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Portfolio Ref: EQ2025LS1M
Performance in the last:
Follow this Portfolio
1D -1.4 %
1W -5.8 %
2W -5.3 %
1M -1.3 %
3M -4.3 %
6M -7.0 %
9M -13.6 %
1Y -13.2 %
Alpha
-19.0%
Beta
0.25
sharpe-R
-1.12
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 07:49:26
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -16.3%
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
BXC BlueLinx Holdings Inc. Equity Buy 6.31% -0.32%
SXI Standex International Corporation Equity Buy 6.5% 2.77%
FORR Forrester Research, Inc. Equity Buy 6.51% 2.82%
SAIA Saia, Inc. Equity Buy 6.32% -0.09%
GTLS Chart Industries, Inc. Equity Buy 6.32% -2.1%
SHYF The Shyft Group, Inc. Equity Buy 5.95% -7.77%
CASS Cass Information Systems, Inc. Equity Buy 6.58% 2.04%
BCO The Brink's Company Equity Buy 7.23% -2.73%
EVI EVI Industries, Inc. Equity Buy 8.81% 0.52%
TPIC TPI Composites, Inc. Equity Buy 7.77% -9.52%
MTZ MasTec, Inc. Equity Buy 7.86% -3.63%
GVA Granite Construction Incorporated Equity Buy 7.91% -2.97%
WCC WESCO International, Inc. Equity Buy 7.79% -4.41%
TBI TrueBlue, Inc. Equity Buy 7.84% -3.81%
SPCE Virgin Galactic Holdings, Inc. Equity Sell -3.16% 16.64%
JBHT J.B. Hunt Transport Services, Inc. Equity Sell -3.9% 2.99%
ARCB ArcBest Corporation Equity Sell -3.72% 8.7%
VVX V2X, Inc. Equity Sell -3.86% 4.49%
KTOS Kratos Defense & Security Solutions, Inc. Equity Sell -3.93% 2.72%
TPC Tutor Perini Corporation Equity Sell -3.65% 6.42%
IESC IES Holdings, Inc. Equity Sell -3.99% -2.27%
The percentage of cash held in the portfolio is: 26.52%
** The description of each asset is available Here

