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All portfolios and performance
Portfolio Ref: EQ2510LO1W
Performance in the last:
Follow this Portfolio
1D -1.4 %
1W -6.8 %
2W -0.1 %
1M -1.7 %
3M -9.7 %
6M -12.5 %
9M -12.4 %
1Y -5.6 %
Alpha
-24.9%
Beta
0.7
sharpe-R
-0.17
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 08:29:27
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -19.66%
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 Consumer Discretionary sector. The maximum number of assets that can be allocated in this strategy is 10.

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
3
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
DDS Dillard's, Inc. Equity Buy 9.91% -3.22%
PRTS CarParts.com, Inc. Equity Buy 9.26% 0%
MOD Modine Manufacturing Company Equity Buy 10.78% 5.82%
IRBT iRobot Corporation Equity Buy 9.53% -6.46%
LAKE Lakeland Industries, Inc. Equity Buy 10.47% 2.77%
VIRC Virco Mfg. Corporation Equity Buy 9.6% -0.13%
WING Wingstop Inc. Equity Buy 9.55% -0.71%
BFAM Bright Horizons Family Solutions Inc. Equity Buy 9.55% -0.64%
ATGE Adtalem Global Education Inc. Equity Buy 9.56% -0.55%
The percentage of cash held in the portfolio is: 11.78%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
DDS Dillard's, Inc. Buy 9.91% -3.22%
PRTS CarParts.com, Inc. Buy 9.26% 0%
MOD Modine Manufacturing Company Buy 10.78% 5.82%
IRBT iRobot Corporation Buy 9.53% -6.46%
LAKE Lakeland Industries, Inc. Buy 10.47% 2.77%
VIRC Virco Mfg. Corporation Buy 9.6% -0.13%
WING Wingstop Inc. Buy 9.55% -0.71%
BFAM Bright Horizons Family Solutions Inc. Buy 9.55% -0.64%
ATGE Adtalem Global Education Inc. Buy 9.56% -0.55%
The percentage of cash held in the portfolio is: 11.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
DG Sell All -4.91%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
DDS Dillard's, Inc. Buy 9.86% -1.45%
DG Dollar General Corporation Buy 9.94% -0.71%
PRTS CarParts.com, Inc. Buy 9.14% 0.99%
MOD Modine Manufacturing Company Buy 10.72% 7.69%
IRBT iRobot Corporation Buy 10.3% 3.44%
LAKE Lakeland Industries, Inc. Buy 10.45% 4.91%
VIRC Virco Mfg. Corporation Buy 9.4% 0%
WING Wingstop Inc. Buy 9.4% 0%
BFAM Bright Horizons Family Solutions Inc. Buy 9.4% 0%
ATGE Adtalem Global Education Inc. Buy 9.4% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VIRC
  • WING
  • BFAM
  • ATGE
Assets Removed
Asset Action Perf %
CBRL Sell All -3.26%
SBH Sell All -5.08%
KSS Sell All -6.85%
BKE Sell All -0.76%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
KSS Kohl's Corporation Buy 9.66% -4.76%
BKE The Buckle, Inc. Buy 10.18% 0.36%
DDS Dillard's, Inc. Buy 10.06% -0.32%
DG Dollar General Corporation Buy 10.1% 0.05%
SBH Sally Beauty Holdings, Inc. Buy 9.77% -3.19%
CBRL Cracker Barrel Old Country Store, Inc. Buy 9.06% -0.8%
PRTS CarParts.com, Inc. Buy 9.04% -0.99%
MOD Modine Manufacturing Company Buy 10.04% 0%
IRBT iRobot Corporation Buy 10.04% 0%
LAKE Lakeland Industries, Inc. Buy 10.04% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MOD
  • IRBT
  • LAKE
Assets Removed
Asset Action Perf %
CWH Sell All -7.23%
WEYS Sell All -6.43%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CWH Camping World Holdings, Inc. Buy 12.83% -2.82%
KSS Kohl's Corporation Buy 9.85% -1.42%
BKE The Buckle, Inc. Buy 10.06% 0.65%
DDS Dillard's, Inc. Buy 9.81% -1.42%
DG Dollar General Corporation Buy 9.8% -1.52%
SBH Sally Beauty Holdings, Inc. Buy 9.68% -2.69%
WEYS Weyco Group, Inc. Buy 8.99% 0%
CBRL Cracker Barrel Old Country Store, Inc. Buy 8.99% 0%
PRTS CarParts.com, Inc. Buy 8.99% 0%
The percentage of cash held in the portfolio is: 10.99%
New Assets Added
  • WEYS
  • CBRL
  • PRTS
Assets Removed
Asset Action Perf %
MULN Sell All -22.32%
QRTEB Sell All -1.77%
VUZI Sell All -16.51%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
CWH Camping World Holdings, Inc. Buy 12.37% -1.27%
KSS Kohl's Corporation Buy 9.67% 1.97%
BKE The Buckle, Inc. Buy 9.71% 2.37%
MULN Mullen Automotive, Inc. Buy 10% 5.5%
VUZI Vuzix Corporation Buy 9.39% -0.92%
QRTEB Qurate Retail, Inc. Buy 9.12% -3.83%
DDS Dillard's, Inc. Buy 9.44% 0%
DG Dollar General Corporation Buy 9.44% 0%
SBH Sally Beauty Holdings, Inc. Buy 9.44% 0%
The percentage of cash held in the portfolio is: 11.44%
New Assets Added
  • DDS
  • DG
  • SBH
Assets Removed
Asset Action Perf %
STRT Sell All 1.09%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
STRT Strattec Security Corporation Buy 9.36% 1.01%
CWH Camping World Holdings, Inc. Buy 12.19% -3.27%
KSS Kohl's Corporation Buy 9.45% -0.93%
BKE The Buckle, Inc. Buy 9.78% 2.5%
MULN Mullen Automotive, Inc. Buy 9.54% 0%
VUZI Vuzix Corporation Buy 9.54% 0%
QRTEB Qurate Retail, Inc. Buy 9.54% 0%
The percentage of cash held in the portfolio is: 30.61%
New Assets Added
  • MULN
  • VUZI
  • QRTEB
Assets Removed
None
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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