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Portfolio Ref: EQXS25LS2W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 3.2 %
2W -1.1 %
1M -6.7 %
3M 0.6 %
6M -18.0 %
9M -28.8 %
1Y -37.2 %
Alpha
-47.0%
Beta
0.57
sharpe-R
-1.46
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 07:03:02
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -36.77%
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
GPI Group 1 Automotive, Inc. Equity Buy 7.34% 2.05%
HGV Hilton Grand Vacations Inc. Equity Buy 7.46% 3.74%
IRBT iRobot Corporation Equity Buy 8.46% 17.6%
QRTEA Qurate Retail, Inc. Equity Buy 7.39% 2.7%
FTNT Fortinet, Inc. Equity Buy 7.64% 6.25%
CVLT Commvault Systems, Inc. Equity Buy 7.78% 8.13%
BLBD Blue Bird Corporation Equity Buy 2.4% -2.36%
NTGR NETGEAR, Inc. Equity Buy 7.18% -3.16%
TTWO Take-Two Interactive Software, Inc. Equity Buy 7.61% -1.76%
EGHT 8x8, Inc. Equity Buy 8.45% 9.09%
IAC IAC/InterActiveCorp Equity Buy 7.97% -1.98%
CHTR Charter Communications, Inc. Equity Buy 8.12% -0.14%
SBGI Sinclair Broadcast Group, Inc. Equity Buy 8.04% 0%
WNC Wabash National Corporation Equity Sell -2.63% 17.72%
SSRM SSR Mining Inc. Equity Sell -4.74% -0.66%
CECO CECO Environmental Corp. Equity Sell -4.34% 7.68%
CCS Century Communities, Inc. Equity Sell -4.77% -1.34%
PARR Par Pacific Holdings, Inc. Equity Sell -3.59% -1.8%
LWLG Lightwave Logic, Inc. Equity Sell -3.72% -5.63%
The percentage of cash held in the portfolio is: 27.94%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 7.34% 2.05%
HGV Hilton Grand Vacations Inc. Buy 7.46% 3.74%
IRBT iRobot Corporation Buy 8.46% 17.6%
QRTEA Qurate Retail, Inc. Buy 7.39% 2.7%
FTNT Fortinet, Inc. Buy 7.64% 6.25%
CVLT Commvault Systems, Inc. Buy 7.78% 8.13%
BLBD Blue Bird Corporation Buy 2.4% -2.36%
NTGR NETGEAR, Inc. Buy 7.18% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 7.61% -1.76%
EGHT 8x8, Inc. Buy 8.45% 9.09%
IAC IAC/InterActiveCorp Buy 7.97% -1.98%
CHTR Charter Communications, Inc. Buy 8.12% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 8.04% 0%
WNC Wabash National Corporation Sell -2.63% 17.72%
SSRM SSR Mining Inc. Sell -4.74% -0.66%
CECO CECO Environmental Corp. Sell -4.34% 7.68%
CCS Century Communities, Inc. Sell -4.77% -1.34%
PARR Par Pacific Holdings, Inc. Sell -3.59% -1.8%
LWLG Lightwave Logic, Inc. Sell -3.72% -5.63%
The percentage of cash held in the portfolio is: 27.94%
New Assets Added
None
Assets Removed
Asset Action Perf %
TDW Buy All NA
IPGP Buy All NA
Assets Rebalanced
None
2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 7.34% 2.05%
HGV Hilton Grand Vacations Inc. Buy 7.46% 3.74%
IRBT iRobot Corporation Buy 8.46% 17.6%
QRTEA Qurate Retail, Inc. Buy 7.39% 2.7%
FTNT Fortinet, Inc. Buy 7.64% 6.25%
CVLT Commvault Systems, Inc. Buy 7.78% 8.13%
BLBD Blue Bird Corporation Buy 2.4% -2.36%
NTGR NETGEAR, Inc. Buy 7.18% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 7.61% -1.76%
EGHT 8x8, Inc. Buy 8.45% 9.09%
IAC IAC/InterActiveCorp Buy 7.97% -1.98%
CHTR Charter Communications, Inc. Buy 8.12% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 8.04% 0%
TDW Tidewater Inc. Sell -3.58% -4.06%
IPGP IPG Photonics Corporation Sell -3.12% 9.46%
WNC Wabash National Corporation Sell -2.63% 17.72%
SSRM SSR Mining Inc. Sell -4.74% -0.66%
CECO CECO Environmental Corp. Sell -4.34% 7.68%
CCS Century Communities, Inc. Sell -4.77% -1.34%
PARR Par Pacific Holdings, Inc. Sell -3.59% -1.8%
LWLG Lightwave Logic, Inc. Sell -3.72% -5.63%
The percentage of cash held in the portfolio is: 34.64%
New Assets Added
  • SBGI
Assets Removed
None
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 7.31% 2.64%
HGV Hilton Grand Vacations Inc. Buy 7.31% 2.72%
IRBT iRobot Corporation Buy 8.24% 15.74%
QRTEA Qurate Retail, Inc. Buy 7.12% 0%
FTNT Fortinet, Inc. Buy 7.45% 4.67%
CVLT Commvault Systems, Inc. Buy 7.64% 7.33%
BLBD Blue Bird Corporation Buy 2.37% -2.74%
NTGR NETGEAR, Inc. Buy 7.35% 0.1%
TTWO Take-Two Interactive Software, Inc. Buy 7.58% -1.14%
EGHT 8x8, Inc. Buy 9.3% 21.33%
IAC IAC/InterActiveCorp Buy 8.05% 0%
