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All portfolios and performance
Portfolio Ref: EQ2020LO3W
Performance in the last:
Follow this Portfolio
1D -1.6 %
1W -6.4 %
2W -5.0 %
1M 1.2 %
3M -3.4 %
6M -4.7 %
9M -3.8 %
1Y 3.2 %
Alpha
-7.9%
Beta
0.55
sharpe-R
0.25
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.69
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 2025-02-04 07:49:14
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -13.21%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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
LPX Louisiana-Pacific Corporation Equity Buy 5.16% 7.82%
WMS Advanced Drainage Systems, Inc. Equity Buy 4.79% 0.17%
OC Owens Corning Equity Buy 4.94% 3.15%
BXC BlueLinx Holdings Inc. Equity Buy 4.77% -0.32%
INSW International Seaways, Inc. Equity Buy 5.16% 3.98%
AAON AAON, Inc. Equity Buy 4.9% -1.3%
GLDD Great Lakes Dredge & Dock Corporation Equity Buy 4.81% -2.96%
MTZ MasTec, Inc. Equity Buy 4.78% -3.63%
IESC IES Holdings, Inc. Equity Buy 4.81% -3.11%
GVA Granite Construction Incorporated Equity Buy 4.81% -2.97%
ERII Energy Recovery, Inc. Equity Buy 4.82% -2.88%
PRG PROG Holdings, Inc. Equity Buy 4.87% -1.83%
WCC WESCO International, Inc. Equity Buy 4.74% -4.41%
MRCY Mercury Systems, Inc. Equity Buy 5.11% 0.72%
The percentage of cash held in the portfolio is: 31.52%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
LPX Louisiana-Pacific Corporation Buy 5.16% 7.82%
WMS Advanced Drainage Systems, Inc. Buy 4.79% 0.17%
OC Owens Corning Buy 4.94% 3.15%
BXC BlueLinx Holdings Inc. Buy 4.77% -0.32%
INSW International Seaways, Inc. Buy 5.16% 3.98%
AAON AAON, Inc. Buy 4.9% -1.3%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.81% -2.96%
MTZ MasTec, Inc. Buy 4.78% -3.63%
IESC IES Holdings, Inc. Buy 4.81% -3.11%
GVA Granite Construction Incorporated Buy 4.81% -2.97%
ERII Energy Recovery, Inc. Buy 4.82% -2.88%
PRG PROG Holdings, Inc. Buy 4.87% -1.83%
WCC WESCO International, Inc. Buy 4.74% -4.41%
MRCY Mercury Systems, Inc. Buy 5.11% 0.72%
The percentage of cash held in the portfolio is: 31.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLIO Sell All -2.87%
REVG Sell All -3.72%
VSEC Sell All 8.58%
URI Sell All 7.12%
TRN Sell All 0.83%
TXT Sell All -3.34%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 5.13% 8.79%
URI United Rentals, Inc. Buy 5.18% 10%
TRN Trinity Industries, Inc. Buy 4.92% 4.47%
TXT Textron Inc. Buy 4.62% -1.96%
LPX Louisiana-Pacific Corporation Buy 5.04% 7.12%
WMS Advanced Drainage Systems, Inc. Buy 4.79% 1.72%
OC Owens Corning Buy 4.98% 5.7%
BXC BlueLinx Holdings Inc. Buy 4.88% 3.69%
INSW International Seaways, Inc. Buy 5.08% 3.92%
AAON AAON, Inc. Buy 4.87% -0.19%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.81% -1.43%
MTZ MasTec, Inc. Buy 4.82% -1.25%
IESC IES Holdings, Inc. Buy 4.76% -2.49%
GVA Granite Construction Incorporated Buy 4.83% -1.17%
HLIO Helios Technologies, Inc. Buy 4.88% -0.11%
ERII Energy Recovery, Inc. Buy 4.81% -1.51%
PRG PROG Holdings, Inc. Buy 4.82% -1.22%
WCC WESCO International, Inc. Buy 4.77% -2.32%
MRCY Mercury Systems, Inc. Buy 5% 0%
REVG REV Group, Inc. Buy 5% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MRCY
  • REVG
Assets Removed
Asset Action Perf %
