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Portfolio Ref: EQXS15LS1M
Performance in the last:
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1D 0.0 %
1W 3.8 %
2W -0.3 %
1M -9.0 %
3M -8.5 %
6M -34.9 %
9M -49.5 %
1Y -48.4 %
Alpha
-63.9%
Beta
0.74
sharpe-R
-1.67
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 07:03:00
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -52.6%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. 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
METC Ramaco Resources, Inc. Equity Buy 13.14% 3.81%
GPI Group 1 Automotive, Inc. Equity Buy 14.33% 2.05%
HGV Hilton Grand Vacations Inc. Equity Buy 14.57% 3.74%
IRBT iRobot Corporation Equity Buy 16.52% 17.6%
QRTEA Qurate Retail, Inc. Equity Buy 14.43% 2.7%
FTNT Fortinet, Inc. Equity Buy 14.92% 6.25%
NTGR NETGEAR, Inc. Equity Buy 12.85% -3.16%
IAC IAC/InterActiveCorp Equity Buy 12.42% -1.98%
CHTR Charter Communications, Inc. Equity Buy 12.66% -0.14%
SBGI Sinclair Broadcast Group, Inc. Equity Buy 2.16% 0%
TDW Tidewater Inc. Equity Sell -6.29% -4.06%
WNC Wabash National Corporation Equity Sell -4.39% 17.72%
VLO Valero Energy Corporation Equity Sell -5.1% -1.68%
PARR Par Pacific Holdings, Inc. Equity Sell -7.56% -1.8%
LWLG Lightwave Logic, Inc. Equity Sell -7.85% -5.63%
The percentage of cash held in the portfolio is: 3.18%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 13.14% 3.81%
GPI Group 1 Automotive, Inc. Buy 14.33% 2.05%
HGV Hilton Grand Vacations Inc. Buy 14.57% 3.74%
IRBT iRobot Corporation Buy 16.52% 17.6%
QRTEA Qurate Retail, Inc. Buy 14.43% 2.7%
FTNT Fortinet, Inc. Buy 14.92% 6.25%
NTGR NETGEAR, Inc. Buy 12.85% -3.16%
IAC IAC/InterActiveCorp Buy 12.42% -1.98%
CHTR Charter Communications, Inc. Buy 12.66% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 2.16% 0%
TDW Tidewater Inc. Sell -6.29% -4.06%
WNC Wabash National Corporation Sell -4.39% 17.72%
VLO Valero Energy Corporation Sell -5.1% -1.68%
PARR Par Pacific Holdings, Inc. Sell -7.56% -1.8%
LWLG Lightwave Logic, Inc. Sell -7.85% -5.63%
The percentage of cash held in the portfolio is: 3.18%
New Assets Added
  • SBGI
Assets Removed
Asset Action Perf %
CDE Sell All -3.5%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 13.68% 9.69%
CDE Coeur Mining, Inc. Buy 3.55% 5.4%
GPI Group 1 Automotive, Inc. Buy 14.2% 2.64%
HGV Hilton Grand Vacations Inc. Buy 14.21% 2.72%
IRBT iRobot Corporation Buy 16.01% 15.74%
QRTEA Qurate Retail, Inc. Buy 13.83% 0%
FTNT Fortinet, Inc. Buy 14.48% 4.67%
NTGR NETGEAR, Inc. Buy 13.08% 0.1%
IAC IAC/InterActiveCorp Buy 12.48% 0%
CHTR Charter Communications, Inc. Buy 12.48% 0%
TDW Tidewater Inc. Sell -6.19% -4.07%
WNC Wabash National Corporation Sell -4.32% 17.72%
VLO Valero Energy Corporation Sell -4.86% 1.57%
PARR Par Pacific Holdings, Inc. Sell -7.32% 0%
LWLG Lightwave Logic, Inc. Sell -7.32% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PARR
  • LWLG
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
KMT Buy All 3.97%
SPCE Buy All 5.11%
MGNI Sell All -7.94%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 13.15% 4.95%
CDE Coeur Mining, Inc. Buy 3.45% 1.9%
GPI Group 1 Automotive, Inc. Buy 13.81% -0.66%
