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Portfolio Ref: EQ3025LS1M
Performance in the last:
Follow this Portfolio
1D -0.1 %
1W -1.1 %
2W -0.9 %
1M 0.1 %
3M -0.8 %
6M 1.3 %
9M 3.5 %
1Y 5.8 %
Alpha
1.7%
Beta
0.18
sharpe-R
0.75
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 07:49:33
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -4.45%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month 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 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
POWL Powell Industries, Inc. Equity Sell -4.06% -7.15%
SANW S&W Seed Company Equity Sell -4.36% -13.64%
FLUX Flux Power Holdings, Inc. Equity Sell -3.96% -3.22%
The percentage of cash held in the portfolio is: 112.39%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
POWL Powell Industries, Inc. Sell -3.75% 0.17%
SANW S&W Seed Company Sell -3.97% -4.55%
FLUX Flux Power Holdings, Inc. Sell -3.59% 5.47%
The percentage of cash held in the portfolio is: 111.32%
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 6.22% 0.6%
POWL Powell Industries, Inc. Sell -3.52% 5.88%
SANW S&W Seed Company Sell -3.78% 0%
FLUX Flux Power Holdings, Inc. Sell -3.78% 0%
The percentage of cash held in the portfolio is: 104.87%
New Assets Added
  • SANW
  • FLUX
Assets Removed
None
Assets Rebalanced
None
2024-09-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
JBSS John B. Sanfilippo & Son, Inc. Buy 6.17% -0.25%
POWL Powell Industries, Inc. Sell -3.5% 6.26%
The percentage of cash held in the portfolio is: 97.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
PLPC Buy All 7.18%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
JBSS John B. Sanfilippo & Son, Inc. Buy 6.21% 0%
PLPC Preformed Line Products Company Sell -3.72% 3.62%
POWL Powell Industries, Inc. Sell -3.86% -2.85%
The percentage of cash held in the portfolio is: 101.37%
New Assets Added
  • JBSS
Assets Removed
Asset Action Perf %
SAM Buy All 1.94%
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 7.18% 16.84%
SAM The Boston Beer Company, Inc. Sell -3.78% 2.49%
PLPC Preformed Line Products Company Sell -3.71% 3.8%
POWL Powell Industries, Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 104.06%
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 6.22% 0%
SAM The Boston Beer Company, Inc. Sell -3.97% -1.22%
PLPC Preformed Line Products Company Sell -3.77% 3.42%
The percentage of cash held in the portfolio is: 101.52%
New Assets Added
  • HAIN
Assets Removed
None
Assets Rebalanced
None
2024-08-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Sell -4% -1.9%
PLPC Preformed Line Products Company Sell -3.71% 4.77%
The percentage of cash held in the portfolio is: 107.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
SMPL Buy All 5.89%
Assets Rebalanced
None
2024-08-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
SMPL The Simply Good Foods Company Sell -3.79% 4.81%
SAM The Boston Beer Company, Inc. Sell -3.98% -1.28%
PLPC Preformed Line Products Company Sell -3.79% 3.01%
The percentage of cash held in the portfolio is: 111.55%
New Assets Added
None
Assets Removed
Asset Action Perf %
FCEL Buy All 17.54%
HLF Buy All 24.76%
Assets Rebalanced
None
2024-08-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
FCEL FuelCell Energy, Inc. Sell -3.19% 19.3%
SMPL The Simply Good Foods Company Sell -3.68% 6.92%
SAM The Boston Beer Company, Inc. Sell -3.85% 1.35%
HLF Herbalife Nutrition Ltd. Sell -2.67% 31.7%
PLPC Preformed Line Products Company Sell -3.68% 5.17%
The percentage of cash held in the portfolio is: 117.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
LANC Buy All -4.09%
SKYX Sell All 18.74%
Assets Rebalanced
None
2024-08-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SKYX SKYX Platforms Corp. Buy 7.11% 16.41%
FCEL FuelCell Energy, Inc. Sell -3.13% 21.05%
SMPL The Simply Good Foods Company Sell -3.7% 6.81%
