Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQ2010LO2W
Performance in the last:
Follow this Portfolio
1D 0.4 %
1W 1.4 %
2W -1.2 %
1M -0.6 %
3M 2.8 %
6M 1.4 %
9M 6.2 %
1Y 5.9 %
Alpha
-9.7%
Beta
0.58
sharpe-R
0.35
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 07:48:34
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -9.56%
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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
2

Do you want to invest in this strategy ?

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
FWRD Forward Air Corporation Equity Buy 10.49% 8.15%
SAIA Saia, Inc. Equity Buy 10.19% 5.05%
AMRC Ameresco, Inc. Equity Buy 9.66% 0%
AAL American Airlines Group Inc. Equity Buy 9.66% 0%
The percentage of cash held in the portfolio is: 59.99%
** 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
FWRD Forward Air Corporation Buy 10.49% 8.15%
SAIA Saia, Inc. Buy 10.19% 5.05%
AMRC Ameresco, Inc. Buy 9.66% 0%
AAL American Airlines Group Inc. Buy 9.66% 0%
The percentage of cash held in the portfolio is: 59.99%
New Assets Added
  • AMRC
  • AAL
Assets Removed
None
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 9.63% -2.12%
SAIA Saia, Inc. Buy 9.93% 0.92%
The percentage of cash held in the portfolio is: 80.44%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAL Sell All 1.41%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 10.19% 1.69%
FWRD Forward Air Corporation Buy 9.42% -5.01%
SAIA Saia, Inc. Buy 9.47% -4.54%
The percentage of cash held in the portfolio is: 70.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All -6.81%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 9.48% -4.98%
AAL American Airlines Group Inc. Buy 9.94% 0.09%
FWRD Forward Air Corporation Buy 9.82% 0%
SAIA Saia, Inc. Buy 9.82% 0%
The percentage of cash held in the portfolio is: 60.94%
New Assets Added
  • FWRD
  • SAIA
Assets Removed
Asset Action Perf %
CIX Sell All 5.73%
CECO Sell All -9.53%
ROK Sell All -5.65%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 10.62% 8.97%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.85% 1.12%
CECO CECO Environmental Corp. Buy 9.69% 0%
ROK Rockwell Automation, Inc. Buy 9.69% 0%
AAL American Airlines Group Inc. Buy 9.69% 0%
The percentage of cash held in the portfolio is: 50.46%
New Assets Added
  • CECO
  • ROK
  • AAL
Assets Removed
None
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
2024-08-15 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 0.71%
Assets Rebalanced
None
2024-08-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVA Enviva Inc. Buy 10% 3.79%
The percentage of cash held in the portfolio is: 90%
New Assets Added
None
Assets Removed
Asset Action Perf %
IESC Sell All 13.75%
Assets Rebalanced
None
2024-08-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
IESC IES Holdings, Inc. Buy 10.58% 4.19%
EVA Enviva Inc. Buy 9.64% -1.42%
The percentage of cash held in the portfolio is: 79.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
REVG Sell All -0.67%
SSD Sell All -5.82%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
REVG REV Group, Inc. Buy 10.72% -0.15%
SSD Simpson Manufacturing Co., Inc. Buy 9.72% -3.22%
IESC IES Holdings, Inc. Buy 10.79% 7.48%
EVA Enviva Inc. Buy 10.01% 3.55%
The percentage of cash held in the portfolio is: 58.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
BCC Sell All -8.61%
MTZ Sell All -6.75%
STRL Sell All -9%