The latest 5 Compositions change

2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 6.64% 8%
SXI Standex International Corporation Buy 6.27% 1.97%
FORR Forrester Research, Inc. Buy 6.51% 5.85%
SAIA Saia, Inc. Buy 6.46% 5.13%
GTLS Chart Industries, Inc. Buy 6.21% -0.9%
SHYF The Shyft Group, Inc. Buy 6.1% -2.75%
CASS Cass Information Systems, Inc. Buy 6.53% 4.2%
BCO The Brink's Company Buy 7.34% 1.61%
EVI EVI Industries, Inc. Buy 8.72% 2.41%
TPIC TPI Composites, Inc. Buy 8.09% -2.98%
MTZ MasTec, Inc. Buy 7.92% 0%
GVA Granite Construction Incorporated Buy 7.92% 0%
WCC WESCO International, Inc. Buy 7.92% 0%
TBI TrueBlue, Inc. Buy 7.92% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -3.19% 13.35%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.93% -0.53%
ARCB ArcBest Corporation Sell -3.74% 5.59%
VVX V2X, Inc. Sell -3.78% 3.8%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.87% 1.41%
TPC Tutor Perini Corporation Sell -3.84% -1.28%
IESC IES Holdings, Inc. Sell -4% -5.55%
The percentage of cash held in the portfolio is: 25.77%
New Assets Added
  • MTZ
  • GVA
  • WCC
  • TBI
Assets Removed
Asset Action Perf %
PRIM Buy All -11.56%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 6.37% 3.83%
SXI Standex International Corporation Buy 6.27% 2.18%
FORR Forrester Research, Inc. Buy 6.58% 7.16%
SAIA Saia, Inc. Buy 6.46% 5.3%
GTLS Chart Industries, Inc. Buy 6.03% -3.58%
SHYF The Shyft Group, Inc. Buy 6.08% -2.75%
CASS Cass Information Systems, Inc. Buy 6.44% 2.88%
BCO The Brink's Company Buy 7.23% 0.41%
EVI EVI Industries, Inc. Buy 8.71% 2.41%
TPIC TPI Composites, Inc. Buy 8.22% -1.19%
SPCE Virgin Galactic Holdings, Inc. Sell -3.08% 16.27%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.9% -0.12%
ARCB ArcBest Corporation Sell -3.88% 1.8%
VVX V2X, Inc. Sell -3.79% 3.17%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.85% 1.9%
PRIM Primoris Services Corporation Sell -3.96% -4.65%
TPC Tutor Perini Corporation Sell -3.75% 0.82%
IESC IES Holdings, Inc. Sell -3.75% 0.89%
The percentage of cash held in the portfolio is: 61.56%
New Assets Added
None
Assets Removed
Asset Action Perf %
JELD Sell All 9.07%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
JELD JELD-WEN Holding, Inc. Buy 7.06% 16.37%
BXC BlueLinx Holdings Inc. Buy 6.42% 5.79%
SXI Standex International Corporation Buy 6.2% 2.25%
FORR Forrester Research, Inc. Buy 6.5% 7.16%
SAIA Saia, Inc. Buy 6.44% 6.15%
GTLS Chart Industries, Inc. Buy 5.89% -4.79%
SHYF The Shyft Group, Inc. Buy 6.13% -0.97%
CASS Cass Information Systems, Inc. Buy 6.41% 3.58%
BCO The Brink's Company Buy 7.13% 0.1%
EVI EVI Industries, Inc. Buy 9% 7.13%
TPIC TPI Composites, Inc. Buy 8.57% 4.17%
SPCE Virgin Galactic Holdings, Inc. Sell -3.32% 8.78%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.89% -0.95%
ARCB ArcBest Corporation Sell -3.92% -0.14%
VVX V2X, Inc. Sell -3.86% 0.22%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.8% 1.9%
PRIM Primoris Services Corporation Sell -3.74% 0%
TPC Tutor Perini Corporation Sell -3.74% 0%
IESC IES Holdings, Inc. Sell -3.74% 0%
The percentage of cash held in the portfolio is: 54.25%
New Assets Added
  • PRIM
  • TPC
  • IESC
Assets Removed
Asset Action Perf %
PRIM Sell All -15.19%
DY Sell All -6.55%
PWR Sell All -13.02%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
JELD JELD-WEN Holding, Inc. Buy 6.74% 13.07%
BXC BlueLinx Holdings Inc. Buy 6.27% 5.3%
PRIM Primoris Services Corporation Buy 6.32% 6.14%
SXI Standex International Corporation Buy 6.22% 4.3%
FORR Forrester Research, Inc. Buy 6.21% 4.27%
SAIA Saia, Inc. Buy 6.26% 4.98%
DY Dycom Industries, Inc. Buy 6.15% 1.15%
GTLS Chart Industries, Inc. Buy 6.22% 2.31%
SHYF The Shyft Group, Inc. Buy 5.96% -1.86%
PWR Quanta Services, Inc. Buy 6.47% 6.5%
CASS Cass Information Systems, Inc. Buy 6.2% 2.09%
BCO The Brink's Company Buy 6.92% -1.06%
EVI EVI Industries, Inc. Buy 8.3% 0.52%
TPIC TPI Composites, Inc. Buy 8.08% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -3.5% 2.01%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.73% 1.44%
ARCB ArcBest Corporation Sell -3.78% 1.62%
VVX V2X, Inc. Sell -3.76% 1.04%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.81% 0%
The percentage of cash held in the portfolio is: 26.25%
New Assets Added
  • KTOS
  • TPIC
Assets Removed
Asset Action Perf %
KTOS Sell All 15.58%
MATW Sell All -6.94%
Assets Rebalanced
None
2025-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
KTOS Kratos Defense & Security Solutions, Inc. Buy 6.42% 17.07%
JELD JELD-WEN Holding, Inc. Buy 6.77% 14.02%
BXC BlueLinx Holdings Inc. Buy 6.18% 4.02%
PRIM Primoris Services Corporation Buy 6.41% 7.97%
SXI Standex International Corporation Buy 6.18% 4.01%
FORR Forrester Research, Inc. Buy 6.26% 5.44%
SAIA Saia, Inc. Buy 6.33% 6.52%
MATW Matthews International Corporation Buy 5.87% -3.12%
DY Dycom Industries, Inc. Buy 6.08% 0.36%
GTLS Chart Industries, Inc. Buy 6.13% 1.24%
SHYF The Shyft Group, Inc. Buy 6.11% 0.89%
PWR Quanta Services, Inc. Buy 6.39% 5.52%
CASS Cass Information Systems, Inc. Buy 6.23% 2.98%
BCO The Brink's Company Buy 6.82% -2.17%
EVI EVI Industries, Inc. Buy 8.23% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -3.49% 1.83%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.73% 1.26%
ARCB ArcBest Corporation Sell -3.83% -0.12%
VVX V2X, Inc. Sell -3.79% 0%
The percentage of cash held in the portfolio is: 18.45%
New Assets Added
  • VVX
  • EVI
Assets Removed
Asset Action Perf %
ERII Sell All -1.08%
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
KTOS Kratos Defense & Security Solutions, Inc. Buy 6.46% 19.27%
JELD JELD-WEN Holding, Inc. Buy 6.78% 15.43%
BXC BlueLinx Holdings Inc. Buy 6.23% 6.23%
PRIM Primoris Services Corporation Buy 6.42% 9.33%
SXI Standex International Corporation Buy 6.23% 6.12%
FORR Forrester Research, Inc. Buy 6.22% 5.99%
SAIA Saia, Inc. Buy 6.3% 7.38%
MATW Matthews International Corporation Buy 5.99% 0.03%
DY Dycom Industries, Inc. Buy 6.11% 2.15%
GTLS Chart Industries, Inc. Buy 6.12% 2.34%
SHYF The Shyft Group, Inc. Buy 6.1% 1.86%
PWR Quanta Services, Inc. Buy 6.37% 6.49%
CASS Cass Information Systems, Inc. Buy 6.01% 0.52%
ERII Energy Recovery, Inc. Buy 7.07% 2.3%
BCO The Brink's Company Buy 6.89% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -3.53% -0.37%
JBHT J.B. Hunt Transport Services, Inc. Sell -3.77% -1.15%
ARCB ArcBest Corporation Sell -3.78% 0%
The percentage of cash held in the portfolio is: 15.78%
New Assets Added
  • ARCB
  • BCO
Assets Removed
Asset Action Perf %
FWRD Buy All -8.91%
Assets Rebalanced
None

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Market Overview

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