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All portfolios and performance
Portfolio Ref: EQ2020LO2W
Performance in the last:
Follow this Portfolio
1D -0.6 %
1W -0.7 %
2W 0.2 %
1M -2.8 %
3M -5.3 %
6M -3.3 %
9M -1.0 %
1Y 6.0 %
Alpha
-7.0%
Beta
0.4
sharpe-R
0.44
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.64
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 2024-12-03 08:15:28
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -10.98%
Max. DrawDown Benchmark -8.41%

This Long Only 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 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
BXC BlueLinx Holdings Inc. Equity Buy 5.01% -0.64%
MAS Masco Corporation Equity Buy 5.13% 1.89%
BCC Boise Cascade Company Equity Buy 5.17% 2.6%
SSD Simpson Manufacturing Co., Inc. Equity Buy 5.07% 0.57%
CODI Compass Diversified Equity Buy 5.11% 1.41%
NDSN Nordson Corporation Equity Buy 5% -0.81%
GFF Griffon Corporation Equity Buy 5.02% -0.36%
ALG Alamo Group Inc. Equity Buy 5.14% 1.94%
WTS Watts Water Technologies, Inc. Equity Buy 5.03% -0.12%
CAT Caterpillar Inc. Equity Buy 5.1% 1.26%
GNRC Generac Holdings Inc. Equity Buy 4.99% -0.86%
PTSI P.A.M. Transportation Services, Inc. Equity Buy 4.69% 0%
The percentage of cash held in the portfolio is: 39.54%
** The description of each asset is available Here

