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Portfolio Ref: EQ4515LS2W
Performance in the last:
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1D 0.0 %
1W 1.7 %
2W -1.6 %
1M -5.4 %
3M 41.3 %
6M -114.1 %
9M -115.2 %
1Y -116.9 %
Alpha
-131.3%
Beta
0.65
sharpe-R
-1.01
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 07:01:26
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -114.97%
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

Asset Asset Class Action Weight PnL
FTNT Fortinet, Inc. Equity Buy 7.85% 6.25%
CVLT Commvault Systems, Inc. Equity Buy 7.99% 8.13%
SNCR Synchronoss Technologies, Inc. Equity Buy 7.44% 0.68%
NTGR NETGEAR, Inc. Equity Buy 16.95% -3.16%
EGHT 8x8, Inc. Equity Buy 17.08% 9.09%
TTWO Take-Two Interactive Software, Inc. Equity Buy 15.38% -1.76%
LITE Lumentum Holdings Inc. Equity Sell -4.8% 9.57%
LINK Interlink Electronics, Inc. Equity Sell -4.78% 9.94%
ONTO Onto Innovation Inc. Equity Sell -5.02% 5.57%
ENPH Enphase Energy, Inc. Equity Sell -5.35% -0.65%
The percentage of cash held in the portfolio is: 47.24%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
FTNT Fortinet, Inc. Buy 7.85% 6.25%
CVLT Commvault Systems, Inc. Buy 7.99% 8.13%
SNCR Synchronoss Technologies, Inc. Buy 7.44% 0.68%
NTGR NETGEAR, Inc. Buy 16.95% -3.16%
EGHT 8x8, Inc. Buy 17.08% 9.09%
TTWO Take-Two Interactive Software, Inc. Buy 15.38% -1.76%
LITE Lumentum Holdings Inc. Sell -4.8% 9.57%
LINK Interlink Electronics, Inc. Sell -4.78% 9.94%
ONTO Onto Innovation Inc. Sell -5.02% 5.57%
ENPH Enphase Energy, Inc. Sell -5.35% -0.65%
The percentage of cash held in the portfolio is: 47.24%
New Assets Added
None
Assets Removed
Asset Action Perf %
YEXT Buy All -1.52%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
FTNT Fortinet, Inc. Buy 7.55% 4.67%
CVLT Commvault Systems, Inc. Buy 7.74% 7.33%
SNCR Synchronoss Technologies, Inc. Buy 7.23% 0.29%
NTGR NETGEAR, Inc. Buy 17.08% 0.1%
EGHT 8x8, Inc. Buy 18.53% 21.33%
TTWO Take-Two Interactive Software, Inc. Buy 15.1% -1.14%
YEXT Yext, Inc. Sell -8.47% -3.65%
LITE Lumentum Holdings Inc. Sell -4.71% 9.05%
LINK Interlink Electronics, Inc. Sell -4.48% 13.5%
ONTO Onto Innovation Inc. Sell -4.82% 7.01%
ENPH Enphase Energy, Inc. Sell -5.1% 1.48%
The percentage of cash held in the portfolio is: 54.36%
New Assets Added
None
Assets Removed
Asset Action Perf %
CALX Sell All 1.29%
XPER Sell All 0.22%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CALX Calix, Inc. Buy 12.8% 1.22%
XPER Xperi Inc. Buy 12.65% 0%
FTNT Fortinet, Inc. Buy 7.5% 2.5%
CVLT Commvault Systems, Inc. Buy 7.64% 4.41%
SNCR Synchronoss Technologies, Inc. Buy 7% -4.27%
NTGR NETGEAR, Inc. Buy 17.34% 0.1%
EGHT 8x8, Inc. Buy 17.72% 14.34%
TTWO Take-Two Interactive Software, Inc. Buy 15.26% -1.57%
YEXT Yext, Inc. Sell -8.55% -3.04%
LITE Lumentum Holdings Inc. Sell -4.85% 7.78%
LINK Interlink Electronics, Inc. Sell -4.4% 16.2%
ONTO Onto Innovation Inc. Sell -4.74% 9.8%
ENPH Enphase Energy, Inc. Sell -5.06% 3.79%
The percentage of cash held in the portfolio is: 29.69%
New Assets Added
None
Assets Removed
Asset Action Perf %
VICR Sell All -3.7%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
VICR Vicor Corporation Buy 13.24% 5.48%
CALX Calix, Inc. Buy 13.02% 3.71%
XPER Xperi Inc. Buy 12.99% 3.5%
FTNT Fortinet, Inc. Buy 7.57% 4.26%
CVLT Commvault Systems, Inc. Buy 7.61% 4.85%
SNCR Synchronoss Technologies, Inc. Buy 7.61% 4.85%
NTGR NETGEAR, Inc. Buy 17.76% 3.27%
EGHT 8x8, Inc. Buy 15.38% 0%
TTWO Take-Two Interactive Software, Inc. Buy 15.38% 0%
YEXT Yext, Inc. Sell -8.2% 0.46%
LITE Lumentum Holdings Inc. Sell -4.98% 4.62%
LINK Interlink Electronics, Inc. Sell -4.49% 13.87%
ONTO Onto Innovation Inc. Sell -5.11% 1.97%
ENPH Enphase Energy, Inc. Sell -5.18% 0.76%
The percentage of cash held in the portfolio is: 17.38%
New Assets Added
  • EGHT
  • TTWO
Assets Removed
Asset Action Perf %
SQ Sell All -5.75%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 12.32% -5.23%
VICR Vicor Corporation Buy 13.13% 1.05%
CALX Calix, Inc. Buy 13.29% 2.26%
XPER Xperi Inc. Buy 13.11% 0.88%
FTNT Fortinet, Inc. Buy 7.7% 2.47%
CVLT Commvault Systems, Inc. Buy 7.73% 2.81%
SNCR Synchronoss Technologies, Inc. Buy 7.33% -2.52%
NTGR NETGEAR, Inc. Buy 17.8% 0%
YEXT Yext, Inc. Sell -8.4% 1.52%
LITE Lumentum Holdings Inc. Sell -5.4% 0%
LINK Interlink Electronics, Inc. Sell -5.4% 0%
ONTO Onto Innovation Inc. Sell -5.4% 0%
ENPH Enphase Energy, Inc. Sell -5.4% 0%
The percentage of cash held in the portfolio is: 37.6%
New Assets Added
  • LITE
  • LINK
  • ONTO
  • ENPH
  • NTGR
Assets Removed
Asset Action Perf %
DDD Sell All -9.53%
UCTT Sell All 6.26%
DZSI Sell All -18.48%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 12.12% -4.48%
VICR Vicor Corporation Buy 13.05% 2.83%
UCTT Ultra Clean Holdings, Inc. Buy 14.02% 10.49%
CALX Calix, Inc. Buy 13.31% 4.95%
XPER Xperi Inc. Buy 12.96% 2.19%
DZSI DZS Inc. Buy 11.59% -13.04%
FTNT Fortinet, Inc. Buy 7.34% 0%
CVLT Commvault Systems, Inc. Buy 7.34% 0%
SNCR Synchronoss Technologies, Inc. Buy 7.34% 0%
DDD 3D Systems Corporation Buy 7.34% 0%
YEXT Yext, Inc. Sell -8.4% -0.91%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FTNT
  • CVLT
  • SNCR
  • DDD
Assets Removed
Asset Action Perf %
DMRC Buy All 7.71%
PHUN Buy All 13.02%
FSLR Buy All 5.54%
BEEM Buy All 9.93%
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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