Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQXS25LS2W
Performance in the last:
Follow this Portfolio
1D 0.5 %
1W -6.2 %
2W -7.4 %
1M -8.7 %
3M -17.7 %
6M -27.1 %
9M -34.8 %
1Y -31.6 %
Alpha
-51.3%
Beta
0.67
sharpe-R
-1.29
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 08:32:46
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -37.6%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
4

Do you want to invest in this strategy ?

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
CRK Comstock Resources, Inc. Equity Buy 7.18% 14.68%
BWXT BWX Technologies, Inc. Equity Buy 6.09% 4.17%
BKE The Buckle, Inc. Equity Buy 6.89% -0.82%
TPIC TPI Composites, Inc. Equity Buy 4.65% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Equity Buy 12.65% -0.53%
CWEN Clearway Energy, Inc. Equity Buy 8.51% 1.27%
VTNR Vertex Energy, Inc. Equity Buy 7.49% 0.27%
BLUE bluebird bio, Inc. Equity Sell -3.52% 6.25%
COLL Collegium Pharmaceutical, Inc. Equity Sell -3.81% -1.42%
CMCSA Comcast Corporation Equity Sell -3.77% -0.26%
HPP Hudson Pacific Properties, Inc. Equity Sell -3.3% 12.23%
SRG Seritage Growth Properties Equity Sell -3.89% -3.59%
FIVN Five9, Inc. Equity Sell -3.82% -2.54%
RPD Rapid7, Inc. Equity Sell -3.89% -4.4%
DLTR Dollar Tree, Inc. Equity Sell -3.99% 0%
The percentage of cash held in the portfolio is: 76.53%
** 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
CRK Comstock Resources, Inc. Buy 7.18% 14.68%
BWXT BWX Technologies, Inc. Buy 6.09% 4.17%
BKE The Buckle, Inc. Buy 6.89% -0.82%
TPIC TPI Composites, Inc. Buy 4.65% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Buy 12.65% -0.53%
CWEN Clearway Energy, Inc. Buy 8.51% 1.27%
VTNR Vertex Energy, Inc. Buy 7.49% 0.27%
BLUE bluebird bio, Inc. Sell -3.52% 6.25%
COLL Collegium Pharmaceutical, Inc. Sell -3.81% -1.42%
CMCSA Comcast Corporation Sell -3.77% -0.26%
HPP Hudson Pacific Properties, Inc. Sell -3.3% 12.23%
SRG Seritage Growth Properties Sell -3.89% -3.59%
FIVN Five9, Inc. Sell -3.82% -2.54%
RPD Rapid7, Inc. Sell -3.89% -4.4%
DLTR Dollar Tree, Inc. Sell -3.99% 0%
The percentage of cash held in the portfolio is: 76.53%
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
CRK Comstock Resources, Inc. Buy 6.71% 7.34%
BWXT BWX Technologies, Inc. Buy 6.11% 4.62%
BKE The Buckle, Inc. Buy 6.89% -0.76%
TPIC TPI Composites, Inc. Buy 4.7% -15.13%
CLMT Calumet Specialty Products Partners, L.P. Buy 12.63% -0.62%
CWEN Clearway Energy, Inc. Buy 8.46% 0.76%
VTNR Vertex Energy, Inc. Buy 7.46% 0%
BLUE bluebird bio, Inc. Sell -3.58% 4.66%
RGEN Repligen Corporation Sell -3.87% -3.01%
COLL Collegium Pharmaceutical, Inc. Sell -3.78% -0.57%
CMCSA Comcast Corporation Sell -3.71% 1.31%
HPP Hudson Pacific Properties, Inc. Sell -3.4% 9.51%
SRG Seritage Growth Properties Sell -3.78% -0.77%
FIVN Five9, Inc. Sell -3.78% -1.67%
RPD Rapid7, Inc. Sell -3.69% 0.79%
The percentage of cash held in the portfolio is: 76.64%
New Assets Added
  • VTNR
Assets Removed
Asset Action Perf %
CVCO Sell All 2.98%
BDC Sell All 0.15%
LGND Sell All 0.6%
AAON Sell All -5.12%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 6.32% 1.82%
BDC Belden Inc. Buy 5.85% -0.14%
LGND Ligand Pharmaceuticals Incorporated Buy 5.66% 0.49%
CRK Comstock Resources, Inc. Buy 6.68% 6.19%
BWXT BWX Technologies, Inc. Buy 5.95% 1.3%
AAON AAON, Inc. Buy 5.58% -4.99%
BKE The Buckle, Inc. Buy 7.01% 0.36%
TPIC TPI Composites, Inc. Buy 4.82% -13.45%
CLMT Calumet Specialty Products Partners, L.P. Buy 12.57% -1.67%
CWEN Clearway Energy, Inc. Buy 8.44% 0%
BLUE bluebird bio, Inc. Sell -3.9% -3.13%
