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Portfolio Ref: EQXS15LS3W
Performance in the last:
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1D 0.0 %
1W 4.4 %
2W 3.4 %
1M -3.1 %
3M 5.1 %
6M -15.0 %
9M -26.5 %
1Y -38.5 %
Alpha
-53.6%
Beta
0.75
sharpe-R
-1.3
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 07:02:58
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

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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
RCL Royal Caribbean Cruises Ltd. Equity Buy 10.47% -2.23%
GPI Group 1 Automotive, Inc. Equity Buy 13.25% 2.05%
HGV Hilton Grand Vacations Inc. Equity Buy 13.47% 3.74%
IRBT iRobot Corporation Equity Buy 15.27% 17.6%
QRTEA Qurate Retail, Inc. Equity Buy 13.34% 2.7%
FTNT Fortinet, Inc. Equity Buy 13.8% 6.25%
IAC IAC/InterActiveCorp Equity Buy 11.87% -1.98%
CHTR Charter Communications, Inc. Equity Buy 12.09% -0.14%
SBGI Sinclair Broadcast Group, Inc. Equity Buy 12.1% 0%
NRC National Research Corporation Equity Sell -6.71% -7.21%
COHU Cohu, Inc. Equity Sell -6.01% 4.04%
TDW Tidewater Inc. Equity Sell -5.42% -4.06%
WNC Wabash National Corporation Equity Sell -4% 17.72%
PARR Par Pacific Holdings, Inc. Equity Sell -7.6% -1.8%
The percentage of cash held in the portfolio is: 14.1%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 10.47% -2.23%
GPI Group 1 Automotive, Inc. Buy 13.25% 2.05%
HGV Hilton Grand Vacations Inc. Buy 13.47% 3.74%
IRBT iRobot Corporation Buy 15.27% 17.6%
QRTEA Qurate Retail, Inc. Buy 13.34% 2.7%
FTNT Fortinet, Inc. Buy 13.8% 6.25%
IAC IAC/InterActiveCorp Buy 11.87% -1.98%
CHTR Charter Communications, Inc. Buy 12.09% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 12.1% 0%
NRC National Research Corporation Sell -6.71% -7.21%
COHU Cohu, Inc. Sell -6.01% 4.04%
TDW Tidewater Inc. Sell -5.42% -4.06%
WNC Wabash National Corporation Sell -4% 17.72%
PARR Par Pacific Holdings, Inc. Sell -7.6% -1.8%
The percentage of cash held in the portfolio is: 14.1%
New Assets Added
  • SBGI
Assets Removed
None
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 10.43% -3.34%
GPI Group 1 Automotive, Inc. Buy 13.43% 2.64%
HGV Hilton Grand Vacations Inc. Buy 13.44% 2.72%
IRBT iRobot Corporation Buy 15.14% 15.74%
QRTEA Qurate Retail, Inc. Buy 13.08% 0%
FTNT Fortinet, Inc. Buy 13.69% 4.67%
IAC IAC/InterActiveCorp Buy 12.2% 0%
CHTR Charter Communications, Inc. Buy 12.2% 0%
NRC National Research Corporation Sell -6.83% -8.24%
COHU Cohu, Inc. Sell -6.15% 2.45%
TDW Tidewater Inc. Sell -5.46% -4.07%
WNC Wabash National Corporation Sell -4.03% 17.72%
PARR Par Pacific Holdings, Inc. Sell -7.52% 0%
The percentage of cash held in the portfolio is: 26.39%
New Assets Added
  • PARR
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
KMT Buy All 3.97%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 10.35% -4.75%
GPI Group 1 Automotive, Inc. Buy 13.21% 0.32%
HGV Hilton Grand Vacations Inc. Buy 13.49% 2.4%
IRBT iRobot Corporation Buy 14.88% 13.01%
QRTEA Qurate Retail, Inc. Buy 13.17% 0%
FTNT Fortinet, Inc. Buy 13.5% 2.5%
NRC National Research Corporation Sell -6.64% -4.48%
COHU Cohu, Inc. Sell -6.02% 5.18%
TDW Tidewater Inc. Sell -5.4% -2.18%
KMT Kennametal Inc. Sell -5.02% 4.91%
WNC Wabash National Corporation Sell -4.14% 16.12%
The percentage of cash held in the portfolio is: 48.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
EVI Sell All -7.99%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVI EVI Industries, Inc. Buy 10.54% -2.3%
RCL Royal Caribbean Cruises Ltd. Buy 10.32% -4.62%
GPI Group 1 Automotive, Inc. Buy 13.03% -0.66%
HGV Hilton Grand Vacations Inc. Buy 13.2% 0.63%
IRBT iRobot Corporation Buy 15.65% 19.33%
QRTEA Qurate Retail, Inc. Buy 12.76% -2.7%
FTNT Fortinet, Inc. Buy 13.52% 3.1%
NRC National Research Corporation Sell -6.71% -6.12%
COHU Cohu, Inc. Sell -6.1% 3.5%
TDW Tidewater Inc. Sell -5.53% -5.05%
KMT Kennametal Inc. Sell -4.84% 7.99%
WNC Wabash National Corporation Sell -4.34% 11.68%
The percentage of cash held in the portfolio is: 38.5%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSRM Sell All 11.27%
METC Sell All 4.95%
BCO Sell All -1.45%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 11.62% 2.68%
BCO The Brink's Company Buy 10.91% -2.84%
EVI EVI Industries, Inc. Buy 11.5% 3.22%
RCL Royal Caribbean Cruises Ltd. Buy 11.08% -0.83%
SSRM SSR Mining Inc. Buy 14.86% 11.64%
GPI Group 1 Automotive, Inc. Buy 13.54% 0%
HGV Hilton Grand Vacations Inc. Buy 13.54% 0%
IRBT iRobot Corporation Buy 13.54% 0%
QRTEA Qurate Retail, Inc. Buy 13.54% 0%
FTNT Fortinet, Inc. Buy 13.54% 0%
NRC National Research Corporation Sell -6.69% -2.36%
COHU Cohu, Inc. Sell -7% -7.22%
TDW Tidewater Inc. Sell -5.72% -5.36%
KMT Kennametal Inc. Sell -5.26% 3.12%
WNC Wabash National Corporation Sell -5% 1.53%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GPI
  • HGV
  • IRBT
  • QRTEA
  • FTNT
Assets Removed
Asset Action Perf %
GTLS Sell All 0.07%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
GTLS Chart Industries, Inc. Buy 9.61% -1.67%
METC Ramaco Resources, Inc. Buy 11.83% 2.68%
BCO The Brink's Company Buy 11.19% -2.16%
EVI EVI Industries, Inc. Buy 11.43% 0.75%
RCL Royal Caribbean Cruises Ltd. Buy 11.14% -2.04%
SSRM SSR Mining Inc. Buy 13.6% 0.37%
NRC National Research Corporation Sell -6.56% 1.39%
COHU Cohu, Inc. Sell -6.92% -4%
TDW Tidewater Inc. Sell -5.81% -5.09%
KMT Kennametal Inc. Sell -5.55% -0.26%
WNC Wabash National Corporation Sell -5.17% 0%
The percentage of cash held in the portfolio is: 61.2%
New Assets Added
  • WNC
Assets Removed
Asset Action Perf %
CLNE Buy All -11.29%
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

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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