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Portfolio Ref: EQXS15LS1M
Performance in the last:
Follow this Portfolio
1D 0.9 %
1W -3.8 %
2W -11.8 %
1M -13.6 %
3M -30.4 %
6M -29.4 %
9M -32.7 %
1Y -34.1 %
Alpha
-56.4%
Beta
0.81
sharpe-R
-1.24
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 2024-09-18 07:51:34
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -38.57%
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
WES Western Midstream Partners, LP Equity Buy 13.98% 3.81%
MBUU Malibu Boats, Inc. Equity Buy 14.38% 8.96%
MYGN Myriad Genetics, Inc. Equity Buy 21.12% 6.04%
MPW Medical Properties Trust, Inc. Equity Buy 10.97% -2.04%
HE Hawaiian Electric Industries, Inc. Equity Buy 11.22% 0.16%
FOR Forestar Group Inc. Equity Buy 11.59% 3.51%
AMRC Ameresco, Inc. Equity Buy 11.18% 0%
TROX Tronox Holdings plc Equity Sell -7.46% 7.81%
DK Delek US Holdings, Inc. Equity Sell -8.21% -1.87%
POWI Power Integrations, Inc. Equity Sell -7.97% 1.06%
LUV Southwest Airlines Co. Equity Sell -4.11% 1.28%
LXRX Lexicon Pharmaceuticals, Inc. Equity Sell -2.26% 0%
The percentage of cash held in the portfolio is: 35.55%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 13.98% 3.81%
MBUU Malibu Boats, Inc. Buy 14.38% 8.96%
MYGN Myriad Genetics, Inc. Buy 21.12% 6.04%
MPW Medical Properties Trust, Inc. Buy 10.97% -2.04%
HE Hawaiian Electric Industries, Inc. Buy 11.22% 0.16%
FOR Forestar Group Inc. Buy 11.59% 3.51%
AMRC Ameresco, Inc. Buy 11.18% 0%
TROX Tronox Holdings plc Sell -7.46% 7.81%
DK Delek US Holdings, Inc. Sell -8.21% -1.87%
POWI Power Integrations, Inc. Sell -7.97% 1.06%
LUV Southwest Airlines Co. Sell -4.11% 1.28%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.26% 0%
The percentage of cash held in the portfolio is: 35.55%
New Assets Added
  • LXRX
  • AMRC
Assets Removed
Asset Action Perf %
GPRE Buy All -11.98%
Assets Rebalanced
None
2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 13.94% 3.14%
MBUU Malibu Boats, Inc. Buy 14.19% 7.07%
MYGN Myriad Genetics, Inc. Buy 20.68% 3.45%
MPW Medical Properties Trust, Inc. Buy 11.21% -0.31%
HE Hawaiian Electric Industries, Inc. Buy 11.24% 0%
FOR Forestar Group Inc. Buy 11.24% 0%
TROX Tronox Holdings plc Sell -7.2% 11.38%
DK Delek US Holdings, Inc. Sell -7.96% 1.52%
POWI Power Integrations, Inc. Sell -7.94% 1.83%
GPRE Green Plains Inc. Sell -2.23% -7.87%
LUV Southwest Airlines Co. Sell -4.14% 0.94%
The percentage of cash held in the portfolio is: 46.96%
New Assets Added
  • HE
  • FOR
Assets Removed
None
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 13.93% 2.57%
MBUU Malibu Boats, Inc. Buy 14.2% 6.66%
MYGN Myriad Genetics, Inc. Buy 20.56% 2.3%
MPW Medical Properties Trust, Inc. Buy 11.3% 0%
TROX Tronox Holdings plc Sell -7.31% 10.41%
DK Delek US Holdings, Inc. Sell -7.99% 1.72%
POWI Power Integrations, Inc. Sell -8.12% 0.03%
GPRE Green Plains Inc. Sell -2.19% -5.36%
LUV Southwest Airlines Co. Sell -4.18% 0.45%
The percentage of cash held in the portfolio is: 69.8%
New Assets Added
  • MPW
Assets Removed
