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Portfolio Ref: EQ2010LO3W
Performance in the last:
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1D -1.3 %
1W -4.6 %
2W -4.0 %
1M 3.8 %
3M -4.7 %
6M -7.7 %
9M -4.8 %
1Y 4.1 %
Alpha
-4.2%
Beta
0.45
sharpe-R
0.32
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 07:49:10
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17.82%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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

Asset Asset Class Action Weight PnL
INSW International Seaways, Inc. Equity Buy 10.34% 3.98%
AAON AAON, Inc. Equity Buy 9.81% -1.3%
GLDD Great Lakes Dredge & Dock Corporation Equity Buy 9.65% -2.96%
MTZ MasTec, Inc. Equity Buy 9.58% -3.63%
IESC IES Holdings, Inc. Equity Buy 9.63% -3.11%
GVA Granite Construction Incorporated Equity Buy 9.64% -2.97%
ERII Energy Recovery, Inc. Equity Buy 9.65% -2.88%
MRCY Mercury Systems, Inc. Equity Buy 10.36% 0.72%
The percentage of cash held in the portfolio is: 21.34%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
INSW International Seaways, Inc. Buy 10.34% 3.98%
AAON AAON, Inc. Buy 9.81% -1.3%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.65% -2.96%
MTZ MasTec, Inc. Buy 9.58% -3.63%
IESC IES Holdings, Inc. Buy 9.63% -3.11%
GVA Granite Construction Incorporated Buy 9.64% -2.97%
ERII Energy Recovery, Inc. Buy 9.65% -2.88%
MRCY Mercury Systems, Inc. Buy 10.36% 0.72%
The percentage of cash held in the portfolio is: 21.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLIO Sell All -2.87%
URI Sell All 7.12%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
URI United Rentals, Inc. Buy 9.79% 10%
INSW International Seaways, Inc. Buy 10.2% 3.92%
AAON AAON, Inc. Buy 9.79% -0.19%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.67% -1.43%
MTZ MasTec, Inc. Buy 9.69% -1.25%
IESC IES Holdings, Inc. Buy 9.56% -2.49%
GVA Granite Construction Incorporated Buy 9.69% -1.17%
HLIO Helios Technologies, Inc. Buy 9.8% -0.11%
ERII Energy Recovery, Inc. Buy 9.66% -1.51%
MRCY Mercury Systems, Inc. Buy 10.15% 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
RYI Ryerson Holding Corporation Buy 10.28% 17.11%
URI United Rentals, Inc. Buy 9.86% 12.32%
INSW International Seaways, Inc. Buy 10.07% 4.03%
AAON AAON, Inc. Buy 9.68% 0%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.68% 0%
MTZ MasTec, Inc. Buy 9.68% 0%
IESC IES Holdings, Inc. Buy 9.68% 0%
GVA Granite Construction Incorporated Buy 9.68% 0%
HLIO Helios Technologies, Inc. Buy 9.68% 0%
ERII Energy Recovery, Inc. Buy 9.68% 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
RYI Ryerson Holding Corporation Buy 10.41% 17.87%
URI United Rentals, Inc. Buy 9.71% 10.05%
INSW International Seaways, Inc. Buy 9.73% 0%
The percentage of cash held in the portfolio is: 70.14%
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
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
RYI Ryerson Holding Corporation Buy 9.96% 13.9%
URI United Rentals, Inc. Buy 9.73% 11.29%
NX Quanex Building Products Corporation Buy 11.2% -5.37%
EVI EVI Industries, Inc. Buy 9.67% 2.41%
TPIC TPI Composites, Inc. Buy 10.14% -1.19%
The percentage of cash held in the portfolio is: 49.3%
New Assets Added
None
Assets Removed
Asset Action Perf %
UAL Sell All 5.07%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
UAL United Airlines Holdings, Inc. Buy 9.45% 5.46%
RYI Ryerson Holding Corporation Buy 9.49% 9.62%
URI United Rentals, Inc. Buy 9.67% 11.72%
NX Quanex Building Products Corporation Buy 11.37% -3.06%
EVI EVI Industries, Inc. Buy 10.02% 7.13%
TPIC TPI Composites, Inc. Buy 10.59% 4.17%
The percentage of cash held in the portfolio is: 39.42%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAON Sell All -7.86%
DRS Sell All 6.29%
ODFL Sell All 6.59%
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

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