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All portfolios and performance
Portfolio Ref: EQ205LO1W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 0.9 %
2W -2.9 %
1M -3.3 %
3M -13.2 %
6M -14.5 %
9M -14.2 %
1Y -14.2 %
Alpha
-26.0%
Beta
0.42
sharpe-R
-0.77
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 07:48:30
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -22.29%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.

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.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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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
AMRC Ameresco, Inc. Equity Buy 19.6% 0%
AAL American Airlines Group Inc. Equity Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
** 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
AMRC Ameresco, Inc. Buy 19.6% 0%
AAL American Airlines Group Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
  • AMRC
  • AAL
Assets Removed
None
Assets Rebalanced
None
2024-09-12 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 %
FWRD Sell All -2.12%
SAIA Sell All 0.92%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 18.8% -4.66%
SAIA Saia, Inc. Buy 19.01% -3.58%
The percentage of cash held in the portfolio is: 62.18%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAL Sell All 1.69%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 20.13% 0.09%
FWRD Forward Air Corporation Buy 19.47% 0%
SAIA Saia, Inc. Buy 19.47% 0%
The percentage of cash held in the portfolio is: 40.93%
New Assets Added
  • FWRD
  • SAIA
Assets Removed
Asset Action Perf %
CECO Sell All -9.53%
ROK Sell All -5.65%
Assets Rebalanced
None
2024-09-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
CECO CECO Environmental Corp. Buy 19.52% 0%
ROK Rockwell Automation, Inc. Buy 19.52% 0%
AAL American Airlines Group Inc. Buy 19.52% 0%
The percentage of cash held in the portfolio is: 41.44%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All NA
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 19.92% 1.12%
CECO CECO Environmental Corp. Buy 19.52% 0%
ROK Rockwell Automation, Inc. Buy 19.52% 0%
AAL American Airlines Group Inc. Buy 19.52% 0%
The percentage of cash held in the portfolio is: 21.52%
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
GLDD Great Lakes Dredge & Dock Corporation Buy 19.92% 1.12%
The percentage of cash held in the portfolio is: 80.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMRC Sell All -3.66%
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 19.6% 0%
GLDD Great Lakes Dredge & Dock Corporation Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
  • AMRC
  • GLDD
Assets Removed
None
Assets Rebalanced
None
2024-08-06 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 %
MTZ Sell All -5.35%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
MTZ MasTec, Inc. Buy 20.74% -4.69%
The percentage of cash held in the portfolio is: 79.26%
New Assets Added
None
Assets Removed
Asset Action Perf %
BCC Sell All -7.99%
ERII Sell All -7.39%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCC Boise Cascade Company Buy 20.15% -4.63%
MTZ MasTec, Inc. Buy 20.92% -1.02%
ERII Energy Recovery, Inc. Buy 18.98% 0%
The percentage of cash held in the portfolio is: 39.95%
New Assets Added
  • ERII
Assets Removed
Asset Action Perf %
SSD Sell All -0.15%
ALGT Sell All -9.23%
Assets Rebalanced
None
2024-07-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
SSD Simpson Manufacturing Co., Inc. Buy 18.37% 3.66%
BCC Boise Cascade Company Buy 20.5% 0.61%
MTZ MasTec, Inc. Buy 20.21% -0.78%
ALGT Allegiant Travel Company Buy 19.46% 0%
The percentage of cash held in the portfolio is: 21.46%
New Assets Added
  • ALGT
Assets Removed
Asset Action Perf %
ATRO Sell All -4.96%
KTOS Sell All -0.67%
Assets Rebalanced
None
2024-07-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
ATRO Astronics Corporation Buy 19.07% -4.57%
KTOS Kratos Defense & Security Solutions, Inc. Buy 20.01% 0.13%
SSD Simpson Manufacturing Co., Inc. Buy 18.27% 3.34%
BCC Boise Cascade Company Buy 20.33% 0%
MTZ MasTec, Inc. Buy 20.33% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BCC
  • MTZ
Assets Removed
Asset Action Perf %
VSEC Sell All -2.19%
REVG Sell All 5.76%
Assets Rebalanced
None
2024-07-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 19.97% -1.6%
REVG REV Group, Inc. Buy 20.8% 2.51%
ATRO Astronics Corporation Buy 19.27% -5%
KTOS Kratos Defense & Security Solutions, Inc. Buy 20.02% -1.29%
SSD Simpson Manufacturing Co., Inc. Buy 17.95% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSD
Assets Removed
None
Assets Rebalanced
None
2024-07-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 20.13% -1.44%
REVG REV Group, Inc. Buy 20.54% 0.56%
ATRO Astronics Corporation Buy 19.51% -4.45%
KTOS Kratos Defense & Security Solutions, Inc. Buy 19.75% -3.28%
