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All portfolios and performance
Portfolio Ref: EQ2020LO1M
Performance in the last:
Follow this Portfolio
1D -0.3 %
1W -2.5 %
2W -2.7 %
1M -3.1 %
3M -4.3 %
6M -3.9 %
9M -2.5 %
1Y 1.1 %
Alpha
-15.9%
Beta
0.58
sharpe-R
0.09
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 08:29:11
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -12.39%
Max. DrawDown Benchmark -8.41%

This Long Only 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 20.

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
2
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
TGI Triumph Group, Inc. Equity Buy 6.16% 21.93%
SXI Standex International Corporation Equity Buy 4.89% -3.08%
CECO CECO Environmental Corp. Equity Buy 6.05% 19.78%
FTAI FTAI Aviation Ltd. Equity Buy 5.8% 14.89%
TRN Trinity Industries, Inc. Equity Buy 5.06% 0.14%
ITT ITT Inc. Equity Buy 4.73% 0.22%
SEB Seaboard Corporation Equity Buy 4.1% -2.21%
FLR Fluor Corporation Equity Buy 5.06% 3.41%
TPIC TPI Composites, Inc. Equity Buy 4.11% -15.97%
NL NL Industries, Inc. Equity Buy 4.82% -0.5%
SPCE Virgin Galactic Holdings, Inc. Equity Buy 4.65% -4.02%
TPC Tutor Perini Corporation Equity Buy 4.7% -3.03%
The percentage of cash held in the portfolio is: 39.88%
** 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
TGI Triumph Group, Inc. Buy 6.16% 21.93%
SXI Standex International Corporation Buy 4.89% -3.08%
CECO CECO Environmental Corp. Buy 6.05% 19.78%
FTAI FTAI Aviation Ltd. Buy 5.8% 14.89%
TRN Trinity Industries, Inc. Buy 5.06% 0.14%
ITT ITT Inc. Buy 4.73% 0.22%
SEB Seaboard Corporation Buy 4.1% -2.21%
FLR Fluor Corporation Buy 5.06% 3.41%
TPIC TPI Composites, Inc. Buy 4.11% -15.97%
NL NL Industries, Inc. Buy 4.82% -0.5%
SPCE Virgin Galactic Holdings, Inc. Buy 4.65% -4.02%
TPC Tutor Perini Corporation Buy 4.7% -3.03%
The percentage of cash held in the portfolio is: 39.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
DY Sell All -9.84%
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 5.97% 19.26%
NX Quanex Building Products Corporation Buy 4.8% -4.04%
SXI Standex International Corporation Buy 4.96% -0.9%
CECO CECO Environmental Corp. Buy 5.94% 18.67%
FTAI FTAI Aviation Ltd. Buy 5.74% 14.76%
TRN Trinity Industries, Inc. Buy 5.14% 2.65%
ITT ITT Inc. Buy 4.72% 0.75%
SEB Seaboard Corporation Buy 4.06% -2.34%
FLR Fluor Corporation Buy 5.03% 3.68%
TPIC TPI Composites, Inc. Buy 4.12% -15.13%
NL NL Industries, Inc. Buy 4.66% -2.89%
SPCE Virgin Galactic Holdings, Inc. Buy 4.7% -2.16%
TPC Tutor Perini Corporation Buy 4.74% -1.21%
DY Dycom Industries, Inc. Buy 4.97% 3.55%
The percentage of cash held in the portfolio is: 30.44%
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 5.92% 17.61%
NX Quanex Building Products Corporation Buy 4.85% -3.53%
SXI Standex International Corporation Buy 4.99% -0.76%
CECO CECO Environmental Corp. Buy 5.71% 13.43%
FTAI FTAI Aviation Ltd. Buy 5.5% 9.39%
TRN Trinity Industries, Inc. Buy 5.09% 1.19%
ITT ITT Inc. Buy 4.76% 1.06%
AAON AAON, Inc. Buy 4.46% -4.99%
SEB Seaboard Corporation Buy 4.11% -1.56%
FLR Fluor Corporation Buy 5.08% 4.23%