CHTR Charter Communications, Inc. Buy 8.05% 0%
TDW Tidewater Inc. Sell -3.55% -4.07%
IPGP IPG Photonics Corporation Sell -3.05% 10.39%
WNC Wabash National Corporation Sell -2.6% 17.72%
SSRM SSR Mining Inc. Sell -4.79% -2.86%
CECO CECO Environmental Corp. Sell -4.5% 3.27%
CCS Century Communities, Inc. Sell -4.53% 2.65%
PARR Par Pacific Holdings, Inc. Sell -3.49% 0%
LWLG Lightwave Logic, Inc. Sell -3.49% 0%
The percentage of cash held in the portfolio is: 42.24%
New Assets Added
  • PARR
  • LWLG
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
CELH Buy All 1.13%
KMT Buy All 3.97%
CDE Sell All 5.4%
MGNI Sell All -7.94%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDE Coeur Mining, Inc. Buy 4.28% 6.42%
GPI Group 1 Automotive, Inc. Buy 7.19% 0.32%
HGV Hilton Grand Vacations Inc. Buy 7.34% 2.4%
IRBT iRobot Corporation Buy 8.1% 13.01%
QRTEA Qurate Retail, Inc. Buy 7.17% 0%
FTNT Fortinet, Inc. Buy 7.35% 2.5%
CVLT Commvault Systems, Inc. Buy 7.48% 4.41%
BLBD Blue Bird Corporation Buy 2.35% -4.14%
NTGR NETGEAR, Inc. Buy 7.4% 0.1%
MGNI Magnite, Inc. Buy 7.16% -3.12%
TTWO Take-Two Interactive Software, Inc. Buy 7.6% -1.57%
EGHT 8x8, Inc. Buy 8.83% 14.34%
TDW Tidewater Inc. Sell -3.51% -2.18%
KMT Kennametal Inc. Sell -3.26% 4.91%
IPGP IPG Photonics Corporation Sell -3.08% 10.26%
WNC Wabash National Corporation Sell -2.67% 16.12%
CELH Celsius Holdings, Inc. Sell -2.95% 7.16%
SSRM SSR Mining Inc. Sell -4.76% -1.54%
CECO CECO Environmental Corp. Sell -4.58% 2.24%
CCS Century Communities, Inc. Sell -4.54% 3.18%
The percentage of cash held in the portfolio is: 47.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
RCL Sell All -4.75%
CWH Sell All -0.43%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 11.36% -4.62%
CWH Camping World Holdings, Inc. Buy 12.18% 2.26%
CDE Coeur Mining, Inc. Buy 4.12% 1.9%
GPI Group 1 Automotive, Inc. Buy 7.17% -0.66%
HGV Hilton Grand Vacations Inc. Buy 7.26% 0.63%
IRBT iRobot Corporation Buy 8.61% 19.33%
QRTEA Qurate Retail, Inc. Buy 7.02% -2.7%
FTNT Fortinet, Inc. Buy 7.44% 3.1%
CVLT Commvault Systems, Inc. Buy 7.53% 4.4%
BLBD Blue Bird Corporation Buy 2.44% -0.99%
NTGR NETGEAR, Inc. Buy 7.82% 5.17%
MGNI Magnite, Inc. Buy 7.1% -4.49%
TTWO Take-Two Interactive Software, Inc. Buy 7.67% -1.21%
EGHT 8x8, Inc. Buy 8.07% 3.85%
TDW Tidewater Inc. Sell -3.63% -5.05%
KMT Kennametal Inc. Sell -3.18% 7.99%
IPGP IPG Photonics Corporation Sell -3.14% 9.19%
WNC Wabash National Corporation Sell -2.83% 11.68%
CELH Celsius Holdings, Inc. Sell -3.08% 3.84%
SSRM SSR Mining Inc. Sell -4.72% 0%
CECO CECO Environmental Corp. Sell -4.72% 0%
CCS Century Communities, Inc. Sell -4.72% 0%
The percentage of cash held in the portfolio is: 24.21%
New Assets Added
  • SSRM
  • CECO
  • CCS
Assets Removed
Asset Action Perf %
NRC Buy All -6.12%
COHU Buy All 3.5%
RIOT Buy All -1.74%
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 11.69% -2.95%
CWH Camping World Holdings, Inc. Buy 11.92% -1.06%
SSRM SSR Mining Inc. Buy 4.62% 12.87%
CDE Coeur Mining, Inc. Buy 4.2% 2.63%
GPI Group 1 Automotive, Inc. Buy 7.19% -1.45%
HGV Hilton Grand Vacations Inc. Buy 7.32% 0.29%
IRBT iRobot Corporation Buy 8.27% 13.38%
QRTEA Qurate Retail, Inc. Buy 7.1% -2.7%
FTNT Fortinet, Inc. Buy 7.6% 4.26%
CVLT Commvault Systems, Inc. Buy 7.65% 4.85%
BLBD Blue Bird Corporation Buy 2.57% 2.9%
NTGR NETGEAR, Inc. Buy 7.77% 3.27%
MGNI Magnite, Inc. Buy 7.33% -2.6%
TTWO Take-Two Interactive Software, Inc. Buy 7.86% 0%
EGHT 8x8, Inc. Buy 7.86% 0%
NRC National Research Corporation Sell -4.15% -4.42%
COHU Cohu, Inc. Sell -3.93% 1.09%
RIOT Riot Blockchain, Inc. Sell -4.22% -6.21%
TDW Tidewater Inc. Sell -3.73% -6.83%
KMT Kennametal Inc. Sell -3.3% 5.34%
IPGP IPG Photonics Corporation Sell -3.35% 3.95%
WNC Wabash National Corporation Sell -2.88% 11.15%
CELH Celsius Holdings, Inc. Sell -3.06% 5.41%
The percentage of cash held in the portfolio is: 17.71%
New Assets Added
  • TTWO
  • EGHT
Assets Removed
Asset Action Perf %
BJRI Sell All -2.91%
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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