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Portfolio Ref: EQ2020LO1M
Performance in the last:
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1D 0.0 %
1W -1.2 %
2W -0.6 %
1M -4.0 %
3M -0.4 %
6M -4.4 %
9M -5.8 %
1Y -4.1 %
Alpha
-15.0%
Beta
0.58
sharpe-R
-0.12
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 06:59:53
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -14.91%
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
INSW International Seaways, Inc. Equity Buy 4.93% 2%
AAON AAON, Inc. Equity Buy 4.69% -2.95%
GLDD Great Lakes Dredge & Dock Corporation Equity Buy 4.77% -1.35%
IESC IES Holdings, Inc. Equity Buy 4.84% 0.24%
GVA Granite Construction Incorporated Equity Buy 4.71% -2.59%
ERII Energy Recovery, Inc. Equity Buy 5.08% 5.01%
MRCY Mercury Systems, Inc. Equity Buy 5.79% 6.62%
The percentage of cash held in the portfolio is: 65.2%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
INSW International Seaways, Inc. Buy 4.93% 2%
AAON AAON, Inc. Buy 4.69% -2.95%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.77% -1.35%
IESC IES Holdings, Inc. Buy 4.84% 0.24%
GVA Granite Construction Incorporated Buy 4.71% -2.59%
ERII Energy Recovery, Inc. Buy 5.08% 5.01%
MRCY Mercury Systems, Inc. Buy 5.79% 6.62%
The percentage of cash held in the portfolio is: 65.2%
New Assets Added
None
Assets Removed
Asset Action Perf %
MTZ Sell All -7.59%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
INSW International Seaways, Inc. Buy 5.02% 4.06%
AAON AAON, Inc. Buy 4.67% -3.21%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.81% -0.27%
MTZ MasTec, Inc. Buy 4.5% -6.79%
IESC IES Holdings, Inc. Buy 4.74% -1.77%
GVA Granite Construction Incorporated Buy 4.72% -2.24%
ERII Energy Recovery, Inc. Buy 5% 3.71%
MRCY Mercury Systems, Inc. Buy 5.93% 9.47%
The percentage of cash held in the portfolio is: 60.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
LPX Sell All 2.81%
WMS Sell All 6.07%
OC Sell All 1.97%
BXC Sell All -2.3%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
LPX Louisiana-Pacific Corporation Buy 4.81% 1.4%
WMS Advanced Drainage Systems, Inc. Buy 4.98% 4.96%
OC Owens Corning Buy 4.79% 1.04%
BXC BlueLinx Holdings Inc. Buy 4.55% -4%
INSW International Seaways, Inc. Buy 5.21% 7.52%
AAON AAON, Inc. Buy 4.55% -6.01%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.87% 0.63%
MTZ MasTec, Inc. Buy 4.55% -5.99%
IESC IES Holdings, Inc. Buy 4.62% -4.62%
GVA Granite Construction Incorporated Buy 4.7% -2.8%
ERII Energy Recovery, Inc. Buy 4.95% 2.34%
MRCY Mercury Systems, Inc. Buy 5.97% 9.79%
The percentage of cash held in the portfolio is: 41.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
VSEC Sell All 7.25%
URI Sell All 6.58%
TRN Sell All -2.02%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 5.22% 12.64%
URI United Rentals, Inc. Buy 5.04% 8.75%
TRN Trinity Industries, Inc. Buy 4.83% 4.14%
LPX Louisiana-Pacific Corporation Buy 4.99% 7.8%
WMS Advanced Drainage Systems, Inc. Buy 4.58% -0.99%
OC Owens Corning Buy 4.88% 5.35%
BXC BlueLinx Holdings Inc. Buy 4.73% 2.05%
INSW International Seaways, Inc. Buy 5% 5.79%
AAON AAON, Inc. Buy 4.62% -2.19%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.86% 2.78%
MTZ MasTec, Inc. Buy 4.67% -1.28%
IESC IES Holdings, Inc. Buy 5.04% 6.68%
GVA Granite Construction Incorporated Buy 4.71% -0.38%
ERII Energy Recovery, Inc. Buy 4.77% 0.96%
MRCY Mercury Systems, Inc. Buy 6.03% 13.55%
The percentage of cash held in the portfolio is: 26.03%
New Assets Added
None
Assets Removed
Asset Action Perf %
UAL Sell All 7.85%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
UAL United Airlines Holdings, Inc. Buy 5.01% 6.53%
VSEC VSE Corporation Buy 5.21% 11.77%
URI United Rentals, Inc. Buy 4.99% 7.11%
TRN Trinity Industries, Inc. Buy 4.85% 3.98%
LPX Louisiana-Pacific Corporation Buy 5.03% 8.09%
WMS Advanced Drainage Systems, Inc. Buy 4.55% -2.4%
OC Owens Corning Buy 4.86% 4.32%
BXC BlueLinx Holdings Inc. Buy 4.74% 1.76%
INSW International Seaways, Inc. Buy 5.16% 8.54%
AAON AAON, Inc. Buy 4.69% -1.46%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.81% 1.08%
MTZ MasTec, Inc. Buy 4.46% -6.23%
IESC IES Holdings, Inc. Buy 4.68% -1.64%
GVA Granite Construction Incorporated Buy 4.67% -1.72%
ERII Energy Recovery, Inc. Buy 4.8% 0.89%
MRCY Mercury Systems, Inc. Buy 6.39% 19.65%
The percentage of cash held in the portfolio is: 21.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
ODFL Sell All 6.01%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
ODFL Old Dominion Freight Line, Inc. Buy 4.82% 0.54%
UAL United Airlines Holdings, Inc. Buy 5.13% 7.37%
VSEC VSE Corporation Buy 5.22% 10.08%
URI United Rentals, Inc. Buy 5.19% 9.34%
TRN Trinity Industries, Inc. Buy 4.87% 2.73%
LPX Louisiana-Pacific Corporation Buy 5.06% 6.79%
WMS Advanced Drainage Systems, Inc. Buy 4.69% -1.09%
OC Owens Corning Buy 4.9% 3.51%
BXC BlueLinx Holdings Inc. Buy 4.82% 1.78%
INSW International Seaways, Inc. Buy 5.29% 9.2%
AAON AAON, Inc. Buy 4.6% -4.86%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.76% -1.52%
MTZ MasTec, Inc. Buy 4.62% -4.5%
IESC IES Holdings, Inc. Buy 4.58% -5.38%
GVA Granite Construction Incorporated Buy 4.73% -2.27%
ERII Energy Recovery, Inc. Buy 4.84% 0.14%
MRCY Mercury Systems, Inc. Buy 5.48% 0.96%
The percentage of cash held in the portfolio is: 16.39%
New Assets Added
None
Assets Removed
Asset Action Perf %
DCO Sell All 6.31%
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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