Get the composition of our in-house portfolios
Portfolio Ref:
CC25LS3WS2
Performance in the last:
| 1D | 0.0 % |
| 1W | -2.2 % |
| 2W | -1.1 % |
| 1M | -6.2 % |
| 3M | -11.0 % |
| 6M | -13.8 % |
| 9M | 40.0 % |
| 1Y | 60.2 % |
|
Alpha
53.4%
|
Beta
0.12
|
sharpe-R
1.83
|
|
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 03:39:03 |
| Launch Date | 2021-10-26 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -23.76% |
| 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 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
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 | 7.15% | -1.89% | 2024-09-14 | ||
ZECUSD
Zcash - USD
|
Cryptocurrency | Sell | -3.28% | 16.71% | 2024-08-27 | ||
CROUSD
Cronos - USD
|
Cryptocurrency | Sell | -3.8% | 3.3% | 2024-08-27 | ||
ACHUSD
Alchemy Pay - USD
|
Cryptocurrency | Sell | -3.92% | 0.35% | 2024-08-27 | ||
CSPRUSD
Casper - USD
|
Cryptocurrency | Sell | -3.64% | 7.35% | 2024-08-27 | ||
LSKUSD
Lisk - USD
|
Cryptocurrency | Sell | -3.65% | 7.16% | 2024-08-27 | ||
ATOMUSD
Cosmos - USD
|
Cryptocurrency | Sell | -3.41% | 13.42% | 2024-08-27 | ||
TRXUSD
TRON - USD
|
Cryptocurrency | Sell | -4.06% | 1.04% | 2024-09-14 | ||
HBTCUSD
Huobi BTC - USD
|
Cryptocurrency | Sell | -4.24% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
122.85%
** The description of each asset is available
Here
The latest 5 Compositions change
2024-09-15 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| OKBUSD OKB - USD | Buy | 7.15% | -1.89% | 2024-09-14 |
| ZECUSD Zcash - USD | Sell | -3.28% | 16.71% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.8% | 3.3% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.92% | 0.35% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.64% | 7.35% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.65% | 7.16% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.41% | 13.42% | 2024-08-27 |
| TRXUSD TRON - USD | Sell | -4.06% | 1.04% | 2024-09-14 |
| HBTCUSD Huobi BTC - USD | Sell | -4.24% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
122.85%
New Assets Added
- HBTCUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-14 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| OKBUSD OKB - USD | Buy | 7.29% | 0% | 2024-09-14 |
| ZECUSD Zcash - USD | Sell | -3.28% | 16.67% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.86% | 1.8% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.9% | 0.94% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.71% | 5.69% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.67% | 6.68% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.38% | 14.02% | 2024-08-27 |
| TRXUSD TRON - USD | Sell | -4.1% | 0% | 2024-09-14 |
The percentage of cash held in the portfolio is:
118.61%
New Assets Added
- TRXUSD
- OKBUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-05 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -3.13% | 19.5% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.58% | 7.94% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.4% | 12.34% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.53% | 9.05% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.37% | 13.16% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.23% | 16.88% | 2024-08-27 |
The percentage of cash held in the portfolio is:
120.24%
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 | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -3.08% | 20.06% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.55% | 7.74% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.31% | 14.1% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.33% | 13.61% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.32% | 13.77% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.39% | 12.06% | 2024-08-27 |
| 1INCHUSD 1inch Network - USD | Sell | -3.38% | 12.27% | 2024-08-27 |
The percentage of cash held in the portfolio is:
123.35%
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 | 6.31% | -2.34% | 2024-08-23 |
| ZECUSD Zcash - USD | Sell | -3.41% | 12.45% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.72% | 4.49% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.51% | 9.87% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.48% | 10.51% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.47% | 10.82% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.62% | 6.91% | 2024-08-27 |
| 1INCHUSD 1inch Network - USD | Sell | -3.62% | 7.07% | 2024-08-27 |
The percentage of cash held in the portfolio is:
118.5%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| DIVIUSD | Buy All | -4.59% |
| 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 | Entry Date |
|---|---|---|---|---|
| SNTUSD Status - USD | Buy | 6.21% | -4.25% | 2024-08-22 |
| BTCUSD Bitcoin - USD | Buy | 6.39% | -1.45% | 2024-08-23 |
| ENJUSD EnjinCoin - USD | Buy | 6.21% | -4.12% | 2024-08-23 |
| DIVIUSD Divi - USD | Sell | -3.89% | -4.53% | 2024-08-14 |
| ZECUSD Zcash - USD | Sell | -3.77% | 3.3% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.74% | 4.04% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.66% | 6.05% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.58% | 8.24% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.59% | 7.84% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.66% | 6.1% | 2024-08-27 |
| 1INCHUSD 1inch Network - USD | Sell | -3.64% | 6.65% | 2024-08-27 |
The percentage of cash held in the portfolio is:
110.74%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| 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