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Portfolio Ref: EQ4525LS2W
Performance in the last:
Follow this Portfolio
1D -1.8 %
1W -4.5 %
2W -4.1 %
1M -3.4 %
3M 27.6 %
6M -65.2 %
9M -60.1 %
1Y -60.4 %
Alpha
-72.8%
Beta
0.58
sharpe-R
-0.81
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 07:50:57
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -73.65%
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 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
SQ Block, Inc. Equity Buy 7.56% 0.88%
VICR Vicor Corporation Equity Buy 7.15% -4.57%
UCTT Ultra Clean Holdings, Inc. Equity Buy 7.65% 2.02%
CALX Calix, Inc. Equity Buy 7.49% -1.49%
XPER Xperi Inc. Equity Buy 7.47% -1.64%
SOL ReneSola Ltd Equity Buy 7.28% -4.19%
DZSI DZS Inc. Equity Buy 6.8% -11.96%
DMRC Digimarc Corporation Equity Sell -3.44% 9.35%
PHUN Phunware, Inc. Equity Sell -3.2% 15.89%
VHC VirnetX Holding Corp Equity Sell -3.78% 0.45%
FSLR First Solar, Inc. Equity Sell -3.7% 2.74%
BEEM Beam Global Equity Sell -3.49% 8.16%
CAMP CalAmp Corp. Equity Sell -3.04% 18.38%
DDD 3D Systems Corporation Equity Sell -4.33% -0.27%
YEXT Yext, Inc. Equity Sell -5.2% 0.46%
The percentage of cash held in the portfolio is: 78.79%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 7.56% 0.88%
VICR Vicor Corporation Buy 7.15% -4.57%
UCTT Ultra Clean Holdings, Inc. Buy 7.65% 2.02%
CALX Calix, Inc. Buy 7.49% -1.49%
XPER Xperi Inc. Buy 7.47% -1.64%
SOL ReneSola Ltd Buy 7.28% -4.19%
DZSI DZS Inc. Buy 6.8% -11.96%
DMRC Digimarc Corporation Sell -3.44% 9.35%
PHUN Phunware, Inc. Sell -3.2% 15.89%
VHC VirnetX Holding Corp Sell -3.78% 0.45%
FSLR First Solar, Inc. Sell -3.7% 2.74%
BEEM Beam Global Sell -3.49% 8.16%
CAMP CalAmp Corp. Sell -3.04% 18.38%
DDD 3D Systems Corporation Sell -4.33% -0.27%
YEXT Yext, Inc. Sell -5.2% 0.46%
The percentage of cash held in the portfolio is: 78.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
LFUS Sell All -4.73%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 7.43% 0.88%
VICR Vicor Corporation Buy 7.61% 3.42%
UCTT Ultra Clean Holdings, Inc. Buy 7.72% 4.86%
CALX Calix, Inc. Buy 7.37% -1.24%
LFUS Littelfuse, Inc. Buy 7.32% -1.97%
XPER Xperi Inc. Buy 7.37% -1.2%
SOL ReneSola Ltd Buy 7.31% -2.09%
DZSI DZS Inc. Buy 7.59% 0%
DMRC Digimarc Corporation Sell -3.41% 8.53%
PHUN Phunware, Inc. Sell -3.27% 12.36%
VHC VirnetX Holding Corp Sell -3.67% 1.57%
FSLR First Solar, Inc. Sell -3.64% 2.55%
BEEM Beam Global Sell -3.53% 5.32%
CAMP CalAmp Corp. Sell -3.24% 11.58%
DDD 3D Systems Corporation Sell -4.09% 3.49%
YEXT Yext, Inc. Sell -5.14% 0%
The percentage of cash held in the portfolio is: 70.28%
New Assets Added
  • YEXT
  • DZSI
Assets Removed
Asset Action Perf %
ATOM Buy All -1.39%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 7.42% 0%
VICR Vicor Corporation Buy 7.61% 2.53%
UCTT Ultra Clean Holdings, Inc. Buy 7.63% 2.84%
CALX Calix, Inc. Buy 7.52% 0%
LFUS Littelfuse, Inc. Buy 7.52% 0%
XPER Xperi Inc. Buy 7.52% 0%
SOL ReneSola Ltd Buy 7.52% 0%
ATOM Atomera Incorporated Sell -3.75% 3.13%
DMRC Digimarc Corporation Sell -3.54% 5.94%
PHUN Phunware, Inc. Sell -3.33% 11.48%
VHC VirnetX Holding Corp Sell -3.77% -0.11%
FSLR First Solar, Inc. Sell -3.66% 2.62%
BEEM Beam Global Sell -3.67% 2.48%
CAMP CalAmp Corp. Sell -4% -8.46%
DDD 3D Systems Corporation Sell -4.28% 0%
The percentage of cash held in the portfolio is: 77.24%
