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Portfolio Ref: EQXS15LS2W
Performance in the last:
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1D 3.9 %
1W 2.0 %
2W -1.6 %
1M -7.5 %
3M -27.6 %
6M -31.5 %
9M -33.5 %
1Y -34.2 %
Alpha
-54.9%
Beta
0.8
sharpe-R
-1.15
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 06:55:27
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -43.49%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 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
TVTX Travere Therapeutics, Inc. Equity Buy 10.68% 40.42%
ESPR Esperion Therapeutics, Inc. Equity Buy 7.94% 4.37%
MYGN Myriad Genetics, Inc. Equity Buy 37.8% 2.3%
MPW Medical Properties Trust, Inc. Equity Buy 10.16% 0%
DK Delek US Holdings, Inc. Equity Sell -5.78% 1.72%
POWI Power Integrations, Inc. Equity Sell -5.88% 0.03%
DNOW NOW Inc. Equity Sell -5.98% -2%
GEL Genesis Energy, L.P. Equity Sell -5.92% -0.93%
LUV Southwest Airlines Co. Equity Sell -5.98% 0.45%
The percentage of cash held in the portfolio is: 62.95%
** 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
TVTX Travere Therapeutics, Inc. Buy 10.68% 40.42%
ESPR Esperion Therapeutics, Inc. Buy 7.94% 4.37%
MYGN Myriad Genetics, Inc. Buy 37.8% 2.3%
MPW Medical Properties Trust, Inc. Buy 10.16% 0%
DK Delek US Holdings, Inc. Sell -5.78% 1.72%
POWI Power Integrations, Inc. Sell -5.88% 0.03%
DNOW NOW Inc. Sell -5.98% -2%
GEL Genesis Energy, L.P. Sell -5.92% -0.93%
LUV Southwest Airlines Co. Sell -5.98% 0.45%
The percentage of cash held in the portfolio is: 62.95%
New Assets Added
  • MPW
Assets Removed
Asset Action Perf %
WES Sell All 2.57%
MBUU Sell All 5.75%
MGNX Sell All 5.41%
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 11.19% 0.73%
MBUU Malibu Boats, Inc. Buy 11.32% 1.9%
MGNX MacroGenics, Inc. Buy 11.42% 2.85%
TVTX Travere Therapeutics, Inc. Buy 10.34% 31.25%
ESPR Esperion Therapeutics, Inc. Buy 7.53% -4.37%
MYGN Myriad Genetics, Inc. Buy 37.42% -2.15%
DK Delek US Holdings, Inc. Sell -5.82% 4.36%
POWI Power Integrations, Inc. Sell -5.94% 2.41%
DNOW NOW Inc. Sell -5.99% 1.25%
GEL Genesis Energy, L.P. Sell -6.05% 0.31%
LUV Southwest Airlines Co. Sell -6.23% -0.21%
The percentage of cash held in the portfolio is: 40.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
GME Sell All -5.16%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
GME GameStop Corp. Buy 10.71% -4.04%
WES Western Midstream Partners, LP Buy 11.07% -0.73%
MBUU Malibu Boats, Inc. Buy 11.29% 1.24%
MGNX MacroGenics, Inc. Buy 11.5% 3.13%
TVTX Travere Therapeutics, Inc. Buy 10.08% 27.5%
ESPR Esperion Therapeutics, Inc. Buy 7.52% -4.92%
MYGN Myriad Genetics, Inc. Buy 37.42% -2.56%
DK Delek US Holdings, Inc. Sell -5.83% 4.61%
POWI Power Integrations, Inc. Sell -6.02% 1.56%
DNOW NOW Inc. Sell -5.88% 3.49%
GEL Genesis Energy, L.P. Sell -6.03% 1.01%
LUV Southwest Airlines Co. Sell -6.25% 0%
The percentage of cash held in the portfolio is: 30.4%
New Assets Added
  • LUV
Assets Removed
Asset Action Perf %
ATI Buy All -5.59%
JBSS Sell All -4.48%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
GME GameStop Corp. Buy 12.23% 12.74%
WES Western Midstream Partners, LP Buy 10.57% -2.44%
MBUU Malibu Boats, Inc. Buy 10.62% -2.03%
JBSS John B. Sanfilippo & Son, Inc. Buy 10.75% -0.85%
MGNX MacroGenics, Inc. Buy 10.65% -1.71%
TVTX Travere Therapeutics, Inc. Buy 10.29% 33.96%
ESPR Esperion Therapeutics, Inc. Buy 7.14% -7.1%
MYGN Myriad Genetics, Inc. Buy 37.54% 0.63%
DK Delek US Holdings, Inc. Sell -5.64% 5.02%
POWI Power Integrations, Inc. Sell -5.76% 3.03%
DNOW NOW Inc. Sell -5.83% 1.41%
GEL Genesis Energy, L.P. Sell -5.89% 0.47%
ATI ATI Inc. Sell -6.03% -1.88%
The percentage of cash held in the portfolio is: 19.36%
New Assets Added
None
Assets Removed
Asset Action Perf %
ALDX Sell All -6.49%
UAA Sell All -9.36%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
GME GameStop Corp. Buy 12.3% 11.2%
WES Western Midstream Partners, LP Buy 10.82% -2.13%
MBUU Malibu Boats, Inc. Buy 11% -0.47%
JBSS John B. Sanfilippo & Son, Inc. Buy 11.1% 0.4%
MGNX MacroGenics, Inc. Buy 10.23% -7.41%
TVTX Travere Therapeutics, Inc. Buy 8.96% 14.37%
ESPR Esperion Therapeutics, Inc. Buy 7.06% -9.84%
UAA Under Armour, Inc. Buy 9.12% -5.35%
ALDX Aldeyra Therapeutics, Inc. Buy 9.35% -3.01%
MYGN Myriad Genetics, Inc. Buy 38.05% 0%
DK Delek US Holdings, Inc. Sell -5.99% 1.11%
POWI Power Integrations, Inc. Sell -5.91% 2.5%
DNOW NOW Inc. Sell -6.04% 0%
GEL Genesis Energy, L.P. Sell -6.04% 0%
ATI ATI Inc. Sell -6.04% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DNOW
  • GEL
  • ATI
  • MYGN
Assets Removed
Asset Action Perf %
TSLA Sell All -8.45%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
GME GameStop Corp. Buy 11.41% 4.09%
WES Western Midstream Partners, LP Buy 10.74% -1.94%
MBUU Malibu Boats, Inc. Buy 10.77% -1.65%
JBSS John B. Sanfilippo & Son, Inc. Buy 10.99% 0.39%
MGNX MacroGenics, Inc. Buy 10.54% -3.7%
TVTX Travere Therapeutics, Inc. Buy 8.03% 3.44%
ESPR Esperion Therapeutics, Inc. Buy 7.3% -6.01%
UAA Under Armour, Inc. Buy 9.12% -4.5%
ALDX Aldeyra Therapeutics, Inc. Buy 9.55% 0%
TSLA Tesla, Inc. Buy 21.56% 0%
DK Delek US Holdings, Inc. Sell -6% 0%
POWI Power Integrations, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DK
  • POWI
  • TSLA
Assets Removed
None
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

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