Asset Action Perf %
PRTH Sell All 25.35%
VIAV Sell All 3.46%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 15.34% 16.7%
VIAV Viavi Solutions Inc. Buy 13.5% 2.72%
WES Western Midstream Partners, LP Buy 13.85% -0.73%
MBUU Malibu Boats, Inc. Buy 13.97% 2.11%
MYGN Myriad Genetics, Inc. Buy 20.11% -2.56%
TROX Tronox Holdings plc Sell -7.32% 12.71%
DK Delek US Holdings, Inc. Sell -7.96% 4.61%
POWI Power Integrations, Inc. Sell -8.22% 1.56%
GPRE Green Plains Inc. Sell -2.19% -2.51%
LUV Southwest Airlines Co. Sell -4.32% 0%
The percentage of cash held in the portfolio is: 53.22%
New Assets Added
  • LUV
Assets Removed
Asset Action Perf %
PLCE Buy All -43.99%
WOW Sell All -12.46%
GME Sell All -10.8%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 13.8% 13.08%
VIAV Viavi Solutions Inc. Buy 12.28% 0.62%
WOW WideOpenWest, Inc. Buy 14.14% -4.84%
WES Western Midstream Partners, LP Buy 12.76% -1.53%
GME GameStop Corp. Buy 12.87% 1.34%
MBUU Malibu Boats, Inc. Buy 12.46% -1.89%
MYGN Myriad Genetics, Inc. Buy 19.22% 0.26%
PLCE The Children's Place, Inc. Sell -6.13% 22.47%
TROX Tronox Holdings plc Sell -6.77% 13.09%
DK Delek US Holdings, Inc. Sell -7.6% 1.98%
POWI Power Integrations, Inc. Sell -7.52% 2.93%
GPRE Green Plains Inc. Sell -1.98% 0%
The percentage of cash held in the portfolio is: 32.47%
New Assets Added
  • GPRE
Assets Removed
Asset Action Perf %
SEE Buy All 0.27%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 13.5% 10.66%
VIAV Viavi Solutions Inc. Buy 12% -1.6%
WOW WideOpenWest, Inc. Buy 14.26% -3.98%
WES Western Midstream Partners, LP Buy 12.63% -2.44%
GME GameStop Corp. Buy 13.31% 4.8%
MBUU Malibu Boats, Inc. Buy 12.54% -1.19%
MYGN Myriad Genetics, Inc. Buy 19.28% 0.63%
SEE Sealed Air Corporation Sell -1.55% -0.57%
PLCE The Children's Place, Inc. Sell -6.08% 23.1%
TROX Tronox Holdings plc Sell -7.03% 9.67%
DK Delek US Holdings, Inc. Sell -7.36% 5.02%
POWI Power Integrations, Inc. Sell -7.51% 3.03%
The percentage of cash held in the portfolio is: 32%
New Assets Added
None
Assets Removed
Asset Action Perf %
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
PRTH Priority Technology Holdings, Inc. Buy 12.76% 3.82%
VIAV Viavi Solutions Inc. Buy 12% -2.35%
WOW WideOpenWest, Inc. Buy 14.23% -4.84%
LPTV Loop Media, Inc. Buy 9.06% -40.91%
WES Western Midstream Partners, LP Buy 12.77% -2.13%
GME GameStop Corp. Buy 13.22% 3.37%
MBUU Malibu Boats, Inc. Buy 12.84% 0.39%
UAA Under Armour, Inc. Buy 2.52% -5.35%
MYGN Myriad Genetics, Inc. Buy 19.3% 0%
SEE Sealed Air Corporation Sell -1.58% -1.99%
PLCE The Children's Place, Inc. Sell -6.4% 19.62%
TROX Tronox Holdings plc Sell -7.21% 8.03%
DK Delek US Holdings, Inc. Sell -7.72% 1.11%
POWI Power Integrations, Inc. Sell -7.61% 2.5%
The percentage of cash held in the portfolio is: 21.82%
New Assets Added
  • MYGN
Assets Removed
Asset Action Perf %
ROG Sell All -7.91%
TSLA Sell All -8.45%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 13.02% 10.06%
VIAV Viavi Solutions Inc. Buy 11.84% 0.12%
ROG Rogers Corporation Buy 13.56% -4.05%
