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Portfolio Ref: EQ3025LS3W
Performance in the last:
Follow this Portfolio
1D -0.9 %
1W -2.6 %
2W -1.1 %
1M -1.1 %
3M -1.7 %
6M -2.6 %
9M 0.0 %
1Y 1.7 %
Alpha
-0.2%
Beta
0.05
sharpe-R
0.16
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 08:30:14
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
PLPC Preformed Line Products Company Equity Buy 6.74% 8.11%
BDC Belden Inc. Equity Buy 6.51% 0.15%
NATR Nature's Sunshine Products, Inc. Equity Buy 7.81% 12.52%
ELF e.l.f. Beauty, Inc. Equity Buy 7.12% 2.52%
ANDE The Andersons, Inc. Equity Buy 6.72% -2.74%
FARM Farmer Bros. Co. Equity Buy 6.49% -6.1%
NAII Natural Alternatives International, Inc. Equity Buy 7.22% -2.43%
BGS B&G Foods, Inc. Equity Sell -3.38% 11.32%
CELH Celsius Holdings, Inc. Equity Sell -3.73% 4.12%
RFIL RF Industries, Ltd. Equity Sell -4.06% -3.3%
SKYX SKYX Platforms Corp. Equity Sell -3.15% 19.83%
NWL Newell Brands Inc. Equity Sell -3.96% 1.34%
IPAR Inter Parfums, Inc. Equity Sell -4.24% -1.78%
KAVL Kaival Brands Innovations Group, Inc. Equity Sell -3.45% 6.84%
The percentage of cash held in the portfolio is: 77.37%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 6.68% 6.5%
BDC Belden Inc. Buy 6.55% 0.15%
NATR Nature's Sunshine Products, Inc. Buy 7.84% 12.31%
ELF e.l.f. Beauty, Inc. Buy 7.32% 4.86%
ANDE The Andersons, Inc. Buy 6.7% -3.56%
FARM Farmer Bros. Co. Buy 6.36% -8.45%
NAII Natural Alternatives International, Inc. Buy 7.01% -5.74%
BGS B&G Foods, Inc. Sell -3.45% 10.04%
CELH Celsius Holdings, Inc. Sell -3.7% 5.57%
RFIL RF Industries, Ltd. Sell -3.97% -0.51%
SKYX SKYX Platforms Corp. Sell -3.26% 17.51%
NWL Newell Brands Inc. Sell -3.98% 1.56%
IPAR Inter Parfums, Inc. Sell -4.19% -0.12%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.72% 0%
The percentage of cash held in the portfolio is: 77.81%
New Assets Added
  • KAVL
Assets Removed
Asset Action Perf %
SANW Buy All -27.62%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 6.51% 5.38%
BDC Belden Inc. Buy 6.43% -0.14%
NATR Nature's Sunshine Products, Inc. Buy 7.68% 11.6%
ELF e.l.f. Beauty, Inc. Buy 7.27% 5.68%
ANDE The Andersons, Inc. Buy 6.76% -1.21%
FARM Farmer Bros. Co. Buy 6.36% -7.04%
NAII Natural Alternatives International, Inc. Buy 6.97% -4.86%
BGS B&G Foods, Inc. Sell -3.34% 11.6%
CELH Celsius Holdings, Inc. Sell -3.44% 10.76%
SANW S&W Seed Company Sell -3.66% 5.02%
RFIL RF Industries, Ltd. Sell -3.92% -0.51%
SKYX SKYX Platforms Corp. Sell -3.44% 11.57%
NWL Newell Brands Inc. Sell -3.95% 0.78%
IPAR Inter Parfums, Inc. Sell -4.13% 0%
The percentage of cash held in the portfolio is: 77.9%
New Assets Added
  • IPAR
Assets Removed
Asset Action Perf %
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 6.74% 9.9%
BDC Belden Inc. Buy 6.46% 1.11%
NATR Nature's Sunshine Products, Inc. Buy 7.68% 12.52%
ELF e.l.f. Beauty, Inc. Buy 7.24% 6.07%
ANDE The Andersons, Inc. Buy 6.53% -3.86%
FARM Farmer Bros. Co. Buy 6.57% -3.29%
COTY Coty Inc. Buy 6.2% 1.61%
NAII Natural Alternatives International, Inc. Buy 7.27% 0%
BGS B&G Foods, Inc. Sell -3.33% 11.03%
CELH Celsius Holdings, Inc. Sell -3.57% 6.82%
SANW S&W Seed Company Sell -3.48% 9.21%
RFIL RF Industries, Ltd. Sell -3.98% -3.05%
