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All portfolios and performance
Portfolio Ref: EQ2520LO1M
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 1.9 %
2W -1.1 %
1M -3.7 %
3M 4.4 %
6M -8.0 %
9M -13.0 %
1Y -19.4 %
Alpha
-31.5%
Beta
0.63
sharpe-R
-0.95
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 07:00:16
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -23.38%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month 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 20.

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
2
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
CWH Camping World Holdings, Inc. Equity Buy 4.3% -3.06%
MOD Modine Manufacturing Company Equity Buy 4.31% -9.55%
MNRO Monro, Inc. Equity Buy 4.8% 3.18%
WHR Whirlpool Corporation Equity Buy 4.7% 1.05%
MOV Movado Group, Inc. Equity Buy 4.6% -1.12%
The percentage of cash held in the portfolio is: 77.29%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
CWH Camping World Holdings, Inc. Buy 4.3% -3.06%
MOD Modine Manufacturing Company Buy 4.31% -9.55%
MNRO Monro, Inc. Buy 4.8% 3.18%
WHR Whirlpool Corporation Buy 4.7% 1.05%
MOV Movado Group, Inc. Buy 4.6% -1.12%
The percentage of cash held in the portfolio is: 77.29%
New Assets Added
None
Assets Removed
Asset Action Perf %
CVCO Sell All 14.16%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 5.51% 13.53%
CWH Camping World Holdings, Inc. Buy 4.35% -2.21%
MOD Modine Manufacturing Company Buy 4.33% -9.2%
MNRO Monro, Inc. Buy 4.64% -0.31%
WHR Whirlpool Corporation Buy 4.6% -1.22%
MOV Movado Group, Inc. Buy 4.7% 0.81%
The percentage of cash held in the portfolio is: 71.87%
New Assets Added
None
Assets Removed
Asset Action Perf %
DORM Sell All -0.18%
MCFT Sell All 5.65%
LCII Sell All 7.44%
THO Sell All 5.89%
SKY Sell All 19.69%
HOV Sell All 0.78%
TMHC Sell All 1.01%
STRT Sell All 31.56%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
DORM Dorman Products, Inc. Buy 4.93% -0.83%
MCFT MasterCraft Boat Holdings, Inc. Buy 5.23% 5.1%
LCII LCI Industries Buy 5.33% 7.08%
THO THOR Industries, Inc. Buy 5.22% 5.01%
SKY Skyline Champion Corporation Buy 5.78% 16.25%
HOV Hovnanian Enterprises, Inc. Buy 4.86% -2.23%
TMHC Taylor Morrison Home Corporation Buy 5.06% 1.8%
CVCO Cavco Industries, Inc. Buy 5.43% 11.31%
CWH Camping World Holdings, Inc. Buy 4.45% -0.43%
MOD Modine Manufacturing Company Buy 4.56% -4.89%
MNRO Monro, Inc. Buy 4.67% -0.31%
WHR Whirlpool Corporation Buy 4.48% -4.33%
MOV Movado Group, Inc. Buy 4.68% -0.05%
STRT Strattec Security Corporation Buy 6.12% 29.52%
The percentage of cash held in the portfolio is: 29.21%
New Assets Added
None
Assets Removed
Asset Action Perf %
MLR Sell All -3.06%
HEAR Sell All -0.43%
RGS Sell All -15.9%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
HEAR Turtle Beach Corporation Buy 5.05% 1.86%
DORM Dorman Products, Inc. Buy 4.97% 0.21%
MLR Miller Industries, Inc. Buy 4.93% -0.7%
MCFT MasterCraft Boat Holdings, Inc. Buy 5.33% 7.37%
LCII LCI Industries Buy 4.96% 0.09%
THO THOR Industries, Inc. Buy 5.18% 4.47%
SKY Skyline Champion Corporation Buy 5.79% 16.7%
HOV Hovnanian Enterprises, Inc. Buy 4.9% -1.19%
TMHC Taylor Morrison Home Corporation Buy 4.88% -1.72%
CVCO Cavco Industries, Inc. Buy 5.45% 12.05%
CWH Camping World Holdings, Inc. Buy 4.41% -1.06%
MOD Modine Manufacturing Company Buy 4.61% -3.6%
RGS Regis Corporation Buy 5.17% 3.23%
MNRO Monro, Inc. Buy 4.75% 1.77%
WHR Whirlpool Corporation Buy 4.57% -2.17%
MOV Movado Group, Inc. Buy 4.61% -1.22%
STRT Strattec Security Corporation Buy 5.27% 11.95%
The percentage of cash held in the portfolio is: 15.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
HBB Sell All -7.2%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
HEAR Turtle Beach Corporation Buy 5.06% 0.49%
DORM Dorman Products, Inc. Buy 5.07% 0.68%
MLR Miller Industries, Inc. Buy 4.99% -0.96%
MCFT MasterCraft Boat Holdings, Inc. Buy 5.51% 9.48%
LCII LCI Industries Buy 4.99% -0.95%
THO THOR Industries, Inc. Buy 5.17% 2.64%
SKY Skyline Champion Corporation Buy 5.79% 14.98%
HOV Hovnanian Enterprises, Inc. Buy 4.84% -3.94%
TMHC Taylor Morrison Home Corporation Buy 4.9% -2.67%
CVCO Cavco Industries, Inc. Buy 5.54% 12.1%
CWH Camping World Holdings, Inc. Buy 4.35% -3.79%
MOD Modine Manufacturing Company Buy 4.68% -3.71%
RGS Regis Corporation Buy 4.93% -3.15%
MNRO Monro, Inc. Buy 4.68% -1.3%
HBB Hamilton Beach Brands Holding Company Buy 4.55% -4.05%
WHR Whirlpool Corporation Buy 4.69% -0.98%
MOV Movado Group, Inc. Buy 4.65% -1.98%
STRT Strattec Security Corporation Buy 4.61% -3.66%
The percentage of cash held in the portfolio is: 11%
New Assets Added
None
Assets Removed
Asset Action Perf %
WKHS Sell All -10.5%
GT Sell All -6.46%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
HEAR Turtle Beach Corporation Buy 4.96% 0.77%
DORM Dorman Products, Inc. Buy 5.06% 2.75%
GT The Goodyear Tire & Rubber Company Buy 4.76% -3.34%
MLR Miller Industries, Inc. Buy 4.91% -0.32%
MCFT MasterCraft Boat Holdings, Inc. Buy 5.78% 17.41%
LCII LCI Industries Buy 4.89% -0.59%
THO THOR Industries, Inc. Buy 5.13% 4.2%
SKY Skyline Champion Corporation Buy 5.77% 17.13%
HOV Hovnanian Enterprises, Inc. Buy 4.97% 0.93%
TMHC Taylor Morrison Home Corporation Buy 5.02% 1.96%
CVCO Cavco Industries, Inc. Buy 5.5% 13.93%
CWH Camping World Holdings, Inc. Buy 4.23% -4.43%
MOD Modine Manufacturing Company Buy 4.52% -4.66%
RGS Regis Corporation Buy 4.84% -2.71%
MNRO Monro, Inc. Buy 4.77% 3.03%
WKHS Workhorse Group Inc. Buy 4.44% -4.24%
HBB Hamilton Beach Brands Holding Company Buy 4.59% -1.01%
WHR Whirlpool Corporation Buy 4.63% 0.06%
MOV Movado Group, Inc. Buy 4.58% -1.17%
STRT Strattec Security Corporation Buy 4.67% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • STRT
Assets Removed
Asset Action Perf %
BWA Sell All -5.08%
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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