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All portfolios and performance
Portfolio Ref: EQXS25LS1M
Performance in the last:
Follow this Portfolio
1D 1.3 %
1W -6.9 %
2W -1.5 %
1M -3.4 %
3M -18.9 %
6M -32.1 %
9M -19.5 %
1Y -14.1 %
Alpha
-37.1%
Beta
0.77
sharpe-R
-0.6
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:32:51
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -35.74%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 25.

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
PTCT PTC Therapeutics, Inc. Equity Buy 6.91% 6.71%
CDMO Avid Bioservices, Inc. Equity Buy 7.91% 17.95%
PLPC Preformed Line Products Company Equity Buy 7.11% 8.11%
CORT Corcept Therapeutics Incorporated Equity Buy 7.35% 12.05%
CVCO Cavco Industries, Inc. Equity Buy 7.34% 3.87%
BDC Belden Inc. Equity Buy 6.22% 0.15%
CRK Comstock Resources, Inc. Equity Buy 7.25% 14.68%
BWXT BWX Technologies, Inc. Equity Buy 5.31% 4.17%
BKE The Buckle, Inc. Equity Buy 6.44% -0.82%
TPIC TPI Composites, Inc. Equity Buy 6.15% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Equity Buy 13.1% -0.53%
CWEN Clearway Energy, Inc. Equity Buy 9.99% 1.27%
VTNR Vertex Energy, Inc. Equity Buy 7.45% 0.27%
FMC FMC Corporation Equity Sell -3.59% 9.42%
BLUE bluebird bio, Inc. Equity Sell -3.55% 6.25%
COLL Collegium Pharmaceutical, Inc. Equity Sell -3.84% -1.42%
CMCSA Comcast Corporation Equity Sell -3.79% -0.26%
HPP Hudson Pacific Properties, Inc. Equity Sell -3.32% 12.23%
SRG Seritage Growth Properties Equity Sell -3.92% -3.59%
ROK Rockwell Automation, Inc. Equity Sell -4.02% -0.7%
DLTR Dollar Tree, Inc. Equity Sell -3.98% 0%
The percentage of cash held in the portfolio is: 31.46%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 6.91% 6.71%
CDMO Avid Bioservices, Inc. Buy 7.91% 17.95%
PLPC Preformed Line Products Company Buy 7.11% 8.11%
CORT Corcept Therapeutics Incorporated Buy 7.35% 12.05%
CVCO Cavco Industries, Inc. Buy 7.34% 3.87%
BDC Belden Inc. Buy 6.22% 0.15%
CRK Comstock Resources, Inc. Buy 7.25% 14.68%
BWXT BWX Technologies, Inc. Buy 5.31% 4.17%
BKE The Buckle, Inc. Buy 6.44% -0.82%
TPIC TPI Composites, Inc. Buy 6.15% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Buy 13.1% -0.53%
CWEN Clearway Energy, Inc. Buy 9.99% 1.27%
VTNR Vertex Energy, Inc. Buy 7.45% 0.27%
FMC FMC Corporation Sell -3.59% 9.42%
BLUE bluebird bio, Inc. Sell -3.55% 6.25%
COLL Collegium Pharmaceutical, Inc. Sell -3.84% -1.42%
CMCSA Comcast Corporation Sell -3.79% -0.26%
HPP Hudson Pacific Properties, Inc. Sell -3.32% 12.23%
SRG Seritage Growth Properties Sell -3.92% -3.59%
ROK Rockwell Automation, Inc. Sell -4.02% -0.7%
DLTR Dollar Tree, Inc. Sell -3.98% 0%
The percentage of cash held in the portfolio is: 31.46%
New Assets Added
  • DLTR
Assets Removed
Asset Action Perf %
RGEN Buy All -11.36%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 6.53% 0.1%
