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Portfolio Ref: EQ2525LS2W
Performance in the last:
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1D 0.0 %
1W -1.8 %
2W -1.4 %
1M -0.4 %
3M 14.8 %
6M 1.5 %
9M 15.7 %
1Y -1.6 %
Alpha
-1.9%
Beta
0.21
sharpe-R
0.12
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 07:00:22
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -16.16%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 Consumer Discretionary sector. The maximum number of assets that can be allocated in this strategy is 25.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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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
IRBT iRobot Corporation Equity Buy 9.62% 17.6%
LAKE Lakeland Industries, Inc. Equity Buy 8.35% 2.04%
HGV Hilton Grand Vacations Inc. Equity Buy 8.48% 3.74%
QRTEA Qurate Retail, Inc. Equity Buy 8.4% 2.7%
GPI Group 1 Automotive, Inc. Equity Buy 8.35% 2.05%
SUP Superior Industries International, Inc. Equity Buy 7.68% 0.51%
BLBD Blue Bird Corporation Equity Buy 7.46% -2.36%
HRB H&R Block, Inc. Equity Sell -4.3% 3.26%
FLXS Flexsteel Industries, Inc. Equity Sell -4.29% 8.54%
The percentage of cash held in the portfolio is: 50.25%
** 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
IRBT iRobot Corporation Buy 9.62% 17.6%
LAKE Lakeland Industries, Inc. Buy 8.35% 2.04%
HGV Hilton Grand Vacations Inc. Buy 8.48% 3.74%
QRTEA Qurate Retail, Inc. Buy 8.4% 2.7%
GPI Group 1 Automotive, Inc. Buy 8.35% 2.05%
SUP Superior Industries International, Inc. Buy 7.68% 0.51%
BLBD Blue Bird Corporation Buy 7.46% -2.36%
HRB H&R Block, Inc. Sell -4.3% 3.26%
FLXS Flexsteel Industries, Inc. Sell -4.29% 8.54%
The percentage of cash held in the portfolio is: 50.25%
New Assets Added
None
Assets Removed
Asset Action Perf %
MLKN Buy All -1.29%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRBT iRobot Corporation Buy 9.49% 15.74%
LAKE Lakeland Industries, Inc. Buy 8.53% 3.99%
HGV Hilton Grand Vacations Inc. Buy 8.43% 2.72%
QRTEA Qurate Retail, Inc. Buy 8.2% 0%
GPI Group 1 Automotive, Inc. Buy 8.42% 2.64%
SUP Superior Industries International, Inc. Buy 7.78% 1.54%
BLBD Blue Bird Corporation Buy 7.45% -2.74%
MLKN MillerKnoll, Inc. Sell -3% -0.49%
HRB H&R Block, Inc. Sell -4.29% 3.75%
FLXS Flexsteel Industries, Inc. Sell -4.45% 5.44%
The percentage of cash held in the portfolio is: 53.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE Buy All 9.6%
MOD Sell All -9.2%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOD Modine Manufacturing Company Buy 7.06% -4.89%
IRBT iRobot Corporation Buy 9.27% 13.01%
LAKE Lakeland Industries, Inc. Buy 8.52% 3.82%
HGV Hilton Grand Vacations Inc. Buy 8.4% 2.4%
QRTEA Qurate Retail, Inc. Buy 8.2% 0%
GPI Group 1 Automotive, Inc. Buy 8.23% 0.32%
SUP Superior Industries International, Inc. Buy 7.7% 0.51%
BLBD Blue Bird Corporation Buy 7.35% -4.14%
LE Lands' End, Inc. Sell -3.47% 12.62%
MLKN MillerKnoll, Inc. Sell -2.98% 0.4%
HRB H&R Block, Inc. Sell -4.22% 5.3%
FLXS Flexsteel Industries, Inc. Sell -4.35% 7.4%
The percentage of cash held in the portfolio is: 50.28%
New Assets Added
None
Assets Removed
Asset Action Perf %
MULN Buy All -3.45%
PII Buy All 9.53%
CWH Sell All -0.43%
APEI Sell All 0.6%
RCL Sell All -4.75%
RGS Sell All -10.63%
TZOO Sell All -7.34%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
CWH Camping World Holdings, Inc. Buy 7.39% 2.26%
