Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQ2015LS1M
Performance in the last:
Follow this Portfolio
1D -1.2 %
1W -1.4 %
2W 3.6 %
1M 2.8 %
3M 4.5 %
6M -10.4 %
9M -12.1 %
1Y -7.1 %
Alpha
-17.5%
Beta
0.32
sharpe-R
-0.41
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.64
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 2024-12-03 08:15:39
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -20.14%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 15.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
4

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
BECN Beacon Roofing Supply, Inc. Equity Buy 12.41% 11.49%
RBC RBC Bearings Incorporated Equity Buy 12.26% 5.91%
CRS Carpenter Technology Corporation Equity Buy 13.86% 9.36%
CVLG Covenant Logistics Group, Inc. Equity Buy 13% 1.76%
SXI Standex International Corporation Equity Buy 12.2% 2.05%
FTAI FTAI Aviation Ltd. Equity Buy 19.72% 11.19%
BWXT BWX Technologies, Inc. Equity Buy 30.05% 3.66%
TPIC TPI Composites, Inc. Equity Buy 7.26% -17.23%
SHYF The Shyft Group, Inc. Equity Buy 3.81% -2.9%
TREX Trex Company, Inc. Equity Buy 4.11% 4.53%
FC Franklin Covey Co. Equity Sell -5.7% 0.4%
ATRO Astronics Corporation Equity Sell -5.16% 8.4%
DY Dycom Industries, Inc. Equity Sell -6.61% -1.37%
VVX V2X, Inc. Equity Sell -6.82% 1.03%
NX Quanex Building Products Corporation Equity Sell -6.42% -2.71%
The percentage of cash held in the portfolio is: 2.02%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 12.36% 11.98%
RBC RBC Bearings Incorporated Buy 12.32% 7.31%
CRS Carpenter Technology Corporation Buy 13.72% 9.19%
CVLG Covenant Logistics Group, Inc. Buy 12.8% 1.08%
SXI Standex International Corporation Buy 11.97% 0.95%
FTAI FTAI Aviation Ltd. Buy 19.38% 10.2%
BWXT BWX Technologies, Inc. Buy 30.1% 4.72%
TPIC TPI Composites, Inc. Buy 7.31% -15.97%
SHYF The Shyft Group, Inc. Buy 4.03% 3.48%
TREX Trex Company, Inc. Buy 4.01% 3.02%
FC Franklin Covey Co. Sell -5.54% 2.45%
ATRO Astronics Corporation Sell -4.95% 11.33%
DY Dycom Industries, Inc. Sell -6.48% -0.21%
VVX V2X, Inc. Sell -6.84% -0.13%
NX Quanex Building Products Corporation Sell -6.19% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NX
Assets Removed
None
Assets Rebalanced
Asset Action Weight
CRS Buy 0.57%
CVLG Buy 3.25%
SXI Buy 2.43%
2024-11-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 12.13% 11.72%
CRS Carpenter Technology Corporation Buy 12.13% 10.13%
RBC RBC Bearings Incorporated Buy 12.13% 7.41%
CVLG Covenant Logistics Group, Inc. Buy 9.54% 2.64%
SXI Standex International Corporation Buy 9.46% 1.81%
FTAI FTAI Aviation Ltd. Buy 19.83% 14.62%
BWXT BWX Technologies, Inc. Buy 30.04% 6.25%
TPIC TPI Composites, Inc. Buy 7.15% -16.39%
TREX Trex Company, Inc. Buy 3.98% 3.99%
SHYF The Shyft Group, Inc. Buy 3.97% 3.7%
FC Franklin Covey Co. Sell -5.45% 2.32%
ATRO Astronics Corporation Sell -4.75% 13.43%
DY Dycom Industries, Inc. Sell -6.35% 0.03%
VVX V2X, Inc. Sell -6.72% 0%
The percentage of cash held in the portfolio is: 2.92%
New Assets Added
  • VVX
Assets Removed
None
Assets Rebalanced
Asset Action Weight
BECN Buy 1.74%
CRS Buy 1.89%
RBC Buy 2.14%
2024-11-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.46% 11.38%
CRS Carpenter Technology Corporation Buy 10.07% 7.23%
RBC RBC Bearings Incorporated Buy 10% 6.41%
SXI Standex International Corporation Buy 9.35% -0.48%
CVLG Covenant Logistics Group, Inc. Buy 9.47% 0.84%
FTAI FTAI Aviation Ltd. Buy 20.24% 15.79%
BWXT BWX Technologies, Inc. Buy 30.48% 6.68%
TPIC TPI Composites, Inc. Buy 7.34% -15.13%
TREX Trex Company, Inc. Buy 3.87% 0%
SHYF The Shyft Group, Inc. Buy 3.87% 0%
FC Franklin Covey Co. Sell -5.45% 3.44%
