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Portfolio Ref: EQ2525LS3W
Performance in the last:
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1D 0.7 %
1W -1.1 %
2W -1.2 %
1M -8.4 %
3M 4.7 %
6M -14.0 %
9M -11.0 %
1Y -20.5 %
Alpha
-33.9%
Beta
0.47
sharpe-R
-0.99
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
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 2024-09-16 06:53:10
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -25.75%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 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
DLA Delta Apparel, Inc. Equity Buy 0.09% -98.67%
GME GameStop Corp. Equity Buy 8.19% -4%
MBUU Malibu Boats, Inc. Equity Buy 9.02% 5.75%
SPWH Sportsman's Warehouse Holdings, Inc. Equity Buy 10.38% 22.59%
RRGB Red Robin Gourmet Burgers, Inc. Equity Sell -3.62% 3.83%
RUSHA Rush Enterprises, Inc. Equity Sell -3.67% 2.43%
THRM Gentherm Incorporated Equity Sell -4.72% -1.62%
The percentage of cash held in the portfolio is: 84.34%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
DLA Delta Apparel, Inc. Buy 0.09% -98.67%
GME GameStop Corp. Buy 8.19% -4%
MBUU Malibu Boats, Inc. Buy 9.02% 5.75%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 10.38% 22.59%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.62% 3.83%
RUSHA Rush Enterprises, Inc. Sell -3.67% 2.43%
THRM Gentherm Incorporated Sell -4.72% -1.62%
The percentage of cash held in the portfolio is: 84.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
LQDT Buy All -3.56%
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
DLA Delta Apparel, Inc. Buy 0.09% -98.67%
GME GameStop Corp. Buy 8.16% -5.16%
MBUU Malibu Boats, Inc. Buy 8.77% 1.9%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 9.47% 10.88%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.45% 9.14%
LQDT Liquidity Services, Inc. Sell -3.91% -2.82%
RUSHA Rush Enterprises, Inc. Sell -3.54% 6.75%
THRM Gentherm Incorporated Sell -4.6% 1.98%
The percentage of cash held in the portfolio is: 89.01%
New Assets Added
None
Assets Removed
Asset Action Perf %
PVH Buy All 3.24%
JILL Buy All 25.11%
CTRN Buy All -10.82%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
DLA Delta Apparel, Inc. Buy 0.09% -98.67%
GME GameStop Corp. Buy 8.24% -4.04%
MBUU Malibu Boats, Inc. Buy 8.7% 1.24%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 9.07% 6.28%
JILL J.Jill, Inc. Sell -3.07% 25.59%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.46% 8.85%
LQDT Liquidity Services, Inc. Sell -3.85% -1.53%
CTRN Citi Trends, Inc. Sell -3.88% -2.3%
RUSHA Rush Enterprises, Inc. Sell -3.47% 8.51%
PVH PVH Corp. Sell -3.47% 3.92%
THRM Gentherm Incorporated Sell -4.55% 2.76%
The percentage of cash held in the portfolio is: 99.65%
New Assets Added
None
Assets Removed
Asset Action Perf %
WWW Sell All -2.28%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
WWW Wolverine World Wide, Inc. Buy 6.84% 3.68%
DLA Delta Apparel, Inc. Buy 0.09% -98.67%
GME GameStop Corp. Buy 9.56% 12.74%
MBUU Malibu Boats, Inc. Buy 8.31% -2.03%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 8.63% 2.51%
JILL J.Jill, Inc. Sell -3.11% 23.42%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.36% 10.32%
LQDT Liquidity Services, Inc. Sell -3.73% 0.46%
CTRN Citi Trends, Inc. Sell -3.66% 2.23%
RUSHA Rush Enterprises, Inc. Sell -3.47% 7.4%
PVH PVH Corp. Sell -3.51% 1.64%
THRM Gentherm Incorporated Sell -4.51% 2.4%
The percentage of cash held in the portfolio is: 91.91%
New Assets Added
None
Assets Removed
Asset Action Perf %
BNED Sell All -17.16%
UAA Sell All -9.36%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
BNED Barnes & Noble Education, Inc. Buy 6.32% -8.74%
WWW Wolverine World Wide, Inc. Buy 6.75% 2.87%
DLA Delta Apparel, Inc. Buy 0.09% -98.67%
GME GameStop Corp. Buy 9.37% 11.2%
MBUU Malibu Boats, Inc. Buy 8.38% -0.47%
UAA Under Armour, Inc. Buy 7.72% -5.35%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 8.37% 0%
JILL J.Jill, Inc. Sell -2.99% 26.01%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.44% 7.37%
LQDT Liquidity Services, Inc. Sell -3.63% 2.41%
CTRN Citi Trends, Inc. Sell -3.65% 1.89%
RUSHA Rush Enterprises, Inc. Sell -3.45% 7.29%
PVH PVH Corp. Sell -3.47% 1.99%
THRM Gentherm Incorporated Sell -4.55% 0.81%
The percentage of cash held in the portfolio is: 78.19%
New Assets Added
None
Assets Removed
Asset Action Perf %
BGFV Buy All -14.59%
ABG Sell All -5.59%
TSLA Sell All -8.45%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
ABG Asbury Automotive Group, Inc. Buy 6.11% -1.82%
BNED Barnes & Noble Education, Inc. Buy 6.57% -5.36%
WWW Wolverine World Wide, Inc. Buy 6.59% 0.37%
DLA Delta Apparel, Inc. Buy 0.09% -98.67%
GME GameStop Corp. Buy 8.78% 4.09%
MBUU Malibu Boats, Inc. Buy 8.3% -1.65%
UAA Under Armour, Inc. Buy 7.8% -4.5%
TSLA Tesla, Inc. Buy 8.38% 0%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 8.38% 0%
JILL J.Jill, Inc. Sell -3.22% 20.39%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.59% 3.54%
LQDT Liquidity Services, Inc. Sell -3.76% -0.93%
CTRN Citi Trends, Inc. Sell -3.69% 0.84%
RUSHA Rush Enterprises, Inc. Sell -3.55% 4.75%
BGFV Big 5 Sporting Goods Corporation Sell -4.05% -8.65%
PVH PVH Corp. Sell -3.55% 0.06%
THRM Gentherm Incorporated Sell -4.6% 0%
The percentage of cash held in the portfolio is: 69.01%
New Assets Added
  • THRM
  • TSLA
  • SPWH
Assets Removed
Asset Action Perf %
RGS Sell All -19.17%
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

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