RGEN Repligen Corporation Sell -3.74% 1.06%
COLL Collegium Pharmaceutical, Inc. Sell -3.73% 1.22%
CMCSA Comcast Corporation Sell -3.79% -0.28%
HPP Hudson Pacific Properties, Inc. Sell -3.46% 8.42%
SRG Seritage Growth Properties Sell -3.89% -3.08%
FIVN Five9, Inc. Sell -3.74% 0%
RPD Rapid7, Inc. Sell -3.74% 0%
The percentage of cash held in the portfolio is: 61.11%
New Assets Added
  • FIVN
  • RPD
  • CWEN
Assets Removed
Asset Action Perf %
HNRG Sell All -2.89%
PLPC Sell All 5.38%
CORT Sell All 5.11%
WOW Sell All -7.41%
MYE Sell All -8.67%
COTY Sell All -5.35%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 6.41% 7.37%
CORT Corcept Therapeutics Incorporated Buy 6.17% 3.54%
WOW WideOpenWest, Inc. Buy 6.48% -5.79%
CVCO Cavco Industries, Inc. Buy 6.26% 1.65%
BDC Belden Inc. Buy 5.82% 0.09%
LGND Ligand Pharmaceuticals Incorporated Buy 5.62% 0.52%
MYE Myers Industries, Inc. Buy 6.26% -4.26%
CRK Comstock Resources, Inc. Buy 6.38% 2.22%
BWXT BWX Technologies, Inc. Buy 5.91% 1.35%
AAON AAON, Inc. Buy 5.63% -3.46%
BKE The Buckle, Inc. Buy 6.97% 0.65%
COTY Coty Inc. Buy 6.68% -3.61%
HNRG Hallador Energy Company Buy 2.8% -2.13%
TPIC TPI Composites, Inc. Buy 5.04% -8.82%
CLMT Calumet Specialty Products Partners, L.P. Buy 12.69% 0%
BLUE bluebird bio, Inc. Sell -3.75% 0%
RGEN Repligen Corporation Sell -3.75% 0%
COLL Collegium Pharmaceutical, Inc. Sell -3.75% 0%
CMCSA Comcast Corporation Sell -3.75% 0%
HPP Hudson Pacific Properties, Inc. Sell -3.75% 0%
SRG Seritage Growth Properties Sell -3.75% 0%
The percentage of cash held in the portfolio is: 27.38%
New Assets Added
  • BLUE
  • RGEN
  • COLL
  • CMCSA
  • HPP
  • SRG
  • CLMT
Assets Removed
Asset Action Perf %
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 6.38% 9.9%
CORT Corcept Therapeutics Incorporated Buy 6.34% 9.45%
WOW WideOpenWest, Inc. Buy 6.52% -2.53%
CVCO Cavco Industries, Inc. Buy 6.09% 1.58%
BDC Belden Inc. Buy 5.72% 1.11%
LGND Ligand Pharmaceuticals Incorporated Buy 5.65% 3.89%
MYE Myers Industries, Inc. Buy 6.11% -4.01%
CRK Comstock Resources, Inc. Buy 6.22% 2.37%
LEU Centrus Energy Corp. Buy 4.91% -13.54%
BWXT BWX Technologies, Inc. Buy 5.84% 2.94%
AAON AAON, Inc. Buy 5.47% -3.66%
BKE The Buckle, Inc. Buy 6.9% 2.37%
COTY Coty Inc. Buy 6.85% 1.61%
HNRG Hallador Energy Company Buy 2.84% 1.9%
TPIC TPI Composites, Inc. Buy 5.38% 0%
The percentage of cash held in the portfolio is: 12.75%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
TWI Sell All -8.84%
ZEUS Sell All -6.76%
SPCE Sell All -12.85%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 6.35% 11.41%
CORT Corcept Therapeutics Incorporated Buy 6.41% 12.76%
WOW WideOpenWest, Inc. Buy 6.51% -0.72%
CVCO Cavco Industries, Inc. Buy 5.99% 1.85%
BDC Belden Inc. Buy 5.68% 2.34%
LGND Ligand Pharmaceuticals Incorporated Buy 5.86% 9.85%
ZEUS Olympic Steel, Inc. Buy 5.95% -4.7%
MYE Myers Industries, Inc. Buy 6.13% -1.8%
CRK Comstock Resources, Inc. Buy 6.28% 5.35%
LEU Centrus Energy Corp. Buy 4.95% -11.07%
BWXT BWX Technologies, Inc. Buy 5.91% 6.05%
AAON AAON, Inc. Buy 5.42% -2.61%
TWI Titan International, Inc. Buy 5.27% -5.67%
SPCE Virgin Galactic Holdings, Inc. Buy 5.24% -6.23%
BKE The Buckle, Inc. Buy 6.78% 2.5%
COTY Coty Inc. Buy 6.53% -1.2%
HNRG Hallador Energy Company Buy 2.73% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HNRG
Assets Removed
Asset Action Perf %
HDSN Buy All 17.56%
INCY Sell All 8.86%
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

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.
Cookies Settings