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Portfolio Ref: EQ3025LS3W
Performance in the last:
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1D 0.0 %
1W 1.1 %
2W 1.0 %
1M 1.4 %
3M 0.0 %
6M -0.7 %
9M 1.5 %
1Y 1.7 %
Alpha
0.5%
Beta
0.05
sharpe-R
0.19
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.69
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 2025-02-04 07:50:12
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -5%
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 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
DAR Darling Ingredients Inc. Equity Buy 6.64% -3.02%
KAVL Kaival Brands Innovations Group, Inc. Equity Buy 6.71% -2.1%
ELF e.l.f. Beauty, Inc. Equity Sell -2.93% 21.14%
DIT AMCON Distributing Company Equity Sell -4.05% -8.97%
CELH Celsius Holdings, Inc. Equity Sell -3.48% 6.27%
ACU Acme United Corporation Equity Sell -3.64% 2.08%
BMI Badger Meter, Inc. Equity Sell -4.01% -3.9%
The percentage of cash held in the portfolio is: 104.75%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 6.85% 0%
KAVL Kaival Brands Innovations Group, Inc. Buy 6.85% 0%
ELF e.l.f. Beauty, Inc. Sell -3.13% 15.68%
DIT AMCON Distributing Company Sell -4.05% -8.97%
CELH Celsius Holdings, Inc. Sell -3.66% 1.46%
ACU Acme United Corporation Sell -3.68% 1.01%
BMI Badger Meter, Inc. Sell -3.97% -3.03%
The percentage of cash held in the portfolio is: 104.79%
New Assets Added
  • DAR
  • KAVL
Assets Removed
Asset Action Perf %
RFIL Sell All 32.74%
USNA Sell All -6.57%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 7.23% 27.16%
USNA USANA Health Sciences, Inc. Buy 6.84% 0%
ELF e.l.f. Beauty, Inc. Sell -3.36% 9.65%
DIT AMCON Distributing Company Sell -3.94% -5.98%
CELH Celsius Holdings, Inc. Sell -3.78% -1.7%
ACU Acme United Corporation Sell -3.7% 0.38%
BMI Badger Meter, Inc. Sell -3.88% -0.47%
The percentage of cash held in the portfolio is: 104.58%
New Assets Added
  • USNA
Assets Removed
None
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 6.34% 10.79%
ELF e.l.f. Beauty, Inc. Sell -3.29% 11.88%
DIT AMCON Distributing Company Sell -3.8% -1.71%
CELH Celsius Holdings, Inc. Sell -3.74% -0.12%
ACU Acme United Corporation Sell -3.65% 2.32%
BMI Badger Meter, Inc. Sell -3.88% 0%
The percentage of cash held in the portfolio is: 112.03%
New Assets Added
  • BMI
Assets Removed
None
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 6.4% 11.42%
ELF e.l.f. Beauty, Inc. Sell -3.5% 6.7%
DIT AMCON Distributing Company Sell -4.01% -6.84%
CELH Celsius Holdings, Inc. Sell -3.82% -1.66%
ACU Acme United Corporation Sell -3.72% 0.96%
The percentage of cash held in the portfolio is: 108.64%
New Assets Added
None
Assets Removed
Asset Action Perf %
CALM Sell All -5.16%
Assets Rebalanced
None
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 5.96% 3.55%
CALM Cal-Maine Foods, Inc. Buy 5.73% -0.43%
ELF e.l.f. Beauty, Inc. Sell -3.7% 1.52%
DIT AMCON Distributing Company Sell -3.76% 0%
CELH Celsius Holdings, Inc. Sell -3.76% 0%
ACU Acme United Corporation Sell -3.76% 0%
The percentage of cash held in the portfolio is: 103.29%
New Assets Added
  • DIT
  • CELH
  • ACU
Assets Removed
None
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 6.02% 4.82%
CALM Cal-Maine Foods, Inc. Buy 5.83% 1.53%
ELF e.l.f. Beauty, Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 91.9%
New Assets Added
  • ELF
Assets Removed
None
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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