APEI American Public Education, Inc. Buy 7.42% 2.77%
RCL Royal Caribbean Cruises Ltd. Buy 6.89% -4.62%
MOD Modine Manufacturing Company Buy 6.8% -5.17%
RGS Regis Corporation Buy 10.51% 13.47%
IRBT iRobot Corporation Buy 9.45% 19.33%
LAKE Lakeland Industries, Inc. Buy 8.24% 4.12%
HGV Hilton Grand Vacations Inc. Buy 7.97% 0.63%
QRTEA Qurate Retail, Inc. Buy 7.7% -2.7%
GPI Group 1 Automotive, Inc. Buy 7.87% -0.66%
SUP Superior Industries International, Inc. Buy 7.51% 1.54%
BLBD Blue Bird Corporation Buy 7.32% -0.99%
TZOO Travelzoo Buy 7.23% -2.19%
MULN Mullen Automotive, Inc. Sell -3.31% 10.34%
PII Polaris Inc. Sell -3.36% 9%
LE Lands' End, Inc. Sell -3.43% 10.53%
MLKN MillerKnoll, Inc. Sell -2.91% -0.71%
HRB H&R Block, Inc. Sell -4.15% 3.57%
FLXS Flexsteel Industries, Inc. Sell -4.37% 3.59%
The percentage of cash held in the portfolio is: 19.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
UTI Sell All 0.68%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CWH Camping World Holdings, Inc. Buy 7.1% -1.06%
APEI American Public Education, Inc. Buy 7.54% 4.98%
RCL Royal Caribbean Cruises Ltd. Buy 6.97% -2.95%
MOD Modine Manufacturing Company Buy 6.87% -3.6%
UTI Universal Technical Institute, Inc. Buy 7.48% 4.94%
RGS Regis Corporation Buy 10.1% 9.7%
IRBT iRobot Corporation Buy 8.92% 13.38%
LAKE Lakeland Industries, Inc. Buy 7.78% -1.1%
HGV Hilton Grand Vacations Inc. Buy 7.89% 0.29%
QRTEA Qurate Retail, Inc. Buy 7.66% -2.7%
GPI Group 1 Automotive, Inc. Buy 7.76% -1.45%
SUP Superior Industries International, Inc. Buy 7.54% 2.56%
BLBD Blue Bird Corporation Buy 7.56% 2.9%
TZOO Travelzoo Buy 7.52% 2.32%
MULN Mullen Automotive, Inc. Sell -2.91% 20.69%
PII Polaris Inc. Sell -3.36% 8.47%
LE Lands' End, Inc. Sell -3.36% 11.61%
MLKN MillerKnoll, Inc. Sell -2.83% 1.2%
HRB H&R Block, Inc. Sell -4.13% 3.27%
FLXS Flexsteel Industries, Inc. Sell -4.01% 11.16%
The percentage of cash held in the portfolio is: 11.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
UAA Buy All 11.86%
GME Buy All -8.78%
BJRI Sell All -2.91%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BJRI BJ's Restaurants, Inc. Buy 5.86% -1.18%
CWH Camping World Holdings, Inc. Buy 7.05% -3.79%
APEI American Public Education, Inc. Buy 7.4% 0.92%
RCL Royal Caribbean Cruises Ltd. Buy 7.2% -1.73%
MOD Modine Manufacturing Company Buy 7% -3.71%
UTI Universal Technical Institute, Inc. Buy 7.77% 6.89%
RGS Regis Corporation Buy 9.67% 2.92%
IRBT iRobot Corporation Buy 7.63% -4.96%
LAKE Lakeland Industries, Inc. Buy 7.87% -2.04%
HGV Hilton Grand Vacations Inc. Buy 8.13% 1.21%
QRTEA Qurate Retail, Inc. Buy 7.82% -2.7%
GPI Group 1 Automotive, Inc. Buy 8% -0.43%
SUP Superior Industries International, Inc. Buy 7.31% -2.56%
BLBD Blue Bird Corporation Buy 7.66% 2.1%
TZOO Travelzoo Buy 7.82% 4.2%
UAA Under Armour, Inc. Sell -3.35% 11.62%
MULN Mullen Automotive, Inc. Sell -2.84% 24.14%
PII Polaris Inc. Sell -3.41% 9.02%
LE Lands' End, Inc. Sell -3.38% 12.93%
MLKN MillerKnoll, Inc. Sell -2.84% 3.07%
HRB H&R Block, Inc. Sell -4.27% 2.12%
GME GameStop Corp. Sell -4.33% 0.8%
FLXS Flexsteel Industries, Inc. Sell -4.28% 7.1%
The percentage of cash held in the portfolio is: 14.5%
New Assets Added
None
Assets Removed
Asset Action Perf %
CARS Sell All -4.8%
EAT Sell All -5.72%
Assets Rebalanced
None

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Market Overview

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