SKYX SKYX Platforms Corp. Sell -3.8% 1.65%
NWL Newell Brands Inc. Sell -3.95% 0%
The percentage of cash held in the portfolio is: 67.43%
New Assets Added
  • NWL
  • 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 6.85% 11.41%
BDC Belden Inc. Buy 6.55% 2.34%
NATR Nature's Sunshine Products, Inc. Buy 7.68% 12.24%
ELF e.l.f. Beauty, Inc. Buy 7.25% 5.94%
ANDE The Andersons, Inc. Buy 6.52% -4.23%
FARM Farmer Bros. Co. Buy 6.55% -3.76%
COTY Coty Inc. Buy 6.04% -1.2%
BGS B&G Foods, Inc. Sell -3.34% 11.03%
CELH Celsius Holdings, Inc. Sell -3.59% 6.44%
SANW S&W Seed Company Sell -3.69% 3.77%
RFIL RF Industries, Ltd. Sell -3.88% 0%
SKYX SKYX Platforms Corp. Sell -3.88% 0%
The percentage of cash held in the portfolio is: 70.93%
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 6.85% 12.87%
BDC Belden Inc. Buy 6.61% 4.51%
NATR Nature's Sunshine Products, Inc. Buy 7.81% 15.54%
ELF e.l.f. Beauty, Inc. Buy 7.65% 13.15%
ANDE The Andersons, Inc. Buy 6.47% -3.84%
FARM Farmer Bros. Co. Buy 6.54% -2.82%
COTY Coty Inc. Buy 6.04% 0%
BGS B&G Foods, Inc. Sell -3.41% 8.06%
CELH Celsius Holdings, Inc. Sell -3.54% 6.71%
SANW S&W Seed Company Sell -3.44% 9.21%
The percentage of cash held in the portfolio is: 62.42%
New Assets Added
  • COTY
Assets Removed
Asset Action Perf %
ENS Buy All 0.09%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 6.9% 14.42%
BDC Belden Inc. Buy 6.71% 6.84%
NATR Nature's Sunshine Products, Inc. Buy 8.23% 22.57%
ELF e.l.f. Beauty, Inc. Buy 7.76% 15.58%
ANDE The Andersons, Inc. Buy 6.62% -0.86%
FARM Farmer Bros. Co. Buy 6.49% -2.82%
ENS EnerSys Sell -3.73% -1.09%
BGS B&G Foods, Inc. Sell -3.52% 4.53%
CELH Celsius Holdings, Inc. Sell -3.57% 5.22%
SANW S&W Seed Company Sell -3.58% 5.02%
The percentage of cash held in the portfolio is: 71.68%
New Assets Added
None
Assets Removed
Asset Action Perf %
KAVL Buy All -2.2%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 6.93% 12.83%
BDC Belden Inc. Buy 6.84% 6.85%
NATR Nature's Sunshine Products, Inc. Buy 7.17% 4.78%
ELF e.l.f. Beauty, Inc. Buy 7.08% 3.56%
ANDE The Andersons, Inc. Buy 6.81% 0%
FARM Farmer Bros. Co. Buy 6.81% 0%
ENS EnerSys Sell -3.7% 1.62%
BGS B&G Foods, Inc. Sell -3.45% 8.2%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.67% 2.09%
CELH Celsius Holdings, Inc. Sell -3.84% 0%
SANW S&W Seed Company Sell -3.84% 0%
The percentage of cash held in the portfolio is: 76.86%
New Assets Added
  • CELH
  • SANW
  • ANDE
  • FARM
Assets Removed
Asset Action Perf %
MGPI Buy All 17.72%
FLUX Buy All -12.18%
SAM Sell All 3.19%
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.18% 2.81%
PLPC Preformed Line Products Company Buy 6.78% 9.72%
BDC Belden Inc. Buy 6.95% 8.02%
NATR Nature's Sunshine Products, Inc. Buy 6.7% -2.53%
ELF e.l.f. Beauty, Inc. Buy 6.88% 0%
MGPI MGP Ingredients, Inc. Sell -2.98% 20.68%
ENS EnerSys Sell -3.65% 3.35%
FLUX Flux Power Holdings, Inc. Sell -4.15% -6.3%
BGS B&G Foods, Inc. Sell -3.52% 6.65%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.71% 1.65%
The percentage of cash held in the portfolio is: 84.52%
New Assets Added
  • ELF
Assets Removed
None
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.06% 0.43%
PLPC Preformed Line Products Company Buy 6.71% 8.1%