TPIC TPI Composites, Inc. Buy 4.22% -13.45%
NL NL Industries, Inc. Buy 4.68% -3.14%
SPCE Virgin Galactic Holdings, Inc. Buy 4.83% 0%
TPC Tutor Perini Corporation Buy 4.83% 0%
DY Dycom Industries, Inc. Buy 4.83% 0%
The percentage of cash held in the portfolio is: 26.14%
New Assets Added
  • SPCE
  • TPC
  • DY
Assets Removed
None
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 5.77% 14.3%
NX Quanex Building Products Corporation Buy 4.85% -3.85%
SXI Standex International Corporation Buy 4.97% -1.62%
CECO CECO Environmental Corp. Buy 5.49% 8.71%
FTAI FTAI Aviation Ltd. Buy 5.37% 6.32%
TRN Trinity Industries, Inc. Buy 5.08% 0.59%
ITT ITT Inc. Buy 4.74% 0.49%
AAON AAON, Inc. Buy 4.55% -3.46%
SEB Seaboard Corporation Buy 4.11% -2.03%
FLR Fluor Corporation Buy 5% 2.2%
TPIC TPI Composites, Inc. Buy 4.46% -8.82%
NL NL Industries, Inc. Buy 4.85% 0%
The percentage of cash held in the portfolio is: 40.76%
New Assets Added
  • NL
Assets Removed
Asset Action Perf %
BWXT Sell All 1.35%
CVLG Sell All 0.96%
HXL Sell All -4.63%
FWRD Sell All -8.97%
ODFL Sell All -6.35%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 5.69% 13.54%
HXL Hexcel Corporation Buy 4.82% -3.83%
NX Quanex Building Products Corporation Buy 4.9% -2.18%
SXI Standex International Corporation Buy 4.93% -1.65%
CECO CECO Environmental Corp. Buy 5.23% 4.32%
FTAI FTAI Aviation Ltd. Buy 5.3% 5.79%
FWRD Forward Air Corporation Buy 4.77% -4.88%
CVLG Covenant Logistics Group, Inc. Buy 5.18% 3.33%
TRN Trinity Industries, Inc. Buy 5.06% 1%
ODFL Old Dominion Freight Line, Inc. Buy 4.86% -2.93%
ITT ITT Inc. Buy 4.68% -0.13%
BWXT BWX Technologies, Inc. Buy 4.82% 2.94%
AAON AAON, Inc. Buy 4.51% -3.66%
SEB Seaboard Corporation Buy 4.14% -0.4%
FLR Fluor Corporation Buy 4.86% 0%
TPIC TPI Composites, Inc. Buy 4.86% 0%
The percentage of cash held in the portfolio is: 21.42%
New Assets Added
  • FLR
  • TPIC
Assets Removed
Asset Action Perf %
BECN Sell All 0.23%
RBC Sell All -0.96%
RGP Sell All -3.91%
RYI Sell All -6.39%
NDSN Sell All -2.95%
TRU Sell All -5.09%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 5.75% 16.4%
HXL Hexcel Corporation Buy 4.85% -1.79%
BECN Beacon Roofing Supply, Inc. Buy 5.02% 1.65%
NX Quanex Building Products Corporation Buy 4.87% -1.41%
RYI Ryerson Holding Corporation Buy 4.72% -4.56%
RBC RBC Bearings Incorporated Buy 4.93% -0.26%
SXI Standex International Corporation Buy 4.9% -0.77%
NDSN Nordson Corporation Buy 4.84% -2.01%
CECO CECO Environmental Corp. Buy 5.08% 2.88%
FTAI FTAI Aviation Ltd. Buy 5.39% 9%
TRU TransUnion Buy 4.86% -1.65%
RGP Resources Connection, Inc. Buy 4.83% -2.23%
FWRD Forward Air Corporation Buy 4.65% -5.85%
CVLG Covenant Logistics Group, Inc. Buy 5.21% 5.39%
TRN Trinity Industries, Inc. Buy 5.06% 2.35%
ODFL Old Dominion Freight Line, Inc. Buy 4.84% -1.99%
ITT ITT Inc. Buy 4.67% 1.14%
BWXT BWX Technologies, Inc. Buy 4.9% 6.05%
AAON AAON, Inc. Buy 4.5% -2.61%
SEB Seaboard Corporation Buy 4.1% 0%
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

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.
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