Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQXS15LS3W
Performance in the last:
Follow this Portfolio
1D -2.7 %
1W -8.5 %
2W -8.8 %
1M -5.4 %
3M 0.7 %
6M -25.4 %
9M -31.5 %
1Y -42.4 %
Alpha
-58.1%
Beta
0.79
sharpe-R
-1.43
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 07:52:18
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -44.82%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
4

Do you want to invest in this strategy ?

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
GTLS Chart Industries, Inc. Equity Buy 9.57% -2.1%
METC Ramaco Resources, Inc. Equity Buy 11.24% -2.58%
BCO The Brink's Company Equity Buy 11.13% -2.73%
EVI EVI Industries, Inc. Equity Buy 11.41% 0.52%
RCL Royal Caribbean Cruises Ltd. Equity Buy 11.04% -3.06%
SSRM SSR Mining Inc. Equity Buy 13.36% -1.47%
NRC National Research Corporation Equity Sell -6.6% 0.91%
COHU Cohu, Inc. Equity Sell -6.8% -2.09%
TDW Tidewater Inc. Equity Sell -5.54% 0%
CLNE Clean Energy Fuels Corp. Equity Sell -5.54% 0%
KMT Kennametal Inc. Equity Sell -5.54% 0%
The percentage of cash held in the portfolio is: 62.24%
** 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
GTLS Chart Industries, Inc. Buy 9.57% -2.1%
METC Ramaco Resources, Inc. Buy 11.24% -2.58%
BCO The Brink's Company Buy 11.13% -2.73%
EVI EVI Industries, Inc. Buy 11.41% 0.52%
RCL Royal Caribbean Cruises Ltd. Buy 11.04% -3.06%
SSRM SSR Mining Inc. Buy 13.36% -1.47%
NRC National Research Corporation Sell -6.6% 0.91%
COHU Cohu, Inc. Sell -6.8% -2.09%
TDW Tidewater Inc. Sell -5.54% 0%
CLNE Clean Energy Fuels Corp. Sell -5.54% 0%
KMT Kennametal Inc. Sell -5.54% 0%
The percentage of cash held in the portfolio is: 62.24%
New Assets Added
  • TDW
  • CLNE
  • KMT
Assets Removed
Asset Action Perf %
CLNE Sell All -1.59%
SIGA Sell All -9.55%
FF Sell All -12.92%
FUL Sell All -4.18%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
GTLS Chart Industries, Inc. Buy 9.25% -0.9%
METC Ramaco Resources, Inc. Buy 10.94% -0.62%
BCO The Brink's Company Buy 11.1% 1.61%
SIGA SIGA Technologies, Inc. Buy 11.1% -3.6%
EVI EVI Industries, Inc. Buy 11.1% 2.41%
CLNE Clean Energy Fuels Corp. Buy 11.1% 5.4%
FF FutureFuel Corp. Buy 11.26% -2.12%
FUL H.B. Fuller Company Buy 11.1% -1.2%
RCL Royal Caribbean Cruises Ltd. Buy 11.1% 2.12%
SSRM SSR Mining Inc. Buy 12.94% 0%
NRC National Research Corporation Sell -6.43% -1.27%
COHU Cohu, Inc. Sell -6.54% -2.91%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
Assets Removed
Asset Action Perf %
NESR Buy All -4.65%
CHRS Buy All -21.62%
CVI Sell All -6.52%
Assets Rebalanced
Asset Action Weight
METC Sell -1.64%
BCO Sell -1.76%
FUL Sell -1.89%
RCL Sell -2.17%
SIGA Sell -2.56%
CLNE Sell -3.32%
EVI Sell -3.55%
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 12.75% -3.58%
GTLS Chart Industries, Inc. Buy 8.97% -3.66%
BCO The Brink's Company Buy 12.54% -0.76%
METC Ramaco Resources, Inc. Buy 12.84% 1.65%
SIGA SIGA Technologies, Inc. Buy 13.85% -2.03%
EVI EVI Industries, Inc. Buy 14.15% -0.86%
