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Portfolio Ref: EQXS15LS2W
Performance in the last:
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1D 0.0 %
1W 5.8 %
2W 4.1 %
1M -3.9 %
3M 5.7 %
6M -16.1 %
9M -38.4 %
1Y -47.3 %
Alpha
-56.8%
Beta
0.51
sharpe-R
-1.69
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 07:02:56
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -48.5%
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
GPI Group 1 Automotive, Inc. Equity Buy 12.5% 2.05%
HGV Hilton Grand Vacations Inc. Equity Buy 12.7% 3.74%
IRBT iRobot Corporation Equity Buy 14.4% 17.6%
QRTEA Qurate Retail, Inc. Equity Buy 12.57% 2.7%
FTNT Fortinet, Inc. Equity Buy 13.01% 6.25%
ADTN ADTRAN Holdings, Inc. Equity Buy 10.7% 1.84%
IAC IAC/InterActiveCorp Equity Buy 12.7% -1.98%
CHTR Charter Communications, Inc. Equity Buy 12.94% -0.14%
SBGI Sinclair Broadcast Group, Inc. Equity Buy 12.95% 0%
WNC Wabash National Corporation Equity Sell -4.25% 17.72%
SSRM SSR Mining Inc. Equity Sell -7.23% -0.66%
CECO CECO Environmental Corp. Equity Sell -6.63% 7.68%
PARR Par Pacific Holdings, Inc. Equity Sell -5.75% -1.8%
The percentage of cash held in the portfolio is: 9.4%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 12.5% 2.05%
HGV Hilton Grand Vacations Inc. Buy 12.7% 3.74%
IRBT iRobot Corporation Buy 14.4% 17.6%
QRTEA Qurate Retail, Inc. Buy 12.57% 2.7%
FTNT Fortinet, Inc. Buy 13.01% 6.25%
ADTN ADTRAN Holdings, Inc. Buy 10.7% 1.84%
IAC IAC/InterActiveCorp Buy 12.7% -1.98%
CHTR Charter Communications, Inc. Buy 12.94% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 12.95% 0%
WNC Wabash National Corporation Sell -4.25% 17.72%
SSRM SSR Mining Inc. Sell -7.23% -0.66%
CECO CECO Environmental Corp. Sell -6.63% 7.68%
PARR Par Pacific Holdings, Inc. Sell -5.75% -1.8%
The percentage of cash held in the portfolio is: 9.4%
New Assets Added
None
Assets Removed
Asset Action Perf %
TDW Buy All NA
Assets Rebalanced
None
2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 12.5% 2.05%
HGV Hilton Grand Vacations Inc. Buy 12.7% 3.74%
IRBT iRobot Corporation Buy 14.4% 17.6%
QRTEA Qurate Retail, Inc. Buy 12.57% 2.7%
FTNT Fortinet, Inc. Buy 13.01% 6.25%
ADTN ADTRAN Holdings, Inc. Buy 10.7% 1.84%
IAC IAC/InterActiveCorp Buy 12.7% -1.98%
CHTR Charter Communications, Inc. Buy 12.94% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 12.95% 0%
TDW Tidewater Inc. Sell -5.55% -4.06%
WNC Wabash National Corporation Sell -4.25% 17.72%
SSRM SSR Mining Inc. Sell -7.23% -0.66%
CECO CECO Environmental Corp. Sell -6.63% 7.68%
PARR Par Pacific Holdings, Inc. Sell -5.75% -1.8%
The percentage of cash held in the portfolio is: 14.95%
New Assets Added
  • SBGI
Assets Removed
None
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 12.66% 2.64%
HGV Hilton Grand Vacations Inc. Buy 12.67% 2.72%
IRBT iRobot Corporation Buy 14.28% 15.74%
QRTEA Qurate Retail, Inc. Buy 12.34% 0%
FTNT Fortinet, Inc. Buy 12.91% 4.67%
