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All portfolios and performance
Portfolio Ref: EQXS20LO2W
Performance in the last:
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1D 0.0 %
1W 1.5 %
2W -1.0 %
1M -3.9 %
3M 2.1 %
6M -10.2 %
9M -15.2 %
1Y -18.2 %
Alpha
-30.1%
Beta
0.67
sharpe-R
-0.75
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 07:02:51
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -22.66%
Max. DrawDown Benchmark -8.41%

This Long Only 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 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
GPI Group 1 Automotive, Inc. Equity Buy 4.8% 2.05%
HGV Hilton Grand Vacations Inc. Equity Buy 4.88% 3.74%
IRBT iRobot Corporation Equity Buy 5.53% 17.6%
QRTEA Qurate Retail, Inc. Equity Buy 4.83% 2.7%
FTNT Fortinet, Inc. Equity Buy 5% 6.25%
CVLT Commvault Systems, Inc. Equity Buy 5.09% 8.13%
CMCSA Comcast Corporation Equity Buy 4.9% 4.27%
BLBD Blue Bird Corporation Equity Buy 4.73% -2.36%
NTGR NETGEAR, Inc. Equity Buy 4.43% -3.16%
TTWO Take-Two Interactive Software, Inc. Equity Buy 4.59% -1.76%
EGHT 8x8, Inc. Equity Buy 5.1% 9.09%
IAC IAC/InterActiveCorp Equity Buy 4.76% -1.98%
CHTR Charter Communications, Inc. Equity Buy 4.85% -0.14%
SBGI Sinclair Broadcast Group, Inc. Equity Buy 4.93% 0%
The percentage of cash held in the portfolio is: 31.57%
** 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
GPI Group 1 Automotive, Inc. Buy 4.8% 2.05%
HGV Hilton Grand Vacations Inc. Buy 4.88% 3.74%
IRBT iRobot Corporation Buy 5.53% 17.6%
QRTEA Qurate Retail, Inc. Buy 4.83% 2.7%
FTNT Fortinet, Inc. Buy 5% 6.25%
CVLT Commvault Systems, Inc. Buy 5.09% 8.13%
CMCSA Comcast Corporation Buy 4.9% 4.27%
BLBD Blue Bird Corporation Buy 4.73% -2.36%
NTGR NETGEAR, Inc. Buy 4.43% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 4.59% -1.76%
EGHT 8x8, Inc. Buy 5.1% 9.09%
IAC IAC/InterActiveCorp Buy 4.76% -1.98%
CHTR Charter Communications, Inc. Buy 4.85% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 4.93% 0%
The percentage of cash held in the portfolio is: 31.57%
New Assets Added
  • SBGI
Assets Removed
Asset Action Perf %
DAR Sell All 9.24%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 5.28% 8.09%
GPI Group 1 Automotive, Inc. Buy 4.81% 2.64%
HGV Hilton Grand Vacations Inc. Buy 4.81% 2.72%
IRBT iRobot Corporation Buy 5.42% 15.74%
QRTEA Qurate Retail, Inc. Buy 4.68% 0%
FTNT Fortinet, Inc. Buy 4.9% 4.67%
CVLT Commvault Systems, Inc. Buy 5.03% 7.33%
CMCSA Comcast Corporation Buy 4.88% 4.24%
BLBD Blue Bird Corporation Buy 4.69% -2.74%
NTGR NETGEAR, Inc. Buy 4.56% 0.1%
TTWO Take-Two Interactive Software, Inc. Buy 4.6% -1.14%
EGHT 8x8, Inc. Buy 5.65% 21.33%
IAC IAC/InterActiveCorp Buy 4.84% 0%
CHTR Charter Communications, Inc. Buy 4.84% 0%
The percentage of cash held in the portfolio is: 31.01%
New Assets Added
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
MGNI Sell All -7.94%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 5.27% 7.1%
GPI Group 1 Automotive, Inc. Buy 4.74% 0.32%
HGV Hilton Grand Vacations Inc. Buy 4.83% 2.4%
IRBT iRobot Corporation Buy 5.34% 13.01%
QRTEA Qurate Retail, Inc. Buy 4.72% 0%
FTNT Fortinet, Inc. Buy 4.84% 2.5%
CVLT Commvault Systems, Inc. Buy 4.93% 4.41%
