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Portfolio Ref: EQ2015LS2W
Performance in the last:
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1D 0.0 %
1W -0.5 %
2W -0.5 %
1M -3.6 %
3M 6.1 %
6M -3.4 %
9M 0.7 %
1Y -0.5 %
Alpha
-7.9%
Beta
0.38
sharpe-R
0.04
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 06:59:55
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

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

2025-02-17 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 %
RYI Buy All 1.79%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
RYI Ryerson Holding Corporation Sell -5.19% 2.5%
The percentage of cash held in the portfolio is: 105.19%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAON Sell All -3.21%
GVA Sell All -2.24%
MTZ Sell All -6.79%
GLDD Sell All -0.27%
ERII Sell All 3.71%
IESC Sell All -1.77%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAON AAON, Inc. Buy 13.32% -6.01%
GVA Granite Construction Incorporated Buy 11.89% -2.8%
MTZ MasTec, Inc. Buy 13.19% -5.99%
GLDD Great Lakes Dredge & Dock Corporation Buy 12.31% 0.63%
ERII Energy Recovery, Inc. Buy 14.29% 2.34%
IESC IES Holdings, Inc. Buy 11.67% -4.62%
RYI Ryerson Holding Corporation Sell -5.37% 0%
The percentage of cash held in the portfolio is: 28.7%
New Assets Added
None
Assets Removed
Asset Action Perf %
IBP Buy All 9.71%
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 14.45% 9.2%
AAON AAON, Inc. Buy 13.55% -4.86%
GVA Granite Construction Incorporated Buy 12.02% -2.27%
MTZ MasTec, Inc. Buy 13.47% -4.5%
GLDD Great Lakes Dredge & Dock Corporation Buy 12.11% -1.52%
ERII Energy Recovery, Inc. Buy 14.06% 0.14%
IESC IES Holdings, Inc. Buy 11.64% -5.38%
IBP Installed Building Products, Inc. Sell -7.54% 2.28%
RYI Ryerson Holding Corporation Sell -5.36% 0.76%
The percentage of cash held in the portfolio is: 21.59%
New Assets Added
None
Assets Removed
Asset Action Perf %
ASPN Buy All 0.34%
BW Buy All 10.9%
ARCB Buy All 4.7%
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 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%

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Market Overview

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