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Portfolio Ref: EQ1515LS1M
Performance in the last:
Follow this Portfolio
1D -3.9 %
1W -4.4 %
2W -5.8 %
1M -5.3 %
3M -6.5 %
6M -7.3 %
9M -13.4 %
1Y -13.0 %
Alpha
-24.5%
Beta
0.43
sharpe-R
-0.63
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 07:48:24
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17.07%
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

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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
ALTO Alto Ingredients, Inc. Equity Buy 16.81% 21.53%
CMT Core Molding Technologies, Inc. Equity Sell -6.54% -1.86%
FMC FMC Corporation Equity Sell -6.32% -1.12%
The percentage of cash held in the portfolio is: 96.05%
** 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
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
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 9.79% -0.84%
ALTO Alto Ingredients, Inc. Buy 13.12% 0%
AVD American Vanguard Corporation Sell -6.71% -9.66%
SSRM SSR Mining Inc. Sell -5.69% 7.02%
CMT Core Molding Technologies, Inc. Sell -6.03% 1.07%
FMC FMC Corporation Sell -5.93% -0.03%
SMID Smith-Midland Corporation Sell -5.55% 5.76%
The percentage of cash held in the portfolio is: 106.99%
New Assets Added
  • ALTO
Assets Removed
None
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 9.8% -0.84%
AVD American Vanguard Corporation Sell -6.64% -8.59%
SSRM SSR Mining Inc. Sell -5.47% 10.54%
CMT Core Molding Technologies, Inc. Sell -6.01% 1.41%
FMC FMC Corporation Sell -5.97% -0.69%
SMID Smith-Midland Corporation Sell -5.89% 0%
The percentage of cash held in the portfolio is: 120.2%
New Assets Added
  • SMID
Assets Removed
None
Assets Rebalanced
None
2024-09-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 9.64% -2.52%
AVD American Vanguard Corporation Sell -6.47% -5.55%
SSRM SSR Mining Inc. Sell -5.56% 9.24%
CMT Core Molding Technologies, Inc. Sell -6.1% 0.11%
FMC FMC Corporation Sell -5.94% 0%
The percentage of cash held in the portfolio is: 114.42%
New Assets Added
  • FMC
Assets Removed
Asset Action Perf %
CLF Sell All -5.91%
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 9.77% 0%
CLF Cleveland-Cliffs Inc. Buy 10.21% 4.51%
AVD American Vanguard Corporation Sell -6.14% -1.43%
SSRM SSR Mining Inc. Sell -5.77% 4.62%
CMT Core Molding Technologies, Inc. Sell -6.03% 0%
The percentage of cash held in the portfolio is: 97.96%
New Assets Added
  • CMT
Assets Removed
None
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 10.26% 5.88%
CLF Cleveland-Cliffs Inc. Buy 10.58% 9.17%
AVD American Vanguard Corporation Sell -6% 0%
SSRM SSR Mining Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 91.17%
New Assets Added
  • AVD
  • SSRM
Assets Removed
Asset Action Perf %
SUM Sell All -3.27%
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 10.14% 4.2%
CLF Cleveland-Cliffs Inc. Buy 10.03% 3.11%
SUM Summit Materials, Inc. Buy 9.73% 0%
The percentage of cash held in the portfolio is: 70.1%
New Assets Added
  • SUM
Assets Removed
None
Assets Rebalanced
None
2024-08-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 10.02% 2.52%
CLF Cleveland-Cliffs Inc. Buy 9.78% 0%
The percentage of cash held in the portfolio is: 80.2%
New Assets Added
  • CLF
Assets Removed
None
Assets Rebalanced
None
2024-08-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • TUP
Assets Removed
None
Assets Rebalanced
None
2024-08-21 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 %
CENX Buy All 7.26%
Assets Rebalanced
None
2024-08-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CENX Century Aluminum Company Sell -5.64% 11.48%