ATRO Astronics Corporation Sell -5.28% 4.81%
DY Dycom Industries, Inc. Sell -6.42% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DY
  • TREX
  • SHYF
Assets Removed
Asset Action Perf %
SPR Buy All -5.31%
Assets Rebalanced
None
2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.26% 7.8%
CRS Carpenter Technology Corporation Buy 9.65% 1.47%
RBC RBC Bearings Incorporated Buy 9.75% 2.51%
SXI Standex International Corporation Buy 9.34% -1.85%
CVLG Covenant Logistics Group, Inc. Buy 9.46% -0.58%
FTAI FTAI Aviation Ltd. Buy 20.65% 16.62%
BWXT BWX Technologies, Inc. Buy 30.96% 6.99%
TPIC TPI Composites, Inc. Buy 7.17% -18.07%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.81% -1.69%
FC Franklin Covey Co. Sell -5.48% 4.05%
ATRO Astronics Corporation Sell -5.33% 5.25%
The percentage of cash held in the portfolio is: 9.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
MMS Buy All 16.56%
Assets Rebalanced
None
2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.45% 8.16%
CRS Carpenter Technology Corporation Buy 9.81% 1.46%
RBC RBC Bearings Incorporated Buy 9.91% 2.51%
SXI Standex International Corporation Buy 9.37% -3.08%
CVLG Covenant Logistics Group, Inc. Buy 9.57% -0.96%
FTAI FTAI Aviation Ltd. Buy 20.52% 14.12%
BWXT BWX Technologies, Inc. Buy 30.61% 4.17%
TPIC TPI Composites, Inc. Buy 7.47% -15.97%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.01% -3.47%
MMS Maximus, Inc. Sell -5.2% 10.36%
FC Franklin Covey Co. Sell -5.46% 6.02%
ATRO Astronics Corporation Sell -5.42% 5.03%
The percentage of cash held in the portfolio is: 14.37%
New Assets Added
None
Assets Removed
Asset Action Perf %
VVX Buy All 7.07%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 9.68% -1.96%
CRS Carpenter Technology Corporation Buy 9.73% -1.46%
RBC RBC Bearings Incorporated Buy 9.78% -0.96%
SXI Standex International Corporation Buy 9.72% -1.62%
CVLG Covenant Logistics Group, Inc. Buy 9.97% 0.96%
FTAI FTAI Aviation Ltd. Buy 19.41% 5.61%
BWXT BWX Technologies, Inc. Buy 30.44% 1.35%
TPIC TPI Composites, Inc. Buy 8.29% -8.82%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.9% 0.52%
MMS Maximus, Inc. Sell -5.23% 11.87%
FC Franklin Covey Co. Sell -5.66% 4.5%
VVX V2X, Inc. Sell -5% 14.37%
ATRO Astronics Corporation Sell -5.33% 8.57%
The percentage of cash held in the portfolio is: 20.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
FWRD Sell All -8.97%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 9.75% 0.23%
CRS Carpenter Technology Corporation Buy 9.39% -3.43%
RBC RBC Bearings Incorporated Buy 9.63% -0.96%
SXI Standex International Corporation Buy 9.57% -1.65%
FWRD Forward Air Corporation Buy 9.25% -4.88%
CVLG Covenant Logistics Group, Inc. Buy 10.05% 3.33%
FTAI FTAI Aviation Ltd. Buy 19.02% 5.09%
BWXT BWX Technologies, Inc. Buy 30.45% 2.94%
TPIC TPI Composites, Inc. Buy 8.95% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.72% 2.07%
MMS Maximus, Inc. Sell -5.27% 9.76%
FC Franklin Covey Co. Sell -5.71% 2.21%
VVX V2X, Inc. Sell -5.13% 10.67%
ATRO Astronics Corporation Sell -5.17% 10.01%
The percentage of cash held in the portfolio is: 10.95%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
RYI Sell All -6.39%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.14% 3.11%
CRS Carpenter Technology Corporation Buy 9.76% -0.79%
RYI Ryerson Holding Corporation Buy 9.43% -4.13%
RBC RBC Bearings Incorporated Buy 9.8% -0.36%
SXI Standex International Corporation Buy 9.82% -0.14%
FWRD Forward Air Corporation Buy 9.03% -8.12%
CVLG Covenant Logistics Group, Inc. Buy 10.41% 5.88%
FTAI FTAI Aviation Ltd. Buy 19.69% 7.62%
BWXT BWX Technologies, Inc. Buy 30.47% 1.89%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.94% -0.58%
