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All portfolios and performance
Portfolio Ref: EQXS25LS2W
Performance in the last:
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1D -3.2 %
1W -8.1 %
2W -8.6 %
1M -6.2 %
3M -6.2 %
6M -25.5 %
9M -28.5 %
1Y -32.5 %
Alpha
-44.7%
Beta
0.61
sharpe-R
-1.24
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 07:52:22
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -38.53%
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

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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
METC Ramaco Resources, Inc. Equity Buy 2.41% -2.58%
BCO The Brink's Company Equity Buy 2.41% -2.73%
EVI EVI Industries, Inc. Equity Buy 2.41% 0.52%
PBI Pitney Bowes Inc. Equity Buy 6.24% 2%
TPIC TPI Composites, Inc. Equity Buy 5.53% -9.52%
CARS Cars.com Inc. Equity Buy 8.88% -3.59%
BJRI BJ's Restaurants, Inc. Equity Buy 9.34% 1.4%
RCL Royal Caribbean Cruises Ltd. Equity Buy 11.75% -3.06%
CWH Camping World Holdings, Inc. Equity Buy 11.53% -4.89%
BLFS BioLife Solutions, Inc. Equity Buy 11.4% -5.94%
SSRM SSR Mining Inc. Equity Buy 4.06% -1.47%
CDE Coeur Mining, Inc. Equity Buy 4.08% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Equity Buy 11.17% -2.51%
NRC National Research Corporation Equity Sell -3.96% 0.91%
COHU Cohu, Inc. Equity Sell -4.08% -2.09%
RIOT Riot Blockchain, Inc. Equity Sell -4.38% -9.5%
TDW Tidewater Inc. Equity Sell -3.51% 0%
CLNE Clean Energy Fuels Corp. Equity Sell -3.51% 0%
KMT Kennametal Inc. Equity Sell -3.51% 0%
IPGP IPG Photonics Corporation Equity Sell -3.51% 0%
The percentage of cash held in the portfolio is: 35.26%
** 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
METC Ramaco Resources, Inc. Buy 2.41% -2.58%
BCO The Brink's Company Buy 2.41% -2.73%
EVI EVI Industries, Inc. Buy 2.41% 0.52%
PBI Pitney Bowes Inc. Buy 6.24% 2%
TPIC TPI Composites, Inc. Buy 5.53% -9.52%
CARS Cars.com Inc. Buy 8.88% -3.59%
BJRI BJ's Restaurants, Inc. Buy 9.34% 1.4%
RCL Royal Caribbean Cruises Ltd. Buy 11.75% -3.06%
CWH Camping World Holdings, Inc. Buy 11.53% -4.89%
BLFS BioLife Solutions, Inc. Buy 11.4% -5.94%
SSRM SSR Mining Inc. Buy 4.06% -1.47%
CDE Coeur Mining, Inc. Buy 4.08% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Buy 11.17% -2.51%
NRC National Research Corporation Sell -3.96% 0.91%
COHU Cohu, Inc. Sell -4.08% -2.09%
RIOT Riot Blockchain, Inc. Sell -4.38% -9.5%
TDW Tidewater Inc. Sell -3.51% 0%
CLNE Clean Energy Fuels Corp. Sell -3.51% 0%
KMT Kennametal Inc. Sell -3.51% 0%
IPGP IPG Photonics Corporation Sell -3.51% 0%
The percentage of cash held in the portfolio is: 35.26%
New Assets Added
  • TDW
  • CLNE
  • KMT
  • IPGP
Assets Removed
Asset Action Perf %
AVNW Buy All -6.37%
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
METC Ramaco Resources, Inc. Buy 2.34% -2.37%