SAM The Boston Beer Company, Inc. Sell -3.83% 2.11%
HLF Herbalife Nutrition Ltd. Sell -3.08% 21.37%
PLPC Preformed Line Products Company Sell -3.62% 7.02%
LANC Lancaster Colony Corporation Sell -4.08% -3.5%
The percentage of cash held in the portfolio is: 114.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
HFFG Sell All 9.68%
Assets Rebalanced
None
2024-08-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
HFFG HF Foods Group Inc. Buy 6.55% -0.32%
SKYX SKYX Platforms Corp. Buy 6.34% 2.21%
FCEL FuelCell Energy, Inc. Sell -3.18% 21.05%
SMPL The Simply Good Foods Company Sell -3.73% 7.47%
SAM The Boston Beer Company, Inc. Sell -3.81% 4.33%
HLF Herbalife Nutrition Ltd. Sell -3.24% 18.61%
PLPC Preformed Line Products Company Sell -3.77% 4.69%
LANC Lancaster Colony Corporation Sell -4.11% -2.74%
The percentage of cash held in the portfolio is: 108.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
OESX Sell All -10.09%
Assets Rebalanced
None
2024-08-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
HFFG HF Foods Group Inc. Buy 6.32% -3.55%
SKYX SKYX Platforms Corp. Buy 6.68% 7.92%
OESX Orion Energy Systems, Inc. Buy 6.83% -2.75%
FCEL FuelCell Energy, Inc. Sell -3.46% 14.04%
SMPL The Simply Good Foods Company Sell -3.7% 8.13%
SAM The Boston Beer Company, Inc. Sell -3.81% 3.97%
HLF Herbalife Nutrition Ltd. Sell -3.37% 15.05%
PLPC Preformed Line Products Company Sell -3.85% 2.41%
LANC Lancaster Colony Corporation Sell -4.07% -1.88%
The percentage of cash held in the portfolio is: 102.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
ELF Buy All 2.79%
Assets Rebalanced
None
2024-08-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
HFFG HF Foods Group Inc. Buy 6.1% -7.1%
SKYX SKYX Platforms Corp. Buy 6.57% 5.94%
OESX Orion Energy Systems, Inc. Buy 6.72% -4.59%
ELF e.l.f. Beauty, Inc. Sell -3.73% 7.07%
FCEL FuelCell Energy, Inc. Sell -3.47% 14.04%
SMPL The Simply Good Foods Company Sell -3.72% 7.81%
SAM The Boston Beer Company, Inc. Sell -3.85% 3.29%
HLF Herbalife Nutrition Ltd. Sell -3.39% 14.78%
PLPC Preformed Line Products Company Sell -3.82% 3.42%
LANC Lancaster Colony Corporation Sell -4.01% 0%
The percentage of cash held in the portfolio is: 106.59%
New Assets Added
  • LANC
Assets Removed
Asset Action Perf %
NAII Sell All -8.16%
NUS Sell All -8.32%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
NAII Natural Alternatives International, Inc. Buy 6.19% -4.42%
HFFG HF Foods Group Inc. Buy 6.52% 0.65%
SKYX SKYX Platforms Corp. Buy 7.12% 16.41%
NUS Nu Skin Enterprises, Inc. Buy 6.45% -2.86%
OESX Orion Energy Systems, Inc. Buy 6.76% -2.75%
ELF e.l.f. Beauty, Inc. Sell -3.48% 12.21%
FCEL FuelCell Energy, Inc. Sell -3.28% 17.54%
SMPL The Simply Good Foods Company Sell -3.89% 2.32%
SAM The Boston Beer Company, Inc. Sell -3.96% -0.75%
HLF Herbalife Nutrition Ltd. Sell -3.68% 6.23%
PLPC Preformed Line Products Company Sell -3.9% 0%
The percentage of cash held in the portfolio is: 89.14%
New Assets Added
  • PLPC
Assets Removed
Asset Action Perf %
BMI Sell All -4.43%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
NAII Natural Alternatives International, Inc. Buy 6.24% -2.72%
HFFG HF Foods Group Inc. Buy 7.18% 11.94%
SKYX SKYX Platforms Corp. Buy 6.98% 15.25%
BMI Badger Meter, Inc. Buy 6.94% -1.16%
NUS Nu Skin Enterprises, Inc. Buy 6.44% -2.06%
OESX Orion Energy Systems, Inc. Buy 6.88% 0%
ELF e.l.f. Beauty, Inc. Sell -3.48% 11.32%
FCEL FuelCell Energy, Inc. Sell -3.25% 17.54%
SMPL The Simply Good Foods Company Sell -3.84% 2.63%
SAM The Boston Beer Company, Inc. Sell -3.89% 0%
HLF Herbalife Nutrition Ltd. Sell -3.89% 0%
The percentage of cash held in the portfolio is: 77.68%
New Assets Added
  • SAM
  • HLF
  • OESX
Assets Removed
Asset Action Perf %
OESX Buy All -6.86%
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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