The percentage of cash held in the portfolio is: 105.64%
New Assets Added
None
Assets Removed
Asset Action Perf %
VHI Sell All 44.22%
Assets Rebalanced
None
2024-08-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
VHI Valhi, Inc. Buy 12.67% 14.25%
CENX Century Aluminum Company Sell -5.69% 13.41%
The percentage of cash held in the portfolio is: 93.03%
New Assets Added
None
Assets Removed
Asset Action Perf %
PBI Buy All -5.49%
Assets Rebalanced
None
2024-08-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
VHI Valhi, Inc. Buy 10.74% -3.45%
CENX Century Aluminum Company Sell -5.23% 20.61%
PBI Pitney Bowes Inc. Sell -6.51% 10.67%
The percentage of cash held in the portfolio is: 101.01%
New Assets Added
None
Assets Removed
Asset Action Perf %
CDE Buy All 13.37%
Assets Rebalanced
None
2024-08-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
VHI Valhi, Inc. Buy 10.99% -0.33%
CENX Century Aluminum Company Sell -4.91% 24.95%
CDE Coeur Mining, Inc. Sell -5.84% 15.94%
PBI Pitney Bowes Inc. Sell -6.41% 11.28%
The percentage of cash held in the portfolio is: 106.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
AA Buy All 29.48%
FF Sell All -9.6%
NGVT Sell All -18.6%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
FF FutureFuel Corp. Buy 11.39% -0.58%
NGVT Ingevity Corporation Buy 10.85% -5.29%
VHI Valhi, Inc. Buy 10.52% -3.4%
AA Alcoa Corporation Sell -4.43% 26.93%
CENX Century Aluminum Company Sell -5.1% 21.1%
CDE Coeur Mining, Inc. Sell -6.08% 11.43%
PBI Pitney Bowes Inc. Sell -6.63% 7.16%
The percentage of cash held in the portfolio is: 89.48%
New Assets Added
None
Assets Removed
Asset Action Perf %
HL Sell All -4.63%
IPI Sell All -5.42%
CC Sell All -15.54%
Assets Rebalanced
None
2024-07-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
HL Hecla Mining Company Buy 10.9% 8.69%
IPI Intrepid Potash, Inc. Buy 11.46% 5.74%
FF FutureFuel Corp. Buy 11.53% 6.33%
NGVT Ingevity Corporation Buy 11.49% 6%
VHI Valhi, Inc. Buy 11.61% 12.6%
CC The Chemours Company Buy 10.06% -2.34%
AA Alcoa Corporation Sell -4.52% 21.22%
CENX Century Aluminum Company Sell -5.4% 11.67%
CDE Coeur Mining, Inc. Sell -6.56% -0.97%
PBI Pitney Bowes Inc. Sell -6.76% 0%
The percentage of cash held in the portfolio is: 56.19%
New Assets Added
  • PBI
Assets Removed
Asset Action Perf %
PBI Sell All 10.25%
Assets Rebalanced
None
2024-07-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 11.29% 12.1%
HL Hecla Mining Company Buy 10.89% 8.11%
IPI Intrepid Potash, Inc. Buy 11.43% 4.9%
FF FutureFuel Corp. Buy 11.58% 6.33%
NGVT Ingevity Corporation Buy 11.45% 5.08%
VHI Valhi, Inc. Buy 11.59% 11.84%
CC The Chemours Company Buy 10.16% -1.89%
AA Alcoa Corporation Sell -4.72% 18.13%
CENX Century Aluminum Company Sell -5.7% 7.26%
CDE Coeur Mining, Inc. Sell -6.53% 0%
The percentage of cash held in the portfolio is: 38.56%
New Assets Added
  • CDE
Assets Removed
Asset Action Perf %
LWLG Sell All -10.26%
Assets Rebalanced
None
2024-07-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 11.25% 13.28%
HL Hecla Mining Company Buy 10.83% 9.07%
IPI Intrepid Potash, Inc. Buy 11.61% 8.15%
FF FutureFuel Corp. Buy 11.41% 6.33%
NGVT Ingevity Corporation Buy 11.4% 6.21%
LWLG Lightwave Logic, Inc. Buy 10.07% -1.32%
VHI Valhi, Inc. Buy 11.33% 11.01%
CC The Chemours Company Buy 10.2% 0%
AA Alcoa Corporation Sell -4.71% 17.11%
CENX Century Aluminum Company Sell -5.79% 4.28%
The percentage of cash held in the portfolio is: 22.4%
New Assets Added
  • CC
Assets Removed
None
Assets Rebalanced
None
2024-07-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 11.39% 13.45%
HL Hecla Mining Company Buy 11.51% 14.67%
IPI Intrepid Potash, Inc. Buy 11.41% 5.14%