ERII Sell All -7.39%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
REVG REV Group, Inc. Buy 11.12% 5.39%
SSD Simpson Manufacturing Co., Inc. Buy 9.85% -0.15%
BCC Boise Cascade Company Buy 9.34% -5.28%
MTZ MasTec, Inc. Buy 9.55% -3.16%
STRL Sterling Infrastructure, Inc. Buy 9.41% -4.6%
IESC IES Holdings, Inc. Buy 9.89% 0.31%
EVA Enviva Inc. Buy 9.56% 0.71%
ERII Energy Recovery, Inc. Buy 9.76% 0%
The percentage of cash held in the portfolio is: 21.51%
New Assets Added
  • ERII
Assets Removed
Asset Action Perf %
ALGT Sell All -9.23%
SHYF Sell All 12.44%
GNRC Sell All -8.74%
Assets Rebalanced
None
2024-08-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
REVG REV Group, Inc. Buy 10.89% 9.12%
SSD Simpson Manufacturing Co., Inc. Buy 9.69% 3.85%
SHYF The Shyft Group, Inc. Buy 11.52% 23.4%
BCC Boise Cascade Company Buy 9.4% 0.74%
MTZ MasTec, Inc. Buy 9.37% 0.41%
STRL Sterling Infrastructure, Inc. Buy 9.42% 0.94%
IESC IES Holdings, Inc. Buy 9.96% 6.79%
GNRC Generac Holdings Inc. Buy 9.11% -2.35%
ALGT Allegiant Travel Company Buy 9.65% 2.13%
EVA Enviva Inc. Buy 8.98% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • EVA
Assets Removed
Asset Action Perf %
BA Sell All 3.12%
Assets Rebalanced
None
2024-07-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BA The Boeing Company Buy 9.08% 1.09%
REVG REV Group, Inc. Buy 11.12% 8.68%
SSD Simpson Manufacturing Co., Inc. Buy 9.92% 3.66%
SHYF The Shyft Group, Inc. Buy 11.65% 21.78%
BCC Boise Cascade Company Buy 9.56% -0.06%
MTZ MasTec, Inc. Buy 9.28% -2.93%
STRL Sterling Infrastructure, Inc. Buy 9.13% -4.49%
IESC IES Holdings, Inc. Buy 9.24% -3.4%
GNRC Generac Holdings Inc. Buy 9.33% -2.42%
ALGT Allegiant Travel Company Buy 9.68% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ALGT
Assets Removed
Asset Action Perf %
VSEC Sell All -5.28%
Assets Rebalanced
None
2024-07-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
BA The Boeing Company Buy 9.11% 1.11%
VSEC VSE Corporation Buy 10.24% -0.29%
REVG REV Group, Inc. Buy 10.93% 6.47%
SSD Simpson Manufacturing Co., Inc. Buy 9.99% 4.04%
SHYF The Shyft Group, Inc. Buy 9.74% 1.47%
BCC Boise Cascade Company Buy 9.6% 0%
MTZ MasTec, Inc. Buy 9.6% 0%
STRL Sterling Infrastructure, Inc. Buy 9.6% 0%
IESC IES Holdings, Inc. Buy 9.6% 0%
GNRC Generac Holdings Inc. Buy 9.6% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BCC
  • MTZ
  • STRL
  • IESC
  • GNRC
Assets Removed
None
Assets Rebalanced
None
2024-07-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
BA The Boeing Company Buy 9.1% -0.27%
VSEC VSE Corporation Buy 10.23% -1.6%
REVG REV Group, Inc. Buy 10.65% 2.51%
SSD Simpson Manufacturing Co., Inc. Buy 9.72% 0%
SHYF The Shyft Group, Inc. Buy 9.72% 0%
The percentage of cash held in the portfolio is: 50.59%
New Assets Added
  • SSD
  • SHYF
Assets Removed
Asset Action Perf %
WMS Sell All 3.4%
NWPX Sell All 7.58%
CR Sell All 6.19%
ALG Sell All 11.2%
KMT Sell All 6.02%
Assets Rebalanced
None
2024-07-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
WMS Advanced Drainage Systems, Inc. Buy 9.59% 0.46%
NWPX Northwest Pipe Company Buy 10.07% 5.5%
CR Crane Holdings, Co. Buy 9.9% 3.73%
ALG Alamo Group Inc. Buy 10.13% 6.13%
KMT Kennametal Inc. Buy 9.81% 2.69%
BA The Boeing Company Buy 9.05% -2.58%
VSEC VSE Corporation Buy 10.44% -1.44%
REVG REV Group, Inc. Buy 10.65% 0.56%
The percentage of cash held in the portfolio is: 20.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
WNC Sell All -6.25%
IESC Sell All -11.97%
