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Portfolio Ref: EQ2025LS2W
Performance in the last:
Follow this Portfolio
1D -1.3 %
1W -3.2 %
2W -2.1 %
1M 6.1 %
3M 4.8 %
6M 0.6 %
9M 4.2 %
1Y 15.1 %
Alpha
6.9%
Beta
0.37
sharpe-R
0.94
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 07:49:23
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

Asset Asset Class Action Weight PnL
BCO The Brink's Company Equity Buy 5.24% -2.73%
CYRX Cryoport, Inc. Equity Buy 4.87% -9.56%
INSW International Seaways, Inc. Equity Buy 8.39% 3.98%
AAON AAON, Inc. Equity Buy 7.66% -1.3%
GLDD Great Lakes Dredge & Dock Corporation Equity Buy 7.53% -2.96%
MTZ MasTec, Inc. Equity Buy 7.48% -3.63%
IESC IES Holdings, Inc. Equity Buy 7.52% -3.11%
GVA Granite Construction Incorporated Equity Buy 7.53% -2.97%
ERII Energy Recovery, Inc. Equity Buy 7.54% -2.88%
PRG PROG Holdings, Inc. Equity Buy 7.62% -1.83%
WCC WESCO International, Inc. Equity Buy 7.42% -4.41%
TBI TrueBlue, Inc. Equity Buy 7.47% -3.81%
JBLU JetBlue Airways Corporation Equity Buy 7.42% -4.43%
MRCY Mercury Systems, Inc. Equity Buy 8.82% 0.72%
BW Babcock & Wilcox Enterprises, Inc. Equity Sell -3.43% 14.1%
ARCB ArcBest Corporation Equity Sell -3.65% 8.7%
VVX V2X, Inc. Equity Sell -3.45% 4.49%
ROCK Gibraltar Industries, Inc. Equity Sell -3.46% 4.32%
DY Dycom Industries, Inc. Equity Sell -3.5% 3.08%
TPC Tutor Perini Corporation Equity Sell -3.08% 14.7%
IBP Installed Building Products, Inc. Equity Sell -5.41% 4.9%
RYI Ryerson Holding Corporation Equity Sell -3.26% 4.47%
The percentage of cash held in the portfolio is: 26.75%
** 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
BCO The Brink's Company Buy 5.24% -2.73%
CYRX Cryoport, Inc. Buy 4.87% -9.56%
INSW International Seaways, Inc. Buy 8.39% 3.98%
AAON AAON, Inc. Buy 7.66% -1.3%
GLDD Great Lakes Dredge & Dock Corporation Buy 7.53% -2.96%
MTZ MasTec, Inc. Buy 7.48% -3.63%
IESC IES Holdings, Inc. Buy 7.52% -3.11%
GVA Granite Construction Incorporated Buy 7.53% -2.97%
ERII Energy Recovery, Inc. Buy 7.54% -2.88%
PRG PROG Holdings, Inc. Buy 7.62% -1.83%
WCC WESCO International, Inc. Buy 7.42% -4.41%
TBI TrueBlue, Inc. Buy 7.47% -3.81%
JBLU JetBlue Airways Corporation Buy 7.42% -4.43%
MRCY Mercury Systems, Inc. Buy 8.82% 0.72%
BW Babcock & Wilcox Enterprises, Inc. Sell -3.43% 14.1%
ARCB ArcBest Corporation Sell -3.65% 8.7%
VVX V2X, Inc. Sell -3.45% 4.49%
ROCK Gibraltar Industries, Inc. Sell -3.46% 4.32%
DY Dycom Industries, Inc. Sell -3.5% 3.08%
TPC Tutor Perini Corporation Sell -3.08% 14.7%
IBP Installed Building Products, Inc. Sell -5.41% 4.9%
RYI Ryerson Holding Corporation Sell -3.26% 4.47%
