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Portfolio Ref: EQXS15LS2W
Performance in the last:
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1D 1.2 %
1W -6.4 %
2W -10.5 %
1M -12.7 %
3M -18.6 %
6M -40.2 %
9M -47.0 %
1Y -43.1 %
Alpha
-64.4%
Beta
0.71
sharpe-R
-1.46
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:32:40
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -50.7%
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
CRK Comstock Resources, Inc. Equity Buy 11.17% 14.68%
BWXT BWX Technologies, Inc. Equity Buy 10.08% 4.17%
BKE The Buckle, Inc. Equity Buy 9.93% -0.82%
TPIC TPI Composites, Inc. Equity Buy 8.15% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Equity Buy 24.33% -0.53%
CWEN Clearway Energy, Inc. Equity Buy 13.49% 1.27%
VTNR Vertex Energy, Inc. Equity Buy 12.61% 0.27%
BLUE bluebird bio, Inc. Equity Sell -5.59% 6.25%
COLL Collegium Pharmaceutical, Inc. Equity Sell -6.04% -1.42%
CMCSA Comcast Corporation Equity Sell -5.97% -0.26%
HPP Hudson Pacific Properties, Inc. Equity Sell -5.23% 12.23%
DLTR Dollar Tree, Inc. Equity Sell -7.16% 0%
The percentage of cash held in the portfolio is: 40.25%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 11.17% 14.68%
BWXT BWX Technologies, Inc. Buy 10.08% 4.17%
BKE The Buckle, Inc. Buy 9.93% -0.82%
TPIC TPI Composites, Inc. Buy 8.15% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Buy 24.33% -0.53%
CWEN Clearway Energy, Inc. Buy 13.49% 1.27%
VTNR Vertex Energy, Inc. Buy 12.61% 0.27%
BLUE bluebird bio, Inc. Sell -5.59% 6.25%
COLL Collegium Pharmaceutical, Inc. Sell -6.04% -1.42%
CMCSA Comcast Corporation Sell -5.97% -0.26%
HPP Hudson Pacific Properties, Inc. Sell -5.23% 12.23%
DLTR Dollar Tree, Inc. Sell -7.16% 0%
The percentage of cash held in the portfolio is: 40.25%
New Assets Added
  • DLTR
Assets Removed
Asset Action Perf %
RGEN Buy All -11.36%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 10.49% 7.34%
BWXT BWX Technologies, Inc. Buy 10.15% 4.62%
BKE The Buckle, Inc. Buy 9.97% -0.76%
TPIC TPI Composites, Inc. Buy 8.26% -15.13%
CLMT Calumet Specialty Products Partners, L.P. Buy 24.38% -0.62%
CWEN Clearway Energy, Inc. Buy 13.46% 0.76%
VTNR Vertex Energy, Inc. Buy 12.62% 0%
BLUE bluebird bio, Inc. Sell -5.7% 4.66%
RGEN Repligen Corporation Sell -6.16% -3.01%
COLL Collegium Pharmaceutical, Inc. Sell -6.01% -0.57%
CMCSA Comcast Corporation Sell -5.9% 1.31%
HPP Hudson Pacific Properties, Inc. Sell -5.41% 9.51%
The percentage of cash held in the portfolio is: 39.85%
New Assets Added
  • VTNR
Assets Removed
Asset Action Perf %
CVCO Sell All 2.98%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 10.38% 1.82%
CRK Comstock Resources, Inc. Buy 10.47% 6.19%
BWXT BWX Technologies, Inc. Buy 9.92% 1.3%
BKE The Buckle, Inc. Buy 10.17% 0.36%
TPIC TPI Composites, Inc. Buy 8.5% -13.45%
CLMT Calumet Specialty Products Partners, L.P. Buy 24.35% -1.67%
CWEN Clearway Energy, Inc. Buy 13.48% 0%
BLUE bluebird bio, Inc. Sell -6.22% -3.13%
RGEN Repligen Corporation Sell -5.97% 1.06%
COLL Collegium Pharmaceutical, Inc. Sell -5.96% 1.22%
CMCSA Comcast Corporation Sell -6.05% -0.28%
HPP Hudson Pacific Properties, Inc. Sell -5.53% 8.42%
The percentage of cash held in the portfolio is: 42.45%
New Assets Added
  • CWEN
Assets Removed
Asset Action Perf %
PLPC Sell All 5.38%
CORT Sell All 5.11%
MYE Sell All -8.67%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 9.95% 7.37%
CORT Corcept Therapeutics Incorporated Buy 9.48% 3.54%
CVCO Cavco Industries, Inc. Buy 10.31% 1.65%
MYE Myers Industries, Inc. Buy 10.07% -4.26%
CRK Comstock Resources, Inc. Buy 10.02% 2.22%
BWXT BWX Technologies, Inc. Buy 9.87% 1.35%
BKE The Buckle, Inc. Buy 10.14% 0.65%
TPIC TPI Composites, Inc. Buy 8.91% -8.82%
CLMT Calumet Specialty Products Partners, L.P. Buy 24.62% 0%
BLUE bluebird bio, Inc. Sell -6% 0%
RGEN Repligen Corporation Sell -6% 0%
COLL Collegium Pharmaceutical, Inc. Sell -6% 0%
CMCSA Comcast Corporation Sell -6% 0%
HPP Hudson Pacific Properties, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 26.62%
New Assets Added
  • BLUE
  • RGEN
  • COLL
  • CMCSA
  • HPP
  • CLMT
Assets Removed
Asset Action Perf %
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 9.87% 9.9%
CORT Corcept Therapeutics Incorporated Buy 9.71% 9.45%
CVCO Cavco Industries, Inc. Buy 9.98% 1.58%
MYE Myers Industries, Inc. Buy 9.78% -4.01%
CRK Comstock Resources, Inc. Buy 9.72% 2.37%
LEU Centrus Energy Corp. Buy 10.31% -13.54%
BWXT BWX Technologies, Inc. Buy 9.71% 2.94%
BKE The Buckle, Inc. Buy 9.99% 2.37%
TPIC TPI Composites, Inc. Buy 9.46% 0%
The percentage of cash held in the portfolio is: 11.46%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
TWI Sell All -8.84%
ZEUS Sell All -6.76%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 9.8% 11.41%
CORT Corcept Therapeutics Incorporated Buy 9.8% 12.76%
CVCO Cavco Industries, Inc. Buy 9.8% 1.85%
MYE Myers Industries, Inc. Buy 9.8% -1.8%
ZEUS Olympic Steel, Inc. Buy 9.8% -4.7%
CRK Comstock Resources, Inc. Buy 9.8% 5.35%
LEU Centrus Energy Corp. Buy 10.38% -11.07%
BWXT BWX Technologies, Inc. Buy 9.8% 6.05%
TWI Titan International, Inc. Buy 9.22% -5.67%
BKE The Buckle, Inc. Buy 9.8% 2.5%
The percentage of cash held in the portfolio is: 2%
New Assets Added
None
Assets Removed
Asset Action Perf %
HDSN Buy All 17.56%
Assets Rebalanced
Asset Action Weight
TWI Sell -1.48%
BWXT Sell -2.58%
CVCO Sell -3.32%
CRK Sell -3.7%
PLPC Sell -3.96%
CORT Sell -4.13%
BKE Sell -5.65%
MYE Buy 9.59%
ZEUS Buy 9.59%

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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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