NL Sell All -5.98%
RYI Sell All 13.85%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 5.07% 9.53%
RYI Ryerson Holding Corporation Buy 5.42% 17.11%
URI United Rentals, Inc. Buy 5.2% 12.32%
TRN Trinity Industries, Inc. Buy 4.9% 5.77%
TXT Textron Inc. Buy 4.55% -1.73%
LPX Louisiana-Pacific Corporation Buy 5% 8.2%
WMS Advanced Drainage Systems, Inc. Buy 4.84% 4.73%
OC Owens Corning Buy 5.06% 9.29%
BXC BlueLinx Holdings Inc. Buy 5% 8%
INSW International Seaways, Inc. Buy 4.99% 4.03%
AAON AAON, Inc. Buy 4.8% 0%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.8% 0%
MTZ MasTec, Inc. Buy 4.8% 0%
IESC IES Holdings, Inc. Buy 4.8% 0%
GVA Granite Construction Incorporated Buy 4.8% 0%
HLIO Helios Technologies, Inc. Buy 4.8% 0%
ERII Energy Recovery, Inc. Buy 4.8% 0%
PRG PROG Holdings, Inc. Buy 4.8% 0%
WCC WESCO International, Inc. Buy 4.8% 0%
NL NL Industries, Inc. Buy 4.8% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • AAON
  • GLDD
  • MTZ
  • IESC
  • GVA
  • HLIO
  • ERII
  • PRG
  • WCC
  • NL
Assets Removed
None
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 5.11% 9.35%
RYI Ryerson Holding Corporation Buy 5.51% 17.87%
URI United Rentals, Inc. Buy 5.14% 10.05%
TRN Trinity Industries, Inc. Buy 4.86% 4.14%
TXT Textron Inc. Buy 4.56% -2.33%
LPX Louisiana-Pacific Corporation Buy 4.9% 5.11%
WMS Advanced Drainage Systems, Inc. Buy 4.85% 3.86%
OC Owens Corning Buy 5% 7.23%
BXC BlueLinx Holdings Inc. Buy 4.83% 3.44%
INSW International Seaways, Inc. Buy 4.84% 0%
The percentage of cash held in the portfolio is: 50.41%
New Assets Added
  • INSW
Assets Removed
Asset Action Perf %
EVI Sell All -0.86%
TPIC Sell All -7.14%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 5.09% 9.67%
RYI Ryerson Holding Corporation Buy 5.29% 13.9%
URI United Rentals, Inc. Buy 5.17% 11.29%
TRN Trinity Industries, Inc. Buy 4.84% 4.28%
TXT Textron Inc. Buy 4.57% -1.56%
LPX Louisiana-Pacific Corporation Buy 4.87% 5.01%
WMS Advanced Drainage Systems, Inc. Buy 4.87% 4.97%
OC Owens Corning Buy 5.08% 9.5%
BXC BlueLinx Holdings Inc. Buy 4.82% 3.83%
EVI EVI Industries, Inc. Buy 4.92% 2.41%
TPIC TPI Composites, Inc. Buy 5.33% -1.19%
The percentage of cash held in the portfolio is: 45.16%
New Assets Added
None
Assets Removed
Asset Action Perf %
TREX Sell All 4.52%
UAL Sell All 5.07%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
UAL United Airlines Holdings, Inc. Buy 4.91% 5.46%
VSEC VSE Corporation Buy 4.92% 6.56%
RYI Ryerson Holding Corporation Buy 5.06% 9.62%
URI United Rentals, Inc. Buy 5.15% 11.72%
TRN Trinity Industries, Inc. Buy 4.89% 6.1%
TXT Textron Inc. Buy 4.65% 0.97%
LPX Louisiana-Pacific Corporation Buy 4.85% 5.27%
WMS Advanced Drainage Systems, Inc. Buy 4.84% 5.14%
TREX Trex Company, Inc. Buy 4.96% 7.64%
OC Owens Corning Buy 5.05% 9.5%
BXC BlueLinx Holdings Inc. Buy 4.88% 5.79%
EVI EVI Industries, Inc. Buy 5.11% 7.13%
TPIC TPI Composites, Inc. Buy 5.58% 4.17%
The percentage of cash held in the portfolio is: 35.15%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAON Sell All -7.86%
DRS Sell All 6.29%
FIX Sell All -13.33%
PWR Sell All -8.58%
ODFL Sell All 6.59%
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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