The percentage of cash held in the portfolio is: 26.75%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLIO Sell All -2.87%
REVG Sell All -3.72%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 5.25% -1.08%
CYRX Cryoport, Inc. Buy 4.91% -7.6%
INSW International Seaways, Inc. Buy 8.27% 3.92%
AAON AAON, Inc. Buy 7.64% -0.19%
GLDD Great Lakes Dredge & Dock Corporation Buy 7.55% -1.43%
MTZ MasTec, Inc. Buy 7.56% -1.25%
IESC IES Holdings, Inc. Buy 7.47% -2.49%
GVA Granite Construction Incorporated Buy 7.57% -1.17%
HLIO Helios Technologies, Inc. Buy 7.65% -0.11%
ERII Energy Recovery, Inc. Buy 7.54% -1.51%
PRG PROG Holdings, Inc. Buy 7.56% -1.22%
WCC WESCO International, Inc. Buy 7.48% -2.32%
TBI TrueBlue, Inc. Buy 7.67% 0.12%
JBLU JetBlue Airways Corporation Buy 7.97% 4.11%
MRCY Mercury Systems, Inc. Buy 8.64% 0%
REVG REV Group, Inc. Buy 8.64% 0%
BW Babcock & Wilcox Enterprises, Inc. Sell -3.44% 12.82%
ARCB ArcBest Corporation Sell -3.77% 4.5%
VVX V2X, Inc. Sell -3.46% 2.89%
ROCK Gibraltar Industries, Inc. Sell -3.56% 0.07%
DY Dycom Industries, Inc. Sell -3.53% 1.13%
TPC Tutor Perini Corporation Sell -3.22% 9.64%
IBP Installed Building Products, Inc. Sell -5.65% -0.79%
RYI Ryerson Holding Corporation Sell -3.37% 0%
The percentage of cash held in the portfolio is: 10.64%
New Assets Added
  • RYI
  • MRCY
  • REVG
Assets Removed
Asset Action Perf %
NL Sell All -5.98%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 5.34% 1.61%
CYRX Cryoport, Inc. Buy 4.98% -5.27%
INSW International Seaways, Inc. Buy 8.19% 4.03%
AAON AAON, Inc. Buy 7.57% 0%
GLDD Great Lakes Dredge & Dock Corporation Buy 7.57% 0%
MTZ MasTec, Inc. Buy 7.57% 0%
IESC IES Holdings, Inc. Buy 7.57% 0%
GVA Granite Construction Incorporated Buy 7.57% 0%
HLIO Helios Technologies, Inc. Buy 7.57% 0%
ERII Energy Recovery, Inc. Buy 7.57% 0%
PRG PROG Holdings, Inc. Buy 7.57% 0%
WCC WESCO International, Inc. Buy 7.57% 0%
NL NL Industries, Inc. Buy 7.57% 0%
TBI TrueBlue, Inc. Buy 7.57% 0%
JBLU JetBlue Airways Corporation Buy 7.57% 0%
BW Babcock & Wilcox Enterprises, Inc. Sell -3.38% 13.46%
ARCB ArcBest Corporation Sell -3.68% 5.59%
VVX V2X, Inc. Sell -3.39% 3.8%
ROCK Gibraltar Industries, Inc. Sell -3.59% -1.64%
DY Dycom Industries, Inc. Sell -3.47% 1.69%
TPC Tutor Perini Corporation Sell -3.26% 7.69%
IBP Installed Building Products, Inc. Sell -5.8% -4.53%
The percentage of cash held in the portfolio is: 17.15%
New Assets Added
  • AAON
  • GLDD
  • MTZ
  • IESC
  • GVA
  • HLIO
  • ERII
  • PRG
  • WCC
  • NL
  • TBI
  • JBLU
Assets Removed
Asset Action Perf %
MSM Buy All -0.7%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 5.2% -0.76%
CYRX Cryoport, Inc. Buy 5.04% -3.8%
INSW International Seaways, Inc. Buy 7.85% 0%
