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Portfolio Ref: EQ4515LS2W
Performance in the last:
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1D 1.8 %
1W 0.1 %
2W 3.3 %
1M -109.6 %
3M -110.9 %
6M -111.6 %
9M -110.2 %
1Y -111.0 %
Alpha
-129.2%
Beta
0.68
sharpe-R
-0.99
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
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 2024-09-16 06:54:07
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -109.55%
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 Information Technology 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

2024-09-16 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 %
AAOI Sell All 28.72%
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAOI Applied Optoelectronics, Inc. Buy 17.24% 27.93%
The percentage of cash held in the portfolio is: 82.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
ISDR Sell All -1.86%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
ISDR Issuer Direct Corporation Buy 14.41% -0.84%
AAOI Applied Optoelectronics, Inc. Buy 15.72% 14.8%
The percentage of cash held in the portfolio is: 69.87%
New Assets Added
None
Assets Removed
Asset Action Perf %
RIOT Buy All 7.2%
QUBT Buy All -7.55%
BEEM Buy All -6.12%
DBD Sell All -3.2%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
DBD Diebold Nixdorf, Incorporated Buy 11.72% -5.4%
ISDR Issuer Direct Corporation Buy 15% 3.82%
AAOI Applied Optoelectronics, Inc. Buy 15.02% 10.26%
RIOT Riot Blockchain, Inc. Sell -5.94% 5.24%
QUBT Quantum Computing, Inc. Sell -6.15% 1.97%
BEEM Beam Global Sell -6.37% -1.63%
The percentage of cash held in the portfolio is: 76.72%
New Assets Added
None
Assets Removed
Asset Action Perf %
AKTS Buy All 26.09%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
DBD Diebold Nixdorf, Incorporated Buy 11.79% -4.99%
ISDR Issuer Direct Corporation Buy 14.15% -2.24%
AAOI Applied Optoelectronics, Inc. Buy 14.19% 4.05%
AKTS Akoustis Technologies, Inc. Sell -4.24% 30.43%
RIOT Riot Blockchain, Inc. Sell -5.24% 16.49%
QUBT Quantum Computing, Inc. Sell -6.11% 2.63%
BEEM Beam Global Sell -5.86% 6.73%
The percentage of cash held in the portfolio is: 81.32%
New Assets Added
None
Assets Removed
Asset Action Perf %
LINK Buy All 7.51%
WDC Sell All -7.35%
Assets Rebalanced
None
2024-09-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
DBD Diebold Nixdorf, Incorporated Buy 12.78% 3.94%
ISDR Issuer Direct Corporation Buy 16.12% 12.4%
WDC Western Digital Corporation Buy 13.52% 0%
AAOI Applied Optoelectronics, Inc. Buy 13.52% 0%
LINK Interlink Electronics, Inc. Sell -5.73% 7.56%
AKTS Akoustis Technologies, Inc. Sell -5.31% 11.96%
RIOT Riot Blockchain, Inc. Sell -6.13% 1.44%
QUBT Quantum Computing, Inc. Sell -6.61% -6.24%
BEEM Beam Global Sell -5.96% 4.29%
The percentage of cash held in the portfolio is: 73.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
RUN Sell All NA
ATOM Sell All NA
CMTL Sell All NA
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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