Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQ1515LS1M
Performance in the last:
Follow this Portfolio
1D -0.4 %
1W -2.1 %
2W -3.0 %
1M -2.4 %
3M -12.5 %
6M -18.6 %
9M -12.9 %
1Y -15.6 %
Alpha
-29.6%
Beta
0.44
sharpe-R
-0.81
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.5
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 2024-11-22 08:45:58
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -21.59%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Materials sector. The maximum number of assets that can be allocated in this strategy is 15.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
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
3
Difficulty Level
4

Do you want to invest in this strategy ?

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
CDE Coeur Mining, Inc. Equity Buy 12.03% 0.61%
HDSN Hudson Technologies, Inc. Equity Buy 13.49% -4.13%
GEVO Gevo, Inc. Equity Sell -5% 19.19%
GPRE Green Plains Inc. Equity Sell -5.8% 6.26%
GLT Glatfelter Corporation Equity Sell -5.92% 4.3%
SEE Sealed Air Corporation Equity Sell -6.81% -0.37%
The percentage of cash held in the portfolio is: 98%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDE Coeur Mining, Inc. Buy 12.03% 0.61%
HDSN Hudson Technologies, Inc. Buy 13.49% -4.13%
GEVO Gevo, Inc. Sell -5% 19.19%
GPRE Green Plains Inc. Sell -5.8% 6.26%
GLT Glatfelter Corporation Sell -5.92% 4.3%
SEE Sealed Air Corporation Sell -6.81% -0.37%
The percentage of cash held in the portfolio is: 98%
New Assets Added
None
Assets Removed
Asset Action Perf %
CMT Buy All -2.86%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDE Coeur Mining, Inc. Buy 11.85% -0.76%
HDSN Hudson Technologies, Inc. Buy 13.15% -6.36%
GEVO Gevo, Inc. Sell -5.17% 16.28%
GPRE Green Plains Inc. Sell -5.54% 10.31%
GLT Glatfelter Corporation Sell -5.67% 8.1%
SEE Sealed Air Corporation Sell -6.69% 1.24%
CMT Core Molding Technologies, Inc. Sell -7.28% 0.61%
The percentage of cash held in the portfolio is: 105.35%
New Assets Added
None
Assets Removed
Asset Action Perf %
MYE Sell All -8.67%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
MYE Myers Industries, Inc. Buy 11.43% -4.01%
CDE Coeur Mining, Inc. Buy 11.26% -5.46%
HDSN Hudson Technologies, Inc. Buy 13.76% -1.75%
GEVO Gevo, Inc. Sell -5.33% 13.37%
GPRE Green Plains Inc. Sell -5.79% 6%
GLT Glatfelter Corporation Sell -5.3% 14%
SEE Sealed Air Corporation Sell -6.8% -0.65%
CMT Core Molding Technologies, Inc. Sell -7.46% -2.01%
The percentage of cash held in the portfolio is: 94.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
SMID Sell All -7.21%
ZEUS Sell All -6.76%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SMID Smith-Midland Corporation Buy 11.85% 1.2%
MYE Myers Industries, Inc. Buy 11.5% -1.8%
ZEUS Olympic Steel, Inc. Buy 11.16% -4.7%
CDE Coeur Mining, Inc. Buy 10.81% -7.74%
HDSN Hudson Technologies, Inc. Buy 13.78% 0%
GEVO Gevo, Inc. Sell -5% 17.44%
GPRE Green Plains Inc. Sell -5.54% 8.54%
GLT Glatfelter Corporation Sell -5.57% 8%
SEE Sealed Air Corporation Sell -6.7% -0.79%
CMT Core Molding Technologies, Inc. Sell -7.19% 0%
