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Portfolio Ref: EQ3015LS2W
Performance in the last:
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1D 0.0 %
1W -0.8 %
2W -0.1 %
1M -0.2 %
3M -0.4 %
6M -1.1 %
9M -2.5 %
1Y 3.4 %
Alpha
5.9%
Beta
0.01
sharpe-R
0.55
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 07:00:40
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

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
DAR Sell All 9.24%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 13.86% 8.09%
The percentage of cash held in the portfolio is: 86.14%
New Assets Added
None
Assets Removed
Asset Action Perf %
KAVL Sell All -16.08%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 12.35% -3.76%
KAVL Kaival Brands Innovations Group, Inc. Buy 12.21% -4.9%
The percentage of cash held in the portfolio is: 75.44%
New Assets Added
None
Assets Removed
Asset Action Perf %
DIT Buy All -10.13%
CELH Buy All 11.52%
ACU Buy All -2.4%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 12.37% -3.18%
KAVL Kaival Brands Innovations Group, Inc. Buy 12.24% -4.2%
DIT AMCON Distributing Company Sell -6.16% -2.56%
CELH Celsius Holdings, Inc. Sell -5.43% 9.59%
ACU Acme United Corporation Sell -6.15% -2.4%
The percentage of cash held in the portfolio is: 93.13%
New Assets Added
None
Assets Removed
Asset Action Perf %
ELF Buy All 25.36%
BMI Buy All -4.43%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 12.8% 0%
KAVL Kaival Brands Innovations Group, Inc. Buy 12.8% 0%
ELF e.l.f. Beauty, Inc. Sell -5.07% 15.68%
DIT AMCON Distributing Company Sell -6.56% -8.97%
CELH Celsius Holdings, Inc. Sell -5.93% 1.46%
ACU Acme United Corporation Sell -5.96% 1.01%
BMI Badger Meter, Inc. Sell -7.15% -3.03%
The percentage of cash held in the portfolio is: 105.06%
New Assets Added
  • DAR
  • KAVL
Assets Removed
Asset Action Perf %
USNA Sell All -6.57%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
USNA USANA Health Sciences, Inc. Buy 12.8% 0%
ELF e.l.f. Beauty, Inc. Sell -5.4% 9.65%
DIT AMCON Distributing Company Sell -6.34% -5.98%
CELH Celsius Holdings, Inc. Sell -6.08% -1.7%
ACU Acme United Corporation Sell -5.96% 0.38%
BMI Badger Meter, Inc. Sell -6.93% -0.47%
The percentage of cash held in the portfolio is: 117.91%
New Assets Added
  • USNA
Assets Removed
None
Assets Rebalanced
None

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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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