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Portfolio Ref: EQ4515LS3W
Performance in the last:
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1D 0.0 %
1W 3.9 %
2W 3.6 %
1M -0.7 %
3M 66.7 %
6M -117.3 %
9M -118.6 %
1Y -119.8 %
Alpha
-138.3%
Beta
0.82
sharpe-R
-1.02
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 07:01:28
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -116.89%
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 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
VICR Vicor Corporation Equity Buy 10.78% 1.35%
SNCR Synchronoss Technologies, Inc. Equity Buy 10.92% 0.68%
ASTI Ascent Solar Technologies, Inc. Equity Buy 10.56% 1.29%
CLMB Climb Global Solutions, Inc. Equity Buy 10.64% 2.11%
FTNT Fortinet, Inc. Equity Buy 10.76% 6.25%
CVLT Commvault Systems, Inc. Equity Buy 10.75% 8.13%
OKTA Okta, Inc. Equity Buy 10.17% -1.21%
NTGR NETGEAR, Inc. Equity Buy 10.04% -3.16%
TTWO Take-Two Interactive Software, Inc. Equity Buy 11.08% -1.76%
EGHT 8x8, Inc. Equity Buy 9.91% 9.09%
LITE Lumentum Holdings Inc. Equity Sell -7.71% 9.57%
The percentage of cash held in the portfolio is: 2.1%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
VICR Vicor Corporation Buy 10.46% -3.7%
SNCR Synchronoss Technologies, Inc. Buy 10.6% -4.27%
ASTI Ascent Solar Technologies, Inc. Buy 9.87% -7.33%
CLMB Climb Global Solutions, Inc. Buy 10.6% -0.39%
FTNT Fortinet, Inc. Buy 10.6% 2.5%
CVLT Commvault Systems, Inc. Buy 10.6% 4.41%
OKTA Okta, Inc. Buy 10.6% 0.81%
NTGR NETGEAR, Inc. Buy 10.6% 0.1%
TTWO Take-Two Interactive Software, Inc. Buy 11.34% -1.57%
EGHT 8x8, Inc. Buy 10.6% 14.34%
LITE Lumentum Holdings Inc. Sell -8.03% 7.78%
The percentage of cash held in the portfolio is: 2.15%
New Assets Added
None
Assets Removed
Asset Action Perf %
DMRC Buy All 16.24%
PHUN Buy All 17.88%
FSLR Buy All 7.73%
BEEM Buy All 15.25%
Assets Rebalanced
Asset Action Weight
ASTI Sell -2.27%
SNCR Sell -1.94%
NTGR Sell -2.25%
CLMB Sell -2.45%
EGHT Sell -2.56%
OKTA Sell -2.62%
FTNT Sell -2.83%
CVLT Sell -3.08%
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
VICR Vicor Corporation Buy 11.41% 5.48%
FTNT Fortinet, Inc. Buy 13.61% 4.26%
CVLT Commvault Systems, Inc. Buy 13.69% 4.85%
SNCR Synchronoss Technologies, Inc. Buy 13.69% 4.85%
CLMB Climb Global Solutions, Inc. Buy 13% -0.46%
ASTI Ascent Solar Technologies, Inc. Buy 12.16% -6.9%
OKTA Okta, Inc. Buy 13.1% 0.19%
NTGR NETGEAR, Inc. Buy 13.21% 3.27%
EGHT 8x8, Inc. Buy 11.47% 0%
TTWO Take-Two Interactive Software, Inc. Buy 11.47% 0%
DMRC Digimarc Corporation Sell -5.06% 12.35%
PHUN Phunware, Inc. Sell -4.92% 14.79%
FSLR First Solar, Inc. Sell -5.47% 5.24%
BEEM Beam Global Sell -5.1% 11.7%
LITE Lumentum Holdings Inc. Sell -8.28% 4.62%
The percentage of cash held in the portfolio is: 2%
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 10.47% -5.23%
VICR Vicor Corporation Buy 11.16% 1.05%
FTNT Fortinet, Inc. Buy 13.66% 2.47%
CVLT Commvault Systems, Inc. Buy 13.7% 2.81%
SNCR Synchronoss Technologies, Inc. Buy 12.99% -2.52%
