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All portfolios and performance
Portfolio Ref: EQXS10LO1W
Performance in the last:
Follow this Portfolio
1D -1.9 %
1W -5.2 %
2W -6.1 %
1M -3.6 %
3M -5.9 %
6M -14.4 %
9M -23.9 %
1Y -19.7 %
Alpha
-31.7%
Beta
0.64
sharpe-R
-0.79
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 07:52:05
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -28.74%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 10.

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.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
2

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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
RCL Royal Caribbean Cruises Ltd. Equity Buy 9.85% -3.06%
CWH Camping World Holdings, Inc. Equity Buy 9.66% -4.89%
BJRI BJ's Restaurants, Inc. Equity Buy 10.29% 1.26%
BLFS BioLife Solutions, Inc. Equity Buy 9.56% -5.94%
SSRM SSR Mining Inc. Equity Buy 10.38% -1.47%
CDE Coeur Mining, Inc. Equity Buy 10.43% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Equity Buy 10.45% -2.51%
DAR Darling Ingredients Inc. Equity Buy 10.4% -3.02%
The percentage of cash held in the portfolio is: 18.98%
** 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
RCL Royal Caribbean Cruises Ltd. Buy 9.85% -3.06%
CWH Camping World Holdings, Inc. Buy 9.66% -4.89%
BJRI BJ's Restaurants, Inc. Buy 10.29% 1.26%
BLFS BioLife Solutions, Inc. Buy 9.56% -5.94%
SSRM SSR Mining Inc. Buy 10.38% -1.47%
CDE Coeur Mining, Inc. Buy 10.43% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Buy 10.45% -2.51%
DAR Darling Ingredients Inc. Buy 10.4% -3.02%
The percentage of cash held in the portfolio is: 18.98%
New Assets Added
None
Assets Removed
Asset Action Perf %
FF Sell All -12.92%
FUL Sell All -4.18%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
FF FutureFuel Corp. Buy 8.78% -3.36%
FUL H.B. Fuller Company Buy 8.92% -1.79%
RCL Royal Caribbean Cruises Ltd. Buy 9.87% -0.93%
CWH Camping World Holdings, Inc. Buy 9.79% -1.74%
BJRI BJ's Restaurants, Inc. Buy 9.87% -0.93%
BLFS BioLife Solutions, Inc. Buy 9.62% -3.5%
SSRM SSR Mining Inc. Buy 10.17% -1.59%
CDE Coeur Mining, Inc. Buy 9.95% -3.65%
CBRL Cracker Barrel Old Country Store, Inc. Buy 10.51% 0%
DAR Darling Ingredients Inc. Buy 10.51% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CBRL
  • DAR
Assets Removed
Asset Action Perf %
CPRX Sell All -5.84%
CLNE Sell All 5.08%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
CLNE Clean Energy Fuels Corp. Buy 11.43% 5.4%
FF FutureFuel Corp. Buy 8.73% -2.12%
FUL H.B. Fuller Company Buy 8.81% -1.2%
RCL Royal Caribbean Cruises Ltd. Buy 9.99% 2.12%
CWH Camping World Holdings, Inc. Buy 9.83% 0.43%
BJRI BJ's Restaurants, Inc. Buy 9.87% 0.85%
BLFS BioLife Solutions, Inc. Buy 9.58% -2.12%
CPRX Catalyst Pharmaceuticals, Inc. Buy 9.47% -3.21%
SSRM SSR Mining Inc. Buy 10.14% 0%
CDE Coeur Mining, Inc. Buy 10.14% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
  • CDE
Assets Removed
Asset Action Perf %
EVI Sell All 2.41%
RL Sell All 0.77%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVI EVI Industries, Inc. Buy 9.95% -0.86%
RL Ralph Lauren Corporation Buy 10.05% 0.11%
CLNE Clean Energy Fuels Corp. Buy 11.28% 3.49%
FF FutureFuel Corp. Buy 8.78% -2.12%
FUL H.B. Fuller Company Buy 8.77% -2.13%
RCL Royal Caribbean Cruises Ltd. Buy 9.83% 0%
CWH Camping World Holdings, Inc. Buy 9.83% 0%
BJRI BJ's Restaurants, Inc. Buy 9.83% 0%
BLFS BioLife Solutions, Inc. Buy 9.83% 0%
CPRX Catalyst Pharmaceuticals, Inc. Buy 9.83% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RCL
  • CWH
  • BJRI
  • BLFS
  • CPRX
Assets Removed
Asset Action Perf %
SIGA Sell All -2.03%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
SIGA SIGA Technologies, Inc. Buy 9.3% -2.97%
EVI EVI Industries, Inc. Buy 10.3% 2.41%
RL Ralph Lauren Corporation Buy 10.09% 0.36%
CLNE Clean Energy Fuels Corp. Buy 10.96% 0.32%
FF FutureFuel Corp. Buy 8.7% -3.19%
FUL H.B. Fuller Company Buy 8.79% -2.18%
The percentage of cash held in the portfolio is: 41.86%
New Assets Added
None
Assets Removed
Asset Action Perf %
METC Sell All -2.37%
BCO Sell All 0.41%
EYE Sell All 0.17%
CAKE Sell All 2.53%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 9.88% -0.1%
BCO The Brink's Company Buy 9.9% 0.1%
EYE National Vision Holdings, Inc. Buy 9.7% -1.92%
CAKE The Cheesecake Factory Incorporated Buy 9.9% 0.08%
SIGA SIGA Technologies, Inc. Buy 9.46% -0.78%
EVI EVI Industries, Inc. Buy 10.71% 7.13%
RL Ralph Lauren Corporation Buy 9.66% -3.43%
CLNE Clean Energy Fuels Corp. Buy 10.93% 0.63%
FF FutureFuel Corp. Buy 8.93% 0%
FUL H.B. Fuller Company Buy 8.93% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FF
  • FUL
Assets Removed
Asset Action Perf %
NESR Sell All -3.73%
MPWR Sell All -12.86%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

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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