CDMO Avid Bioservices, Inc. Buy 7.96% 17.66%
PLPC Preformed Line Products Company Buy 7.06% 6.5%
CORT Corcept Therapeutics Incorporated Buy 7.18% 8.49%
CVCO Cavco Industries, Inc. Buy 7.34% 2.98%
BDC Belden Inc. Buy 6.28% 0.15%
CRK Comstock Resources, Inc. Buy 6.84% 7.34%
BWXT BWX Technologies, Inc. Buy 5.38% 4.62%
BKE The Buckle, Inc. Buy 6.49% -0.76%
TPIC TPI Composites, Inc. Buy 6.26% -15.13%
CLMT Calumet Specialty Products Partners, L.P. Buy 13.2% -0.62%
CWEN Clearway Energy, Inc. Buy 10.02% 0.76%
VTNR Vertex Energy, Inc. Buy 7.49% 0%
FMC FMC Corporation Sell -3.52% 11.94%
BLUE bluebird bio, Inc. Sell -3.64% 4.66%
RGEN Repligen Corporation Sell -3.93% -3.01%
COLL Collegium Pharmaceutical, Inc. Sell -3.84% -0.57%
CMCSA Comcast Corporation Sell -3.76% 1.31%
HPP Hudson Pacific Properties, Inc. Sell -3.45% 9.51%
SRG Seritage Growth Properties Sell -3.84% -0.77%
ROK Rockwell Automation, Inc. Sell -4.02% 0%
The percentage of cash held in the portfolio is: 31.96%
New Assets Added
  • ROK
  • VTNR
Assets Removed
Asset Action Perf %
MAN Buy All 7.45%
INCY Sell All -4.56%
MGNX Sell All -10.08%
AAON Sell All -5.12%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 6.54% -0.23%
CDMO Avid Bioservices, Inc. Buy 7.97% 17.37%
INCY Incyte Corporation Buy 6.85% 4.11%
MGNX MacroGenics, Inc. Buy 6.03% -9.3%
PLPC Preformed Line Products Company Buy 7.02% 5.38%
CORT Corcept Therapeutics Incorporated Buy 6.99% 5.11%
CVCO Cavco Industries, Inc. Buy 7.29% 1.82%
BDC Belden Inc. Buy 6.29% -0.14%
CRK Comstock Resources, Inc. Buy 6.8% 6.19%
BWXT BWX Technologies, Inc. Buy 5.23% 1.3%
AAON AAON, Inc. Buy 4.91% -4.99%
BKE The Buckle, Inc. Buy 6.6% 0.36%
TPIC TPI Composites, Inc. Buy 6.41% -13.45%
CLMT Calumet Specialty Products Partners, L.P. Buy 13.12% -1.67%
CWEN Clearway Energy, Inc. Buy 9.99% 0%
MAN ManpowerGroup Inc. Sell -3.71% 4.63%
FMC FMC Corporation Sell -3.51% 12.54%
BLUE bluebird bio, Inc. Sell -3.95% -3.13%
RGEN Repligen Corporation Sell -3.79% 1.06%
COLL Collegium Pharmaceutical, Inc. Sell -3.78% 1.22%
CMCSA Comcast Corporation Sell -3.84% -0.28%
HPP Hudson Pacific Properties, Inc. Sell -3.51% 8.42%
SRG Seritage Growth Properties Sell -3.95% -3.08%
The percentage of cash held in the portfolio is: 22.02%
New Assets Added
  • CWEN
Assets Removed
Asset Action Perf %
HNRG Sell All -2.89%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 6.52% -0.23%
CDMO Avid Bioservices, Inc. Buy 7.93% 17.18%
INCY Incyte Corporation Buy 6.72% 2.62%
MGNX MacroGenics, Inc. Buy 6.11% -7.75%
PLPC Preformed Line Products Company Buy 7.12% 7.37%
CORT Corcept Therapeutics Incorporated Buy 6.85% 3.54%
CVCO Cavco Industries, Inc. Buy 7.25% 1.65%
BDC Belden Inc. Buy 6.28% 0.09%
CRK Comstock Resources, Inc. Buy 6.52% 2.22%
BWXT BWX Technologies, Inc. Buy 5.22% 1.35%
