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All portfolios and performance
Portfolio Ref: EQXS20LO1M
Performance in the last:
Follow this Portfolio
1D -1.7 %
1W -5.4 %
2W -6.2 %
1M -4.5 %
3M -7.1 %
6M -17.9 %
9M -15.3 %
1Y 1.8 %
Alpha
-13.2%
Beta
0.77
sharpe-R
0.15
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 07:52:15
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
AORT Artivion, Inc. Equity Buy 5.11% 1.19%
CVI CVR Energy, Inc. Equity Buy 4.97% -0.16%
AXGN AxoGen, Inc. Equity Buy 4.92% -1.81%
INSM Insmed Incorporated Equity Buy 5.66% 12.98%
DINO HF Sinclair Corporation Equity Buy 4.89% -2.36%
WOR Worthington Industries, Inc. Equity Buy 5% -0.24%
MOS The Mosaic Company Equity Buy 5% -0.29%
GTLS Chart Industries, Inc. Equity Buy 5.71% -2.1%
METC Ramaco Resources, Inc. Equity Buy 4.64% -2.58%
PBI Pitney Bowes Inc. Equity Buy 5.76% 2%
RCL Royal Caribbean Cruises Ltd. Equity Buy 4.57% -3.06%
CWH Camping World Holdings, Inc. Equity Buy 4.49% -4.89%
BJRI BJ's Restaurants, Inc. Equity Buy 4.78% 1.26%
SSRM SSR Mining Inc. Equity Buy 5.05% -1.47%
CDE Coeur Mining, Inc. Equity Buy 5.08% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Equity Buy 4.96% -2.51%
The percentage of cash held in the portfolio is: 19.4%
** 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
AORT Artivion, Inc. Buy 5.11% 1.19%
CVI CVR Energy, Inc. Buy 4.97% -0.16%
AXGN AxoGen, Inc. Buy 4.92% -1.81%
INSM Insmed Incorporated Buy 5.66% 12.98%
DINO HF Sinclair Corporation Buy 4.89% -2.36%
WOR Worthington Industries, Inc. Buy 5% -0.24%
MOS The Mosaic Company Buy 5% -0.29%
GTLS Chart Industries, Inc. Buy 5.71% -2.1%
METC Ramaco Resources, Inc. Buy 4.64% -2.58%
PBI Pitney Bowes Inc. Buy 5.76% 2%
RCL Royal Caribbean Cruises Ltd. Buy 4.57% -3.06%
CWH Camping World Holdings, Inc. Buy 4.49% -4.89%
BJRI BJ's Restaurants, Inc. Buy 4.78% 1.26%
SSRM SSR Mining Inc. Buy 5.05% -1.47%
CDE Coeur Mining, Inc. Buy 5.08% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Buy 4.96% -2.51%
The percentage of cash held in the portfolio is: 19.4%
New Assets Added
None
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
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 5.08% 2.41%
CVI CVR Energy, Inc. Buy 4.89% 0%
AXGN AxoGen, Inc. Buy 4.91% -0.22%
INSM Insmed Incorporated Buy 5.47% 11.1%
DINO HF Sinclair Corporation Buy 4.88% -0.96%
WOR Worthington Industries, Inc. Buy 4.99% 1.28%
MOS The Mosaic Company Buy 5.06% 2.76%
GTLS Chart Industries, Inc. Buy 5.68% -0.83%
METC Ramaco Resources, Inc. Buy 4.57% -2.37%
SIGA SIGA Technologies, Inc. Buy 4.1% -6.42%
CLNE Clean Energy Fuels Corp. Buy 5.83% 5.08%
PBI Pitney Bowes Inc. Buy 5.83% 5.07%
FF FutureFuel Corp. Buy 4.04% -3.36%
FUL H.B. Fuller Company Buy 4.1% -1.79%
RCL Royal Caribbean Cruises Ltd. Buy 4.59% -0.93%
CWH Camping World Holdings, Inc. Buy 4.55% -1.74%
BJRI BJ's Restaurants, Inc. Buy 4.59% -0.93%
SSRM SSR Mining Inc. Buy 4.96% -1.59%
CDE Coeur Mining, Inc. Buy 4.86% -3.65%
CBRL Cracker Barrel Old Country Store, Inc. Buy 5% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CBRL
Assets Removed
Asset Action Perf %
RES Sell All 0%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
RES RPC, Inc. Buy 4.95% 0.65%
AORT Artivion, Inc. Buy 5.08% 3.77%
CVI CVR Energy, Inc. Buy 4.86% 0.63%
AXGN AxoGen, Inc. Buy 4.87% 0.11%
INSM Insmed Incorporated Buy 5.38% 10.68%
DINO HF Sinclair Corporation Buy 4.84% -0.41%
WOR Worthington Industries, Inc. Buy 5.09% 4.74%
MOS The Mosaic Company Buy 5.12% 5.31%
GTLS Chart Industries, Inc. Buy 5.6% -0.9%
METC Ramaco Resources, Inc. Buy 4.6% -0.62%