BCO The Brink's Company Buy 2.37% -1.08%
SIGA SIGA Technologies, Inc. Buy 0.52% -6.42%
EVI EVI Industries, Inc. Buy 2.31% -0.34%
CLNE Clean Energy Fuels Corp. Buy 6.22% 5.08%
PBI Pitney Bowes Inc. Buy 6.22% 5.07%
TPIC TPI Composites, Inc. Buy 5.74% -2.98%
FF FutureFuel Corp. Buy 8.62% -3.36%
FUL H.B. Fuller Company Buy 8.76% -1.79%
CARS Cars.com Inc. Buy 8.82% -1.1%
BJRI BJ's Restaurants, Inc. Buy 8.85% -0.79%
RCL Royal Caribbean Cruises Ltd. Buy 11.63% -0.93%
CWH Camping World Holdings, Inc. Buy 11.53% -1.74%
BLFS BioLife Solutions, Inc. Buy 11.33% -3.5%
SSRM SSR Mining Inc. Buy 3.93% -1.59%
CDE Coeur Mining, Inc. Buy 3.84% -3.65%
CBRL Cracker Barrel Old Country Store, Inc. Buy 11.1% 0%
NRC National Research Corporation Sell -3.91% -0.97%
COHU Cohu, Inc. Sell -4.03% -4.09%
AVNW Aviat Networks, Inc. Sell -4.01% -3.65%
RIOT Riot Blockchain, Inc. Sell -4.2% -8.49%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CBRL
Assets Removed
Asset Action Perf %
CPRX Sell All -5.84%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 2.33% -0.62%
BCO The Brink's Company Buy 2.39% 1.61%
SIGA SIGA Technologies, Inc. Buy 0.52% -3.6%
EVI EVI Industries, Inc. Buy 2.33% 2.41%
CLNE Clean Energy Fuels Corp. Buy 6.11% 5.4%
PBI Pitney Bowes Inc. Buy 6.05% 4.48%
TPIC TPI Composites, Inc. Buy 5.62% -2.98%
FF FutureFuel Corp. Buy 8.55% -2.12%
FUL H.B. Fuller Company Buy 8.63% -1.2%
CARS Cars.com Inc. Buy 8.92% 2.1%
BJRI BJ's Restaurants, Inc. Buy 8.82% 0.99%
RCL Royal Caribbean Cruises Ltd. Buy 11.73% 2.12%
CWH Camping World Holdings, Inc. Buy 11.54% 0.43%
BLFS BioLife Solutions, Inc. Buy 11.25% -2.12%
CPRX Catalyst Pharmaceuticals, Inc. Buy 11.12% -3.21%
SSRM SSR Mining Inc. Buy 3.91% 0%
CDE Coeur Mining, Inc. Buy 3.91% 0%
NRC National Research Corporation Sell -3.84% -1.27%
COHU Cohu, Inc. Sell -3.9% -2.91%
AVNW Aviat Networks, Inc. Sell -3.85% -1.69%
RIOT Riot Blockchain, Inc. Sell -4.12% -8.68%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
  • CDE
Assets Removed
Asset Action Perf %
NESR Buy All -4.65%
CHRS Buy All -21.62%
SXI Sell All 0.05%
CASS Sell All 4.2%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
SXI Standex International Corporation Buy 7.93% -0.71%
CASS Cass Information Systems, Inc. Buy 8.25% 3.25%
METC Ramaco Resources, Inc. Buy 2.37% 1.65%
BCO The Brink's Company Buy 2.31% -0.76%
SIGA SIGA Technologies, Inc. Buy 0.53% -2.03%
EVI EVI Industries, Inc. Buy 2.23% -0.86%
CLNE Clean Energy Fuels Corp. Buy 5.95% 3.49%
PBI Pitney Bowes Inc. Buy 6.06% 5.31%
TPIC TPI Composites, Inc. Buy 5.34% -7.14%
FF FutureFuel Corp. Buy 8.48% -2.12%
FUL H.B. Fuller Company Buy 8.48% -2.13%
CARS Cars.com Inc. Buy 9.02% 4.08%
BJRI BJ's Restaurants, Inc. Buy 8.68% 0.14%
RCL Royal Caribbean Cruises Ltd. Buy 11.4% 0%
CWH Camping World Holdings, Inc. Buy 11.4% 0%
BLFS BioLife Solutions, Inc. Buy 11.4% 0%
