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Portfolio Ref: EQ2010LO1W
Performance in the last:
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1D 0.0 %
1W 0.4 %
2W -1.4 %
1M -0.9 %
3M -4.5 %
6M 1.6 %
9M 3.8 %
1Y -4.4 %
Alpha
-19.1%
Beta
0.56
sharpe-R
-0.23
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 07:48:32
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -11.82%
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 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
AMRC Ameresco, Inc. Equity Buy 9.8% 0%
AAL American Airlines Group Inc. Equity Buy 9.8% 0%
The percentage of cash held in the portfolio is: 80.4%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 9.8% 0%
AAL American Airlines Group Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • AMRC
  • AAL
Assets Removed
None
Assets Rebalanced
None
2024-09-12 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 %
FWRD Sell All -2.12%
SAIA Sell All 0.92%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 9.39% -4.66%
SAIA Saia, Inc. Buy 9.49% -3.58%
The percentage of cash held in the portfolio is: 81.12%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAL Sell All 1.69%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 9.95% 0.09%
FWRD Forward Air Corporation Buy 9.78% 0%
SAIA Saia, Inc. Buy 9.78% 0%
The percentage of cash held in the portfolio is: 70.48%
New Assets Added
  • FWRD
  • SAIA
Assets Removed
Asset Action Perf %
CECO Sell All -9.53%
ROK Sell All -5.65%
Assets Rebalanced
None
2024-09-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
CECO CECO Environmental Corp. Buy 9.79% 0%
ROK Rockwell Automation, Inc. Buy 9.79% 0%
AAL American Airlines Group Inc. Buy 9.79% 0%
The percentage of cash held in the portfolio is: 70.62%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All NA
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 9.85% 1.12%
CECO CECO Environmental Corp. Buy 9.79% 0%
ROK Rockwell Automation, Inc. Buy 9.79% 0%
AAL American Airlines Group Inc. Buy 9.79% 0%
The percentage of cash held in the portfolio is: 60.77%
New Assets Added
  • CECO
  • ROK
  • AAL
Assets Removed
Asset Action Perf %
CIX Sell All 8.97%
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 10.13% 3.43%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.9% 1.12%
The percentage of cash held in the portfolio is: 79.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMRC Sell All -2.32%
WNC Sell All -1.74%
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 9.93% 1.38%
WNC Wabash National Corporation Buy 9.8% 0.05%
CIX CompX International Inc. Buy 9.68% -1.2%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.8% 0%
The percentage of cash held in the portfolio is: 60.79%
New Assets Added
  • GLDD
Assets Removed
None
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 9.8% 0%
WNC Wabash National Corporation Buy 9.8% 0%
CIX CompX International Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 70.6%
New Assets Added
  • AMRC
  • WNC
  • CIX
Assets Removed
None
Assets Rebalanced
None
2024-08-08 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 %
EVA Sell All 2.61%
Assets Rebalanced
None
2024-08-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVA Enviva Inc. Buy 10.07% -1.42%
The percentage of cash held in the portfolio is: 89.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
KNX Sell All -1.49%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Buy 10.46% -2.89%
EVA Enviva Inc. Buy 10.54% 3.55%
The percentage of cash held in the portfolio is: 79%
New Assets Added
None
Assets Removed
Asset Action Perf %
BCC Sell All -8.61%
MTZ Sell All -6.75%
STRL Sell All -9%
IESC Sell All 7.48%
AAL Sell All -7.67%
ERII Sell All -7.39%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCC Boise Cascade Company Buy 9.12% -5.28%
MTZ MasTec, Inc. Buy 9.33% -3.16%
STRL Sterling Infrastructure, Inc. Buy 9.19% -4.6%
IESC IES Holdings, Inc. Buy 9.66% 0.31%
AAL American Airlines Group Inc. Buy 10.29% -2.78%
KNX Knight-Swift Transportation Holdings Inc. Buy 10.63% 0.44%
EVA Enviva Inc. Buy 10.07% 0.71%
ERII Energy Recovery, Inc. Buy 9.9% 0%
The percentage of cash held in the portfolio is: 21.8%
New Assets Added
  • ERII
Assets Removed
Asset Action Perf %
ALGT Sell All -9.23%
SHYF Sell All 12.44%
SSD Sell All -0.15%
Assets Rebalanced
None
2024-08-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
SSD Simpson Manufacturing Co., Inc. Buy 9.49% 3.85%
SHYF The Shyft Group, Inc. Buy 11.28% 23.4%
BCC Boise Cascade Company Buy 9.2% 0.74%
MTZ MasTec, Inc. Buy 9.17% 0.41%
STRL Sterling Infrastructure, Inc. Buy 9.22% 0.94%
IESC IES Holdings, Inc. Buy 9.75% 6.79%
AAL American Airlines Group Inc. Buy 10.24% 2.01%
KNX Knight-Swift Transportation Holdings Inc. Buy 10.46% 4.19%
ALGT Allegiant Travel Company Buy 9.72% 2.13%
EVA Enviva Inc. Buy 9.48% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • EVA
Assets Removed
None
Assets Rebalanced
None
2024-07-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
SSD Simpson Manufacturing Co., Inc. Buy 9.67% 3.66%
SHYF The Shyft Group, Inc. Buy 11.37% 21.78%
BCC Boise Cascade Company Buy 9.32% -0.06%
MTZ MasTec, Inc. Buy 9.05% -2.93%
STRL Sterling Infrastructure, Inc. Buy 8.91% -4.49%
IESC IES Holdings, Inc. Buy 9.01% -3.4%
AAL American Airlines Group Inc. Buy 10.57% 3.16%
KNX Knight-Swift Transportation Holdings Inc. Buy 10.66% 4%
ALGT Allegiant Travel Company Buy 9.72% 0%
The percentage of cash held in the portfolio is: 11.72%
New Assets Added
  • ALGT
Assets Removed
Asset Action Perf %
TPC Sell All -8.49%
LXFR Sell All 1.65%
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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