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Portfolio Ref: EQXS15LS1M
Performance in the last:
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1D -2.5 %
1W -9.2 %
2W -11.1 %
1M -9.5 %
3M -12.4 %
6M -39.5 %
9M -49.1 %
1Y -51.1 %
Alpha
-66.5%
Beta
0.78
sharpe-R
-1.73
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 07:52:20
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -52.52%
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
AORT Artivion, Inc. Equity Buy 13.29% 1.19%
GTLS Chart Industries, Inc. Equity Buy 14.13% -2.1%
METC Ramaco Resources, Inc. Equity Buy 12.62% -2.58%
SSRM SSR Mining Inc. Equity Buy 3.45% -1.47%
CDE Coeur Mining, Inc. Equity Buy 3.47% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Equity Buy 13.97% -2.51%
SCVL Shoe Carnival, Inc. Equity Sell -6.63% 17.66%
SPWH Sportsman's Warehouse Holdings, Inc. Equity Sell -4.83% 13%
TDW Tidewater Inc. Equity Sell -6.18% 0%
CLNE Clean Energy Fuels Corp. Equity Sell -6.18% 0%
KMT Kennametal Inc. Equity Sell -6.18% 0%
The percentage of cash held in the portfolio is: 69.07%
** 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
AORT Artivion, Inc. Buy 13.29% 1.19%
GTLS Chart Industries, Inc. Buy 14.13% -2.1%
METC Ramaco Resources, Inc. Buy 12.62% -2.58%
SSRM SSR Mining Inc. Buy 3.45% -1.47%
CDE Coeur Mining, Inc. Buy 3.47% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Buy 13.97% -2.51%
SCVL Shoe Carnival, Inc. Sell -6.63% 17.66%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.83% 13%
TDW Tidewater Inc. Sell -6.18% 0%
CLNE Clean Energy Fuels Corp. Sell -6.18% 0%
KMT Kennametal Inc. Sell -6.18% 0%
The percentage of cash held in the portfolio is: 69.07%
New Assets Added
  • TDW
  • CLNE
  • KMT
Assets Removed
Asset Action Perf %
CLNE Sell All -1.59%
SIGA Sell All -9.55%
FUL Sell All -4.18%
FF Sell All -12.92%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 13.11% 2.41%
GTLS Chart Industries, Inc. Buy 13.95% -0.83%
METC Ramaco Resources, Inc. Buy 12.33% -2.37%
SIGA SIGA Technologies, Inc. Buy 13.38% -6.42%
CLNE Clean Energy Fuels Corp. Buy 16.23% 5.08%
FUL H.B. Fuller Company Buy 12.36% -1.79%
FF FutureFuel Corp. Buy 7.85% -3.36%
SSRM SSR Mining Inc. Buy 3.36% -1.59%
CDE Coeur Mining, Inc. Buy 3.29% -3.65%
CBRL Cracker Barrel Old Country Store, Inc. Buy 13.97% 0%
SCVL Shoe Carnival, Inc. Sell -6.87% 12.48%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.95% 8.52%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CBRL
Assets Removed
Asset Action Perf %
RES Sell All 0%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
RES RPC, Inc. Buy 13.9% 0.65%
AORT Artivion, Inc. Buy 13.15% 3.77%
GTLS Chart Industries, Inc. Buy 13.81% -0.9%
METC Ramaco Resources, Inc. Buy 12.43% -0.62%
SIGA SIGA Technologies, Inc. Buy 13.64% -3.6%
CLNE Clean Energy Fuels Corp. Buy 16.12% 5.4%
FUL H.B. Fuller Company Buy 12.31% -1.2%
FF FutureFuel Corp. Buy 7.87% -2.12%
SSRM SSR Mining Inc. Buy 3.38% 0%
CDE Coeur Mining, Inc. Buy 3.38% 0%
SCVL Shoe Carnival, Inc. Sell -6.98% 10.25%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -5.02% 6.28%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
  • CDE
Assets Removed
Asset Action Perf %
NESR Buy All -4.65%
UAA Buy All -7.05%
CHRS Buy All -21.62%
PBT Sell All 0.36%
CVI Sell All -6.52%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.68% 0%