The percentage of cash held in the portfolio is: 70.9%
New Assets Added
  • CMT
  • HDSN
Assets Removed
Asset Action Perf %
PLL Buy All -16.49%
CMT Sell All -2.96%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CMT Core Molding Technologies, Inc. Buy 11.57% 0.53%
SMID Smith-Midland Corporation Buy 11.7% 1.66%
MYE Myers Industries, Inc. Buy 11.39% -0.98%
ZEUS Olympic Steel, Inc. Buy 11.28% -1.96%
CDE Coeur Mining, Inc. Buy 11.51% 0%
GEVO Gevo, Inc. Sell -5.5% 7.56%
GPRE Green Plains Inc. Sell -5.72% 3.89%
GLT Glatfelter Corporation Sell -5.73% 3.75%
SEE Sealed Air Corporation Sell -6.53% 0%
PLL Piedmont Lithium Inc. Sell -6.53% 0%
The percentage of cash held in the portfolio is: 72.56%
New Assets Added
  • SEE
  • PLL
Assets Removed
None
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CMT Core Molding Technologies, Inc. Buy 11.63% -0.77%
SMID Smith-Midland Corporation Buy 11.56% -1.36%
MYE Myers Industries, Inc. Buy 11.42% -2.62%
ZEUS Olympic Steel, Inc. Buy 11.33% -3.35%
CDE Coeur Mining, Inc. Buy 11.73% 0%
GEVO Gevo, Inc. Sell -6.7% -10.47%
GPRE Green Plains Inc. Sell -6.01% 0.93%
GLT Glatfelter Corporation Sell -5.61% 7.5%
The percentage of cash held in the portfolio is: 60.64%
New Assets Added
  • CDE
Assets Removed
None
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
CMT Core Molding Technologies, Inc. Buy 11.6% 0%
SMID Smith-Midland Corporation Buy 11.6% 0%
MYE Myers Industries, Inc. Buy 11.6% 0%
ZEUS Olympic Steel, Inc. Buy 11.6% 0%
GEVO Gevo, Inc. Sell -6% 0%
GPRE Green Plains Inc. Sell -6% 0%
GLT Glatfelter Corporation Sell -6% 0%
The percentage of cash held in the portfolio is: 71.6%
New Assets Added
  • GEVO
  • GPRE
  • GLT
  • CMT
  • SMID
  • MYE
  • ZEUS
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 %
PLL Sell All 13.41%
Assets Rebalanced
None
2024-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLL Piedmont Lithium Inc. Buy 14.61% 12.9%
The percentage of cash held in the portfolio is: 85.39%
New Assets Added
None
Assets Removed
Asset Action Perf %
HUN Buy All 8.01%
Assets Rebalanced
None
2024-11-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLL Piedmont Lithium Inc. Buy 14.31% 10.13%
HUN Huntsman Corporation Sell -6.26% 7.25%
The percentage of cash held in the portfolio is: 91.95%
New Assets Added
None
Assets Removed
Asset Action Perf %
RGLD Sell All -4.32%
Assets Rebalanced
None
2024-10-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLL Piedmont Lithium Inc. Buy 14.43% 11.81%
RGLD Royal Gold, Inc. Buy 10.74% 0.63%
HUN Huntsman Corporation Sell -6.29% 6.28%
The percentage of cash held in the portfolio is: 81.12%
New Assets Added
None
Assets Removed
Asset Action Perf %
GEVO Sell All -13.74%
Assets Rebalanced
None
2024-10-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLL Piedmont Lithium Inc. Buy 12.93% -0.88%
GEVO Gevo, Inc. Buy 10.2% -5.43%
RGLD Royal Gold, Inc. Buy 10.62% -1.51%
HUN Huntsman Corporation Sell -6.42% 5.35%
The percentage of cash held in the portfolio is: 72.67%
New Assets Added
None
Assets Removed
Asset Action Perf %
