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Portfolio Ref: EQ2025LS2W
Performance in the last:
Follow this Portfolio
1D 0.3 %
1W 1.0 %
2W 1.3 %
1M 1.9 %
3M 2.1 %
6M 7.8 %
9M 14.6 %
1Y 2.9 %
Alpha
-9.2%
Beta
0.48
sharpe-R
0.22
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 2024-09-18 07:48:47
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -14.38%
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
FWRD Forward Air Corporation Equity Buy 8.08% 8.15%
SAIA Saia, Inc. Equity Buy 7.85% 5.05%
AMRC Ameresco, Inc. Equity Buy 5.47% 0%
AAL American Airlines Group Inc. Equity Buy 5.47% 0%
The percentage of cash held in the portfolio is: 73.12%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 8.08% 8.15%
SAIA Saia, Inc. Buy 7.85% 5.05%
AMRC Ameresco, Inc. Buy 5.47% 0%
AAL American Airlines Group Inc. Buy 5.47% 0%
The percentage of cash held in the portfolio is: 73.12%
New Assets Added
  • AMRC
  • AAL
Assets Removed
None
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 7.92% 5.7%
SAIA Saia, Inc. Buy 7.77% 3.64%
The percentage of cash held in the portfolio is: 84.31%
New Assets Added
None
Assets Removed
Asset Action Perf %
KBR Buy All 6.74%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 7.39% -2.12%
SAIA Saia, Inc. Buy 7.62% 0.92%
KBR KBR, Inc. Sell -4.54% 8.72%
The percentage of cash held in the portfolio is: 89.54%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAL Sell All 1.41%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 7.92% 3.48%
FWRD Forward Air Corporation Buy 7.5% -0.42%
SAIA Saia, Inc. Buy 7.5% -0.4%
KBR KBR, Inc. Sell -4.53% 8.81%
The percentage of cash held in the portfolio is: 81.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
TGI Buy All 6.49%
SPCE Buy All 13.2%
TREX Buy All 1.98%
BXC Buy All 7.07%
UFPI Buy All 5.95%
XPO Buy All 14.57%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 7.83% 1.69%
FWRD Forward Air Corporation Buy 7.23% -4.66%
SAIA Saia, Inc. Buy 7.31% -3.58%
TGI Triumph Group, Inc. Sell -3.56% 5.47%
SPCE Virgin Galactic Holdings, Inc. Sell -3.23% 14.37%
TREX Trex Company, Inc. Sell -3.57% 5.13%
BXC BlueLinx Holdings Inc. Sell -3.5% 7.09%
UFPI UFP Industries, Inc. Sell -3.51% 6.93%
XPO XPO, Inc. Sell -3.23% 14.16%
KBR KBR, Inc. Sell -4.64% 7.03%
The percentage of cash held in the portfolio is: 102.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
MYRG Buy All 13.82%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 7.89% 1.69%
FWRD Forward Air Corporation Buy 7.26% -5.01%
SAIA Saia, Inc. Buy 7.29% -4.54%
MYRG MYR Group Inc. Sell -3.31% 11.95%
TGI Triumph Group, Inc. Sell -3.68% 3.21%
SPCE Virgin Galactic Holdings, Inc. Sell -3.36% 11.44%
TREX Trex Company, Inc. Sell -3.55% 6.5%
BXC BlueLinx Holdings Inc. Sell -3.62% 4.75%
UFPI UFP Industries, Inc. Sell -3.56% 6.27%
XPO XPO, Inc. Sell -3.29% 13.3%
KBR KBR, Inc. Sell -5.01% 0.49%
The percentage of cash held in the portfolio is: 106.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All -6.81%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 5.7% -4.98%
AAL American Airlines Group Inc. Buy 7.76% 0.09%
FWRD Forward Air Corporation Buy 7.64% 0%
SAIA Saia, Inc. Buy 7.64% 0%
MYRG MYR Group Inc. Sell -3.35% 11%
TGI Triumph Group, Inc. Sell -3.69% 2.84%
SPCE Virgin Galactic Holdings, Inc. Sell -3.5% 7.77%
TREX Trex Company, Inc. Sell -3.57% 5.98%
BXC BlueLinx Holdings Inc. Sell -3.62% 4.49%
UFPI UFP Industries, Inc. Sell -3.61% 4.97%
XPO XPO, Inc. Sell -3.64% 4.07%
KBR KBR, Inc. Sell -5.03% 0%
The percentage of cash held in the portfolio is: 101.27%
New Assets Added
  • KBR
  • FWRD
  • SAIA
Assets Removed