WOW WideOpenWest, Inc. Buy 13.97% -2.94%
LPTV Loop Media, Inc. Buy 9.89% -32.95%
WES Western Midstream Partners, LP Buy 12.31% -1.94%
GME GameStop Corp. Buy 11.91% -3.24%
MBUU Malibu Boats, Inc. Buy 12.21% -0.8%
UAA Under Armour, Inc. Buy 2.44% -4.5%
TSLA Tesla, Inc. Buy 26.83% 0%
SEE Sealed Air Corporation Sell -1.54% -3.41%
PLCE The Children's Place, Inc. Sell -6.34% 17.25%
TROX Tronox Holdings plc Sell -7.09% 6.02%
DK Delek US Holdings, Inc. Sell -7.51% 0%
POWI Power Integrations, Inc. Sell -7.51% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DK
  • POWI
  • TSLA
Assets Removed
Asset Action Perf %
FIVN Sell All -11.57%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 13.65% 16.1%
VIAV Viavi Solutions Inc. Buy 11.84% 0.74%
ROG Rogers Corporation Buy 13.55% -3.48%
FIVN Five9, Inc. Buy 11.82% -10.85%
WOW WideOpenWest, Inc. Buy 13.81% -3.46%
LPTV Loop Media, Inc. Buy 10% -31.82%
WES Western Midstream Partners, LP Buy 12.17% -2.46%
GME GameStop Corp. Buy 11.7% -4.41%
MBUU Malibu Boats, Inc. Buy 12.37% 1.08%
UAA Under Armour, Inc. Buy 2.54% 0%
SEE Sealed Air Corporation Sell -1.54% -3.62%
PLCE The Children's Place, Inc. Sell -6.7% 12.03%
TROX Tronox Holdings plc Sell -7.21% 3.79%
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
2024-09-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 13.76% 18.11%
VIAV Viavi Solutions Inc. Buy 11.61% -0.37%
ROG Rogers Corporation Buy 13.44% -3.4%
FIVN Five9, Inc. Buy 12.2% -7.17%
WOW WideOpenWest, Inc. Buy 13.42% -5.36%
LPTV Loop Media, Inc. Buy 9.91% -31.82%
EGRX Eagle Pharmaceuticals, Inc. Buy 2.53% -10.38%
WES Western Midstream Partners, LP Buy 12.17% -1.58%
GME GameStop Corp. Buy 12.13% 0%
MBUU Malibu Boats, Inc. Buy 12.13% 0%
SEE Sealed Air Corporation Sell -1.56% -6.07%
PLCE The Children's Place, Inc. Sell -6.5% 13.92%
TROX Tronox Holdings plc Sell -7.23% 2.75%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GME
  • MBUU
Assets Removed
Asset Action Perf %
VRNT Sell All -8.79%
NEOG Sell All -6.34%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 13.51% 20.72%
VIAV Viavi Solutions Inc. Buy 11.9% 6.3%
ROG Rogers Corporation Buy 13.39% 0.2%
FIVN Five9, Inc. Buy 12.17% -3.59%
VRNT Verint Systems Inc. Buy 12.17% -4.65%
WOW WideOpenWest, Inc. Buy 13.01% -4.5%
LPTV Loop Media, Inc. Buy 10.31% -26.14%
NEOG Neogen Corporation Buy 12.4% 0.35%
EGRX Eagle Pharmaceuticals, Inc. Buy 2.68% -1.15%
WES Western Midstream Partners, LP Buy 11.88% 0%
SEE Sealed Air Corporation Sell -1.49% -5.53%
PLCE The Children's Place, Inc. Sell -6.54% 9.81%
TROX Tronox Holdings plc Sell -7.39% -3.57%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • WES
Assets Removed
Asset Action Perf %
HLX Sell All 1.54%
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 13.38% 17.91%
VIAV Viavi Solutions Inc. Buy 11.89% 4.81%
ROG Rogers Corporation Buy 13.52% -0.25%
FIVN Five9, Inc. Buy 12.41% -3.02%
VRNT Verint Systems Inc. Buy 12.43% -3.96%
WOW WideOpenWest, Inc. Buy 13.21% -4.33%
LPTV Loop Media, Inc. Buy 9.65% -31.82%