BDC Belden Inc. Buy 7.17% 10.91%
NATR Nature's Sunshine Products, Inc. Buy 6.91% 0%
MGPI MGP Ingredients, Inc. Sell -2.95% 21.94%
ENS EnerSys Sell -3.91% -2.89%
FLUX Flux Power Holdings, Inc. Sell -4.2% -7.14%
BGS B&G Foods, Inc. Sell -3.79% 0%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.79% 0%
The percentage of cash held in the portfolio is: 91.79%
New Assets Added
  • BGS
  • KAVL
  • NATR
Assets Removed
Asset Action Perf %
PLUG Sell All -21.83%
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.03% 0.42%
PLPC Preformed Line Products Company Buy 6.09% -1.2%
PLUG Plug Power Inc. Buy 6.43% 0%
BDC Belden Inc. Buy 6.43% 0%
MGPI MGP Ingredients, Inc. Sell -2.85% 24.1%
ENS EnerSys Sell -3.78% -0.05%
FLUX Flux Power Holdings, Inc. Sell -3.9% 0%
The percentage of cash held in the portfolio is: 85.55%
New Assets Added
  • FLUX
  • PLUG
  • BDC
Assets Removed
None
Assets Rebalanced
None
2024-11-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 5.95% -0.72%
PLPC Preformed Line Products Company Buy 6.16% 0%
MGPI MGP Ingredients, Inc. Sell -2.81% 24.88%
ENS EnerSys Sell -3.7% 1.76%
The percentage of cash held in the portfolio is: 94.41%
New Assets Added
  • PLPC
Assets Removed
None
Assets Rebalanced
None
2024-10-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.09% 0.9%
MGPI MGP Ingredients, Inc. Sell -3.51% 6.81%
ENS EnerSys Sell -3.8% -0.11%
The percentage of cash held in the portfolio is: 101.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
PLUG Sell All -12.24%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 5.95% -1.07%
PLUG Plug Power Inc. Buy 5.62% -6.33%
MGPI MGP Ingredients, Inc. Sell -3.5% 7.05%
ENS EnerSys Sell -3.79% 0%
The percentage of cash held in the portfolio is: 95.71%
New Assets Added
  • ENS
Assets Removed
None
Assets Rebalanced
None
2024-10-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 5.92% -1.35%
PLUG Plug Power Inc. Buy 5.98% 0%
MGPI MGP Ingredients, Inc. Sell -3.56% 5.17%
The percentage of cash held in the portfolio is: 91.66%
New Assets Added
  • PLUG
Assets Removed
Asset Action Perf %
KE Sell All -2.7%
Assets Rebalanced
None
2024-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE Kimball Electronics, Inc. Buy 5.74% -0.49%
SAM The Boston Beer Company, Inc. Buy 6% 0%
MGPI MGP Ingredients, Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 92.01%
New Assets Added
  • MGPI
  • SAM
Assets Removed
None
Assets Rebalanced
None
2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE Kimball Electronics, Inc. Buy 5.76% 0%
The percentage of cash held in the portfolio is: 94.24%
New Assets Added
  • KE
Assets Removed
None
Assets Rebalanced
None
2024-09-26 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 %
FLUX Buy All 0.96%
Assets Rebalanced
None
2024-09-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
FLUX Flux Power Holdings, Inc. Sell -3.8% 1.29%
The percentage of cash held in the portfolio is: 103.8%
New Assets Added
None
Assets Removed
Asset Action Perf %
SANW Buy All -22.73%
Assets Rebalanced
None
2024-09-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
SANW S&W Seed Company Sell -4.54% -18.18%
FLUX Flux Power Holdings, Inc. Sell -3.79% 1.29%
