
  • BANDUSD
  • AUDIOUSD
Assets Removed
Asset Action Perf %
XVGUSD Buy All -12.03%
FXSUSD Buy All -10.1%
Assets Rebalanced
None
2024-10-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
SCUSD Siacoin - USD Buy 6.01% 4.2%
DGBUSD DigiByte - USD Buy 6.7% 0%
AAVEUSD Aave - USD Buy 6.7% 0%
POWRUSD Powerledger - USD Buy 6.7% 0%
XVGUSD Verge - USD Sell -3.89% -3.93%
FXSUSD Frax Share - USD Sell -3.81% -1.86%
TWTUSD Trust Wallet Token - USD Sell -3.77% -0.65%
UOSUSD Ultra - USD Sell -3.71% 0%
The percentage of cash held in the portfolio is: 89.08%
New Assets Added
  • UOSUSD
  • DGBUSD
  • AAVEUSD
  • POWRUSD
Assets Removed
None
Assets Rebalanced
None
2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
SCUSD Siacoin - USD Buy 5.61% -2.81%
XVGUSD Verge - USD Sell -3.75% 0%
FXSUSD Frax Share - USD Sell -3.75% 0%
TWTUSD Trust Wallet Token - USD Sell -3.75% 0%
The percentage of cash held in the portfolio is: 105.64%
New Assets Added
  • XVGUSD
  • FXSUSD
  • TWTUSD
Assets Removed
None
Assets Rebalanced
None
2024-10-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
SCUSD Siacoin - USD Buy 5.76% 0%
The percentage of cash held in the portfolio is: 94.24%
New Assets Added
  • SCUSD
Assets Removed
None
Assets Rebalanced
None

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Market Overview

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