ADTN ADTRAN Holdings, Inc. Buy 10.94% 3.41%
IAC IAC/InterActiveCorp Buy 13.05% 0%
CHTR Charter Communications, Inc. Buy 13.05% 0%
TDW Tidewater Inc. Sell -5.59% -4.07%
WNC Wabash National Corporation Sell -4.28% 17.72%
SSRM SSR Mining Inc. Sell -7.44% -2.86%
CECO CECO Environmental Corp. Sell -7% 3.27%
PARR Par Pacific Holdings, Inc. Sell -5.69% 0%
The percentage of cash held in the portfolio is: 28.1%
New Assets Added
  • PARR
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
KMT Buy All 3.97%
CDE Sell All 5.4%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDE Coeur Mining, Inc. Buy 4.1% 6.42%
GPI Group 1 Automotive, Inc. Buy 12.56% 0.32%
HGV Hilton Grand Vacations Inc. Buy 12.83% 2.4%
IRBT iRobot Corporation Buy 14.15% 13.01%
QRTEA Qurate Retail, Inc. Buy 12.52% 0%
FTNT Fortinet, Inc. Buy 12.84% 2.5%
ADTN ADTRAN Holdings, Inc. Buy 10.39% -3.32%
TDW Tidewater Inc. Sell -5.58% -2.18%
KMT Kennametal Inc. Sell -5.19% 4.91%
WNC Wabash National Corporation Sell -4.43% 16.12%
SSRM SSR Mining Inc. Sell -7.46% -1.54%
CECO CECO Environmental Corp. Sell -7.18% 2.24%
The percentage of cash held in the portfolio is: 50.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
RCL Sell All -4.75%
CWH Sell All -0.43%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 20.41% -4.62%
CWH Camping World Holdings, Inc. Buy 21.88% 2.26%
CDE Coeur Mining, Inc. Buy 3.91% 1.9%
GPI Group 1 Automotive, Inc. Buy 12.4% -0.66%
HGV Hilton Grand Vacations Inc. Buy 12.56% 0.63%
IRBT iRobot Corporation Buy 14.89% 19.33%
QRTEA Qurate Retail, Inc. Buy 12.14% -2.7%
FTNT Fortinet, Inc. Buy 12.87% 3.1%
ADTN ADTRAN Holdings, Inc. Buy 10.36% -3.23%
TDW Tidewater Inc. Sell -5.71% -5.05%
KMT Kennametal Inc. Sell -5% 7.99%
WNC Wabash National Corporation Sell -4.65% 11.68%
SSRM SSR Mining Inc. Sell -7.32% 0%
CECO CECO Environmental Corp. Sell -7.32% 0%
The percentage of cash held in the portfolio is: 8.58%
New Assets Added
  • SSRM
  • CECO
Assets Removed
Asset Action Perf %
NRC Buy All -6.12%
COHU Buy All 3.5%
SSRM Sell All 11.27%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 22.19% 0.41%
CWH Camping World Holdings, Inc. Buy 21.12% -4.43%
SSRM SSR Mining Inc. Buy 4.43% 11.76%
CDE Coeur Mining, Inc. Buy 4.02% 1.46%
GPI Group 1 Automotive, Inc. Buy 12.91% 0.13%
HGV Hilton Grand Vacations Inc. Buy 13.33% 3.42%
IRBT iRobot Corporation Buy 12.44% -3.47%
QRTEA Qurate Retail, Inc. Buy 12.77% -0.92%
FTNT Fortinet, Inc. Buy 12.85% -0.33%
ADTN ADTRAN Holdings, Inc. Buy 11.06% 0%
NRC National Research Corporation Sell -6.37% -1.88%
COHU Cohu, Inc. Sell -6.51% -4.18%
TDW Tidewater Inc. Sell -5.79% -3.08%
KMT Kennametal Inc. Sell -5.27% 6.11%
WNC Wabash National Corporation Sell -5.16% 4.98%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ADTN
Assets Removed
Asset Action Perf %
EVI Sell All 4.89%
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.
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