HLX Helix Energy Solutions Group, Inc. Buy 12.25% 2.99%
NEOG Neogen Corporation Buy 12.26% -2.15%
EGRX Eagle Pharmaceuticals, Inc. Buy 2.75% 0%
SEE Sealed Air Corporation Sell -1.49% -3.96%
PLCE The Children's Place, Inc. Sell -6.72% 8.54%
TROX Tronox Holdings plc Sell -7.53% -4.09%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • EGRX
Assets Removed
Asset Action Perf %
ACMR Buy All 2.72%
WOLF Sell All -21.84%
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 12.85% 18.31%
VIAV Viavi Solutions Inc. Buy 11.43% 5.31%
ROG Rogers Corporation Buy 13.12% 1.17%
WOLF Wolfspeed, Inc. Buy 11.31% -7.41%
FIVN Five9, Inc. Buy 12.12% -1.05%
VRNT Verint Systems Inc. Buy 12.1% -2.3%
WOW WideOpenWest, Inc. Buy 12.76% -3.46%
LPTV Loop Media, Inc. Buy 11.39% -15.91%
HLX Helix Energy Solutions Group, Inc. Buy 11.59% 1.9%
NEOG Neogen Corporation Buy 11.99% 0%
ACMR ACM Research, Inc. Sell -7.22% -0.33%
SEE Sealed Air Corporation Sell -1.43% -4.56%
PLCE The Children's Place, Inc. Sell -6.71% 4.59%
TROX Tronox Holdings plc Sell -7.29% -5.28%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NEOG
Assets Removed
Asset Action Perf %
KNX Sell All -1.24%
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Buy 12.05% 1.78%
PRTH Priority Technology Holdings, Inc. Buy 12.16% 14.49%
VIAV Viavi Solutions Inc. Buy 11.21% 5.56%
ROG Rogers Corporation Buy 12.88% 1.54%
WOLF Wolfspeed, Inc. Buy 12.05% 0.83%
FIVN Five9, Inc. Buy 12.05% 0.57%
VRNT Verint Systems Inc. Buy 12.05% -0.54%
WOW WideOpenWest, Inc. Buy 12.64% -2.25%
LPTV Loop Media, Inc. Buy 12.05% -9.09%
HLX Helix Energy Solutions Group, Inc. Buy 11.34% 1.9%
ACMR ACM Research, Inc. Sell -7.13% -1.31%
SEE Sealed Air Corporation Sell -1.42% -5.53%
PLCE The Children's Place, Inc. Sell -6.71% 2.53%
TROX Tronox Holdings plc Sell -7.24% -6.77%
The percentage of cash held in the portfolio is: 2%
New Assets Added
None
Assets Removed
Asset Action Perf %
PBT Buy All -1.25%
Assets Rebalanced
Asset Action Weight
HLX Sell -3.02%
KNX Sell -4.17%
LPTV Sell -5.87%
ROG Buy 1.26%
WOLF Buy 1.34%
FIVN Buy 1.37%
VRNT Buy 1.48%
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Buy 16.77% 3.69%
VIAV Viavi Solutions Inc. Buy 11.15% 3.46%
ROG Rogers Corporation Buy 10.87% 0.87%
VRNT Verint Systems Inc. Buy 10.71% -0.6%
WOLF Wolfspeed, Inc. Buy 11.26% 4.46%
PRTH Priority Technology Holdings, Inc. Buy 11.12% 3.22%
FIVN Five9, Inc. Buy 10.88% 0.96%
WOW WideOpenWest, Inc. Buy 12.75% -2.77%
LPTV Loop Media, Inc. Buy 18.18% -9.09%
HLX Helix Energy Solutions Group, Inc. Buy 14.3% 0%
PBT Permian Basin Royalty Trust Sell -6.99% 2.15%
ACMR ACM Research, Inc. Sell -7.58% -6.15%
SEE Sealed Air Corporation Sell -1.43% -5.31%
PLCE The Children's Place, Inc. Sell -7.05% -0.95%
TROX Tronox Holdings plc Sell -7.32% -6.54%
The percentage of cash held in the portfolio is: 2.38%
New Assets Added
  • HLX
Assets Removed
Asset Action Perf %
MAT Sell All 3.28%
Assets Rebalanced
None

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Market Overview

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