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All portfolios and performance
Portfolio Ref: EQXS10LO2W
Performance in the last:
Follow this Portfolio
1D -1.9 %
1W -6.3 %
2W -6.4 %
1M -3.3 %
3M -5.5 %
6M -19.6 %
9M -31.7 %
1Y -30.5 %
Alpha
-44.8%
Beta
0.74
sharpe-R
-1.15
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 07:52:07
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -36.88%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks 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
METC Ramaco Resources, Inc. Equity Buy 9.3% -2.58%
BCO The Brink's Company Equity Buy 9.28% -2.73%
EVI EVI Industries, Inc. Equity Buy 9.25% 0.52%
RCL Royal Caribbean Cruises Ltd. Equity Buy 10.87% -3.06%
CWH Camping World Holdings, Inc. Equity Buy 10.67% -4.89%
SSRM SSR Mining Inc. Equity Buy 10.46% -1.47%
CDE Coeur Mining, Inc. Equity Buy 10.51% -1.02%
The percentage of cash held in the portfolio is: 29.66%
** 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
METC Ramaco Resources, Inc. Buy 9.3% -2.58%
BCO The Brink's Company Buy 9.28% -2.73%
EVI EVI Industries, Inc. Buy 9.25% 0.52%
RCL Royal Caribbean Cruises Ltd. Buy 10.87% -3.06%
CWH Camping World Holdings, Inc. Buy 10.67% -4.89%
SSRM SSR Mining Inc. Buy 10.46% -1.47%
CDE Coeur Mining, Inc. Buy 10.51% -1.02%
The percentage of cash held in the portfolio is: 29.66%
New Assets Added
None
Assets Removed
Asset Action Perf %
SIGA Sell All -9.55%
FF Sell All -12.92%
FUL Sell All -4.18%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 9.1% -0.62%
BCO The Brink's Company Buy 9.3% 1.61%
SIGA SIGA Technologies, Inc. Buy 9.11% -3.6%
EVI EVI Industries, Inc. Buy 9.05% 2.41%
FF FutureFuel Corp. Buy 9.58% -2.12%
FUL H.B. Fuller Company Buy 9.67% -1.2%
RCL Royal Caribbean Cruises Ltd. Buy 10.99% 2.12%
CWH Camping World Holdings, Inc. Buy 10.81% 0.43%
SSRM SSR Mining Inc. Buy 10.19% 0%
CDE Coeur Mining, Inc. Buy 10.19% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
  • CDE
Assets Removed
Asset Action Perf %
SXI Sell All 0.05%
CASS Sell All 4.2%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
SXI Standex International Corporation Buy 9.98% -0.71%
CASS Cass Information Systems, Inc. Buy 10.38% 3.25%
METC Ramaco Resources, Inc. Buy 9.37% 1.65%
BCO The Brink's Company Buy 9.15% -0.76%
SIGA SIGA Technologies, Inc. Buy 9.32% -2.03%
EVI EVI Industries, Inc. Buy 8.82% -0.86%
FF FutureFuel Corp. Buy 9.65% -2.12%
FUL H.B. Fuller Company Buy 9.65% -2.13%
RCL Royal Caribbean Cruises Ltd. Buy 10.84% 0%
CWH Camping World Holdings, Inc. Buy 10.84% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RCL
  • CWH
Assets Removed
Asset Action Perf %
GTLS Sell All -3.66%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GTLS Chart Industries, Inc. Buy 12.05% -3.58%
SXI Standex International Corporation Buy 10.09% 0.26%
CASS Cass Information Systems, Inc. Buy 10.35% 2.88%
METC Ramaco Resources, Inc. Buy 9.01% -2.37%
BCO The Brink's Company Buy 9.27% 0.41%
SIGA SIGA Technologies, Inc. Buy 9.24% -2.97%
EVI EVI Industries, Inc. Buy 9.12% 2.41%
FF FutureFuel Corp. Buy 9.56% -3.19%
FUL H.B. Fuller Company Buy 9.65% -2.18%
The percentage of cash held in the portfolio is: 11.65%
New Assets Added
None
Assets Removed
Asset Action Perf %
HAL Sell All -5.5%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAL Halliburton Company Buy 9.69% -3.37%
GTLS Chart Industries, Inc. Buy 11.73% -4.79%
SXI Standex International Corporation Buy 9.95% 0.33%
CASS Cass Information Systems, Inc. Buy 10.27% 3.58%
METC Ramaco Resources, Inc. Buy 9.09% -0.1%
BCO The Brink's Company Buy 9.1% 0.1%
SIGA SIGA Technologies, Inc. Buy 9.32% -0.78%
EVI EVI Industries, Inc. Buy 9.4% 7.13%
FF FutureFuel Corp. Buy 9.73% 0%
FUL H.B. Fuller Company Buy 9.73% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FF
  • FUL
Assets Removed
Asset Action Perf %
NESR Sell All -2.48%
CVI Sell All -0.88%
Assets Rebalanced
None
2025-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 10.06% 4.31%
HAL Halliburton Company Buy 9.77% -0.82%
GTLS Chart Industries, Inc. Buy 12.24% 1.24%
NESR National Energy Services Reunited Corp. Buy 9.93% 2.05%
SXI Standex International Corporation Buy 9.93% 2.05%
CASS Cass Information Systems, Inc. Buy 10.02% 2.98%
METC Ramaco Resources, Inc. Buy 9.38% 5.05%
BCO The Brink's Company Buy 8.73% -2.17%
SIGA SIGA Technologies, Inc. Buy 9.33% 1.25%
EVI EVI Industries, Inc. Buy 8.61% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • EVI
Assets Removed
Asset Action Perf %
ERII Sell All -3.31%
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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