MMS Maximus, Inc. Sell -5.95% -0.78%
FC Franklin Covey Co. Sell -6.24% -5.62%
VVX V2X, Inc. Sell -5.91% -1.76%
ATRO Astronics Corporation Sell -5.42% 6.74%
The percentage of cash held in the portfolio is: 10.91%
New Assets Added
None
Assets Removed
Asset Action Perf %
TEX Sell All -9.18%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.17% 2.51%
CRS Carpenter Technology Corporation Buy 9.87% -0.53%
RYI Ryerson Holding Corporation Buy 9.64% -2.83%
TEX Terex Corporation Buy 9.44% -4.91%
RBC RBC Bearings Incorporated Buy 10.03% 1.05%
SXI Standex International Corporation Buy 10.08% 1.6%
FWRD Forward Air Corporation Buy 9.26% -6.65%
CVLG Covenant Logistics Group, Inc. Buy 10% 0.8%
FTAI FTAI Aviation Ltd. Buy 19.33% 4.7%
BWXT BWX Technologies, Inc. Buy 30.17% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.02% -0.94%
MMS Maximus, Inc. Sell -6.07% -1.91%
FC Franklin Covey Co. Sell -6.19% -3.81%
VVX V2X, Inc. Sell -5.86% 0%
ATRO Astronics Corporation Sell -5.86% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VVX
  • ATRO
  • BWXT
Assets Removed
None
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.14% 1.48%
CRS Carpenter Technology Corporation Buy 9.81% -1.85%
RYI Ryerson Holding Corporation Buy 9.72% -2.68%
TEX Terex Corporation Buy 9.6% -3.87%
RBC RBC Bearings Incorporated Buy 10.03% 0.38%
SXI Standex International Corporation Buy 10.03% 0.39%
FWRD Forward Air Corporation Buy 9.71% -2.82%
CVLG Covenant Logistics Group, Inc. Buy 9.79% -2.02%
FTAI FTAI Aviation Ltd. Buy 18.59% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -6% 0%
MMS Maximus, Inc. Sell -6% 0%
FC Franklin Covey Co. Sell -6% 0%
The percentage of cash held in the portfolio is: 20.59%
New Assets Added
  • SPR
  • MMS
  • FC
  • FTAI
Assets Removed
Asset Action Perf %
WMS Sell All -2.76%
TRC Sell All -5.66%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 9.8% 0%
WMS Advanced Drainage Systems, Inc. Buy 9.8% 0%
CRS Carpenter Technology Corporation Buy 9.8% 0%
RYI Ryerson Holding Corporation Buy 9.8% 0%
TRC Tejon Ranch Co. Buy 9.8% 0%
TEX Terex Corporation Buy 9.8% 0%
RBC RBC Bearings Incorporated Buy 9.8% 0%
SXI Standex International Corporation Buy 9.8% 0%
FWRD Forward Air Corporation Buy 9.8% 0%
CVLG Covenant Logistics Group, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BECN
  • WMS
  • CRS
  • RYI
  • TRC
  • TEX
  • RBC
  • SXI
  • FWRD
  • CVLG
Assets Removed
None
Assets Rebalanced
None
2024-11-04 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 %
PRLB Buy All -35.52%
TWI Buy All 6.86%
FWRD Sell All -9.06%
Assets Rebalanced
None
2024-10-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 11.78% -2.02%
PRLB Proto Labs, Inc. Sell -6.54% 4.74%
TWI Titan International, Inc. Sell -5.74% 4.25%
The percentage of cash held in the portfolio is: 100.5%
New Assets Added
None
Assets Removed
Asset Action Perf %
FORR Buy All 14.62%
Assets Rebalanced
None
2024-10-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 11.73% -2.84%
FORR Forrester Research, Inc. Sell -4.42% 12.05%
PRLB Proto Labs, Inc. Sell -6.6% 4.32%
TWI Titan International, Inc. Sell -5.94% 1.37%
The percentage of cash held in the portfolio is: 105.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
IIIN Buy All 3.6%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 12.03% -0.4%
FORR Forrester Research, Inc. Sell -4.62% 8.01%
PRLB Proto Labs, Inc. Sell -6.98% -1.03%
TWI Titan International, Inc. Sell -6.01% 0.27%
IIIN Insteel Industries, Inc. Sell -5.83% 8.11%
The percentage of cash held in the portfolio is: 111.4%
New Assets Added
None
Assets Removed
Asset Action Perf %
CIX Sell All -3.3%
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