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Portfolio Ref: EQ3015LS2W
Performance in the last:
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1D -1.7 %
1W -4.8 %
2W -2.1 %
1M -2.3 %
3M -2.3 %
6M -2.8 %
9M 2.3 %
1Y 3.1 %
Alpha
1.2%
Beta
0.05
sharpe-R
0.24
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 08:30:07
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -6.95%
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 Staples sector. The maximum number of assets that can be allocated in this strategy is 15.

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
ELF e.l.f. Beauty, Inc. Equity Buy 12.14% 2.52%
ANDE The Andersons, Inc. Equity Buy 12.51% -2.74%
FARM Farmer Bros. Co. Equity Buy 12.08% -6.1%
NAII Natural Alternatives International, Inc. Equity Buy 15.35% -2.43%
CELH Celsius Holdings, Inc. Equity Sell -6.25% 4.12%
RFIL RF Industries, Ltd. Equity Sell -6.81% -3.3%
SKYX SKYX Platforms Corp. Equity Sell -5.28% 19.83%
KAVL Kaival Brands Innovations Group, Inc. Equity Sell -5.68% 6.84%
The percentage of cash held in the portfolio is: 71.94%
** 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
ELF e.l.f. Beauty, Inc. Buy 12.14% 2.52%
ANDE The Andersons, Inc. Buy 12.51% -2.74%
FARM Farmer Bros. Co. Buy 12.08% -6.1%
NAII Natural Alternatives International, Inc. Buy 15.35% -2.43%
CELH Celsius Holdings, Inc. Sell -6.25% 4.12%
RFIL RF Industries, Ltd. Sell -6.81% -3.3%
SKYX SKYX Platforms Corp. Sell -5.28% 19.83%
KAVL Kaival Brands Innovations Group, Inc. Sell -5.68% 6.84%
The percentage of cash held in the portfolio is: 71.94%
New Assets Added
None
Assets Removed
Asset Action Perf %
BGS Buy All 11.32%
NATR Sell All 12.52%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
NATR Nature's Sunshine Products, Inc. Buy 13.44% 12.31%
ELF e.l.f. Beauty, Inc. Buy 12.55% 4.86%
ANDE The Andersons, Inc. Buy 12.54% -3.56%
FARM Farmer Bros. Co. Buy 11.9% -8.45%
NAII Natural Alternatives International, Inc. Buy 14.99% -5.74%
BGS B&G Foods, Inc. Sell -5.43% 10.04%
CELH Celsius Holdings, Inc. Sell -6.22% 5.57%
RFIL RF Industries, Ltd. Sell -6.69% -0.51%
SKYX SKYX Platforms Corp. Sell -5.49% 17.51%
KAVL Kaival Brands Innovations Group, Inc. Sell -6.16% 0%
The percentage of cash held in the portfolio is: 64.58%
New Assets Added
  • KAVL
Assets Removed
Asset Action Perf %
SANW Buy All -27.62%
BDC Sell All 0.15%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
BDC Belden Inc. Buy 10.44% -0.14%
NATR Nature's Sunshine Products, Inc. Buy 12.99% 11.6%
ELF e.l.f. Beauty, Inc. Buy 12.3% 5.68%
ANDE The Andersons, Inc. Buy 12.49% -1.21%
FARM Farmer Bros. Co. Buy 11.76% -7.04%
NAII Natural Alternatives International, Inc. Buy 14.71% -4.86%
BGS B&G Foods, Inc. Sell -5.19% 11.6%
CELH Celsius Holdings, Inc. Sell -5.71% 10.76%
SANW S&W Seed Company Sell -6.08% 5.02%
RFIL RF Industries, Ltd. Sell -6.51% -0.51%
SKYX SKYX Platforms Corp. Sell -5.73% 11.57%
The percentage of cash held in the portfolio is: 54.53%
New Assets Added
None
Assets Removed
Asset Action Perf %
PLPC Sell All 5.38%
COTY Sell All -5.35%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 11.32% 9.9%
BDC Belden Inc. Buy 10.41% 1.11%
NATR Nature's Sunshine Products, Inc. Buy 12.89% 12.52%
ELF e.l.f. Beauty, Inc. Buy 12.15% 6.07%
ANDE The Andersons, Inc. Buy 11.97% -3.86%
FARM Farmer Bros. Co. Buy 12.04% -3.29%
COTY Coty Inc. Buy 11.14% 1.61%
NAII Natural Alternatives International, Inc. Buy 15.22% 0%
BGS B&G Foods, Inc. Sell -5.14% 11.03%
CELH Celsius Holdings, Inc. Sell -5.87% 6.82%
SANW S&W Seed Company Sell -5.72% 9.21%
RFIL RF Industries, Ltd. Sell -6.57% -3.05%
SKYX SKYX Platforms Corp. Sell -6.27% 1.65%
The percentage of cash held in the portfolio is: 32.45%
New Assets Added
  • NAII
Assets Removed
None
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 11.53% 11.41%
BDC Belden Inc. Buy 10.58% 2.34%
NATR Nature's Sunshine Products, Inc. Buy 12.92% 12.24%
ELF e.l.f. Beauty, Inc. Buy 12.2% 5.94%
ANDE The Andersons, Inc. Buy 11.98% -4.23%
FARM Farmer Bros. Co. Buy 12.03% -3.76%
COTY Coty Inc. Buy 10.88% -1.2%
BGS B&G Foods, Inc. Sell -5.17% 11.03%
CELH Celsius Holdings, Inc. Sell -5.92% 6.44%
SANW S&W Seed Company Sell -6.09% 3.77%
RFIL RF Industries, Ltd. Sell -6.41% 0%
SKYX SKYX Platforms Corp. Sell -6.41% 0%
The percentage of cash held in the portfolio is: 47.89%
New Assets Added
  • RFIL
  • SKYX
Assets Removed
None
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 11.44% 12.87%
BDC Belden Inc. Buy 10.59% 4.51%
NATR Nature's Sunshine Products, Inc. Buy 13.03% 15.54%
ELF e.l.f. Beauty, Inc. Buy 12.76% 13.15%
ANDE The Andersons, Inc. Buy 11.78% -3.84%
FARM Farmer Bros. Co. Buy 11.91% -2.82%
COTY Coty Inc. Buy 10.79% 0%
BGS B&G Foods, Inc. Sell -5.23% 8.06%
CELH Celsius Holdings, Inc. Sell -5.79% 6.71%
SANW S&W Seed Company Sell -5.63% 9.21%
The percentage of cash held in the portfolio is: 34.36%
New Assets Added
  • COTY
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

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