Assets Rebalanced
None
2024-07-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
WMS Advanced Drainage Systems, Inc. Buy 9.73% 5.46%
NWPX Northwest Pipe Company Buy 9.75% 5.61%
CR Crane Holdings, Co. Buy 9.71% 5.21%
WNC Wabash National Corporation Buy 9.75% 5.6%
ALG Alamo Group Inc. Buy 9.94% 7.65%
KMT Kennametal Inc. Buy 9.71% 5.18%
BA The Boeing Company Buy 8.7% -3.21%
VSEC VSE Corporation Buy 10.24% 0%
IESC IES Holdings, Inc. Buy 10.24% 0%
REVG REV Group, Inc. Buy 10.24% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VSEC
  • IESC
  • REVG
Assets Removed
None
Assets Rebalanced
None
2024-07-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
WMS Advanced Drainage Systems, Inc. Buy 9.64% 3.96%
NWPX Northwest Pipe Company Buy 9.84% 6.07%
CR Crane Holdings, Co. Buy 9.57% 3.19%
WNC Wabash National Corporation Buy 9.67% 4.23%
ALG Alamo Group Inc. Buy 9.92% 6.98%
KMT Kennametal Inc. Buy 9.67% 4.25%
BA The Boeing Company Buy 8.8% -2.49%
The percentage of cash held in the portfolio is: 32.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
THR Sell All 7.36%
BXC Sell All 26.51%
Assets Rebalanced
None
2024-07-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 11.56% 24.24%
WMS Advanced Drainage Systems, Inc. Buy 9.62% 4.66%
NWPX Northwest Pipe Company Buy 9.75% 6.05%
CR Crane Holdings, Co. Buy 9.57% 4.04%
WNC Wabash National Corporation Buy 9.86% 7.21%
THR Thermon Group Holdings, Inc. Buy 10.08% 9.62%
ALG Alamo Group Inc. Buy 9.88% 7.4%
KMT Kennametal Inc. Buy 9.79% 6.48%
BA The Boeing Company Buy 8.95% 0%
The percentage of cash held in the portfolio is: 10.95%
New Assets Added
  • BA
Assets Removed
Asset Action Perf %
REVG Sell All -4.74%
ROCK Sell All 14.37%
Assets Rebalanced
None
2024-07-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
ROCK Gibraltar Industries, Inc. Buy 9.08% 5.1%
BXC BlueLinx Holdings Inc. Buy 10.5% 5.93%
WMS Advanced Drainage Systems, Inc. Buy 9.8% 0%
NWPX Northwest Pipe Company Buy 9.8% 0%
CR Crane Holdings, Co. Buy 9.8% 0%
WNC Wabash National Corporation Buy 9.8% 0%
THR Thermon Group Holdings, Inc. Buy 9.8% 0%
ALG Alamo Group Inc. Buy 9.8% 0%
KMT Kennametal Inc. Buy 9.8% 0%
REVG REV Group, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • WMS
  • NWPX
  • CR
  • WNC
  • THR
  • ALG
  • KMT
  • REVG
Assets Removed
None
Assets Rebalanced
None
2024-07-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
ROCK Gibraltar Industries, Inc. Buy 8.68% -0.7%
BXC BlueLinx Holdings Inc. Buy 9.94% -0.93%
The percentage of cash held in the portfolio is: 81.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
FC Sell All 12.31%
BW Sell All -13.02%
Assets Rebalanced
None
2024-07-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
FC Franklin Covey Co. Buy 10.2% 11.39%
ROCK Gibraltar Industries, Inc. Buy 8.58% -0.57%
BXC BlueLinx Holdings Inc. Buy 9.9% 0%
BW Babcock & Wilcox Enterprises, Inc. Buy 9.9% 0%
The percentage of cash held in the portfolio is: 61.42%
New Assets Added
  • BXC
  • BW
Assets Removed
None
Assets Rebalanced
None
2024-07-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
FC Franklin Covey Co. Buy 10.22% 11.71%
ROCK Gibraltar Industries, Inc. Buy 8.62% 0%
The percentage of cash held in the portfolio is: 81.16%
New Assets Added
None
Assets Removed
Asset Action Perf %
SPR Sell All NA
ATRO Sell All NA
NPO Sell All NA
LXFR Sell All NA
BCO Sell All NA
ATSG Sell All NA
XPO Sell All NA
INSW Sell All NA
Assets Rebalanced
None
