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Portfolio Ref: EQ205LO2W
Performance in the last:
Follow this Portfolio
1D 0.7 %
1W 2.7 %
2W -1.9 %
1M -2.4 %
3M -9.0 %
6M -4.3 %
9M 3.1 %
1Y 2.1 %
Alpha
-12.2%
Beta
0.44
sharpe-R
-0.01
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 07:48:31
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -18.2%
Max. DrawDown Benchmark -8.41%

This Long Only 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 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
FWRD Forward Air Corporation Equity Buy 20.47% 8.15%
SAIA Saia, Inc. Equity Buy 19.88% 5.05%
AMRC Ameresco, Inc. Equity Buy 19.21% 0%
AAL American Airlines Group Inc. Equity Buy 19.21% 0%
The percentage of cash held in the portfolio is: 21.21%
** 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 20.47% 8.15%
SAIA Saia, Inc. Buy 19.88% 5.05%
AMRC Ameresco, Inc. Buy 19.21% 0%
AAL American Airlines Group Inc. Buy 19.21% 0%
The percentage of cash held in the portfolio is: 21.21%
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 20.16% 5.7%
SAIA Saia, Inc. Buy 19.76% 3.64%
The percentage of cash held in the portfolio is: 60.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAL Sell All 0.66%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 21.11% 1.69%
FWRD Forward Air Corporation Buy 18.75% -5.01%
SAIA Saia, Inc. Buy 18.84% -4.54%
The percentage of cash held in the portfolio is: 41.3%
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 19.53% -4.98%
AAL American Airlines Group Inc. Buy 20.38% 0.09%
FWRD Forward Air Corporation Buy 19.36% 0%
SAIA Saia, Inc. Buy 19.36% 0%
The percentage of cash held in the portfolio is: 21.36%
New Assets Added
  • FWRD
  • SAIA
Assets Removed
Asset Action Perf %
CECO Sell All -9.53%
ROK Sell All -5.65%
Assets Rebalanced
None
2024-09-02 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
2024-08-09 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 %
SHYF Sell All 0.52%
Assets Rebalanced
None
2024-08-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
SHYF The Shyft Group, Inc. Buy 21.73% 3.68%
The percentage of cash held in the portfolio is: 78.27%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSD Sell All -5.82%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
SSD Simpson Manufacturing Co., Inc. Buy 19.99% -3.22%
SHYF The Shyft Group, Inc. Buy 22.31% 8.02%
The percentage of cash held in the portfolio is: 57.7%
New Assets Added
None
Assets Removed
Asset Action Perf %
BCC Sell All -8.61%
MTZ Sell All -6.75%
ERII Sell All -7.39%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
SSD Simpson Manufacturing Co., Inc. Buy 19.76% -0.15%
SHYF The Shyft Group, Inc. Buy 22.25% 12.44%
BCC Boise Cascade Company Buy 18.74% -5.28%
MTZ MasTec, Inc. Buy 19.16% -3.16%
ERII Energy Recovery, Inc. Buy 18.09% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ERII
Assets Removed
Asset Action Perf %
GNRC Sell All -8.74%
Assets Rebalanced
None
2024-07-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
SSD Simpson Manufacturing Co., Inc. Buy 20.17% 4.04%
SHYF The Shyft Group, Inc. Buy 19.68% 1.47%
BCC Boise Cascade Company Buy 19.38% 0%
MTZ MasTec, Inc. Buy 19.38% 0%
GNRC Generac Holdings Inc. Buy 19.38% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BCC
  • MTZ
  • GNRC
Assets Removed
None
Assets Rebalanced
None
2024-07-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
SSD Simpson Manufacturing Co., Inc. Buy 19.6% 0%
SHYF The Shyft Group, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
  • SSD
  • SHYF
Assets Removed
Asset Action Perf %
NWPX Sell All 7.58%
CR Sell All 6.19%
THR Sell All 7.82%
GTLS Sell All 5.38%
EVI Sell All 6.51%
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 %
BW Sell All -13.02%
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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