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Portfolio Ref: EQ3015LS2W
Performance in the last:
Follow this Portfolio
1D 0.1 %
1W -1.5 %
2W -1.5 %
1M 0.0 %
3M 0.3 %
6M 6.9 %
9M 4.6 %
1Y 3.7 %
Alpha
3.1%
Beta
0.07
sharpe-R
0.46
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 2024-09-18 07:49:26
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -6.32%
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
SANW S&W Seed Company Equity Sell -7.07% -13.64%
FLUX Flux Power Holdings, Inc. Equity Sell -6.42% -3.22%
The percentage of cash held in the portfolio is: 113.49%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
SANW S&W Seed Company Sell -7.08% -13.64%
FLUX Flux Power Holdings, Inc. Sell -6.55% -5.14%
The percentage of cash held in the portfolio is: 113.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
POWL Buy All -2.6%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
POWL Powell Industries, Inc. Sell -6.01% 0.17%
SANW S&W Seed Company Sell -6.42% -4.55%
FLUX Flux Power Holdings, Inc. Sell -5.81% 5.47%
The percentage of cash held in the portfolio is: 118.24%
New Assets Added
None
Assets Removed
Asset Action Perf %
JBSS Sell All -4.48%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
JBSS John B. Sanfilippo & Son, Inc. Buy 10.42% 0.6%
POWL Powell Industries, Inc. Sell -5.62% 5.88%
SANW S&W Seed Company Sell -6.09% 0%
FLUX Flux Power Holdings, Inc. Sell -6.09% 0%
The percentage of cash held in the portfolio is: 107.39%
New Assets Added
  • SANW
  • FLUX
Assets Removed
None
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
JBSS John B. Sanfilippo & Son, Inc. Buy 10.42% 0%
POWL Powell Industries, Inc. Sell -6.18% -2.85%
The percentage of cash held in the portfolio is: 95.76%
New Assets Added
  • JBSS
Assets Removed
Asset Action Perf %
HAIN Sell All 17.13%
Assets Rebalanced
None
2024-08-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAIN The Hain Celestial Group, Inc. Buy 11.26% 16.84%
POWL Powell Industries, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 94.74%
New Assets Added
  • POWL
Assets Removed
None
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAIN The Hain Celestial Group, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • HAIN
Assets Removed
None
Assets Rebalanced
None
2024-08-19 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 %
PLPC Buy All 4.38%
Assets Rebalanced
None
2024-08-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Sell -5.87% 3.01%
The percentage of cash held in the portfolio is: 105.87%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLF Buy All 24.76%
SAM Buy All -1.28%
Assets Rebalanced
None
2024-08-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Sell -5.89% 1.35%
HLF Herbalife Nutrition Ltd. Sell -4.08% 31.7%
PLPC Preformed Line Products Company Sell -5.7% 5.17%
The percentage of cash held in the portfolio is: 115.66%
New Assets Added
None
Assets Removed
Asset Action Perf %
LANC Buy All -4.09%
Assets Rebalanced
None
2024-08-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Sell -5.74% 4.33%
HLF Herbalife Nutrition Ltd. Sell -4.88% 18.61%
PLPC Preformed Line Products Company Sell -5.76% 4.69%
LANC Lancaster Colony Corporation Sell -6.88% -2.74%
The percentage of cash held in the portfolio is: 123.26%
New Assets Added
None
Assets Removed
Asset Action Perf %
OESX Sell All -10.09%
Assets Rebalanced
None
2024-08-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
OESX Orion Energy Systems, Inc. Buy 11.18% -4.59%
SAM The Boston Beer Company, Inc. Sell -5.78% 3.29%
HLF Herbalife Nutrition Ltd. Sell -5.09% 14.78%
PLPC Preformed Line Products Company Sell -5.81% 3.42%
LANC Lancaster Colony Corporation Sell -6.66% 0%
The percentage of cash held in the portfolio is: 112.16%
New Assets Added
  • LANC
Assets Removed
Asset Action Perf %
SMPL Buy All 7.81%
NUS Sell All -8.32%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
NUS Nu Skin Enterprises, Inc. Buy 10.48% -2.86%
OESX Orion Energy Systems, Inc. Buy 11.45% -2.75%
SMPL The Simply Good Foods Company Sell -6.23% 2.32%
SAM The Boston Beer Company, Inc. Sell -6.05% -0.75%
HLF Herbalife Nutrition Ltd. Sell -5.63% 6.23%
PLPC Preformed Line Products Company Sell -6.05% 0%
The percentage of cash held in the portfolio is: 102.02%
New Assets Added
  • PLPC
Assets Removed
Asset Action Perf %
BMI Sell All -4.43%
NAII Sell All -5.86%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
BMI Badger Meter, Inc. Buy 12.81% -1.16%
NAII Natural Alternatives International, Inc. Buy 10.92% -4.19%
NUS Nu Skin Enterprises, Inc. Buy 10.49% -2.06%
OESX Orion Energy Systems, Inc. Buy 11.69% 0%
SMPL The Simply Good Foods Company Sell -6.16% 2.63%
SAM The Boston Beer Company, Inc. Sell -5.96% 0%
HLF Herbalife Nutrition Ltd. Sell -5.96% 0%
The percentage of cash held in the portfolio is: 72.17%
New Assets Added
  • SAM
  • HLF
  • OESX
Assets Removed
Asset Action Perf %
FCEL Buy All 17.54%
Assets Rebalanced
None
2024-07-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BMI Badger Meter, Inc. Buy 12.79% -1.15%
NAII Natural Alternatives International, Inc. Buy 11.07% -2.68%
NUS Nu Skin Enterprises, Inc. Buy 10.69% 0%
FCEL FuelCell Energy, Inc. Sell -5.22% 14.04%
SMPL The Simply Good Foods Company Sell -6.16% 2.49%
The percentage of cash held in the portfolio is: 76.83%
New Assets Added
  • NUS
Assets Removed
Asset Action Perf %
ELF Buy All 9.91%
Assets Rebalanced
None
2024-07-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
BMI Badger Meter, Inc. Buy 13.09% 0.92%
NAII Natural Alternatives International, Inc. Buy 11.4% 0%
ELF e.l.f. Beauty, Inc. Sell -5.93% 3.28%
FCEL FuelCell Energy, Inc. Sell -5.66% 7.02%
SMPL The Simply Good Foods Company Sell -6.12% 3.38%
The percentage of cash held in the portfolio is: 93.22%
New Assets Added
  • NAII
Assets Removed
Asset Action Perf %
POWL Buy All -6.92%
SKYX Sell All 28.06%
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

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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