CPRX Catalyst Pharmaceuticals, Inc. Buy 11.4% 0%
NESR National Energy Services Reunited Corp. Sell -3.99% -4.1%
CHRS Coherus BioSciences, Inc. Sell -4.13% -9.91%
NRC National Research Corporation Sell -3.72% 1.09%
COHU Cohu, Inc. Sell -3.84% -2.09%
AVNW Aviat Networks, Inc. Sell -3.7% 1.63%
RIOT Riot Blockchain, Inc. Sell -3.85% -2.47%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RCL
  • CWH
  • BLFS
  • CPRX
Assets Removed
Asset Action Perf %
GTLS Sell All -3.66%
FOXF Sell All -6.06%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GTLS Chart Industries, Inc. Buy 7.84% -3.58%
SXI Standex International Corporation Buy 7.96% 0.26%
CASS Cass Information Systems, Inc. Buy 8.17% 2.88%
METC Ramaco Resources, Inc. Buy 2.26% -2.37%
BCO The Brink's Company Buy 2.33% 0.41%
SIGA SIGA Technologies, Inc. Buy 0.52% -2.97%
EVI EVI Industries, Inc. Buy 2.29% 2.41%
CLNE Clean Energy Fuels Corp. Buy 5.73% 0.32%
PBI Pitney Bowes Inc. Buy 5.99% 4.72%
TPIC TPI Composites, Inc. Buy 5.65% -1.19%
FF FutureFuel Corp. Buy 8.34% -3.19%
FUL H.B. Fuller Company Buy 8.43% -2.18%
CARS Cars.com Inc. Buy 8.85% 2.7%
FOXF Fox Factory Holding Corp. Buy 8.24% -4.31%
BJRI BJ's Restaurants, Inc. Buy 8.52% -1.15%
NESR National Energy Services Reunited Corp. Sell -3.82% -0.33%
CHRS Coherus BioSciences, Inc. Sell -3.74% 0%
NRC National Research Corporation Sell -3.74% 0%
COHU Cohu, Inc. Sell -3.74% 0%
AVNW Aviat Networks, Inc. Sell -3.74% 0%
RIOT Riot Blockchain, Inc. Sell -3.74% 0%
The percentage of cash held in the portfolio is: 31.4%
New Assets Added
  • CHRS
  • NRC
  • COHU
  • AVNW
  • RIOT
Assets Removed
Asset Action Perf %
HAL Sell All -5.5%
DINO Sell All -0.38%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAL Halliburton Company Buy 5.23% -3.37%
DINO HF Sinclair Corporation Buy 5.47% 1.13%
GTLS Chart Industries, Inc. Buy 7.62% -4.79%
SXI Standex International Corporation Buy 7.84% 0.33%
CASS Cass Information Systems, Inc. Buy 8.1% 3.58%
METC Ramaco Resources, Inc. Buy 2.28% -0.1%
BCO The Brink's Company Buy 2.28% 0.1%
SIGA SIGA Technologies, Inc. Buy 0.52% -0.78%
EVI EVI Industries, Inc. Buy 2.36% 7.13%
CLNE Clean Energy Fuels Corp. Buy 5.66% 0.63%
PBI Pitney Bowes Inc. Buy 6.13% 8.96%
TPIC TPI Composites, Inc. Buy 5.86% 4.17%
FF FutureFuel Corp. Buy 8.48% 0%
FUL H.B. Fuller Company Buy 8.48% 0%
CARS Cars.com Inc. Buy 8.48% 0%
FOXF Fox Factory Holding Corp. Buy 8.48% 0%
BJRI BJ's Restaurants, Inc. Buy 8.48% 0%
NESR National Energy Services Reunited Corp. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NESR
  • FF
  • FUL
  • CARS
  • FOXF
  • BJRI
Assets Removed
Asset Action Perf %
NESR Sell All -2.48%
JELD Sell All 16.37%
PENN Sell All 1.97%
AXGN Sell All -1.75%
INSM Sell All 12.62%
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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