RES RPC, Inc. Buy 14.32% 5.06%
AORT Artivion, Inc. Buy 12.84% 2.68%
CVI CVR Energy, Inc. Buy 13.45% -4.71%
GTLS Chart Industries, Inc. Buy 13.26% -3.58%
METC Ramaco Resources, Inc. Buy 12.05% -2.37%
SIGA SIGA Technologies, Inc. Buy 13.55% -2.97%
CLNE Clean Energy Fuels Corp. Buy 15.14% 0.32%
FUL H.B. Fuller Company Buy 12.03% -2.18%
FF FutureFuel Corp. Buy 7.68% -3.19%
SCVL Shoe Carnival, Inc. Sell -6.82% 11.03%
UAA Under Armour, Inc. Sell -5.29% -0.12%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.93% 6.73%
NESR National Energy Services Reunited Corp. Sell -6.58% -0.33%
CHRS Coherus BioSciences, Inc. Sell -6.37% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CHRS
Assets Removed
None
Assets Rebalanced
Asset Action Weight
SIGA Buy 1.38%
FUL Buy 4.27%
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.66% 1.26%
RES RPC, Inc. Buy 14.4% 7.18%
AORT Artivion, Inc. Buy 12.5% 1.36%
CVI CVR Energy, Inc. Buy 13.79% -0.88%
GTLS Chart Industries, Inc. Buy 12.9% -4.79%
METC Ramaco Resources, Inc. Buy 12.15% -0.1%
SIGA SIGA Technologies, Inc. Buy 11.51% -0.78%
CLNE Clean Energy Fuels Corp. Buy 14.98% 0.63%
FF FutureFuel Corp. Buy 7.82% 0%
FUL H.B. Fuller Company Buy 7.82% 0%
SCVL Shoe Carnival, Inc. Sell -6.84% 9.51%
UAA Under Armour, Inc. Sell -5.32% -2.1%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.91% 5.83%
NESR National Energy Services Reunited Corp. Sell -6.46% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NESR
  • FF
  • FUL
Assets Removed
Asset Action Perf %
NESR Sell All -2.48%
MPWR Sell All -12.86%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.74% 5.42%
RES RPC, Inc. Buy 14.35% 10.44%
AORT Artivion, Inc. Buy 12.09% 1.42%
CVI CVR Energy, Inc. Buy 13.64% 1.42%
GTLS Chart Industries, Inc. Buy 13.4% 2.31%
NESR National Energy Services Reunited Corp. Buy -1.02% 2.81%
METC Ramaco Resources, Inc. Buy 12.29% 4.54%
SIGA SIGA Technologies, Inc. Buy 11.32% 0.94%
MPWR Monolithic Power Systems, Inc. Buy 11.04% -1.59%
CLNE Clean Energy Fuels Corp. Buy 14.39% 0%
SCVL Shoe Carnival, Inc. Sell -6.92% 5.4%
UAA Under Armour, Inc. Sell -5.24% -4.08%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -5.08% -0.9%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CLNE
Assets Removed
Asset Action Perf %
KTOS Sell All 15.58%
Assets Rebalanced
None
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.78% 4.96%
RES RPC, Inc. Buy 14.3% 9.3%
KTOS Kratos Defense & Security Solutions, Inc. Buy 14.85% 18.35%
AORT Artivion, Inc. Buy 12.22% 1.82%
CVI CVR Energy, Inc. Buy 13.55% 0.05%
GTLS Chart Industries, Inc. Buy 13.24% 0.38%
NESR National Energy Services Reunited Corp. Buy -1.02% 2.05%
METC Ramaco Resources, Inc. Buy 11.85% 0.1%
SIGA SIGA Technologies, Inc. Buy 11.29% 0%
MPWR Monolithic Power Systems, Inc. Buy 11.29% 0%
SCVL Shoe Carnival, Inc. Sell -7.09% 3.72%
UAA Under Armour, Inc. Sell -5.4% -6.43%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.87% 4.04%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SIGA
  • MPWR
Assets Removed
Asset Action Perf %
GPRE Sell All -9.94%
BLUE Sell All -20.97%
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.72% 8.12%
RES RPC, Inc. Buy 14.38% 13.7%
KTOS Kratos Defense & Security Solutions, Inc. Buy 14.47% 19.27%
BLUE bluebird bio, Inc. Buy 9.95% -17.94%
AORT Artivion, Inc. Buy 12.13% 4.5%
