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Portfolio Ref: EQ2010LO2W
Performance in the last:
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1D 0.0 %
1W -0.6 %
2W -1.0 %
1M -4.8 %
3M 1.9 %
6M -7.0 %
9M -4.6 %
1Y -6.4 %
Alpha
-15.4%
Beta
0.45
sharpe-R
-0.31
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 06:59:45
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks 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

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

2025-02-14 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 %
AAON Sell All -3.21%
GLDD Sell All -0.27%
MTZ Sell All -6.79%
IESC Sell All -1.77%
GVA Sell All -2.24%
ERII Sell All 3.71%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAON AAON, Inc. Buy 9.43% -6.01%
GLDD Great Lakes Dredge & Dock Corporation Buy 10.1% 0.63%
MTZ MasTec, Inc. Buy 9.44% -5.99%
IESC IES Holdings, Inc. Buy 9.57% -4.62%
GVA Granite Construction Incorporated Buy 9.76% -2.8%
ERII Energy Recovery, Inc. Buy 10.27% 2.34%
The percentage of cash held in the portfolio is: 41.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
INSW Sell All 7.52%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
INSW International Seaways, Inc. Buy 10.97% 9.2%
AAON AAON, Inc. Buy 9.55% -4.86%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.89% -1.52%
MTZ MasTec, Inc. Buy 9.59% -4.5%
IESC IES Holdings, Inc. Buy 9.5% -5.38%
GVA Granite Construction Incorporated Buy 9.81% -2.27%
ERII Energy Recovery, Inc. Buy 10.05% 0.14%
The percentage of cash held in the portfolio is: 30.64%
New Assets Added
None
Assets Removed
Asset Action Perf %
BCO Sell All -2.16%
CYRX Sell All -14.34%
Assets Rebalanced
None
2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 9.98% -2.73%
CYRX Cryoport, Inc. Buy 9.28% -9.56%
INSW International Seaways, Inc. Buy 10.43% 3.98%
AAON AAON, Inc. Buy 9.9% -1.3%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.74% -2.96%
MTZ MasTec, Inc. Buy 9.67% -3.63%
IESC IES Holdings, Inc. Buy 9.72% -3.11%
GVA Granite Construction Incorporated Buy 9.74% -2.97%
ERII Energy Recovery, Inc. Buy 9.74% -2.88%
The percentage of cash held in the portfolio is: 11.8%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLIO Sell All -2.87%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 10.13% 1.61%
CYRX Cryoport, Inc. Buy 9.45% -5.27%
INSW International Seaways, Inc. Buy 10.15% 4.03%
AAON AAON, Inc. Buy 9.75% 0%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.75% 0%
MTZ MasTec, Inc. Buy 9.75% 0%
IESC IES Holdings, Inc. Buy 9.75% 0%
GVA Granite Construction Incorporated Buy 9.75% 0%
HLIO Helios Technologies, Inc. Buy 9.75% 0%
ERII Energy Recovery, Inc. Buy 9.75% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • AAON
  • GLDD
  • MTZ
  • IESC
  • GVA
  • HLIO
  • ERII
Assets Removed
None
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 9.94% -0.76%
CYRX Cryoport, Inc. Buy 9.64% -3.8%
INSW International Seaways, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 70.62%
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

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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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