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Portfolio Ref: EQ2015LS2W
Performance in the last:
Follow this Portfolio
1D -1.3 %
1W -3.6 %
2W -4.1 %
1M -5.7 %
3M -10.2 %
6M -7.4 %
9M -8.7 %
1Y -12.4 %
Alpha
-26.8%
Beta
0.46
sharpe-R
-0.61
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:29:13
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -16.47%
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
ITT ITT Inc. Equity Buy 18.33% 0.22%
SEB Seaboard Corporation Equity Buy 8.63% -2.21%
FLR Fluor Corporation Equity Buy 11.65% 3.41%
TPIC TPI Composites, Inc. Equity Buy 9.47% -15.97%
NL NL Industries, Inc. Equity Buy 13.32% -0.5%
SPCE Virgin Galactic Holdings, Inc. Equity Buy 12.85% -4.02%
TPC Tutor Perini Corporation Equity Buy 12.98% -3.03%
SPR Spirit AeroSystems Holdings, Inc. Equity Sell -6.33% -3.47%
ATRO Astronics Corporation Equity Sell -5.79% 5.24%
MMS Maximus, Inc. Equity Sell -5.48% 10.36%
CYRX Cryoport, Inc. Equity Sell -5.88% 18.18%
MRCY Mercury Systems, Inc. Equity Sell -6.7% 4.7%
The percentage of cash held in the portfolio is: 42.95%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
ITT ITT Inc. Buy 18.33% 0.22%
SEB Seaboard Corporation Buy 8.63% -2.21%
FLR Fluor Corporation Buy 11.65% 3.41%
TPIC TPI Composites, Inc. Buy 9.47% -15.97%
NL NL Industries, Inc. Buy 13.32% -0.5%
SPCE Virgin Galactic Holdings, Inc. Buy 12.85% -4.02%
TPC Tutor Perini Corporation Buy 12.98% -3.03%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.33% -3.47%
ATRO Astronics Corporation Sell -5.79% 5.24%
MMS Maximus, Inc. Sell -5.48% 10.36%
CYRX Cryoport, Inc. Sell -5.88% 18.18%
MRCY Mercury Systems, Inc. Sell -6.7% 4.7%
The percentage of cash held in the portfolio is: 42.95%
New Assets Added
None
Assets Removed
Asset Action Perf %
TGI Sell All 21.93%
NX Sell All -4.59%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.91% 19.26%
NX Quanex Building Products Corporation Buy 10.39% -4.04%
ITT ITT Inc. Buy 18.39% 0.75%
SEB Seaboard Corporation Buy 8.61% -2.34%
FLR Fluor Corporation Buy 11.66% 3.68%
TPIC TPI Composites, Inc. Buy 9.55% -15.13%
NL NL Industries, Inc. Buy 12.98% -2.89%
SPCE Virgin Galactic Holdings, Inc. Buy 13.07% -2.16%
TPC Tutor Perini Corporation Buy 13.2% -1.21%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.3% -3.18%
ATRO Astronics Corporation Sell -5.49% 9.98%
MMS Maximus, Inc. Sell -5.42% 11.16%
CYRX Cryoport, Inc. Sell -6.2% 13.57%
MRCY Mercury Systems, Inc. Sell -6.69% 4.58%
The percentage of cash held in the portfolio is: 19.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAON Sell All -5.12%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.59% 17.61%
NX Quanex Building Products Corporation Buy 10.33% -3.53%
ITT ITT Inc. Buy 18.24% 1.06%
AAON AAON, Inc. Buy 17.14% -4.99%
SEB Seaboard Corporation Buy 8.58% -1.56%
FLR Fluor Corporation Buy 11.59% 4.23%
TPIC TPI Composites, Inc. Buy 9.62% -13.45%
NL NL Industries, Inc. Buy 12.79% -3.14%
SPCE Virgin Galactic Holdings, Inc. Buy 13.21% 0%
TPC Tutor Perini Corporation Buy 13.21% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.13% -1.56%
ATRO Astronics Corporation Sell -5.35% 11.25%
MMS Maximus, Inc. Sell -5.32% 11.81%
CYRX Cryoport, Inc. Sell -5.91% 16.56%
MRCY Mercury Systems, Inc. Sell -6.58% 5.17%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SPCE
  • TPC
Assets Removed
None
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.23% 14.3%
NX Quanex Building Products Corporation Buy 10.28% -3.85%
ITT ITT Inc. Buy 18.12% 0.49%
AAON AAON, Inc. Buy 17.4% -3.46%
SEB Seaboard Corporation Buy 8.53% -2.03%
FLR Fluor Corporation Buy 11.35% 2.2%
TPIC TPI Composites, Inc. Buy 10.13% -8.82%
NL NL Industries, Inc. Buy 13.2% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -6% 0.52%
ATRO Astronics Corporation Sell -5.5% 8.77%
MMS Maximus, Inc. Sell -5.31% 11.87%
CYRX Cryoport, Inc. Sell -6.17% 12.95%
MRCY Mercury Systems, Inc. Sell -6.67% 3.72%
The percentage of cash held in the portfolio is: 28.4%
New Assets Added
  • NL
Assets Removed
Asset Action Perf %
BWXT Sell All 1.35%
HXL Sell All -4.63%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.07% 13.54%
HXL Hexcel Corporation Buy 10.22% -3.83%
NX Quanex Building Products Corporation Buy 10.4% -2.18%
ITT ITT Inc. Buy 17.89% -0.13%
BWXT BWX Technologies, Inc. Buy 18.44% 2.94%
AAON AAON, Inc. Buy 17.26% -3.66%
SEB Seaboard Corporation Buy 8.62% -0.4%
FLR Fluor Corporation Buy 11.04% 0%
TPIC TPI Composites, Inc. Buy 11.04% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.87% 2.07%
ATRO Astronics Corporation Sell -5.38% 10.2%
MMS Maximus, Inc. Sell -5.4% 9.76%
CYRX Cryoport, Inc. Sell -6.47% 8.09%
MRCY Mercury Systems, Inc. Sell -6.88% 0%
The percentage of cash held in the portfolio is: 13.04%
New Assets Added
  • MRCY
  • FLR
  • TPIC
Assets Removed
Asset Action Perf %
TPIC Buy All 19.59%
BECN Sell All 0.23%
RBC Sell All -0.96%
RYI Sell All -6.39%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.16% 16.4%
HXL Hexcel Corporation Buy 10.26% -1.79%
BECN Beacon Roofing Supply, Inc. Buy 10.62% 1.65%
NX Quanex Building Products Corporation Buy 10.3% -1.41%
RYI Ryerson Holding Corporation Buy 9.97% -4.56%
RBC RBC Bearings Incorporated Buy 10.42% -0.26%
ITT ITT Inc. Buy 17.81% 1.14%
BWXT BWX Technologies, Inc. Buy 18.67% 6.05%
AAON AAON, Inc. Buy 17.14% -2.61%
SEB Seaboard Corporation Buy 8.5% 0%
TPIC TPI Composites, Inc. Sell -4.32% 28.38%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.8% 1.46%
ATRO Astronics Corporation Sell -5.36% 8.99%
MMS Maximus, Inc. Sell -5.76% 2.1%
CYRX Cryoport, Inc. Sell -6.61% 4.48%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SEB
Assets Removed
Asset Action Perf %
CCRN Sell All -8.43%
Assets Rebalanced
None

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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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