AAON AAON, Inc. Buy 4.97% -3.46%
BKE The Buckle, Inc. Buy 6.59% 0.65%
HNRG Hallador Energy Company Buy 3.33% -2.13%
TPIC TPI Composites, Inc. Buy 6.73% -8.82%
CLMT Calumet Specialty Products Partners, L.P. Buy 13.29% 0%
MAN ManpowerGroup Inc. Sell -3.66% 5.44%
FMC FMC Corporation Sell -3.44% 13.87%
BLUE bluebird bio, Inc. Sell -3.82% 0%
RGEN Repligen Corporation Sell -3.82% 0%
COLL Collegium Pharmaceutical, Inc. Sell -3.82% 0%
CMCSA Comcast Corporation Sell -3.82% 0%
HPP Hudson Pacific Properties, Inc. Sell -3.82% 0%
SRG Seritage Growth Properties Sell -3.82% 0%
The percentage of cash held in the portfolio is: 28.58%
New Assets Added
  • BLUE
  • RGEN
  • COLL
  • CMCSA
  • HPP
  • SRG
  • CLMT
Assets Removed
Asset Action Perf %
TSE Buy All 43%
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 6.85% 7.78%
CDMO Avid Bioservices, Inc. Buy 7.58% 15.15%
INCY Incyte Corporation Buy 6.7% 5.14%
MGNX MacroGenics, Inc. Buy 6.34% -1.55%
PLPC Preformed Line Products Company Buy 7.09% 9.9%
CORT Corcept Therapeutics Incorporated Buy 7.05% 9.45%
CVCO Cavco Industries, Inc. Buy 7.05% 1.58%
BDC Belden Inc. Buy 6.17% 1.11%
CRK Comstock Resources, Inc. Buy 6.35% 2.37%
LEU Centrus Energy Corp. Buy 4.33% -13.54%
BWXT BWX Technologies, Inc. Buy 5.15% 2.94%
AAON AAON, Inc. Buy 4.82% -3.66%
BKE The Buckle, Inc. Buy 6.52% 2.37%
HNRG Hallador Energy Company Buy 3.38% 1.9%
TPIC TPI Composites, Inc. Buy 7.18% 0%
TSE Trinseo PLC Sell -1.82% 39.87%
MAN ManpowerGroup Inc. Sell -3.65% 3.22%
FMC FMC Corporation Sell -3.41% 12.15%
The percentage of cash held in the portfolio is: 16.35%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
NUTX Sell All 26.23%
TWI Sell All -8.84%
ZEUS Sell All -6.76%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
NUTX Nutex Health Inc. Buy 8.2% 31.39%
PTCT PTC Therapeutics, Inc. Buy 6.97% 11.98%
CDMO Avid Bioservices, Inc. Buy 7.59% 17.76%
INCY Incyte Corporation Buy 6.79% 8.86%
MGNX MacroGenics, Inc. Buy 6.15% -2.58%
PLPC Preformed Line Products Company Buy 7.04% 11.41%
CORT Corcept Therapeutics Incorporated Buy 7.11% 12.76%
CVCO Cavco Industries, Inc. Buy 6.92% 1.85%
BDC Belden Inc. Buy 6.11% 2.34%
ZEUS Olympic Steel, Inc. Buy 12.01% -4.7%
CRK Comstock Resources, Inc. Buy 6.4% 5.35%
LEU Centrus Energy Corp. Buy 4.36% -11.07%
BWXT BWX Technologies, Inc. Buy 5.2% 6.05%
AAON AAON, Inc. Buy 4.77% -2.61%
TWI Titan International, Inc. Buy 1.47% -5.67%
BKE The Buckle, Inc. Buy 6.39% 2.5%
HNRG Hallador Energy Company Buy 3.25% 0%
TSE Trinseo PLC Sell -1.77% 40.36%
MAN ManpowerGroup Inc. Sell -3.61% 2.24%
FMC FMC Corporation Sell -3.36% 11.75%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HNRG
Assets Removed
Asset Action Perf %
DK Buy All -9.66%
ARWR Sell All 11.73%
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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