The percentage of cash held in the portfolio is: 20.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
IESC Sell All -11.97%
Assets Rebalanced
None
2024-07-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 19.79% 1.77%
IESC IES Holdings, Inc. Buy 19.41% -0.17%
REVG REV Group, Inc. Buy 19.91% 2.39%
ATRO Astronics Corporation Buy 19.44% 0%
KTOS Kratos Defense & Security Solutions, Inc. Buy 19.44% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ATRO
  • KTOS
Assets Removed
None
Assets Rebalanced
None
2024-07-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
VSEC VSE Corporation Buy 19.6% 0%
IESC IES Holdings, Inc. Buy 19.6% 0%
REVG REV Group, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 41.2%
New Assets Added
  • VSEC
  • IESC
  • REVG
Assets Removed
None
Assets Rebalanced
None
2024-07-19 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 %
NWPX Sell All 6.07%
CR Sell All 3.19%
THR Sell All 7.36%
GTLS Sell All 7.63%
EVI Sell All 0.95%
Assets Rebalanced
None
2024-07-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
NWPX Northwest Pipe Company Buy 19.6% 0%
CR Crane Holdings, Co. Buy 19.6% 0%
THR Thermon Group Holdings, Inc. Buy 19.6% 0%
GTLS Chart Industries, Inc. Buy 19.6% 0%
EVI EVI Industries, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NWPX
  • CR
  • THR
  • GTLS
  • EVI
Assets Removed
None
Assets Rebalanced
None
2024-07-11 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 %
WSO Sell All 1.11%
BW Sell All -13.02%
Assets Rebalanced
None
2024-07-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
WSO Watsco, Inc. Buy 20.18% 0.26%
BW Babcock & Wilcox Enterprises, Inc. Buy 19.45% 0%
The percentage of cash held in the portfolio is: 60.36%
New Assets Added
  • BW
Assets Removed
None
Assets Rebalanced
None
2024-07-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
WSO Watsco, Inc. Buy 20.17% 0.16%
The percentage of cash held in the portfolio is: 79.83%
New Assets Added
None
Assets Removed
Asset Action Perf %
PTSI Sell All -7.77%
TTC Sell All -5.71%
Assets Rebalanced
None
2024-07-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
TTC The Toro Company Buy 19.13% -3.73%
PTSI P.A.M. Transportation Services, Inc. Buy 19.22% -3.28%
WSO Watsco, Inc. Buy 19.88% 0%
The percentage of cash held in the portfolio is: 41.76%
New Assets Added
  • WSO
Assets Removed
None
Assets Rebalanced
None
2024-07-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
TTC The Toro Company Buy 19.6% 0%
PTSI P.A.M. Transportation Services, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
  • TTC
  • PTSI
Assets Removed
Asset Action Perf %
TGI Sell All 2.05%
LNN Sell All -5.1%
Assets Rebalanced
None
2024-06-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 19.86% 0.4%
LNN Lindsay Corporation Buy 19.54% 0%
The percentage of cash held in the portfolio is: 60.61%
New Assets Added
  • LNN
Assets Removed
Asset Action Perf %
SPR Sell All 3.66%
BCO Sell All -0.17%
Assets Rebalanced
None
2024-06-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 20.29% 2.4%
BCO The Brink's Company Buy 19.88% 0.37%
TGI Triumph Group, Inc. Buy 19.91% 0.53%
The percentage of cash held in the portfolio is: 39.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
CAR Sell All -3.84%
TRN Sell All -4.9%
Assets Rebalanced
None
2024-06-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 20.59% 6%
BCO The Brink's Company Buy 19.5% 0.37%
TRN Trinity Industries, Inc. Buy 19.08% -1.76%
TGI Triumph Group, Inc. Buy 19.42% 0%
CAR Avis Budget Group, Inc. Buy 19.42% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TGI
  • CAR
Assets Removed
None
Assets Rebalanced
None
2024-06-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPR Spirit AeroSystems Holdings, Inc. Buy 19.6% 0%
BCO The Brink's Company Buy 19.6% 0%
TRN Trinity Industries, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 41.2%
New Assets Added
  • SPR
  • BCO
  • TRN
Assets Removed
None
Assets Rebalanced
None
2024-05-29 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 %
TEX Sell All -3.72%
Assets Rebalanced
None
2024-05-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
TEX Terex Corporation Buy 18.66% -2.61%
The percentage of cash held in the portfolio is: 81.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
MRCY Sell All 0.8%
NSSC Sell All 8.52%
Assets Rebalanced
None
2024-05-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
MRCY Mercury Systems, Inc. Buy 19.93% 1.89%
NSSC Napco Security Technologies, Inc. Buy 20.72% 5.91%
TEX Terex Corporation Buy 19.12% 0%
The percentage of cash held in the portfolio is: 40.23%
New Assets Added
  • TEX
Assets Removed
Asset Action Perf %
ASGN Sell All -4.02%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

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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