2024-07-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 10.23% 6.82%
ATRO Astronics Corporation Buy 10.27% 7.2%
NPO EnPro Industries, Inc. Buy 9.44% -1.46%
LXFR Luxfer Holdings PLC Buy 9.72% 1.51%
BCO The Brink's Company Buy 9.55% -0.25%
ATSG Air Transport Services Group, Inc. Buy 10.36% 8.11%
XPO XPO, Inc. Buy 9.76% 1.93%
INSW International Seaways, Inc. Buy 9.82% 2.56%
FC Franklin Covey Co. Buy 10.22% 11.71%
ROCK Gibraltar Industries, Inc. Buy 8.62% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ROCK
Assets Removed
None
Assets Rebalanced
None
2024-07-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 10.32% 7.3%
ATRO Astronics Corporation Buy 10.29% 6.94%
NPO EnPro Industries, Inc. Buy 9.4% -2.3%
LXFR Luxfer Holdings PLC Buy 9.7% 0.89%
BCO The Brink's Company Buy 9.53% -0.98%
ATSG Air Transport Services Group, Inc. Buy 10.49% 9.03%
XPO XPO, Inc. Buy 9.72% 1.07%
INSW International Seaways, Inc. Buy 9.83% 2.18%
FC Franklin Covey Co. Buy 10.06% 9.48%
The percentage of cash held in the portfolio is: 10.66%
New Assets Added
None
Assets Removed
Asset Action Perf %
STRL Sell All -5.34%
Assets Rebalanced
None
2024-06-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 10.07% 3.66%
ATRO Astronics Corporation Buy 10.21% 5.15%
NPO EnPro Industries, Inc. Buy 9.54% -1.74%
LXFR Luxfer Holdings PLC Buy 9.9% 1.95%
BCO The Brink's Company Buy 9.69% -0.17%
ATSG Air Transport Services Group, Inc. Buy 10.24% 5.41%
XPO XPO, Inc. Buy 9.53% -1.87%
INSW International Seaways, Inc. Buy 9.81% 1.06%
FC Franklin Covey Co. Buy 9.75% 5.18%
STRL Sterling Infrastructure, Inc. Buy 9.26% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • STRL
Assets Removed
None
Assets Rebalanced
None
2024-06-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 10.02% 2.4%
ATRO Astronics Corporation Buy 10.22% 4.47%
NPO EnPro Industries, Inc. Buy 9.54% -2.49%
LXFR Luxfer Holdings PLC Buy 9.93% 1.51%
BCO The Brink's Company Buy 9.82% 0.37%
ATSG Air Transport Services Group, Inc. Buy 10.02% 2.47%
XPO XPO, Inc. Buy 9.78% -0.02%
INSW International Seaways, Inc. Buy 10% 2.22%
FC Franklin Covey Co. Buy 9.34% 0%
The percentage of cash held in the portfolio is: 11.34%
New Assets Added
  • FC
Assets Removed
Asset Action Perf %
KTOS Sell All -4.07%
TRN Sell All -4.9%
Assets Rebalanced
None
2024-06-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 10.3% 6%
ATRO Astronics Corporation Buy 9.98% 2.63%
NPO EnPro Industries, Inc. Buy 9.59% -1.39%
LXFR Luxfer Holdings PLC Buy 9.81% 0.89%
BCO The Brink's Company Buy 9.76% 0.37%
ATSG Air Transport Services Group, Inc. Buy 9.65% -0.69%
XPO XPO, Inc. Buy 9.73% 0.12%
INSW International Seaways, Inc. Buy 9.92% 2.08%
TRN Trinity Industries, Inc. Buy 9.55% -1.76%
KTOS Kratos Defense & Security Solutions, Inc. Buy 9.71% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • KTOS
Assets Removed
None
Assets Rebalanced
None
2024-06-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 9.8% 0%
ATRO Astronics Corporation Buy 9.8% 0%
NPO EnPro Industries, Inc. Buy 9.8% 0%
LXFR Luxfer Holdings PLC Buy 9.8% 0%
BCO The Brink's Company Buy 9.8% 0%
ATSG Air Transport Services Group, Inc. Buy 9.8% 0%
XPO XPO, Inc. Buy 9.8% 0%
INSW International Seaways, Inc. Buy 9.8% 0%
TRN Trinity Industries, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 11.8%
New Assets Added
  • SPR
  • ATRO
  • NPO
  • LXFR
  • BCO
  • ATSG
  • XPO
  • INSW
  • TRN
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.
Cookies Settings