SMID Buy All 5.2%
Assets Rebalanced
None
2024-10-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLL Piedmont Lithium Inc. Buy 13.59% 4.58%
GEVO Gevo, Inc. Buy 9.78% -8.95%
RGLD Royal Gold, Inc. Buy 10.64% -0.98%
SMID Smith-Midland Corporation Sell -5.27% 7.23%
HUN Huntsman Corporation Sell -6.5% 3.67%
The percentage of cash held in the portfolio is: 77.77%
New Assets Added
None
Assets Removed
Asset Action Perf %
HWKN Sell All -5.39%
Assets Rebalanced
None
2024-10-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
HWKN Hawkins, Inc. Buy 9.87% -0.73%
PLL Piedmont Lithium Inc. Buy 11.52% -11.48%
GEVO Gevo, Inc. Buy 11.31% 5.11%
RGLD Royal Gold, Inc. Buy 10.75% -0.09%
SMID Smith-Midland Corporation Sell -5.39% 5.23%
HUN Huntsman Corporation Sell -6.57% 2.87%
The percentage of cash held in the portfolio is: 68.5%
New Assets Added
None
Assets Removed
Asset Action Perf %
FRD Sell All -7.17%
OLN Sell All -4.65%
OI Sell All -5.01%
Assets Rebalanced
None
2024-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
FRD Friedman Industries, Incorporated Buy 11.99% -1.38%
HWKN Hawkins, Inc. Buy 9.81% 0.88%
PLL Piedmont Lithium Inc. Buy 12.41% -2.44%
OLN Olin Corporation Buy 12.46% -2%
GEVO Gevo, Inc. Buy 10.52% 0%
OI O-I Glass, Inc. Buy 10.52% 0%
RGLD Royal Gold, Inc. Buy 10.52% 0%
SMID Smith-Midland Corporation Sell -5.17% 6.94%
HUN Huntsman Corporation Sell -6.61% 0.04%
The percentage of cash held in the portfolio is: 33.55%
New Assets Added
  • GEVO
  • OI
  • RGLD
Assets Removed
Asset Action Perf %
CBT Sell All 3.07%
Assets Rebalanced
None
2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 11.61% 3.32%
FRD Friedman Industries, Incorporated Buy 12.16% 0.92%
HWKN Hawkins, Inc. Buy 10.29% 6.81%
PLL Piedmont Lithium Inc. Buy 12.25% -2.9%
OLN Olin Corporation Buy 12.46% -1.15%
SMID Smith-Midland Corporation Sell -5.22% 5.2%
HUN Huntsman Corporation Sell -6.49% 0.93%
The percentage of cash held in the portfolio is: 52.95%
New Assets Added
None
Assets Removed
Asset Action Perf %
WDFC Buy All -3.16%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 10.98% -0.38%
FRD Friedman Industries, Incorporated Buy 12.34% 4.41%
HWKN Hawkins, Inc. Buy 9.69% 2.54%
PLL Piedmont Lithium Inc. Buy 14.69% 18.79%
OLN Olin Corporation Buy 12.07% -2.31%
WDFC WD-40 Company Sell -5.55% -0.23%
SMID Smith-Midland Corporation Sell -5.4% 0%
HUN Huntsman Corporation Sell -6.44% -0.17%
The percentage of cash held in the portfolio is: 57.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
CDE Buy All 6.98%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 11.02% -0.35%
FRD Friedman Industries, Incorporated Buy 12.51% 5.53%
HWKN Hawkins, Inc. Buy 9.84% 3.87%
PLL Piedmont Lithium Inc. Buy 13.28% 7.02%
OLN Olin Corporation Buy 12.4% 0%
WDFC WD-40 Company Sell -5.55% 0.16%
SMID Smith-Midland Corporation Sell -5.17% 4.6%
CDE Coeur Mining, Inc. Sell -5.69% 10.03%
HUN Huntsman Corporation Sell -6.33% 1.85%
The percentage of cash held in the portfolio is: 63.69%
New Assets Added
None
Assets Removed
Asset Action Perf %