MSM MSC Industrial Direct Co., Inc. Sell -4.18% -0.07%
BW Babcock & Wilcox Enterprises, Inc. Sell -3.09% 20.51%
ARCB ArcBest Corporation Sell -3.71% 4.48%
VVX V2X, Inc. Sell -3.39% 3.5%
ROCK Gibraltar Industries, Inc. Sell -3.53% -0.52%
DY Dycom Industries, Inc. Sell -3.35% 4.62%
TPC Tutor Perini Corporation Sell -3.2% 8.89%
IBP Installed Building Products, Inc. Sell -5.53% 0%
The percentage of cash held in the portfolio is: 111.91%
New Assets Added
  • IBP
  • INSW
Assets Removed
Asset Action Perf %
TRNS Buy All 28.64%
EVI Sell All -0.86%
TPIC Sell All -7.14%
NX Sell All -7.97%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
NX Quanex Building Products Corporation Buy 6.45% -5.37%
BCO The Brink's Company Buy 5.24% 0.41%
CYRX Cryoport, Inc. Buy 5.14% -1.47%
EVI EVI Industries, Inc. Buy 8.59% 2.41%
TPIC TPI Composites, Inc. Buy 8.35% -1.19%
MSM MSC Industrial Direct Co., Inc. Sell -4.22% -1.35%
TRNS Transcat, Inc. Sell -3.5% 15.99%
BW Babcock & Wilcox Enterprises, Inc. Sell -3.25% 16.03%
ARCB ArcBest Corporation Sell -3.81% 1.8%
VVX V2X, Inc. Sell -3.39% 3.17%
ROCK Gibraltar Industries, Inc. Sell -3.52% -0.54%
DY Dycom Industries, Inc. Sell -3.29% 6.02%
TPC Tutor Perini Corporation Sell -3.17% 9.6%
The percentage of cash held in the portfolio is: 94.37%
New Assets Added
None
Assets Removed
Asset Action Perf %
TREX Sell All 4.52%
LPX Sell All 5.01%
WMS Sell All 4.97%
OC Sell All 9.5%
TXT Sell All -1.56%
SPCE Sell All -16.58%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
LPX Louisiana-Pacific Corporation Buy 7.78% 5.27%
WMS Advanced Drainage Systems, Inc. Buy 7.34% 5.14%
TREX Trex Company, Inc. Buy 7.59% 7.64%
OC Owens Corning Buy 7.77% 9.5%
TXT Textron Inc. Buy 7.28% 0.97%
NX Quanex Building Products Corporation Buy 6.54% -3.06%
SPCE Virgin Galactic Holdings, Inc. Buy 4.7% -9.11%
BCO The Brink's Company Buy 5.17% 0.1%
CYRX Cryoport, Inc. Buy 5.05% -2.21%
EVI EVI Industries, Inc. Buy 8.9% 7.13%
TPIC TPI Composites, Inc. Buy 8.71% 4.17%
MSM MSC Industrial Direct Co., Inc. Sell -4.21% -2.16%
TRNS Transcat, Inc. Sell -3.96% 3.76%
BW Babcock & Wilcox Enterprises, Inc. Sell -3.2% 16.67%
ARCB ArcBest Corporation Sell -3.84% -0.14%
VVX V2X, Inc. Sell -3.46% 0.22%
ROCK Gibraltar Industries, Inc. Sell -3.53% -1.66%
DY Dycom Industries, Inc. Sell -3.23% 6.88%
TPC Tutor Perini Corporation Sell -3.16% 8.85%
The percentage of cash held in the portfolio is: 51.75%
New Assets Added
None
Assets Removed
Asset Action Perf %
VSEC Sell All 6.56%
RYI Sell All 9.62%
URI Sell All 11.72%
TRN Sell All 6.1%
Assets Rebalanced
None

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Market Overview

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