New Assets Added
  • DDD
  • CALX
  • LFUS
  • XPER
  • SOL
Assets Removed
Asset Action Perf %
SOL Buy All 4.02%
RMNI Sell All 3.18%
SSYS Sell All 4.05%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
RMNI Rimini Street, Inc. Buy 8.1% 5.83%
SSYS Stratasys Ltd. Buy 7.77% 6.43%
SQ Block, Inc. Buy 7.38% 0%
VICR Vicor Corporation Buy 7.38% 0%
UCTT Ultra Clean Holdings, Inc. Buy 7.38% 0%
ATOM Atomera Incorporated Sell -3.93% -2.08%
DMRC Digimarc Corporation Sell -3.46% 7.43%
PHUN Phunware, Inc. Sell -3.26% 12.8%
VHC VirnetX Holding Corp Sell -3.84% -2.59%
FSLR First Solar, Inc. Sell -3.61% 3.43%
BEEM Beam Global Sell -3.62% 3.19%
SOL ReneSola Ltd Sell -3.44% 8.04%
CAMP CalAmp Corp. Sell -3.35% 8.64%
The percentage of cash held in the portfolio is: 90.51%
New Assets Added
  • SQ
  • VICR
  • UCTT
Assets Removed
Asset Action Perf %
LSCC Sell All -1.61%
BELFB Sell All 3.88%
NTNX Sell All 2.88%
RMBS Sell All 0.66%
MSTR Sell All -5.37%
OSPN Sell All 0.84%
ACLS Sell All -4.4%
RSSS Sell All -9.11%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
LSCC Lattice Semiconductor Corporation Buy 6.35% -1.83%
BELFB Bel Fuse Inc. Buy 8.19% 3.57%
NTNX Nutanix, Inc. Buy 7.71% 3.75%
RMBS Rambus Inc. Buy 6.99% 2.09%
MSTR MicroStrategy Incorporated Buy 6.67% -6.85%
OSPN OneSpan Inc. Buy 7.82% 4.02%
ACLS Axcelis Technologies, Inc. Buy 7.24% -4.99%
RMNI Rimini Street, Inc. Buy 7.95% 4.59%
SSYS Stratasys Ltd. Buy 7.78% 7.32%
RSSS Research Solutions, Inc. Buy 10.44% -5.57%
ATOM Atomera Incorporated Sell -3.82% -0.12%
DMRC Digimarc Corporation Sell -3.6% 2.94%
PHUN Phunware, Inc. Sell -3.23% 13.02%
VHC VirnetX Holding Corp Sell -3.73% -0.34%
FSLR First Solar, Inc. Sell -3.46% 6.78%
BEEM Beam Global Sell -3.64% 2.13%
SOL ReneSola Ltd Sell -3.4% 8.54%
CAMP CalAmp Corp. Sell -3.34% 8.46%
The percentage of cash held in the portfolio is: 51.06%
New Assets Added
None
Assets Removed
Asset Action Perf %
SQ Sell All 2.62%
CLMB Sell All 3.39%
UI Sell All 0.97%
QTWO Sell All 5.39%
HPE Sell All -7.9%
ADI Sell All -3.99%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
CLMB Climb Global Solutions, Inc. Buy 7.12% 0.09%
UI Ubiquiti Inc. Buy 7.15% -0.39%
QTWO Q2 Holdings, Inc. Buy 7.55% 1.11%
LSCC Lattice Semiconductor Corporation Buy 6.34% -3.39%
BELFB Bel Fuse Inc. Buy 8.1% 0.95%
NTNX Nutanix, Inc. Buy 7.2% -4.39%
RMBS Rambus Inc. Buy 6.83% -1.6%
HPE Hewlett Packard Enterprise Company Buy 7.14% -1.5%
MSTR MicroStrategy Incorporated Buy 7.01% -3.52%
ADI Analog Devices, Inc. Buy 7.31% -1.28%
OSPN OneSpan Inc. Buy 7.39% -3.08%
ACLS Axcelis Technologies, Inc. Buy 7.48% -3.23%
RMNI Rimini Street, Inc. Buy 7.84% 1.77%
SSYS Stratasys Ltd. Buy 7.97% 8.43%
SQ Block, Inc. Buy 7.7% 2.65%
RSSS Research Solutions, Inc. Buy 10.84% -3.29%
ATOM Atomera Incorporated Sell -3.91% -0.93%
DMRC Digimarc Corporation Sell -3.61% 4.12%
PHUN Phunware, Inc. Sell -3.29% 12.58%
VHC VirnetX Holding Corp Sell -3.75% 0.45%
FSLR First Solar, Inc. Sell -3.6% 4.42%
BEEM Beam Global Sell -3.58% 4.96%
SOL ReneSola Ltd Sell -3.61% 4.02%
CAMP CalAmp Corp. Sell -3.44% 6.99%
The percentage of cash held in the portfolio is: 7.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
SMTC Sell All -20.94%
Assets Rebalanced
None

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Market Overview

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