TSE Sell All -7.88%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 10.85% -0.35%
FRD Friedman Industries, Incorporated Buy 12.45% 6.64%
HWKN Hawkins, Inc. Buy 9.47% 1.49%
TSE Trinseo PLC Buy 12.53% -2.88%
PLL Piedmont Lithium Inc. Buy 14.27% 16.77%
OLN Olin Corporation Buy 12.21% 0%
WDFC WD-40 Company Sell -5.4% 1.41%
SMID Smith-Midland Corporation Sell -5.15% 3.44%
CDE Coeur Mining, Inc. Sell -5.6% 10.03%
HUN Huntsman Corporation Sell -6.47% -1.94%
The percentage of cash held in the portfolio is: 50.84%
New Assets Added
  • OLN
Assets Removed
None
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 11.02% -0.64%
FRD Friedman Industries, Incorporated Buy 12.47% 4.87%
HWKN Hawkins, Inc. Buy 9.49% -0.2%
TSE Trinseo PLC Buy 13.53% 2.88%
PLL Piedmont Lithium Inc. Buy 12.45% 0%
WDFC WD-40 Company Sell -5.58% -0.05%
SMID Smith-Midland Corporation Sell -5.13% 5.72%
CDE Coeur Mining, Inc. Sell -5.91% 6.83%
HUN Huntsman Corporation Sell -6.6% -2.07%
The percentage of cash held in the portfolio is: 64.25%
New Assets Added
  • PLL
Assets Removed
Asset Action Perf %
MTRN Buy All -8.75%
ALTO Sell All 15.28%
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 15.62% 12.5%
CBT Cabot Corporation Buy 11.05% -0.54%
FRD Friedman Industries, Incorporated Buy 12.62% 5.92%
HWKN Hawkins, Inc. Buy 9.7% 1.88%
TSE Trinseo PLC Buy 13.17% 0%
WDFC WD-40 Company Sell -5.63% -0.82%
SMID Smith-Midland Corporation Sell -4.92% 9.62%
CDE Coeur Mining, Inc. Sell -6.49% -2.18%
HUN Huntsman Corporation Sell -6.48% 0%
MTRN Materion Corporation Sell -6.48% 0%
The percentage of cash held in the portfolio is: 67.85%
New Assets Added
  • HUN
  • MTRN
  • TSE
Assets Removed
None
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 15.56% 11.81%
CBT Cabot Corporation Buy 11.19% 0.52%
FRD Friedman Industries, Incorporated Buy 12.58% 5.39%
HWKN Hawkins, Inc. Buy 9.7% 1.62%
WDFC WD-40 Company Sell -5.62% -0.47%
SMID Smith-Midland Corporation Sell -5.27% 3.5%
CDE Coeur Mining, Inc. Sell -6.37% 0%
The percentage of cash held in the portfolio is: 68.22%
New Assets Added
  • CDE
Assets Removed
Asset Action Perf %
TSE Sell All 8.72%
Assets Rebalanced
None
2024-09-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 15.73% 13.89%
CBT Cabot Corporation Buy 11.02% -0.32%
TSE Trinseo PLC Buy 12.92% 16.81%
FRD Friedman Industries, Incorporated Buy 12.23% 3.16%
HWKN Hawkins, Inc. Buy 9.48% 0%
WDFC WD-40 Company Sell -5.58% -0.34%
SMID Smith-Midland Corporation Sell -5.2% 4.08%
The percentage of cash held in the portfolio is: 49.4%
New Assets Added
  • HWKN
Assets Removed
Asset Action Perf %
CMT Buy All -1.01%
Assets Rebalanced
None
2024-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 15.93% 16.67%
CBT Cabot Corporation Buy 10.97% 0.39%
TSE Trinseo PLC Buy 13.3% 21.7%
FRD Friedman Industries, Incorporated Buy 12.43% 6.05%
CMT Core Molding Technologies, Inc. Sell -6.4% -0.85%
WDFC WD-40 Company Sell -5.49% 0.02%
SMID Smith-Midland Corporation Sell -5.35% 0.2%
The percentage of cash held in the portfolio is: 64.6%
New Assets Added
None
Assets Removed
Asset Action Perf %
FMC Buy All -5.32%
PPTA Buy All -17.91%
