Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQXS10LO3W
Performance in the last:
Follow this Portfolio
1D 4.9 %
1W 0.6 %
2W -6.3 %
1M -9.2 %
3M -7.9 %
6M -12.4 %
9M -8.8 %
1Y -11.3 %
Alpha
-33.5%
Beta
0.92
sharpe-R
-0.37
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
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 2024-09-16 06:55:19
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -19.78%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
2

Do you want to invest in this strategy ?

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
MBUU Malibu Boats, Inc. Equity Buy 10.47% 6.66%
SPWH Sportsman's Warehouse Holdings, Inc. Equity Buy 12.8% 22.59%
NVCR NovoCure Limited Equity Buy 10.74% 2.88%
LUMN Lumen Technologies, Inc. Equity Buy 11.56% 10.73%
MYGN Myriad Genetics, Inc. Equity Buy 10.32% 2.3%
MPW Medical Properties Trust, Inc. Equity Buy 8.42% 0%
The percentage of cash held in the portfolio is: 35.69%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
MBUU Malibu Boats, Inc. Buy 10.47% 6.66%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 12.8% 22.59%
NVCR NovoCure Limited Buy 10.74% 2.88%
LUMN Lumen Technologies, Inc. Buy 11.56% 10.73%
MYGN Myriad Genetics, Inc. Buy 10.32% 2.3%
MPW Medical Properties Trust, Inc. Buy 8.42% 0%
The percentage of cash held in the portfolio is: 35.69%
New Assets Added
  • MPW
Assets Removed
None
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
MBUU Malibu Boats, Inc. Buy 10.51% 2.11%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 11.64% 6.28%
NVCR NovoCure Limited Buy 10.45% -4.54%
LUMN Lumen Technologies, Inc. Buy 10.83% -1.09%
MYGN Myriad Genetics, Inc. Buy 10.31% -2.56%
The percentage of cash held in the portfolio is: 46.26%
New Assets Added
None
Assets Removed
Asset Action Perf %
GME Sell All -10.8%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
GME GameStop Corp. Buy 10.65% 4.8%
MBUU Malibu Boats, Inc. Buy 10.04% -1.19%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 11.08% 2.51%
NVCR NovoCure Limited Buy 9.95% -7.98%
LUMN Lumen Technologies, Inc. Buy 11.17% 3.27%
MYGN Myriad Genetics, Inc. Buy 10.51% 0.63%
The percentage of cash held in the portfolio is: 36.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
WOW Sell All -3.98%
LPTV Sell All -47.73%
UAA Sell All -9.36%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
WOW WideOpenWest, Inc. Buy 10.9% -4.84%
LPTV Loop Media, Inc. Buy 6.77% -40.91%
GME GameStop Corp. Buy 10.38% 3.37%
MBUU Malibu Boats, Inc. Buy 10.08% 0.39%
UAA Under Armour, Inc. Buy 7.18% -5.35%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 10.69% 0%
NVCR NovoCure Limited Buy 10% -6.48%
LUMN Lumen Technologies, Inc. Buy 11.35% 6.18%
MYGN Myriad Genetics, Inc. Buy 10.32% 0%
The percentage of cash held in the portfolio is: 12.32%
New Assets Added
  • MYGN
Assets Removed
Asset Action Perf %
ABG Sell All -5.59%
TSLA Sell All -8.45%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
WOW WideOpenWest, Inc. Buy 10.93% -2.94%
LPTV Loop Media, Inc. Buy 7.55% -32.95%
ABG Asbury Automotive Group, Inc. Buy 11.06% -1.82%
GME GameStop Corp. Buy 9.55% -3.24%
MBUU Malibu Boats, Inc. Buy 9.79% -0.8%
UAA Under Armour, Inc. Buy 7.11% -4.5%
TSLA Tesla, Inc. Buy 10.5% 0%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 10.5% 0%
NVCR NovoCure Limited Buy 10.5% 0%
LUMN Lumen Technologies, Inc. Buy 10.5% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TSLA
  • SPWH
  • NVCR
  • LUMN
Assets Removed
Asset Action Perf %
VIAV Sell All 0.12%
ROG Sell All -4.05%
PRTH Sell All 10.06%
FIVN Sell All -11.57%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
VIAV Viavi Solutions Inc. Buy 10.56% 0.74%
ROG Rogers Corporation Buy 10.12% -3.48%
PRTH Priority Technology Holdings, Inc. Buy 12.17% 16.1%
FIVN Five9, Inc. Buy 9.35% -10.85%
WOW WideOpenWest, Inc. Buy 10.71% -3.46%
LPTV Loop Media, Inc. Buy 7.57% -31.82%
ABG Asbury Automotive Group, Inc. Buy 11.04% -0.56%
GME GameStop Corp. Buy 9.3% -4.41%
MBUU Malibu Boats, Inc. Buy 9.83% 1.08%
UAA Under Armour, Inc. Buy 7.34% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • UAA
Assets Removed
Asset Action Perf %
EGRX Sell All -11.35%
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.
Cookies Settings