CLNE Clean Energy Fuels Corp. Buy 14.13% 3.49%
FUL H.B. Fuller Company Buy 12.84% -2.13%
FF FutureFuel Corp. Buy 11.23% -2.12%
RCL Royal Caribbean Cruises Ltd. Buy 12.97% 0%
NESR National Energy Services Reunited Corp. Sell -8.55% -4.1%
CHRS Coherus BioSciences, Inc. Sell -6.97% -9.91%
NRC National Research Corporation Sell -6.27% 1.09%
COHU Cohu, Inc. Sell -6.47% -2.09%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RCL
Assets Removed
Asset Action Perf %
FCEL Buy All 34.17%
AORT Sell All 3.27%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 15.72% 2.68%
CVI CVR Energy, Inc. Buy 12.57% -4.71%
GTLS Chart Industries, Inc. Buy 8.96% -3.58%
BCO The Brink's Company Buy 12.65% 0.41%
METC Ramaco Resources, Inc. Buy 12.3% -2.37%
SIGA SIGA Technologies, Inc. Buy 13.68% -2.97%
EVI EVI Industries, Inc. Buy 14.58% 2.41%
CLNE Clean Energy Fuels Corp. Buy 13.66% 0.32%
FUL H.B. Fuller Company Buy 12.8% -2.18%
FF FutureFuel Corp. Buy 11.08% -3.19%
FCEL FuelCell Energy, Inc. Sell -2.81% 35.73%
NESR National Energy Services Reunited Corp. Sell -8.22% -0.33%
CHRS Coherus BioSciences, Inc. Sell -6.32% 0%
NRC National Research Corporation Sell -6.32% 0%
COHU Cohu, Inc. Sell -6.32% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CHRS
  • NRC
  • COHU
Assets Removed
Asset Action Perf %
QRTEB Buy All 12.5%
M Buy All 4.22%
Assets Rebalanced
Asset Action Weight
SIGA Buy 2.3%
FUL Buy 3.1%
FF Buy 1.48%
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 15.23% 1.36%
CVI CVR Energy, Inc. Buy 12.83% -0.88%
GTLS Chart Industries, Inc. Buy 8.69% -4.79%
METC Ramaco Resources, Inc. Buy 12.36% -0.1%
BCO The Brink's Company Buy 12.38% 0.1%
SIGA SIGA Technologies, Inc. Buy 10.54% -0.78%
EVI EVI Industries, Inc. Buy 14.98% 7.13%
CLNE Clean Energy Fuels Corp. Buy 13.45% 0.63%
FF FutureFuel Corp. Buy 9.74% 0%
FUL H.B. Fuller Company Buy 9.74% 0%
QRTEB Qurate Retail, Inc. Sell -5.37% 10.94%
M Macy's, Inc. Sell -5.63% 6.6%
FCEL FuelCell Energy, Inc. Sell -2.91% 32.18%
NESR National Energy Services Reunited Corp. Sell -8.05% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NESR
  • FF
  • FUL
Assets Removed
Asset Action Perf %
SCVL Buy All 9.51%
TTEC Buy All 14.48%
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
AORT Artivion, Inc. Buy 14.95% 1.42%
CVI CVR Energy, Inc. Buy 12.88% 1.42%
GTLS Chart Industries, Inc. Buy 9.15% 2.31%
NESR National Energy Services Reunited Corp. Buy 14.1% 2.81%
METC Ramaco Resources, Inc. Buy 12.68% 4.54%
BCO The Brink's Company Buy 12% -1.06%
SIGA SIGA Technologies, Inc. Buy 10.51% 0.94%
MPWR Monolithic Power Systems, Inc. Buy 10.25% -1.59%
EVI EVI Industries, Inc. Buy 13.78% 0.52%
CLNE Clean Energy Fuels Corp. Buy 13.11% 0%
SCVL Shoe Carnival, Inc. Sell -6.06% 5.4%
TTEC TTEC Holdings, Inc. Sell -5.68% 11.36%
QRTEB Qurate Retail, Inc. Sell -5.06% 14.45%
M Macy's, Inc. Sell -5.55% 6.11%
FCEL FuelCell Energy, Inc. Sell -3.07% 27.06%
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

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.
Cookies Settings