CMCSA Comcast Corporation Buy 4.85% 2.83%
BLBD Blue Bird Corporation Buy 4.66% -4.14%
NTGR NETGEAR, Inc. Buy 4.6% 0.1%
MGNI Magnite, Inc. Buy 4.45% -3.12%
TTWO Take-Two Interactive Software, Inc. Buy 4.62% -1.57%
EGHT 8x8, Inc. Buy 5.37% 14.34%
The percentage of cash held in the portfolio is: 36.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
RCL Sell All -4.75%
CWH Sell All -0.43%
VICR Sell All -3.7%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 4.78% -4.62%
CWH Camping World Holdings, Inc. Buy 5.13% 2.26%
VICR Vicor Corporation Buy 5% -0.24%
DAR Darling Ingredients Inc. Buy 5.31% 8.12%
GPI Group 1 Automotive, Inc. Buy 4.67% -0.66%
HGV Hilton Grand Vacations Inc. Buy 4.74% 0.63%
IRBT iRobot Corporation Buy 5.62% 19.33%
QRTEA Qurate Retail, Inc. Buy 4.58% -2.7%
FTNT Fortinet, Inc. Buy 4.85% 3.1%
CVLT Commvault Systems, Inc. Buy 4.91% 4.4%
CMCSA Comcast Corporation Buy 4.88% 3.8%
BLBD Blue Bird Corporation Buy 4.8% -0.99%
NTGR NETGEAR, Inc. Buy 4.82% 5.17%
MGNI Magnite, Inc. Buy 4.37% -4.49%
TTWO Take-Two Interactive Software, Inc. Buy 4.62% -1.21%
EGHT 8x8, Inc. Buy 4.86% 3.85%
The percentage of cash held in the portfolio is: 22.06%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSRM Sell All 11.27%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 4.87% -2.95%
CWH Camping World Holdings, Inc. Buy 4.97% -1.06%
VICR Vicor Corporation Buy 5.3% 5.48%
SSRM SSR Mining Inc. Buy 6.13% 12.87%
DAR Darling Ingredients Inc. Buy 5.19% 5.71%
GPI Group 1 Automotive, Inc. Buy 4.64% -1.45%
HGV Hilton Grand Vacations Inc. Buy 4.73% 0.29%
IRBT iRobot Corporation Buy 5.34% 13.38%
QRTEA Qurate Retail, Inc. Buy 4.58% -2.7%
FTNT Fortinet, Inc. Buy 4.91% 4.26%
CVLT Commvault Systems, Inc. Buy 4.94% 4.85%
CMCSA Comcast Corporation Buy 4.78% 1.56%
BLBD Blue Bird Corporation Buy 5% 2.9%
NTGR NETGEAR, Inc. Buy 4.74% 3.27%
MGNI Magnite, Inc. Buy 4.47% -2.6%
TTWO Take-Two Interactive Software, Inc. Buy 4.68% 0%
EGHT 8x8, Inc. Buy 4.68% 0%
The percentage of cash held in the portfolio is: 16.05%
New Assets Added
  • TTWO
  • EGHT
Assets Removed
Asset Action Perf %
BJRI Sell All -2.91%
SQ Sell All -5.75%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BJRI BJ's Restaurants, Inc. Buy 5.11% -1.18%
RCL Royal Caribbean Cruises Ltd. Buy 5% -1.73%
CWH Camping World Holdings, Inc. Buy 4.9% -3.79%
VICR Vicor Corporation Buy 5.14% 1.05%
SQ Block, Inc. Buy 4.82% -5.23%
SSRM SSR Mining Inc. Buy 6.07% 10.42%
DAR Darling Ingredients Inc. Buy 5.28% 6.11%
GPI Group 1 Automotive, Inc. Buy 4.75% -0.43%
HGV Hilton Grand Vacations Inc. Buy 4.83% 1.21%
IRBT iRobot Corporation Buy 4.54% -4.96%
QRTEA Qurate Retail, Inc. Buy 4.65% -2.7%
FTNT Fortinet, Inc. Buy 4.89% 2.47%
CVLT Commvault Systems, Inc. Buy 4.91% 2.81%
CMCSA Comcast Corporation Buy 4.84% 1.27%
BLBD Blue Bird Corporation Buy 5.02% 2.1%
NTGR NETGEAR, Inc. Buy 4.65% 0%
MGNI Magnite, Inc. Buy 4.65% 0%
The percentage of cash held in the portfolio is: 15.94%
New Assets Added
  • NTGR
  • MGNI
Assets Removed
Asset Action Perf %
DDD Sell All -9.53%
PBI Sell All 1.65%
TPIC Sell All -17.86%
CARS Sell All -4.8%
BLFS Sell All -7.77%
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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