The percentage of cash held in the portfolio is: 108.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
POWL Buy All -11.01%
Assets Rebalanced
None
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 6.01% 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: 105.08%
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 5.99% 0%
POWL Powell Industries, Inc. Sell -3.86% -2.85%
The percentage of cash held in the portfolio is: 97.87%
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 6.67% 16.84%
POWL Powell Industries, Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 97.08%
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 5.76% 0%
The percentage of cash held in the portfolio is: 94.24%
New Assets Added
  • HAIN
Assets Removed
None
Assets Rebalanced
None
2024-08-26 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 0.84%
Assets Rebalanced
None
2024-08-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Sell -3.76% 6.33%
The percentage of cash held in the portfolio is: 103.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
SAM Buy All 0.8%
Assets Rebalanced
None
2024-08-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Sell -4.01% -1.28%
PLPC Preformed Line Products Company Sell -3.9% 3.01%
The percentage of cash held in the portfolio is: 107.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLF Buy All 24.76%
Assets Rebalanced
None
2024-08-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Sell -3.89% 1.35%
HLF Herbalife Nutrition Ltd. Sell -2.69% 31.7%
PLPC Preformed Line Products Company Sell -3.8% 5.17%
The percentage of cash held in the portfolio is: 110.39%
New Assets Added
None
Assets Removed
Asset Action Perf %
LANC Buy All -4.09%
Assets Rebalanced
None
2024-08-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Sell -3.78% 3.9%
HLF Herbalife Nutrition Ltd. Sell -2.84% 27.87%
PLPC Preformed Line Products Company Sell -3.64% 8.86%
LANC Lancaster Colony Corporation Sell -4.33% -1.6%
The percentage of cash held in the portfolio is: 114.6%
New Assets Added
None
Assets Removed
Asset Action Perf %
SMPL Buy All 7.87%
Assets Rebalanced
None
2024-08-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
SMPL The Simply Good Foods Company Sell -3.55% 8.38%
SAM The Boston Beer Company, Inc. Sell -3.85% 2.71%
HLF Herbalife Nutrition Ltd. Sell -3.22% 18.79%
PLPC Preformed Line Products Company Sell -3.85% 4.28%
LANC Lancaster Colony Corporation Sell -4.44% -3.49%
The percentage of cash held in the portfolio is: 118.91%
New Assets Added
None
Assets Removed
Asset Action Perf %
FCEL Buy All 17.54%
Assets Rebalanced
None
2024-08-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
FCEL FuelCell Energy, Inc. Sell -3% 21.05%
SMPL The Simply Good Foods Company Sell -3.57% 7.47%
SAM The Boston Beer Company, Inc. Sell -3.78% 4.33%
HLF Herbalife Nutrition Ltd. Sell -3.22% 18.61%
PLPC Preformed Line Products Company Sell -3.83% 4.69%
LANC Lancaster Colony Corporation Sell -4.4% -2.74%
The percentage of cash held in the portfolio is: 121.8%
New Assets Added
None
Assets Removed
Asset Action Perf %
OESX Sell All -10.09%
Assets Rebalanced
None

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Market Overview

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