FF FutureFuel Corp. Buy 11.52% 6.14%
NGVT Ingevity Corporation Buy 11.45% 5.45%
LWLG Lightwave Logic, Inc. Buy 10.32% 0%
VHI Valhi, Inc. Buy 10.32% 0%
AA Alcoa Corporation Sell -4.83% 15.94%
CENX Century Aluminum Company Sell -6.06% 0.93%
The percentage of cash held in the portfolio is: 32.97%
New Assets Added
  • LWLG
  • VHI
Assets Removed
None
Assets Rebalanced
None
2024-07-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 11.65% 13.95%
HL Hecla Mining Company Buy 11.64% 13.9%
IPI Intrepid Potash, Inc. Buy 10.79% -2.33%
FF FutureFuel Corp. Buy 11.33% 2.5%
NGVT Ingevity Corporation Buy 11.29% 2.16%
AA Alcoa Corporation Sell -5.07% 13.41%
CENX Century Aluminum Company Sell -6.23% 0%
The percentage of cash held in the portfolio is: 54.6%
New Assets Added
  • CENX
Assets Removed
None
Assets Rebalanced
None
2024-07-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 11.69% 15.29%
HL Hecla Mining Company Buy 11.76% 16.02%
IPI Intrepid Potash, Inc. Buy 10.99% 0.28%
FF FutureFuel Corp. Buy 11.34% 3.45%
NGVT Ingevity Corporation Buy 11.36% 3.66%
AA Alcoa Corporation Sell -5.13% 11.6%
The percentage of cash held in the portfolio is: 47.98%
New Assets Added
None
Assets Removed
Asset Action Perf %
FCX Sell All -9.34%
Assets Rebalanced
None
2024-07-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 11.48% 12.77%
HL Hecla Mining Company Buy 11.83% 16.22%
FCX Freeport-McMoRan Inc. Buy 10.3% 1.24%
IPI Intrepid Potash, Inc. Buy 10.85% -1.41%
FF FutureFuel Corp. Buy 11.07% 0.58%
NGVT Ingevity Corporation Buy 11.18% 1.66%
AA Alcoa Corporation Sell -5.63% 3.42%
The percentage of cash held in the portfolio is: 38.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLT Buy All -20.74%
Assets Rebalanced
None
2024-07-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 11.27% 10.92%
HL Hecla Mining Company Buy 11.64% 14.48%
FCX Freeport-McMoRan Inc. Buy 10.34% 1.7%
IPI Intrepid Potash, Inc. Buy 10.99% 0%
FF FutureFuel Corp. Buy 10.99% 0%
NGVT Ingevity Corporation Buy 10.99% 0%
GLT Glatfelter Corporation Sell -6.52% -11.11%
AA Alcoa Corporation Sell -5.65% 2.85%
The percentage of cash held in the portfolio is: 45.96%
New Assets Added
  • IPI
  • FF
  • NGVT
Assets Removed
None
Assets Rebalanced
None
2024-07-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 11.07% 7.06%
HL Hecla Mining Company Buy 10.52% 1.74%
FCX Freeport-McMoRan Inc. Buy 10.37% 0.3%
GLT Glatfelter Corporation Sell -6.32% -5.93%
AA Alcoa Corporation Sell -5.92% 0%
The percentage of cash held in the portfolio is: 80.28%
New Assets Added
  • AA
Assets Removed
None
Assets Rebalanced
None
2024-07-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 10.92% 5.21%
HL Hecla Mining Company Buy 10.38% 0%
FCX Freeport-McMoRan Inc. Buy 10.38% 0%
GLT Glatfelter Corporation Sell -6.34% -5.93%
The percentage of cash held in the portfolio is: 74.66%
New Assets Added
  • HL
  • FCX
Assets Removed
None
Assets Rebalanced
None
2024-07-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 10.4% 0%
GLT Glatfelter Corporation Sell -6% 0%
The percentage of cash held in the portfolio is: 95.6%
New Assets Added
  • GLT
  • PBI
Assets Removed
None
Assets Rebalanced
None
2024-06-20 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 %
HWKN Sell All NA
Assets Rebalanced
None
2024-06-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
HWKN Hawkins, Inc. Buy 12.22% 1.45%
The percentage of cash held in the portfolio is: 87.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
OI Buy All 15.05%
Assets Rebalanced
None

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

Market Overview

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