Assets Rebalanced
None
2024-09-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 15.39% 9.72%
CBT Cabot Corporation Buy 10.93% -2.61%
TSE Trinseo PLC Buy 11.92% 6.17%
FRD Friedman Industries, Incorporated Buy 12.06% 0.2%
CMT Core Molding Technologies, Inc. Sell -6.47% 0.73%
FMC FMC Corporation Sell -6.47% -2.12%
PPTA Perpetua Resources Corp. Sell -5.97% -5.29%
WDFC WD-40 Company Sell -5.6% 0.83%
SMID Smith-Midland Corporation Sell -5.5% 0%
The percentage of cash held in the portfolio is: 79.7%
New Assets Added
  • SMID
Assets Removed
None
Assets Rebalanced
None
2024-09-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 15.86% 12.5%
CBT Cabot Corporation Buy 11.09% -1.66%
TSE Trinseo PLC Buy 10.71% -5.11%
FRD Friedman Industries, Incorporated Buy 12.1% 0%
CMT Core Molding Technologies, Inc. Sell -6.46% 1.3%
FMC FMC Corporation Sell -6.46% -1.47%
PPTA Perpetua Resources Corp. Sell -5.74% -0.7%
WDFC WD-40 Company Sell -5.67% 0%
The percentage of cash held in the portfolio is: 74.58%
New Assets Added
  • WDFC
  • FRD
Assets Removed
None
Assets Rebalanced
None
2024-09-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 16.69% 20.14%
CBT Cabot Corporation Buy 11.12% 0%
TSE Trinseo PLC Buy 11.12% 0%
CMT Core Molding Technologies, Inc. Sell -6.72% -4.17%
FMC FMC Corporation Sell -6.44% -2.55%
PPTA Perpetua Resources Corp. Sell -5.61% 0%
The percentage of cash held in the portfolio is: 79.84%
New Assets Added
  • PPTA
  • CBT
  • TSE
Assets Removed
None
Assets Rebalanced
None
2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 15.61% 11.11%
CMT Core Molding Technologies, Inc. Sell -6.75% -3.49%
FMC FMC Corporation Sell -6.42% -1.15%
The percentage of cash held in the portfolio is: 97.56%
New Assets Added
None
Assets Removed
Asset Action Perf %
TUP Sell All -57.14%
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 10.09% 0.84%
ALTO Alto Ingredients, Inc. Buy 14.22% 6.94%
CMT Core Molding Technologies, Inc. Sell -6.26% -1.41%
FMC FMC Corporation Sell -6.09% -1.39%
The percentage of cash held in the portfolio is: 88.04%
New Assets Added
None
Assets Removed
Asset Action Perf %
SMID Buy All -13.8%
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 10.03% 0%
ALTO Alto Ingredients, Inc. Buy 13.24% -0.69%
CMT Core Molding Technologies, Inc. Sell -6.22% -0.45%
FMC FMC Corporation Sell -5.96% 1.02%
SMID Smith-Midland Corporation Sell -6.18% -3.32%
The percentage of cash held in the portfolio is: 95.09%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSRM Buy All -7.21%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 9.7% -1.68%
ALTO Alto Ingredients, Inc. Buy 13.03% -0.69%
SSRM SSR Mining Inc. Sell -5.52% 9.61%
CMT Core Molding Technologies, Inc. Sell -5.92% 2.87%
FMC FMC Corporation Sell -5.7% 3.77%
SMID Smith-Midland Corporation Sell -5.68% 3.45%
The percentage of cash held in the portfolio is: 100.1%
New Assets Added
None
Assets Removed
Asset Action Perf %
AVD Buy All -11.99%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

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.
Cookies Settings