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Portfolio Ref: EQ2015LS2W
Performance in the last:
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1D -0.9 %
1W -3.8 %
2W -4.0 %
1M 4.5 %
3M 2.7 %
6M -5.4 %
9M -1.6 %
1Y 8.5 %
Alpha
0.9%
Beta
0.36
sharpe-R
0.45
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 07:49:18
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -16.53%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 15.

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.

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

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Risk Level
3
Difficulty Level
4

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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
BCO The Brink's Company Equity Buy 13.15% -2.73%
CYRX Cryoport, Inc. Equity Buy 12.23% -9.56%
INSW International Seaways, Inc. Equity Buy 13.63% 3.98%
AAON AAON, Inc. Equity Buy 13.93% -1.3%
GVA Granite Construction Incorporated Equity Buy 11.82% -2.97%
MTZ MasTec, Inc. Equity Buy 13.46% -3.63%
GLDD Great Lakes Dredge & Dock Corporation Equity Buy 11.82% -2.96%
ERII Energy Recovery, Inc. Equity Buy 13.5% -2.88%
IESC IES Holdings, Inc. Equity Buy 11.8% -3.11%
ASPN Aspen Aerogels, Inc. Equity Sell -6.04% 0.69%
BW Babcock & Wilcox Enterprises, Inc. Equity Sell -5.23% 14.1%
ARCB ArcBest Corporation Equity Sell -5.56% 8.7%
IBP Installed Building Products, Inc. Equity Sell -7.26% 4.9%
RYI Ryerson Holding Corporation Equity Sell -5.11% 4.47%
The percentage of cash held in the portfolio is: 13.85%
** 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
BCO The Brink's Company Buy 13.15% -2.73%
CYRX Cryoport, Inc. Buy 12.23% -9.56%
INSW International Seaways, Inc. Buy 13.63% 3.98%
AAON AAON, Inc. Buy 13.93% -1.3%
GVA Granite Construction Incorporated Buy 11.82% -2.97%
MTZ MasTec, Inc. Buy 13.46% -3.63%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.82% -2.96%
ERII Energy Recovery, Inc. Buy 13.5% -2.88%
IESC IES Holdings, Inc. Buy 11.8% -3.11%
ASPN Aspen Aerogels, Inc. Sell -6.04% 0.69%
BW Babcock & Wilcox Enterprises, Inc. Sell -5.23% 14.1%
ARCB ArcBest Corporation Sell -5.56% 8.7%
IBP Installed Building Products, Inc. Sell -7.26% 4.9%
RYI Ryerson Holding Corporation Sell -5.11% 4.47%
The percentage of cash held in the portfolio is: 13.85%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLIO Sell All -2.87%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 13.26% -1.08%
CYRX Cryoport, Inc. Buy 12.38% -7.6%
INSW International Seaways, Inc. Buy 13.5% 3.92%
HLIO Helios Technologies, Inc. Buy 12.06% -0.11%
AAON AAON, Inc. Buy 13.96% -0.19%
GVA Granite Construction Incorporated Buy 11.93% -1.17%
MTZ MasTec, Inc. Buy 13.67% -1.25%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.9% -1.43%
ERII Energy Recovery, Inc. Buy 13.57% -1.51%
IESC IES Holdings, Inc. Buy 11.77% -2.49%
ASPN Aspen Aerogels, Inc. Sell -6.05% -0.34%
BW Babcock & Wilcox Enterprises, Inc. Sell -5.26% 12.82%
ARCB ArcBest Corporation Sell -5.76% 4.5%
IBP Installed Building Products, Inc. Sell -7.63% -0.79%
RYI Ryerson Holding Corporation Sell -5.3% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RYI
Assets Removed
None
Assets Rebalanced
Asset Action Weight
AAON Buy 0.75%
MTZ Buy 0.88%
ERII Buy 1.68%
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 13.42% 1.61%
CYRX Cryoport, Inc. Buy 12.51% -5.27%
INSW International Seaways, Inc. Buy 13.32% 4.03%
AAON AAON, Inc. Buy 11.9% 0%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.9% 0%
MTZ MasTec, Inc. Buy 11.9% 0%
IESC IES Holdings, Inc. Buy 11.9% 0%
GVA Granite Construction Incorporated Buy 11.9% 0%
HLIO Helios Technologies, Inc. Buy 11.9% 0%
ERII Energy Recovery, Inc. Buy 11.9% 0%
ASPN Aspen Aerogels, Inc. Sell -6% -0.86%
BW Babcock & Wilcox Enterprises, Inc. Sell -5.14% 13.46%
ARCB ArcBest Corporation Sell -5.61% 5.59%
IBP Installed Building Products, Inc. Sell -7.8% -4.53%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • AAON
  • GLDD
  • MTZ
  • IESC
  • GVA
  • HLIO
  • ERII
Assets Removed
Asset Action Perf %
MSM Buy All -0.7%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 13.08% -0.76%
CYRX Cryoport, Inc. Buy 12.68% -3.8%
INSW International Seaways, Inc. Buy 12.78% 0%
MSM MSC Industrial Direct Co., Inc. Sell -6.28% -0.07%
ASPN Aspen Aerogels, Inc. Sell -5.89% 0.77%
BW Babcock & Wilcox Enterprises, Inc. Sell -4.72% 20.51%
ARCB ArcBest Corporation Sell -5.67% 4.48%
IBP Installed Building Products, Inc. Sell -7.45% 0%
The percentage of cash held in the portfolio is: 91.45%
New Assets Added
  • IBP
  • INSW
Assets Removed
Asset Action Perf %
TRNS Buy All 28.64%
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
NX Quanex Building Products Corporation Buy 12.94% -5.37%
BCO The Brink's Company Buy 13.13% 0.41%
CYRX Cryoport, Inc. Buy 12.88% -1.47%
EVI EVI Industries, Inc. Buy 13.23% 2.41%
TPIC TPI Composites, Inc. Buy 12.95% -1.19%
MSM MSC Industrial Direct Co., Inc. Sell -6.31% -1.35%
TRNS Transcat, Inc. Sell -5.23% 15.99%
ASPN Aspen Aerogels, Inc. Sell -5.75% 2.23%
BW Babcock & Wilcox Enterprises, Inc. Sell -4.94% 16.03%
ARCB ArcBest Corporation Sell -5.78% 1.8%
The percentage of cash held in the portfolio is: 62.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
SPCE Sell All -16.58%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
NX Quanex Building Products Corporation Buy 13.02% -3.06%
SPCE Virgin Galactic Holdings, Inc. Buy 11.68% -9.11%
BCO The Brink's Company Buy 12.86% 0.1%
CYRX Cryoport, Inc. Buy 12.56% -2.21%
EVI EVI Industries, Inc. Buy 13.59% 7.13%
TPIC TPI Composites, Inc. Buy 13.41% 4.17%
MSM MSC Industrial Direct Co., Inc. Sell -6.25% -2.16%
TRNS Transcat, Inc. Sell -5.89% 3.76%
ASPN Aspen Aerogels, Inc. Sell -5.45% 5.75%
BW Babcock & Wilcox Enterprises, Inc. Sell -4.82% 16.67%
ARCB ArcBest Corporation Sell -5.79% -0.14%
The percentage of cash held in the portfolio is: 51.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
URI Sell All 11.72%
RYI Sell All 9.62%
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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