CVI CVR Energy, Inc. Buy 13.7% 4.66%
GTLS Chart Industries, Inc. Buy 13.06% 2.34%
NESR National Energy Services Reunited Corp. Buy -0.98% 1.3%
GPRE Green Plains Inc. Buy 13.06% -3.51%
METC Ramaco Resources, Inc. Buy 11.45% 0%
SCVL Shoe Carnival, Inc. Sell -7.04% 1.07%
UAA Under Armour, Inc. Sell -5.18% -5.56%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.73% 3.59%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • METC
Assets Removed
Asset Action Perf %
TNDM Sell All -5.5%
Assets Rebalanced
None
2025-01-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.55% 6.14%
RES RPC, Inc. Buy 14.55% 14.36%
KTOS Kratos Defense & Security Solutions, Inc. Buy 13.89% 13.85%
TNDM Tandem Diabetes Care, Inc. Buy 11.48% -5.9%
BLUE bluebird bio, Inc. Buy 10.27% -15.83%
AORT Artivion, Inc. Buy 11.86% 1.62%
CVI CVR Energy, Inc. Buy 13.61% 3.33%
GTLS Chart Industries, Inc. Buy 12.89% 0.41%
NESR National Energy Services Reunited Corp. Buy -0.97% 0.32%
GPRE Green Plains Inc. Buy 13.61% 0%
SCVL Shoe Carnival, Inc. Sell -6.93% 3.14%
UAA Under Armour, Inc. Sell -5% -1.36%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.8% 2.69%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GPRE
Assets Removed
Asset Action Perf %
SJT Sell All 6.73%
Assets Rebalanced
None
2025-01-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.27% 5.51%
SJT San Juan Basin Royalty Trust Buy 13.71% 9.38%
RES RPC, Inc. Buy 14.24% 13.54%
KTOS Kratos Defense & Security Solutions, Inc. Buy 13.69% 13.82%
TNDM Tandem Diabetes Care, Inc. Buy 12.08% 0.47%
BLUE bluebird bio, Inc. Buy 10.01% -16.73%
AORT Artivion, Inc. Buy 11.89% 3.34%
CVI CVR Energy, Inc. Buy 13.76% 5.98%
GTLS Chart Industries, Inc. Buy 12.8% 1.21%
NESR National Energy Services Reunited Corp. Buy -0.96% 0%
SCVL Shoe Carnival, Inc. Sell -6.86% 2.72%
UAA Under Armour, Inc. Sell -4.86% 0.12%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.78% 1.79%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NESR
Assets Removed
Asset Action Perf %
ALB Buy All 3.31%
TNET Buy All -1.48%
MDRX Sell All -6.56%
Assets Rebalanced
None
2025-01-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.83% 9.66%
SJT San Juan Basin Royalty Trust Buy 14.35% 14.18%
RES RPC, Inc. Buy 14.11% 12.23%
KTOS Kratos Defense & Security Solutions, Inc. Buy 13.9% 15.31%
TNDM Tandem Diabetes Care, Inc. Buy 11.6% -3.76%
BLUE bluebird bio, Inc. Buy 10.07% -16.43%
MDRX Allscripts Healthcare Solutions, Inc. Buy 11.04% -4.51%
AORT Artivion, Inc. Buy 11.47% -0.56%
CVI CVR Energy, Inc. Buy 13.55% 4.17%
GTLS Chart Industries, Inc. Buy 12.68% 0%
ALB Albemarle Corporation Sell -5.79% 2.46%
TNET TriNet Group, Inc. Sell -6.06% -2.2%
SCVL Shoe Carnival, Inc. Sell -7% 0.97%
UAA Under Armour, Inc. Sell -4.88% -0.12%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.87% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GTLS
Assets Removed
Asset Action Perf %
BBCP Sell All 30.44%
Assets Rebalanced
None
2025-01-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 14.07% 5.96%
SJT San Juan Basin Royalty Trust Buy 14.25% 7.69%
RES RPC, Inc. Buy 13.84% 4.57%
BBCP Concrete Pumping Holdings, Inc. Buy 11.91% 15.44%
KTOS Kratos Defense & Security Solutions, Inc. Buy 13.28% 4.61%
TNDM Tandem Diabetes Care, Inc. Buy 12.3% -3.07%
BLUE bluebird bio, Inc. Buy 10.86% -14.42%