CLMB Climb Global Solutions, Inc. Buy 13.28% -0.39%
ASTI Ascent Solar Technologies, Inc. Buy 13.33% 0%
OKTA Okta, Inc. Buy 13.28% -0.48%
NTGR NETGEAR, Inc. Buy 13.06% 0%
DMRC Digimarc Corporation Sell -5.09% 13.54%
PHUN Phunware, Inc. Sell -4.93% 16.34%
FSLR First Solar, Inc. Sell -5.77% 2.07%
BEEM Beam Global Sell -5.35% 9.22%
LITE Lumentum Holdings Inc. Sell -8.86% 0%
The percentage of cash held in the portfolio is: 15.06%
New Assets Added
  • LITE
  • NTGR
Assets Removed
Asset Action Perf %
ATOM Buy All -4.4%
DDD Sell All -9.53%
UCTT Sell All 6.26%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 10.5% -4.39%
VICR Vicor Corporation Buy 11.12% 1.21%
UCTT Ultra Clean Holdings, Inc. Buy 12.11% 10.27%
FTNT Fortinet, Inc. Buy 13.21% -0.33%
CVLT Commvault Systems, Inc. Buy 13.37% 0.89%
SNCR Synchronoss Technologies, Inc. Buy 12.76% -3.69%
DDD 3D Systems Corporation Buy 13.14% -0.85%
CLMB Climb Global Solutions, Inc. Buy 13.36% 0.82%
ASTI Ascent Solar Technologies, Inc. Buy 13.54% 2.16%
OKTA Okta, Inc. Buy 13.27% 0%
ATOM Atomera Incorporated Sell -7.12% -14.12%
DMRC Digimarc Corporation Sell -5.13% 12.4%
PHUN Phunware, Inc. Sell -5.02% 14.35%
FSLR First Solar, Inc. Sell -5.71% 2.46%
BEEM Beam Global Sell -5.4% 7.8%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OKTA
Assets Removed
None
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 10.42% -4.48%
VICR Vicor Corporation Buy 11.22% 2.83%
UCTT Ultra Clean Holdings, Inc. Buy 12.05% 10.49%
FTNT Fortinet, Inc. Buy 13.16% 0%
CVLT Commvault Systems, Inc. Buy 13.16% 0%
SNCR Synchronoss Technologies, Inc. Buy 13.16% 0%
DDD 3D Systems Corporation Buy 13.16% 0%
CLMB Climb Global Solutions, Inc. Buy 13.16% 0%
ASTI Ascent Solar Technologies, Inc. Buy 13.16% 0%
ATOM Atomera Incorporated Sell -6.64% -7.18%
DMRC Digimarc Corporation Sell -5.37% 7.71%
PHUN Phunware, Inc. Sell -5.06% 13.02%
FSLR First Solar, Inc. Sell -5.49% 5.54%
BEEM Beam Global Sell -5.24% 9.93%
The percentage of cash held in the portfolio is: 15.16%
New Assets Added
  • FTNT
  • CVLT
  • SNCR
  • DDD
  • CLMB
  • ASTI
Assets Removed
Asset Action Perf %
OSPN Sell All 0.99%
BELFB Sell All 0.01%
MSTR Sell All -6.63%
NTNX Sell All 8.7%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
OSPN OneSpan Inc. Buy 14.16% -0.52%
BELFB Bel Fuse Inc. Buy 12.93% 0.14%
MSTR MicroStrategy Incorporated Buy 12.23% -3.41%
NTNX Nutanix, Inc. Buy 14.15% 7.71%
SQ Block, Inc. Buy 11.04% 0.88%
VICR Vicor Corporation Buy 10.88% -0.59%
UCTT Ultra Clean Holdings, Inc. Buy 11.57% 5.72%
ATOM Atomera Incorporated Sell -6.51% -4.75%
DMRC Digimarc Corporation Sell -5.39% 7.58%
PHUN Phunware, Inc. Sell -5.05% 13.47%
FSLR First Solar, Inc. Sell -5.64% 3.3%
BEEM Beam Global Sell -5.42% 7.09%
The percentage of cash held in the portfolio is: 41.06%
New Assets Added
None
Assets Removed
Asset Action Perf %
CLMB Sell All -0.77%
UI Sell All 6.95%
QTWO Sell All 2.8%
Assets Rebalanced
None

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Market Overview

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