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All portfolios and performance
Portfolio Ref: EQXS20LO1M
Performance in the last:
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1D 0.0 %
1W 2.4 %
2W 0.6 %
1M -4.0 %
3M -2.5 %
6M -17.1 %
9M -18.7 %
1Y -2.2 %
Alpha
-17.3%
Beta
0.74
sharpe-R
-0.02
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 07:02:54
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -24.45%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 20.

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.

Portfolio Performance against the market Benchmark

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Risk Level
2
Difficulty Level
2

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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
METC Ramaco Resources, Inc. Equity Buy 4.83% 3.81%
PBI Pitney Bowes Inc. Equity Buy 6.88% 24.88%
RCL Royal Caribbean Cruises Ltd. Equity Buy 4.5% -2.23%
CWH Camping World Holdings, Inc. Equity Buy 4.47% -3.06%
GPI Group 1 Automotive, Inc. Equity Buy 4.39% 2.05%
HGV Hilton Grand Vacations Inc. Equity Buy 4.47% 3.74%
IRBT iRobot Corporation Equity Buy 5.06% 17.6%
QRTEA Qurate Retail, Inc. Equity Buy 4.42% 2.7%
FTNT Fortinet, Inc. Equity Buy 4.57% 6.25%
NTGR NETGEAR, Inc. Equity Buy 4.97% -3.16%
TTWO Take-Two Interactive Software, Inc. Equity Buy 5.41% -1.76%
IAC IAC/InterActiveCorp Equity Buy 4.81% -1.98%
CHTR Charter Communications, Inc. Equity Buy 4.9% -0.14%
SBGI Sinclair Broadcast Group, Inc. Equity Buy 4.9% 0%
The percentage of cash held in the portfolio is: 31.4%
** 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
METC Ramaco Resources, Inc. Buy 4.83% 3.81%
PBI Pitney Bowes Inc. Buy 6.88% 24.88%
RCL Royal Caribbean Cruises Ltd. Buy 4.5% -2.23%
CWH Camping World Holdings, Inc. Buy 4.47% -3.06%
GPI Group 1 Automotive, Inc. Buy 4.39% 2.05%
HGV Hilton Grand Vacations Inc. Buy 4.47% 3.74%
IRBT iRobot Corporation Buy 5.06% 17.6%
QRTEA Qurate Retail, Inc. Buy 4.42% 2.7%
FTNT Fortinet, Inc. Buy 4.57% 6.25%
NTGR NETGEAR, Inc. Buy 4.97% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 5.41% -1.76%
IAC IAC/InterActiveCorp Buy 4.81% -1.98%
CHTR Charter Communications, Inc. Buy 4.9% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 4.9% 0%
The percentage of cash held in the portfolio is: 31.4%
New Assets Added
  • SBGI
Assets Removed
Asset Action Perf %
CDE Sell All -3.5%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 5.07% 9.69%
PBI Pitney Bowes Inc. Buy 6.79% 23.94%
RCL Royal Caribbean Cruises Ltd. Buy 4.42% -3.34%
CWH Camping World Holdings, Inc. Buy 4.47% -2.21%
CDE Coeur Mining, Inc. Buy 5.24% 5.4%
GPI Group 1 Automotive, Inc. Buy 4.39% 2.64%
HGV Hilton Grand Vacations Inc. Buy 4.39% 2.72%
IRBT iRobot Corporation Buy 4.95% 15.74%
QRTEA Qurate Retail, Inc. Buy 4.28% 0%
FTNT Fortinet, Inc. Buy 4.48% 4.67%
NTGR NETGEAR, Inc. Buy 5.11% 0.1%
TTWO Take-Two Interactive Software, Inc. Buy 5.41% -1.14%
IAC IAC/InterActiveCorp Buy 4.88% 0%
CHTR Charter Communications, Inc. Buy 4.88% 0%
The percentage of cash held in the portfolio is: 31.25%
New Assets Added
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
DINO Sell All 1.29%
WOR Sell All 4.62%
MOS Sell All -2.62%
MGNI Sell All -7.94%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
DINO HF Sinclair Corporation Buy 4.85% -1.26%
WOR Worthington Industries, Inc. Buy 4.96% 1.09%
MOS The Mosaic Company Buy 4.73% -3.68%
METC Ramaco Resources, Inc. Buy 4.95% 5.98%
PBI Pitney Bowes Inc. Buy 6.37% 15.09%
RCL Royal Caribbean Cruises Ltd. Buy 4.4% -4.75%
CWH Camping World Holdings, Inc. Buy 4.6% -0.43%