MDRX Allscripts Healthcare Solutions, Inc. Buy 11.86% -2.56%
AORT Artivion, Inc. Buy 11.79% -2.94%
CVI CVR Energy, Inc. Buy 13.7% 0%
ALB Albemarle Corporation Sell -5.86% 6.19%
TNET TriNet Group, Inc. Sell -6.28% -0.59%
SCVL Shoe Carnival, Inc. Sell -7.39% 0.74%
UAA Under Armour, Inc. Sell -5.27% -2.6%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -5.06% 1.35%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CVI
Assets Removed
Asset Action Perf %
CLNE Sell All 3.8%
Assets Rebalanced
None
2025-01-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 14.14% 4.51%
CLNE Clean Energy Fuels Corp. Buy 15.44% 14.45%
SJT San Juan Basin Royalty Trust Buy 13.62% 0.96%
RES RPC, Inc. Buy 13.58% 0.65%
BBCP Concrete Pumping Holdings, Inc. Buy 10.06% -4.26%
KTOS Kratos Defense & Security Solutions, Inc. Buy 12.68% -2%
TNDM Tandem Diabetes Care, Inc. Buy 12.98% 0.36%
BLUE bluebird bio, Inc. Buy 11.03% -14.72%
MDRX Allscripts Healthcare Solutions, Inc. Buy 12.1% -2.46%
AORT Artivion, Inc. Buy 12.38% 0%
ALB Albemarle Corporation Sell -5.7% 10.43%
TNET TriNet Group, Inc. Sell -6.31% 0.79%
SCVL Shoe Carnival, Inc. Sell -7.52% 0.87%
UAA Under Armour, Inc. Sell -5.23% 0%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -5.23% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • UAA
  • SPWH
  • AORT
Assets Removed
Asset Action Perf %
AMPY Buy All 1.73%
ELV Buy All -4.62%
Assets Rebalanced
None
2025-01-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 14.15% 5.42%
CLNE Clean Energy Fuels Corp. Buy 15.37% 14.83%
SJT San Juan Basin Royalty Trust Buy 13.25% -0.96%
RES RPC, Inc. Buy 13.6% 1.63%
BBCP Concrete Pumping Holdings, Inc. Buy 10.18% -2.35%
KTOS Kratos Defense & Security Solutions, Inc. Buy 12.43% -3.12%
TNDM Tandem Diabetes Care, Inc. Buy 12.73% -0.82%
BLUE bluebird bio, Inc. Buy 11.67% -9.07%
MDRX Allscripts Healthcare Solutions, Inc. Buy 12.31% 0%
AMPY Amplify Energy Corp. Sell -4.77% 1.57%
ALB Albemarle Corporation Sell -5.82% 7.76%
TNET TriNet Group, Inc. Sell -6.27% 0.75%
ELV Elevance Health Inc. Sell -6.56% -3.94%
SCVL Shoe Carnival, Inc. Sell -7.52% 0.13%
The percentage of cash held in the portfolio is: 15.25%
New Assets Added
  • MDRX
Assets Removed
Asset Action Perf %
AGX Sell All -3.88%
CLMT Sell All -1.93%
Assets Rebalanced
None
2025-01-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
CLMT Calumet Specialty Products Partners, L.P. Buy 13.5% 3.27%
PBT Permian Basin Royalty Trust Buy 13.82% 5.78%
CLNE Clean Energy Fuels Corp. Buy 14.9% 14.45%
SJT San Juan Basin Royalty Trust Buy 12.9% -0.96%
RES RPC, Inc. Buy 13.04% 0.16%
BBCP Concrete Pumping Holdings, Inc. Buy 9.88% -2.65%
KTOS Kratos Defense & Security Solutions, Inc. Buy 12.49% 0%
AGX Argan, Inc. Buy 12.49% 0%
TNDM Tandem Diabetes Care, Inc. Buy 12.49% 0%
BLUE bluebird bio, Inc. Buy 12.49% 0%
AMPY Amplify Energy Corp. Sell -4.55% 3.46%
ALB Albemarle Corporation Sell -5.68% 7.54%
TNET TriNet Group, Inc. Sell -6.07% 1.22%
ELV Elevance Health Inc. Sell -6.37% -3.64%
SCVL Shoe Carnival, Inc. Sell -7.33% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SCVL
  • KTOS
  • AGX
  • TNDM
  • BLUE
Assets Removed
Asset Action Perf %
BTU Sell All -6.88%
Assets Rebalanced
None

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Market Overview

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