The latest 5 Compositions change

2024-12-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 5.01% -0.64%
MAS Masco Corporation Buy 5.13% 1.89%
BCC Boise Cascade Company Buy 5.17% 2.6%
SSD Simpson Manufacturing Co., Inc. Buy 5.07% 0.57%
CODI Compass Diversified Buy 5.11% 1.41%
NDSN Nordson Corporation Buy 5% -0.81%
GFF Griffon Corporation Buy 5.02% -0.36%
ALG Alamo Group Inc. Buy 5.14% 1.94%
WTS Watts Water Technologies, Inc. Buy 5.03% -0.12%
CAT Caterpillar Inc. Buy 5.1% 1.26%
GNRC Generac Holdings Inc. Buy 4.99% -0.86%
PTSI P.A.M. Transportation Services, Inc. Buy 4.69% 0%
The percentage of cash held in the portfolio is: 39.54%
New Assets Added
  • PTSI
Assets Removed
Asset Action Perf %
SHYF Sell All -2.9%
SPCE Sell All 0.86%
TPC Sell All -8.65%
Assets Rebalanced
None
2024-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPCE Virgin Galactic Holdings, Inc. Buy 5.04% 4.89%
TPC Tutor Perini Corporation Buy 4.39% -8.55%
BXC BlueLinx Holdings Inc. Buy 4.93% -1.43%
MAS Masco Corporation Buy 5.1% 1.96%
BCC Boise Cascade Company Buy 5.14% 2.66%
SSD Simpson Manufacturing Co., Inc. Buy 5.1% 1.96%
CODI Compass Diversified Buy 5.06% 1.11%
NDSN Nordson Corporation Buy 5% -0.11%
GFF Griffon Corporation Buy 5.09% 1.62%
ALG Alamo Group Inc. Buy 5.05% 0.93%
SHYF The Shyft Group, Inc. Buy 5.12% 2.32%
WTS Watts Water Technologies, Inc. Buy 5.02% 0.29%
CAT Caterpillar Inc. Buy 5.11% 2.17%
GNRC Generac Holdings Inc. Buy 4.98% -0.47%
The percentage of cash held in the portfolio is: 29.85%
New Assets Added
None
Assets Removed
Asset Action Perf %
NL Sell All -0.25%
Assets Rebalanced
None
2024-11-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
NL NL Industries, Inc. Buy 4.82% 0%
SPCE Virgin Galactic Holdings, Inc. Buy 4.87% 1.01%
TPC Tutor Perini Corporation Buy 4.42% -8.31%
BXC BlueLinx Holdings Inc. Buy 4.93% -1.88%
MAS Masco Corporation Buy 5.11% 1.78%
BCC Boise Cascade Company Buy 5.11% 1.82%
SSD Simpson Manufacturing Co., Inc. Buy 5.08% 1.08%
CODI Compass Diversified Buy 5.07% 0.85%
NDSN Nordson Corporation Buy 4.99% -0.73%
GFF Griffon Corporation Buy 5.06% 0.66%
ALG Alamo Group Inc. Buy 5.02% -0.11%
SHYF The Shyft Group, Inc. Buy 5.2% 3.48%
WTS Watts Water Technologies, Inc. Buy 5.02% -0.04%
CAT Caterpillar Inc. Buy 5.1% 1.56%
GNRC Generac Holdings Inc. Buy 5.06% 0.7%
The percentage of cash held in the portfolio is: 25.15%
New Assets Added
None
Assets Removed
Asset Action Perf %
FLR Sell All NA
TPIC Sell All NA
Assets Rebalanced
None
2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
FLR Fluor Corporation Buy 5.3% 8.76%
TPIC TPI Composites, Inc. Buy 4.09% -15.97%
NL NL Industries, Inc. Buy 4.82% 0%
SPCE Virgin Galactic Holdings, Inc. Buy 4.87% 1.01%
TPC Tutor Perini Corporation Buy 4.42% -8.31%
BXC BlueLinx Holdings Inc. Buy 4.93% -1.88%
MAS Masco Corporation Buy 5.11% 1.78%
BCC Boise Cascade Company Buy 5.11% 1.82%
SSD Simpson Manufacturing Co., Inc. Buy 5.08% 1.08%
CODI Compass Diversified Buy 5.07% 0.85%
NDSN Nordson Corporation Buy 4.99% -0.73%
GFF Griffon Corporation Buy 5.06% 0.66%
ALG Alamo Group Inc. Buy 5.02% -0.11%
SHYF The Shyft Group, Inc. Buy 5.2% 3.48%
WTS Watts Water Technologies, Inc. Buy 5.02% -0.04%
CAT Caterpillar Inc. Buy 5.1% 1.56%
GNRC Generac Holdings Inc. Buy 5.06% 0.7%
The percentage of cash held in the portfolio is: 15.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
NX Sell All -6.7%
REVG Sell All -0.19%
SEB Sell All -2.81%
Assets Rebalanced
None
2024-11-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
SEB Seaboard Corporation Buy 4.07% -1.95%
FLR Fluor Corporation Buy 5.33% 9.82%
TPIC TPI Composites, Inc. Buy 4.12% -15.13%
NL NL Industries, Inc. Buy 4.89% 1.76%
SPCE Virgin Galactic Holdings, Inc. Buy 4.93% 2.73%
TPC Tutor Perini Corporation Buy 4.61% -4.04%
BXC BlueLinx Holdings Inc. Buy 5% 0%
NX Quanex Building Products Corporation Buy 5% 0%
MAS Masco Corporation Buy 5% 0%
BCC Boise Cascade Company Buy 5% 0%
SSD Simpson Manufacturing Co., Inc. Buy 5% 0%
CODI Compass Diversified Buy 5% 0%
NDSN Nordson Corporation Buy 5% 0%
GFF Griffon Corporation Buy 5% 0%
ALG Alamo Group Inc. Buy 5% 0%
SHYF The Shyft Group, Inc. Buy 5% 0%
WTS Watts Water Technologies, Inc. Buy 5% 0%
CAT Caterpillar Inc. Buy 5% 0%
GNRC Generac Holdings Inc. Buy 5% 0%
REVG REV Group, Inc. Buy 5% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BXC
  • NX
  • MAS
  • BCC
  • SSD
  • CODI
  • NDSN
  • GFF
  • ALG
  • SHYF
  • WTS
  • CAT
  • GNRC
  • REVG
Assets Removed
None
Assets Rebalanced
None
2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
SEB Seaboard Corporation Buy 4.11% -1.6%
FLR Fluor Corporation Buy 5.25% 7.72%
TPIC TPI Composites, Inc. Buy 4% -18.07%
NL NL Industries, Inc. Buy 4.87% 0.75%
SPCE Virgin Galactic Holdings, Inc. Buy 4.66% -3.45%
TPC Tutor Perini Corporation Buy 4.66% -3.47%
The percentage of cash held in the portfolio is: 72.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
ITT Sell All 2.37%
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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