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Portfolio Ref: EQ2025LS1M
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W -0.6 %
2W -2.3 %
1M -6.2 %
3M -3.0 %
6M -7.7 %
9M -15.5 %
1Y -13.7 %
Alpha
-16.9%
Beta
0.22
sharpe-R
-1.03
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 07:00:03
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17.73%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 25.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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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
BCO The Brink's Company Equity Buy 7.44% -0.78%
GVA Granite Construction Incorporated Equity Buy 8.01% -2.59%
WCC WESCO International, Inc. Equity Buy 8.55% 3.94%
JBHT J.B. Hunt Transport Services, Inc. Equity Sell -4% 1.43%
ARCB ArcBest Corporation Equity Sell -3.89% 5.54%
VVX V2X, Inc. Equity Sell -3.41% 16.3%
KTOS Kratos Defense & Security Solutions, Inc. Equity Sell -3.24% 20.42%
TPC Tutor Perini Corporation Equity Sell -3.83% 2.51%
The percentage of cash held in the portfolio is: 94.38%
** 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
BCO The Brink's Company Buy 7.44% -0.78%
GVA Granite Construction Incorporated Buy 8.01% -2.59%
WCC WESCO International, Inc. Buy 8.55% 3.94%
JBHT J.B. Hunt Transport Services, Inc. Sell -4% 1.43%
ARCB ArcBest Corporation Sell -3.89% 5.54%
VVX V2X, Inc. Sell -3.41% 16.3%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.24% 20.42%
TPC Tutor Perini Corporation Sell -3.83% 2.51%
The percentage of cash held in the portfolio is: 94.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
SHYF Sell All -1.21%
CASS Sell All 10.76%
MTZ Sell All -7.59%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SHYF The Shyft Group, Inc. Buy 6.27% -3.88%
CASS Cass Information Systems, Inc. Buy 7.29% 11.62%
BCO The Brink's Company Buy 7.46% -0.7%
MTZ MasTec, Inc. Buy 7.69% -6.79%
GVA Granite Construction Incorporated Buy 8.06% -2.24%
WCC WESCO International, Inc. Buy 8.43% 2.26%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.9% 4.05%
ARCB ArcBest Corporation Sell -3.92% 5.1%
VVX V2X, Inc. Sell -3.54% 13.43%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.42% 16.32%
TPC Tutor Perini Corporation Sell -3.78% 4.24%
The percentage of cash held in the portfolio is: 73.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
BXC Sell All -2.3%
SXI Sell All 3.97%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 6.18% -4%
SXI Standex International Corporation Buy 6.68% 3.73%
SHYF The Shyft Group, Inc. Buy 6.38% -2.83%
CASS Cass Information Systems, Inc. Buy 7.2% 9.74%
BCO The Brink's Company Buy 7.46% -1.27%
MTZ MasTec, Inc. Buy 7.8% -5.99%
GVA Granite Construction Incorporated Buy 8.06% -2.8%
WCC WESCO International, Inc. Buy 8.47% 2.08%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.9% 4.53%
ARCB ArcBest Corporation Sell -3.89% 6.35%
VVX V2X, Inc. Sell -3.63% 11.57%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.74% 9.14%
TPC Tutor Perini Corporation Sell -3.83% 3.42%
The percentage of cash held in the portfolio is: 60.77%
New Assets Added
None
Assets Removed
Asset Action Perf %
SPCE Buy All 25.05%
EVI Sell All -7.99%
FORR Sell All -8.67%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 6.3% -0.77%
SXI Standex International Corporation Buy 6.73% 6.03%
FORR Forrester Research, Inc. Buy 6.6% 3.92%
SHYF The Shyft Group, Inc. Buy 6.38% -1.38%
CASS Cass Information Systems, Inc. Buy 7.17% 10.83%
BCO The Brink's Company Buy 7.34% -1.45%
EVI EVI Industries, Inc. Buy 8.59% -2.3%
MTZ MasTec, Inc. Buy 7.81% -4.49%
GVA Granite Construction Incorporated Buy 8.04% -1.76%
WCC WESCO International, Inc. Buy 8.14% -0.51%
SPCE Virgin Galactic Holdings, Inc. Sell -2.85% 25.05%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.92% 2.87%
ARCB ArcBest Corporation Sell -3.84% 6.1%
VVX V2X, Inc. Sell -3.71% 8.49%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.81% 6.04%
TPC Tutor Perini Corporation Sell -3.87% 0.99%
The percentage of cash held in the portfolio is: 48.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
TPIC Sell All -21.43%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 6.28% -1.01%
SXI Standex International Corporation Buy 6.67% 5.1%
FORR Forrester Research, Inc. Buy 6.45% 1.72%
SHYF The Shyft Group, Inc. Buy 6.2% -4.21%
CASS Cass Information Systems, Inc. Buy 6.92% 6.93%
BCO The Brink's Company Buy 7.22% -3.12%
EVI EVI Industries, Inc. Buy 8.99% 2.24%
TPIC TPI Composites, Inc. Buy 7.07% -17.86%
MTZ MasTec, Inc. Buy 8.06% -1.44%
GVA Granite Construction Incorporated Buy 8.12% -0.74%
WCC WESCO International, Inc. Buy 8.03% -1.84%
SPCE Virgin Galactic Holdings, Inc. Sell -2.98% 21.57%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.88% 3.65%
ARCB ArcBest Corporation Sell -3.73% 8.93%
VVX V2X, Inc. Sell -3.77% 7%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.85% 4.89%
TPC Tutor Perini Corporation Sell -3.88% 0.62%
The percentage of cash held in the portfolio is: 42.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
SAIA Sell All 3.96%
TBI Sell All -9.95%
GTLS Sell All -7.92%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 6.37% 2.05%
SXI Standex International Corporation Buy 6.58% 5.44%
FORR Forrester Research, Inc. Buy 6.33% 1.38%
SAIA Saia, Inc. Buy 6.74% 7.99%
GTLS Chart Industries, Inc. Buy 6.03% -5.22%
SHYF The Shyft Group, Inc. Buy 6.13% -3.64%
CASS Cass Information Systems, Inc. Buy 6.82% 7.1%
BCO The Brink's Company Buy 7.15% -2.38%
EVI EVI Industries, Inc. Buy 9.07% 4.89%
TPIC TPI Composites, Inc. Buy 7.61% -10.12%
MTZ MasTec, Inc. Buy 7.94% -1.28%
GVA Granite Construction Incorporated Buy 8.01% -0.38%
WCC WESCO International, Inc. Buy 7.98% -0.77%
TBI TrueBlue, Inc. Buy 7.6% -5.53%
SPCE Virgin Galactic Holdings, Inc. Sell -3.08% 17.73%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.89% 1.98%
ARCB ArcBest Corporation Sell -3.78% 6.1%
VVX V2X, Inc. Sell -3.78% 5.03%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.8% 4.66%
TPC Tutor Perini Corporation Sell -3.87% -0.62%
The percentage of cash held in the portfolio is: 21.83%
New Assets Added
None
Assets Removed
Asset Action Perf %
IESC Buy All -12.6%
Assets Rebalanced
None

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Market Overview

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