HGV Hilton Grand Vacations Inc. Buy 13.99% 0.63%
IRBT iRobot Corporation Buy 16.59% 19.33%
QRTEA Qurate Retail, Inc. Buy 13.53% -2.7%
FTNT Fortinet, Inc. Buy 14.34% 3.1%
NTGR NETGEAR, Inc. Buy 13.81% 5.17%
MGNI Magnite, Inc. Buy 12.54% -4.49%
TDW Tidewater Inc. Sell -6.28% -5.05%
KMT Kennametal Inc. Sell -5.5% 7.99%
WNC Wabash National Corporation Sell -4.66% 11.68%
SPCE Virgin Galactic Holdings, Inc. Sell -6.73% 8.89%
VLO Valero Energy Corporation Sell -5.1% -2.86%
The percentage of cash held in the portfolio is: 13.06%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSRM Sell All 11.27%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 13.02% -0.93%
SSRM SSR Mining Inc. Buy 11.6% 10.42%
CDE Coeur Mining, Inc. Buy 3.59% 1.02%
GPI Group 1 Automotive, Inc. Buy 14.52% -0.43%
HGV Hilton Grand Vacations Inc. Buy 14.76% 1.21%
IRBT iRobot Corporation Buy 13.86% -4.96%
QRTEA Qurate Retail, Inc. Buy 14.18% -2.7%
FTNT Fortinet, Inc. Buy 14.94% 2.47%
NTGR NETGEAR, Inc. Buy 13.77% 0%
MGNI Magnite, Inc. Buy 13.77% 0%
TDW Tidewater Inc. Sell -6.45% -2.83%
KMT Kennametal Inc. Sell -5.97% 4.79%
WNC Wabash National Corporation Sell -4.99% 9.75%
SPCE Virgin Galactic Holdings, Inc. Sell -7.39% 4.67%
VLO Valero Energy Corporation Sell -5.2% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VLO
  • NTGR
  • MGNI
Assets Removed
Asset Action Perf %
SPWH Buy All 17.94%
AORT Sell All 1.06%
GTLS Sell All -7.92%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 13.69% 3.44%
GTLS Chart Industries, Inc. Buy 13.78% -5.22%
METC Ramaco Resources, Inc. Buy 13.05% 0%
SSRM SSR Mining Inc. Buy 11.67% 11.76%
CDE Coeur Mining, Inc. Buy 3.58% 1.46%
GPI Group 1 Automotive, Inc. Buy 14.5% 0.13%
HGV Hilton Grand Vacations Inc. Buy 14.98% 3.42%
IRBT iRobot Corporation Buy 13.98% -3.47%
QRTEA Qurate Retail, Inc. Buy 14.35% -0.92%
FTNT Fortinet, Inc. Buy 14.43% -0.33%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.81% 13.9%
TDW Tidewater Inc. Sell -6.42% -3.08%
KMT Kennametal Inc. Sell -5.85% 6.11%
WNC Wabash National Corporation Sell -5.22% 4.98%
SPCE Virgin Galactic Holdings, Inc. Sell -7.7% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SPCE
Assets Removed
None
Assets Rebalanced
Asset Action Weight
SSRM Buy 7.72%
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 13.72% 4.86%
GTLS Chart Industries, Inc. Buy 14.39% 0.07%
METC Ramaco Resources, Inc. Buy 13.25% 2.68%
SSRM SSR Mining Inc. Buy 3.9% 11.64%
CDE Coeur Mining, Inc. Buy 3.61% 3.5%
GPI Group 1 Automotive, Inc. Buy 14.32% 0%
HGV Hilton Grand Vacations Inc. Buy 14.32% 0%
IRBT iRobot Corporation Buy 14.32% 0%
QRTEA Qurate Retail, Inc. Buy 14.32% 0%
FTNT Fortinet, Inc. Buy 14.32% 0%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.66% 15.7%
TDW Tidewater Inc. Sell -6.49% -5.36%
KMT Kennametal Inc. Sell -5.97% 3.12%
WNC Wabash National Corporation Sell -5.35% 1.53%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GPI
  • HGV
  • IRBT
  • QRTEA
  • FTNT
Assets Removed
Asset Action Perf %
SCVL Buy All 13.13%
CBRL Sell All -7.8%
Assets Rebalanced
None

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Market Overview

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