Get the composition of our in-house portfolios

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

Try Our Peformance Checker Tool

Risk Level
2
Difficulty Level
2

Do you want to invest in this strategy ?

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
2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
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: 67.83%
New Assets Added
None
Assets Removed
Asset Action Perf %
DY Sell All -9.84%
TGI Sell All 21.93%
NX Sell All -4.59%
SXI Sell All -3.08%
CECO Sell All 19.78%
FTAI Sell All 14.89%
TRN Sell All 0.14%
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
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 5.86% 18.94%
HXL Hexcel Corporation Buy 4.83% -1.89%
BECN Beacon Roofing Supply, Inc. Buy 5.08% 3.11%
NX Quanex Building Products Corporation Buy 4.84% -1.67%
RYI Ryerson Holding Corporation Buy 4.72% -4.13%
RBC RBC Bearings Incorporated Buy 4.91% -0.36%
SXI Standex International Corporation Buy 4.92% -0.14%
NDSN Nordson Corporation Buy 4.8% -2.55%
CECO CECO Environmental Corp. Buy 4.94% 0.36%
FTAI FTAI Aviation Ltd. Buy 5.33% 8.34%
TRU TransUnion Buy 4.84% -1.75%
RGP Resources Connection, Inc. Buy 4.91% -0.22%
FWRD Forward Air Corporation Buy 4.52% -8.12%
CVLG Covenant Logistics Group, Inc. Buy 5.21% 5.88%
TRN Trinity Industries, Inc. Buy 5.09% 3.46%
ODFL Old Dominion Freight Line, Inc. Buy 4.84% -1.68%
ITT ITT Inc. Buy 4.65% 0.94%
BWXT BWX Technologies, Inc. Buy 4.69% 1.89%
AAON AAON, Inc. Buy 4.58% -0.37%
CCRN Cross Country Healthcare, Inc. Buy 4.45% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CCRN
Assets Removed
Asset Action Perf %
TEX Sell All -9.18%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 5.02% 1.08%
HXL Hexcel Corporation Buy 4.91% -1.15%
BECN Beacon Roofing Supply, Inc. Buy 5.09% 2.51%
NX Quanex Building Products Corporation Buy 4.86% -2.05%
RYI Ryerson Holding Corporation Buy 4.82% -2.83%
TEX Terex Corporation Buy 4.72% -4.91%
RBC RBC Bearings Incorporated Buy 5.02% 1.05%
SXI Standex International Corporation Buy 5.04% 1.6%
NDSN Nordson Corporation Buy 4.91% -1.1%
CECO CECO Environmental Corp. Buy 4.98% 0.24%
FTAI FTAI Aviation Ltd. Buy 5.23% 5.4%
TRU TransUnion Buy 5.05% 1.8%
RGP Resources Connection, Inc. Buy 4.88% -1.68%
FWRD Forward Air Corporation Buy 4.64% -6.65%
CVLG Covenant Logistics Group, Inc. Buy 5% 0.8%
TRN Trinity Industries, Inc. Buy 4.98% 0.38%
ODFL Old Dominion Freight Line, Inc. Buy 4.88% -1.77%
ITT ITT Inc. Buy 4.68% 0.78%
BWXT BWX Technologies, Inc. Buy 4.64% 0%
AAON AAON, Inc. Buy 4.64% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BWXT
  • AAON
Assets Removed
None
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 4.87% -2.54%
HXL Hexcel Corporation Buy 4.9% -1.99%
BECN Beacon Roofing Supply, Inc. Buy 5.07% 1.48%
NX Quanex Building Products Corporation Buy 4.88% -2.28%
RYI Ryerson Holding Corporation Buy 4.86% -2.68%
TEX Terex Corporation Buy 4.8% -3.87%
RBC RBC Bearings Incorporated Buy 5.01% 0.38%
SXI Standex International Corporation Buy 5.01% 0.39%
NDSN Nordson Corporation Buy 4.92% -1.43%
CECO CECO Environmental Corp. Buy 5.05% 1.08%
FTAI FTAI Aviation Ltd. Buy 5.03% 0.67%
TRU TransUnion Buy 5.07% 1.57%
RGP Resources Connection, Inc. Buy 4.96% -0.78%
FWRD Forward Air Corporation Buy 4.85% -2.82%
CVLG Covenant Logistics Group, Inc. Buy 4.89% -2.02%
TRN Trinity Industries, Inc. Buy 4.98% -0.38%
ODFL Old Dominion Freight Line, Inc. Buy 4.84% -3.16%
ITT ITT Inc. Buy 4.67% 0%
The percentage of cash held in the portfolio is: 11.34%
New Assets Added
  • ITT
Assets Removed
Asset Action Perf %
SPCE Sell All -11.8%
WMS Sell All -2.76%
TRC Sell All -5.66%
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.
Cookies Settings