CDE Coeur Mining, Inc. Buy 5.35% 6.42%
GPI Group 1 Automotive, Inc. Buy 4.33% 0.32%
HGV Hilton Grand Vacations Inc. Buy 4.42% 2.4%
IRBT iRobot Corporation Buy 4.88% 13.01%
QRTEA Qurate Retail, Inc. Buy 4.32% 0%
FTNT Fortinet, Inc. Buy 4.43% 2.5%
NTGR NETGEAR, Inc. Buy 5.16% 0.1%
MGNI Magnite, Inc. Buy 4.99% -3.12%
TTWO Take-Two Interactive Software, Inc. Buy 5.44% -1.57%
The percentage of cash held in the portfolio is: 21.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
AXGN Sell All -2.52%
BJRI Sell All -5.2%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXGN AxoGen, Inc. Buy 4.72% -4%
DINO HF Sinclair Corporation Buy 5.09% 3.71%
WOR Worthington Industries, Inc. Buy 5.13% 4.4%
MOS The Mosaic Company Buy 4.88% -0.7%
METC Ramaco Resources, Inc. Buy 4.9% 4.95%
PBI Pitney Bowes Inc. Buy 5.7% 3.07%
RCL Royal Caribbean Cruises Ltd. Buy 4.41% -4.62%
CWH Camping World Holdings, Inc. Buy 4.73% 2.26%
BJRI BJ's Restaurants, Inc. Buy 4.43% -4.27%
CDE Coeur Mining, Inc. Buy 5.12% 1.9%
GPI Group 1 Automotive, Inc. Buy 4.29% -0.66%
HGV Hilton Grand Vacations Inc. Buy 4.35% 0.63%
IRBT iRobot Corporation Buy 5.16% 19.33%
QRTEA Qurate Retail, Inc. Buy 4.2% -2.7%
FTNT Fortinet, Inc. Buy 4.46% 3.1%
NTGR NETGEAR, Inc. Buy 5.42% 5.17%
MGNI Magnite, Inc. Buy 4.92% -4.49%
TTWO Take-Two Interactive Software, Inc. Buy 5.46% -1.21%
The percentage of cash held in the portfolio is: 12.62%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSRM Sell All 11.27%
CVI Sell All 2.96%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 4.97% 1.69%
AXGN AxoGen, Inc. Buy 4.78% -2.9%
DINO HF Sinclair Corporation Buy 5.08% 3.4%
WOR Worthington Industries, Inc. Buy 5.06% 2.9%
MOS The Mosaic Company Buy 4.97% 1.07%
METC Ramaco Resources, Inc. Buy 4.86% 3.92%
PBI Pitney Bowes Inc. Buy 5.76% 4.01%
RCL Royal Caribbean Cruises Ltd. Buy 4.49% -2.95%
CWH Camping World Holdings, Inc. Buy 4.58% -1.06%
BJRI BJ's Restaurants, Inc. Buy 4.49% -3.04%
SSRM SSR Mining Inc. Buy 5.68% 12.87%
CDE Coeur Mining, Inc. Buy 5.17% 2.63%
GPI Group 1 Automotive, Inc. Buy 4.26% -1.45%
HGV Hilton Grand Vacations Inc. Buy 4.34% 0.29%
IRBT iRobot Corporation Buy 4.9% 13.38%
QRTEA Qurate Retail, Inc. Buy 4.21% -2.7%
FTNT Fortinet, Inc. Buy 4.51% 4.26%
NTGR NETGEAR, Inc. Buy 5.33% 3.27%
MGNI Magnite, Inc. Buy 5.03% -2.6%
TTWO Take-Two Interactive Software, Inc. Buy 5.54% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TTWO
Assets Removed
Asset Action Perf %
INSM Sell All 13.33%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 4.82% -3.22%
AXGN AxoGen, Inc. Buy 4.93% -1.59%
INSM Insmed Incorporated Buy 5.81% 15.99%
DINO HF Sinclair Corporation Buy 4.98% -0.49%
WOR Worthington Industries, Inc. Buy 5.01% 0.05%
MOS The Mosaic Company Buy 4.96% -1.07%
METC Ramaco Resources, Inc. Buy 4.72% -0.93%
PBI Pitney Bowes Inc. Buy 5.74% 1.65%
RCL Royal Caribbean Cruises Ltd. Buy 4.63% -1.73%
CWH Camping World Holdings, Inc. Buy 4.54% -3.79%
BJRI BJ's Restaurants, Inc. Buy 4.65% -1.31%
SSRM SSR Mining Inc. Buy 5.66% 10.42%
CDE Coeur Mining, Inc. Buy 5.18% 1.02%
GPI Group 1 Automotive, Inc. Buy 4.39% -0.43%
HGV Hilton Grand Vacations Inc. Buy 4.46% 1.21%
IRBT iRobot Corporation Buy 4.19% -4.96%
QRTEA Qurate Retail, Inc. Buy 4.29% -2.7%
FTNT Fortinet, Inc. Buy 4.52% 2.47%
NTGR NETGEAR, Inc. Buy 5.26% 0%
MGNI Magnite, Inc. Buy 5.26% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NTGR
  • MGNI
Assets Removed
Asset Action Perf %
AORT Sell All 1.06%
GTLS Sell All -7.92%
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

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