Asset Action Perf %
SAIA Buy All -11.37%
CIX Sell All 5.73%
CECO Sell All -9.53%
ROK Sell All -5.65%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 6.48% 8.97%
GLDD Great Lakes Dredge & Dock Corporation Buy 6.02% 1.12%
CECO CECO Environmental Corp. Buy 7.69% 0%
ROK Rockwell Automation, Inc. Buy 7.69% 0%
AAL American Airlines Group Inc. Buy 7.69% 0%
MYRG MYR Group Inc. Sell -3.65% 1.95%
TGI Triumph Group, Inc. Sell -3.82% -1.6%
SPCE Virgin Galactic Holdings, Inc. Sell -3.69% 1.91%
TREX Trex Company, Inc. Sell -3.68% 2.06%
BXC BlueLinx Holdings Inc. Sell -3.78% -0.41%
UFPI UFP Industries, Inc. Sell -3.77% -0.19%
XPO XPO, Inc. Sell -3.64% 3.26%
SAIA Saia, Inc. Sell -3.77% -0.3%
The percentage of cash held in the portfolio is: 94.25%
New Assets Added
  • CECO
  • ROK
  • AAL
Assets Removed
None
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 6.16% 3.43%
GLDD Great Lakes Dredge & Dock Corporation Buy 6.02% 1.12%
MYRG MYR Group Inc. Sell -3.62% 2.99%
TGI Triumph Group, Inc. Sell -3.79% -0.58%
SPCE Virgin Galactic Holdings, Inc. Sell -3.54% 5.87%
TREX Trex Company, Inc. Sell -3.7% 1.72%
BXC BlueLinx Holdings Inc. Sell -3.73% 0.97%
UFPI UFP Industries, Inc. Sell -3.75% 0.35%
XPO XPO, Inc. Sell -3.74% 0.56%
SAIA Saia, Inc. Sell -3.73% 0.9%
The percentage of cash held in the portfolio is: 117.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMRC Sell All -2.32%
WNC Sell All -1.74%
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 5.95% -0.2%
WNC Wabash National Corporation Buy 5.86% -1.74%
CIX CompX International Inc. Buy 6.15% 3.1%
GLDD Great Lakes Dredge & Dock Corporation Buy 6.14% 2.95%
MYRG MYR Group Inc. Sell -3.6% 3.51%
TGI Triumph Group, Inc. Sell -3.77% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -3.77% 0%
TREX Trex Company, Inc. Sell -3.77% 0%
BXC BlueLinx Holdings Inc. Sell -3.77% 0%
UFPI UFP Industries, Inc. Sell -3.77% 0%
XPO XPO, Inc. Sell -3.77% 0%
SAIA Saia, Inc. Sell -3.77% 0%
The percentage of cash held in the portfolio is: 105.9%
New Assets Added
  • TGI
  • SPCE
  • TREX
  • BXC
  • UFPI
  • XPO
  • SAIA
Assets Removed
None
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 6.07% 1.38%
WNC Wabash National Corporation Buy 5.99% 0.05%
CIX CompX International Inc. Buy 5.91% -1.2%
GLDD Great Lakes Dredge & Dock Corporation Buy 5.99% 0%
MYRG MYR Group Inc. Sell -3.78% -0.7%
The percentage of cash held in the portfolio is: 79.82%
New Assets Added
  • GLDD
Assets Removed
None
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 5.99% 0%
WNC Wabash National Corporation Buy 5.99% 0%
CIX CompX International Inc. Buy 5.99% 0%
MYRG MYR Group Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 85.79%
New Assets Added
  • MYRG
  • AMRC
  • WNC
  • CIX
Assets Removed
None
Assets Rebalanced
None
2024-08-16 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 %
BLDR Buy All -3.23%
Assets Rebalanced
None
2024-08-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
BLDR Builders FirstSource, Inc. Sell -3.95% -0.69%
The percentage of cash held in the portfolio is: 103.95%
New Assets Added
None
Assets Removed
Asset Action Perf %
RYI Buy All 23.58%
EVA Sell All 0.71%
Assets Rebalanced
None
2024-08-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVA Enviva Inc. Buy 11.84% 1.66%
RYI Ryerson Holding Corporation Sell -3.31% 24.25%
BLDR Builders FirstSource, Inc. Sell -3.95% -0.88%
The percentage of cash held in the portfolio is: 95.42%
New Assets Added
None
Assets Removed
Asset Action Perf %
SPCE Buy All 12.61%
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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