SIGA SIGA Technologies, Inc. Buy 4.17% -3.6%
CLNE Clean Energy Fuels Corp. Buy 5.77% 5.4%
PBI Pitney Bowes Inc. Buy 5.72% 4.48%
FF FutureFuel Corp. Buy 4.03% -2.12%
FUL H.B. Fuller Company Buy 4.07% -1.2%
RCL Royal Caribbean Cruises Ltd. Buy 4.67% 2.12%
CWH Camping World Holdings, Inc. Buy 4.6% 0.43%
BJRI BJ's Restaurants, Inc. Buy 4.62% 0.85%
SSRM SSR Mining Inc. Buy 4.98% 0%
CDE Coeur Mining, Inc. Buy 4.98% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
  • CDE
Assets Removed
Asset Action Perf %
PENN Sell All 3.19%
PBT Sell All 0.36%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 4.94% 0.63%
RES RPC, Inc. Buy 5.14% 4.73%
AORT Artivion, Inc. Buy 5.05% 3.27%
CVI CVR Energy, Inc. Buy 5.01% 3.8%
PENN PENN Entertainment, Inc. Buy 5.1% 5.11%
AXGN AxoGen, Inc. Buy 4.87% 0.33%
INSM Insmed Incorporated Buy 5.49% 13.16%
DINO HF Sinclair Corporation Buy 4.86% 0.14%
WOR Worthington Industries, Inc. Buy 4.85% -0.07%
MOS The Mosaic Company Buy 5.13% 5.67%
GTLS Chart Industries, Inc. Buy 5.44% -3.66%
METC Ramaco Resources, Inc. Buy 4.69% 1.65%
SIGA SIGA Technologies, Inc. Buy 4.24% -2.03%
CLNE Clean Energy Fuels Corp. Buy 5.66% 3.49%
PBI Pitney Bowes Inc. Buy 5.76% 5.31%
FF FutureFuel Corp. Buy 4.03% -2.12%
FUL H.B. Fuller Company Buy 4.03% -2.13%
RCL Royal Caribbean Cruises Ltd. Buy 4.57% 0%
CWH Camping World Holdings, Inc. Buy 4.57% 0%
BJRI BJ's Restaurants, Inc. Buy 4.57% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RCL
  • CWH
  • BJRI
Assets Removed
Asset Action Perf %
EVI Sell All -7.46%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 4.93% 0%
RES RPC, Inc. Buy 5.18% 5.06%
AORT Artivion, Inc. Buy 5.05% 2.68%
CVI CVR Energy, Inc. Buy 4.98% 2.59%
PENN PENN Entertainment, Inc. Buy 5.02% 2.83%
AXGN AxoGen, Inc. Buy 4.93% 0.88%
INSM Insmed Incorporated Buy 5.56% 13.83%
DINO HF Sinclair Corporation Buy 4.86% -0.38%
WOR Worthington Industries, Inc. Buy 4.94% 1.23%
MOS The Mosaic Company Buy 5.07% 3.83%
GTLS Chart Industries, Inc. Buy 5.47% -3.58%
METC Ramaco Resources, Inc. Buy 4.53% -2.37%
SIGA SIGA Technologies, Inc. Buy 4.22% -2.97%
CLNE Clean Energy Fuels Corp. Buy 5.52% 0.32%
PBI Pitney Bowes Inc. Buy 5.76% 4.72%
FF FutureFuel Corp. Buy 4.01% -3.19%
FUL H.B. Fuller Company Buy 4.05% -2.18%
EVI EVI Industries, Inc. Buy 3.96% -4.4%
The percentage of cash held in the portfolio is: 11.97%
New Assets Added
None
Assets Removed
Asset Action Perf %
JELD Sell All 9.07%
HAL Sell All -5.5%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 4.93% 1.26%
RES RPC, Inc. Buy 5.22% 7.18%
AORT Artivion, Inc. Buy 4.91% 1.36%
CVI CVR Energy, Inc. Buy 5.11% 6.7%
JELD JELD-WEN Holding, Inc. Buy 5.6% 16.37%
PENN PENN Entertainment, Inc. Buy 4.91% 1.97%
AXGN AxoGen, Inc. Buy 4.73% -1.75%
INSM Insmed Incorporated Buy 5.42% 12.62%
HAL Halliburton Company Buy 4.65% -3.37%
DINO HF Sinclair Corporation Buy 4.87% 1.13%
WOR Worthington Industries, Inc. Buy 4.91% 1.98%
MOS The Mosaic Company Buy 4.96% 3.13%
GTLS Chart Industries, Inc. Buy 5.33% -4.79%
METC Ramaco Resources, Inc. Buy 4.57% -0.1%
SIGA SIGA Technologies, Inc. Buy 4.25% -0.78%
CLNE Clean Energy Fuels Corp. Buy 5.46% 0.63%
PBI Pitney Bowes Inc. Buy 5.91% 8.96%
FF FutureFuel Corp. Buy 4.08% 0%
FUL H.B. Fuller Company Buy 4.08% 0%
EVI EVI Industries, Inc. Buy 4.08% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FF
  • FUL
  • EVI
Assets Removed
Asset Action Perf %
NESR Sell All -2.48%
ESPR Sell All -14.96%
MPWR Sell All -12.86%
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

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