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All portfolios and performance
Portfolio Ref: EQ205LO1W
Performance in the last:
Follow this Portfolio
1D -1.9 %
1W -2.8 %
2W -2.6 %
1M -2.6 %
3M -5.8 %
6M -15.5 %
9M -13.3 %
1Y -14.7 %
Alpha
-29.5%
Beta
0.42
sharpe-R
-0.9
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:28:57
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -23.74%
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

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

2024-11-21 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 %
DY Sell All -9.84%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
DY Dycom Industries, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • DY
Assets Removed
None
Assets Rebalanced
None
2024-11-18 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 %
BWXT Sell All 1.35%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
BWXT BWX Technologies, Inc. Buy 17.37% 6.05%
The percentage of cash held in the portfolio is: 82.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
TGI Sell All 16.4%
BECN Sell All 1.65%
NX Sell All -1.41%
RYI Sell All -4.56%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 20.54% 1.08%
BECN Beacon Roofing Supply, Inc. Buy 20.83% 2.51%
NX Quanex Building Products Corporation Buy 19.9% -2.05%
RYI Ryerson Holding Corporation Buy 19.74% -2.83%
BWXT BWX Technologies, Inc. Buy 16.99% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BWXT
Assets Removed
Asset Action Perf %
WMS Sell All -16.73%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 19.6% 0%
BECN Beacon Roofing Supply, Inc. Buy 19.6% 0%
NX Quanex Building Products Corporation Buy 19.6% 0%
WMS Advanced Drainage Systems, Inc. Buy 19.6% 0%
RYI Ryerson Holding Corporation Buy 19.6% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TGI
  • BECN
  • NX
  • WMS
  • RYI
Assets Removed
None
Assets Rebalanced
None
2024-10-17 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 %
FBIN Sell All 1.86%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
FBIN Fortune Brands Innovations, Inc. Buy 19.72% -0.42%
The percentage of cash held in the portfolio is: 80.28%
New Assets Added
None
Assets Removed
Asset Action Perf %
BXC Sell All 2.89%
FIX Sell All 3.26%
B Sell All 3.07%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 19.58% -0.24%
FIX Comfort Systems USA, Inc. Buy 19.86% 1.18%
B Barnes Group Inc. Buy 20.22% 3%
FBIN Fortune Brands Innovations, Inc. Buy 19.8% -1.19%
The percentage of cash held in the portfolio is: 20.53%
New Assets Added
None
Assets Removed
Asset Action Perf %
BECN Sell All -4.86%
Assets Rebalanced
None
2024-10-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 19.82% 2.67%
FIX Comfort Systems USA, Inc. Buy 19.69% 2.01%
B Barnes Group Inc. Buy 19.84% 2.81%
BECN Beacon Roofing Supply, Inc. Buy 18.94% -0.97%
FBIN Fortune Brands Innovations, Inc. Buy 19.71% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FBIN
Assets Removed
Asset Action Perf %
GLDD Sell All 2.47%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 19.77% 2.29%
BXC BlueLinx Holdings Inc. Buy 19.53% 0.74%
FIX Comfort Systems USA, Inc. Buy 19.58% 1%
B Barnes Group Inc. Buy 19.91% 2.7%
BECN Beacon Roofing Supply, Inc. Buy 19.21% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BECN
Assets Removed
Asset Action Perf %
TPC Sell All -1.07%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPC Tutor Perini Corporation Buy 19.84% 2.1%
GLDD Great Lakes Dredge & Dock Corporation Buy 19.96% 3.17%
BXC BlueLinx Holdings Inc. Buy 19.4% 0%
FIX Comfort Systems USA, Inc. Buy 19.4% 0%
B Barnes Group Inc. Buy 19.4% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BXC
  • FIX
  • B
Assets Removed
Asset Action Perf %
DRS Sell All 8.9%
Assets Rebalanced
None
2024-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
DRS Leonardo DRS, Inc. Buy 20.83% 5.06%
TPC Tutor Perini Corporation Buy 19.72% -0.52%
GLDD Great Lakes Dredge & Dock Corporation Buy 19.61% -0.62%
The percentage of cash held in the portfolio is: 39.84%
New Assets Added
None
Assets Removed
Asset Action Perf %
WCC Sell All -4.39%
THR Sell All -4.86%
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
WCC WESCO International, Inc. Buy 19.03% -2.7%
DRS Leonardo DRS, Inc. Buy 20.85% 6.57%
THR Thermon Group Holdings, Inc. Buy 18.99% -2.91%
TPC Tutor Perini Corporation Buy 19.66% 0.48%
GLDD Great Lakes Dredge & Dock Corporation Buy 19.47% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GLDD
Assets Removed
Asset Action Perf %
MATX Sell All -1.95%
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
MATX Matson, Inc. Buy 19.87% -0.12%
WCC WESCO International, Inc. Buy 19.12% -2.4%
DRS Leonardo DRS, Inc. Buy 19.84% 1.26%
THR Thermon Group Holdings, Inc. Buy 19.58% -0.03%
TPC Tutor Perini Corporation Buy 19.59% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TPC
Assets Removed
None
Assets Rebalanced
None

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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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