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Portfolio Ref: EQ2010LO1M
Performance in the last:
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1D -1.0 %
1W -4.7 %
2W -4.2 %
1M 3.6 %
3M -5.0 %
6M -7.5 %
9M -11.4 %
1Y 0.1 %
Alpha
-11.1%
Beta
0.58
sharpe-R
0.07
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.69
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 2025-02-04 07:49:11
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -24.28%
Max. DrawDown Benchmark -8.41%

This Long Only 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 Industrials sector. The maximum number of assets that can be allocated in this strategy is 10.

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
3
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

Asset Asset Class Action Weight PnL
DCO Ducommun Incorporated Equity Buy 10.07% 6.45%
ODFL Old Dominion Freight Line, Inc. Equity Buy 9.43% -0.34%
UAL United Airlines Holdings, Inc. Equity Buy 9.67% 3.58%
URI United Rentals, Inc. Equity Buy 9.67% 7.12%
INSW International Seaways, Inc. Equity Buy 10.29% 3.98%
AAON AAON, Inc. Equity Buy 9.76% -1.3%
GLDD Great Lakes Dredge & Dock Corporation Equity Buy 9.6% -2.96%
MTZ MasTec, Inc. Equity Buy 9.53% -3.63%
IESC IES Holdings, Inc. Equity Buy 9.58% -3.11%
MRCY Mercury Systems, Inc. Equity Buy 10.38% 0.72%
The percentage of cash held in the portfolio is: 2.02%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
DCO Ducommun Incorporated Buy 10% 6.83%
ODFL Old Dominion Freight Line, Inc. Buy 9.51% 1.61%
UAL United Airlines Holdings, Inc. Buy 9.67% 4.57%
URI United Rentals, Inc. Buy 9.83% 10%
INSW International Seaways, Inc. Buy 10.17% 3.92%
AAON AAON, Inc. Buy 9.77% -0.19%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.65% -1.43%
MTZ MasTec, Inc. Buy 9.66% -1.25%
IESC IES Holdings, Inc. Buy 9.54% -2.49%
MRCY Mercury Systems, Inc. Buy 10.2% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MRCY
Assets Removed
Asset Action Perf %
RYI Sell All 13.85%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
DCO Ducommun Incorporated Buy 9.89% 7.25%
ODFL Old Dominion Freight Line, Inc. Buy 9.43% 2.25%
UAL United Airlines Holdings, Inc. Buy 9.85% 8.09%
RYI Ryerson Holding Corporation Buy 10.31% 17.11%
URI United Rentals, Inc. Buy 9.89% 12.32%
INSW International Seaways, Inc. Buy 10.04% 4.03%
AAON AAON, Inc. Buy 9.65% 0%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.65% 0%
MTZ MasTec, Inc. Buy 9.65% 0%
IESC IES Holdings, Inc. Buy 9.65% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • AAON
  • GLDD
  • MTZ
  • IESC
Assets Removed
None
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
DCO Ducommun Incorporated Buy 9.94% 7.06%
ODFL Old Dominion Freight Line, Inc. Buy 9.45% 1.74%
UAL United Airlines Holdings, Inc. Buy 9.81% 6.97%
RYI Ryerson Holding Corporation Buy 10.45% 17.87%
URI United Rentals, Inc. Buy 9.76% 10.05%
INSW International Seaways, Inc. Buy 9.72% 0%
The percentage of cash held in the portfolio is: 40.87%
New Assets Added
  • INSW
Assets Removed
Asset Action Perf %
EVI Sell All -0.86%
TPIC Sell All -7.14%
NX Sell All -7.97%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
DCO Ducommun Incorporated Buy 9.66% 6.34%
ODFL Old Dominion Freight Line, Inc. Buy 9.68% 6.59%
UAL United Airlines Holdings, Inc. Buy 9.46% 5.46%
RYI Ryerson Holding Corporation Buy 9.51% 9.62%
URI United Rentals, Inc. Buy 9.69% 11.72%
NX Quanex Building Products Corporation Buy 11.39% -3.06%
EVI EVI Industries, Inc. Buy 10.04% 7.13%
TPIC TPI Composites, Inc. Buy 10.94% 4.17%
The percentage of cash held in the portfolio is: 19.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAON Sell All -7.86%
DRS Sell All 6.29%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
DCO Ducommun Incorporated Buy 9.78% 8.59%
AAON AAON, Inc. Buy 9.78% 8.49%
ODFL Old Dominion Freight Line, Inc. Buy 9.41% 4.46%
UAL United Airlines Holdings, Inc. Buy 9.23% 3.74%
DRS Leonardo DRS, Inc. Buy 9.6% 11.34%
RYI Ryerson Holding Corporation Buy 9.48% 10.23%
URI United Rentals, Inc. Buy 9.86% 14.57%
NX Quanex Building Products Corporation Buy 11.1% -4.74%
EVI EVI Industries, Inc. Buy 9.34% 0.52%
TPIC TPI Composites, Inc. Buy 10.42% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
KTOS Sell All 15.58%
Assets Rebalanced
None
2025-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
DCO Ducommun Incorporated Buy 9.73% 8.08%
KTOS Kratos Defense & Security Solutions, Inc. Buy 10.54% 17.07%
AAON AAON, Inc. Buy 9.92% 10.17%
ODFL Old Dominion Freight Line, Inc. Buy 9.44% 4.86%
UAL United Airlines Holdings, Inc. Buy 9.05% 1.77%
DRS Leonardo DRS, Inc. Buy 9.75% 13.19%
RYI Ryerson Holding Corporation Buy 8.99% 4.53%
URI United Rentals, Inc. Buy 9.84% 14.43%
NX Quanex Building Products Corporation Buy 11.44% -1.8%
EVI EVI Industries, Inc. Buy 9.29% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • EVI
Assets Removed
None
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.
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