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Portfolio Ref: EQ155LO1W
Performance in the last:
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1D 0.0 %
1W -0.9 %
2W -3.8 %
1M -3.7 %
3M -9.3 %
6M 1.5 %
9M -1.1 %
1Y -7.2 %
Alpha
-20.1%
Beta
0.55
sharpe-R
-0.22
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 07:48:09
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -14.03%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.

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.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-13 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 %
ACNT Sell All -8.78%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
ACNT Ascent Industries Co. Buy 19.31% -4.54%
The percentage of cash held in the portfolio is: 80.69%
New Assets Added
None
Assets Removed
Asset Action Perf %
ALTO Sell All -4.17%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 19.82% -0.69%
ACNT Ascent Industries Co. Buy 19.67% -1.48%
The percentage of cash held in the portfolio is: 60.51%
New Assets Added
None
Assets Removed
Asset Action Perf %
RYAM Sell All -6.52%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
RYAM Rayonier Advanced Materials Inc. Buy 18.87% -4.14%
ALTO Alto Ingredients, Inc. Buy 19.78% 0%
ACNT Ascent Industries Co. Buy 19.78% 0%
The percentage of cash held in the portfolio is: 41.56%
New Assets Added
  • ALTO
  • ACNT
Assets Removed
None
Assets Rebalanced
None
2024-09-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
RYAM Rayonier Advanced Materials Inc. Buy 19.53% 0%
The percentage of cash held in the portfolio is: 80.47%
New Assets Added
None
Assets Removed
Asset Action Perf %
CF Sell All NA
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
CF CF Industries Holdings, Inc. Buy 19.88% 1.78%
RYAM Rayonier Advanced Materials Inc. Buy 19.53% 0%
The percentage of cash held in the portfolio is: 60.59%
New Assets Added
  • RYAM
Assets Removed
None
Assets Rebalanced
None
2024-08-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
CF CF Industries Holdings, Inc. Buy 19.85% 1.58%
The percentage of cash held in the portfolio is: 80.15%
New Assets Added
None
Assets Removed
Asset Action Perf %
CLF Sell All 3.57%
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
CLF Cleveland-Cliffs Inc. Buy 20.48% 4.51%
CF CF Industries Holdings, Inc. Buy 19.61% 0.26%
The percentage of cash held in the portfolio is: 59.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
LWLG Sell All -1.38%
TUP Sell All 0%
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 20.31% 5.88%
CLF Cleveland-Cliffs Inc. Buy 20.94% 9.17%
LWLG Lightwave Logic, Inc. Buy 19.04% -0.69%
CF CF Industries Holdings, Inc. Buy 19.14% -0.02%
The percentage of cash held in the portfolio is: 20.56%
New Assets Added
None
Assets Removed
Asset Action Perf %
SUM Sell All -3.27%
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 20.33% 6.72%
CLF Cleveland-Cliffs Inc. Buy 20.39% 7.07%
LWLG Lightwave Logic, Inc. Buy 19.17% 0.69%
SUM Summit Materials, Inc. Buy 19.11% 0.37%
CF CF Industries Holdings, Inc. Buy 19.01% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CF
Assets Removed
None
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 20.14% 4.2%
CLF Cleveland-Cliffs Inc. Buy 19.92% 3.11%
LWLG Lightwave Logic, Inc. Buy 19.31% 0%
SUM Summit Materials, Inc. Buy 19.31% 0%
The percentage of cash held in the portfolio is: 21.31%
New Assets Added
  • LWLG
  • 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 20% 2.52%
CLF Cleveland-Cliffs Inc. Buy 19.5% 0%
The percentage of cash held in the portfolio is: 60.5%
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 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • TUP
Assets Removed
None
Assets Rebalanced
None
2024-08-07 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 %
UAN Sell All -6.06%
OI Sell All -2.93%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
UAN CVR Partners, LP Buy 19.65% -5.53%
OI O-I Glass, Inc. Buy 21.94% 5.51%
The percentage of cash held in the portfolio is: 58.42%
New Assets Added
None
Assets Removed
Asset Action Perf %
ALB Sell All -5.97%
KALU Sell All -10.7%
HL Sell All -14.53%
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

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.
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