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Portfolio Ref: EQ2025LS2W
Performance in the last:
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1D 0.0 %
1W -0.5 %
2W -0.4 %
1M -1.1 %
3M 6.8 %
6M 3.1 %
9M 4.4 %
1Y 11.3 %
Alpha
5.0%
Beta
0.36
sharpe-R
0.86
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 06:59:59
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -13.72%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 25.

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.

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

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
RYI Buy All 1.79%
MRCY Sell All 6.62%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
MRCY Mercury Systems, Inc. Buy 9.46% 9.47%
RYI Ryerson Holding Corporation Sell -3.29% 2.5%
The percentage of cash held in the portfolio is: 93.83%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAON Sell All -3.21%
GLDD Sell All -0.27%
MTZ Sell All -6.79%
IESC Sell All -1.77%
GVA Sell All -2.24%
ERII Sell All 3.71%
PRG Sell All 0.58%
WCC Sell All 2.26%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAON AAON, Inc. Buy 7.25% -6.01%
GLDD Great Lakes Dredge & Dock Corporation Buy 7.77% 0.63%
MTZ MasTec, Inc. Buy 7.26% -5.99%
IESC IES Holdings, Inc. Buy 7.36% -4.62%
GVA Granite Construction Incorporated Buy 7.5% -2.8%
ERII Energy Recovery, Inc. Buy 7.9% 2.34%
PRG PROG Holdings, Inc. Buy 7.58% -1.73%
WCC WESCO International, Inc. Buy 7.88% 2.08%
MRCY Mercury Systems, Inc. Buy 9.56% 9.79%
RYI Ryerson Holding Corporation Sell -3.4% 0%
The percentage of cash held in the portfolio is: 33.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
IBP Buy All 9.71%
INSW Sell All 7.52%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
INSW International Seaways, Inc. Buy 8.51% 6.3%
AAON AAON, Inc. Buy 7.44% -3.29%
GLDD Great Lakes Dredge & Dock Corporation Buy 7.89% 2.51%
MTZ MasTec, Inc. Buy 7.35% -4.49%
IESC IES Holdings, Inc. Buy 7.39% -3.98%
GVA Granite Construction Incorporated Buy 7.56% -1.76%
ERII Energy Recovery, Inc. Buy 7.86% 2.06%
PRG PROG Holdings, Inc. Buy 7.64% -0.76%
WCC WESCO International, Inc. Buy 7.66% -0.51%
MRCY Mercury Systems, Inc. Buy 9.74% 12.16%
IBP Installed Building Products, Inc. Sell -5.24% 6.95%
RYI Ryerson Holding Corporation Sell -3.51% -3.67%
The percentage of cash held in the portfolio is: 29.73%
New Assets Added
None
Assets Removed
Asset Action Perf %
JBLU Sell All 0.47%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
INSW International Seaways, Inc. Buy 8.35% 4.96%
AAON AAON, Inc. Buy 7.4% -3.28%
GLDD Great Lakes Dredge & Dock Corporation Buy 7.83% 2.33%
MTZ MasTec, Inc. Buy 7.54% -1.44%
IESC IES Holdings, Inc. Buy 7.77% 1.56%
GVA Granite Construction Incorporated Buy 7.59% -0.74%
ERII Energy Recovery, Inc. Buy 7.63% -0.21%
PRG PROG Holdings, Inc. Buy 7.61% -0.49%
WCC WESCO International, Inc. Buy 7.51% -1.84%
JBLU JetBlue Airways Corporation Buy 8.07% 5.54%
MRCY Mercury Systems, Inc. Buy 9.38% 8.78%
IBP Installed Building Products, Inc. Sell -5.17% 7.76%
RYI Ryerson Holding Corporation Sell -3.36% 0.22%
The percentage of cash held in the portfolio is: 21.86%
New Assets Added
None
Assets Removed
Asset Action Perf %
TBI Sell All -9.95%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
INSW International Seaways, Inc. Buy 8.31% 5.79%
AAON AAON, Inc. Buy 7.39% -2.19%
GLDD Great Lakes Dredge & Dock Corporation Buy 7.77% 2.78%
MTZ MasTec, Inc. Buy 7.46% -1.28%
IESC IES Holdings, Inc. Buy 8.06% 6.68%
GVA Granite Construction Incorporated Buy 7.53% -0.38%
ERII Energy Recovery, Inc. Buy 7.63% 0.96%
PRG PROG Holdings, Inc. Buy 7.64% 1.09%
WCC WESCO International, Inc. Buy 7.5% -0.77%
TBI TrueBlue, Inc. Buy 7.14% -5.53%
JBLU JetBlue Airways Corporation Buy 7.77% 2.85%
MRCY Mercury Systems, Inc. Buy 9.68% 13.55%
IBP Installed Building Products, Inc. Sell -5.37% 3.03%
RYI Ryerson Holding Corporation Sell -3.33% -0.22%
The percentage of cash held in the portfolio is: 14.8%
New Assets Added
None
Assets Removed
Asset Action Perf %
DY Buy All -4.83%
VVX Buy All 5.03%
ROCK Buy All 2.36%
TPC Buy All 8.29%
Assets Rebalanced
None

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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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