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All portfolios and performance
Portfolio Ref: EQXS25LS3W
Performance in the last:
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1D -2.0 %
1W -6.3 %
2W -6.9 %
1M -3.2 %
3M -4.0 %
6M -23.4 %
9M -26.0 %
1Y -30.0 %
Alpha
-43.5%
Beta
0.68
sharpe-R
-1.2
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 07:52:24
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -34.23%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 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
GTLS Chart Industries, Inc. Equity Buy 8.01% -2.1%
METC Ramaco Resources, Inc. Equity Buy 7.55% -2.58%
BCO The Brink's Company Equity Buy 7.54% -2.73%
EVI EVI Industries, Inc. Equity Buy 8.77% 0.52%
PBI Pitney Bowes Inc. Equity Buy 8.27% 2%
CARS Cars.com Inc. Equity Buy 3.31% -3.59%
RCL Royal Caribbean Cruises Ltd. Equity Buy 10.42% -3.06%
CWH Camping World Holdings, Inc. Equity Buy 10.22% -4.89%
BJRI BJ's Restaurants, Inc. Equity Buy 10.89% 1.26%
SSRM SSR Mining Inc. Equity Buy -1.56% -1.47%
CBRL Cracker Barrel Old Country Store, Inc. Equity Buy 7.53% -2.51%
NRC National Research Corporation Equity Sell -4.16% 0.91%
COHU Cohu, Inc. Equity Sell -4.29% -2.09%
RIOT Riot Blockchain, Inc. Equity Sell -4.6% -9.5%
TDW Tidewater Inc. Equity Sell -3.39% 0%
CLNE Clean Energy Fuels Corp. Equity Sell -3.39% 0%
KMT Kennametal Inc. Equity Sell -3.39% 0%
IPGP IPG Photonics Corporation Equity Sell -3.39% 0%
The percentage of cash held in the portfolio is: 45.66%
** 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
GTLS Chart Industries, Inc. Buy 8.01% -2.1%
METC Ramaco Resources, Inc. Buy 7.55% -2.58%
BCO The Brink's Company Buy 7.54% -2.73%
EVI EVI Industries, Inc. Buy 8.77% 0.52%
PBI Pitney Bowes Inc. Buy 8.27% 2%
CARS Cars.com Inc. Buy 3.31% -3.59%
RCL Royal Caribbean Cruises Ltd. Buy 10.42% -3.06%
CWH Camping World Holdings, Inc. Buy 10.22% -4.89%
BJRI BJ's Restaurants, Inc. Buy 10.89% 1.26%
SSRM SSR Mining Inc. Buy -1.56% -1.47%
CBRL Cracker Barrel Old Country Store, Inc. Buy 7.53% -2.51%
NRC National Research Corporation Sell -4.16% 0.91%
COHU Cohu, Inc. Sell -4.29% -2.09%
RIOT Riot Blockchain, Inc. Sell -4.6% -9.5%
TDW Tidewater Inc. Sell -3.39% 0%
CLNE Clean Energy Fuels Corp. Sell -3.39% 0%
KMT Kennametal Inc. Sell -3.39% 0%
IPGP IPG Photonics Corporation Sell -3.39% 0%
The percentage of cash held in the portfolio is: 45.66%
New Assets Added
  • TDW
  • CLNE
  • KMT
  • IPGP
Assets Removed
Asset Action Perf %
AVNW Buy All -6.37%
CLNE Sell All -1.59%
AXGN Sell All -1.81%
INSM Sell All 12.98%
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
AXGN AxoGen, Inc. Buy 7.59% -0.22%
INSM Insmed Incorporated Buy 8.45% 11.1%
GTLS Chart Industries, Inc. Buy 7.95% -0.83%
METC Ramaco Resources, Inc. Buy 7.41% -2.37%
BCO The Brink's Company Buy 7.51% -1.08%
SIGA SIGA Technologies, Inc. Buy 3.92% -6.42%
EVI EVI Industries, Inc. Buy 8.52% -0.34%
CLNE Clean Energy Fuels Corp. Buy 8.35% 5.08%
PBI Pitney Bowes Inc. Buy 8.34% 5.07%
FF FutureFuel Corp. Buy 3.25% -3.36%
FUL H.B. Fuller Company Buy 3.31% -1.79%
CARS Cars.com Inc. Buy 3.33% -1.1%
RCL Royal Caribbean Cruises Ltd. Buy 10.43% -0.93%
CWH Camping World Holdings, Inc. Buy 10.35% -1.74%
BJRI BJ's Restaurants, Inc. Buy 10.43% -0.93%
SSRM SSR Mining Inc. Buy -1.53% -1.59%
CBRL Cracker Barrel Old Country Store, Inc. Buy 7.57% 0%
NRC National Research Corporation Sell -4.16% -0.97%
COHU Cohu, Inc. Sell -4.28% -4.09%
AVNW Aviat Networks, Inc. Sell -4.27% -3.65%
RIOT Riot Blockchain, Inc. Sell -4.47% -8.49%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CBRL
Assets Removed
Asset Action Perf %
CVI Sell All 0%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 7.45% 0.63%
AXGN AxoGen, Inc. Buy 7.49% 0.11%
INSM Insmed Incorporated Buy 8.28% 10.68%
GTLS Chart Industries, Inc. Buy 7.81% -0.9%
METC Ramaco Resources, Inc. Buy 7.42% -0.62%
BCO The Brink's Company Buy 7.59% 1.61%
SIGA SIGA Technologies, Inc. Buy 3.97% -3.6%
EVI EVI Industries, Inc. Buy 8.61% 2.41%
CLNE Clean Energy Fuels Corp. Buy 8.23% 5.4%
PBI Pitney Bowes Inc. Buy 8.16% 4.48%
FF FutureFuel Corp. Buy 3.24% -2.12%
FUL H.B. Fuller Company Buy 3.27% -1.2%
CARS Cars.com Inc. Buy 3.38% 2.1%
RCL Royal Caribbean Cruises Ltd. Buy 10.57% 2.12%
CWH Camping World Holdings, Inc. Buy 10.4% 0.43%
BJRI BJ's Restaurants, Inc. Buy 10.44% 0.85%
SSRM SSR Mining Inc. Buy -1.53% 0%
NRC National Research Corporation Sell -4.1% -1.27%
COHU Cohu, Inc. Sell -4.17% -2.91%
AVNW Aviat Networks, Inc. Sell -4.12% -1.69%
RIOT Riot Blockchain, Inc. Sell -4.4% -8.68%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
Assets Removed
Asset Action Perf %
NESR Buy All -4.65%
CHRS Buy All -21.62%
PENN Sell All 3.19%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 7.63% 3.8%
PENN PENN Entertainment, Inc. Buy 7.8% 5.11%
AXGN AxoGen, Inc. Buy 7.45% 0.33%
INSM Insmed Incorporated Buy 8.4% 13.16%
GTLS Chart Industries, Inc. Buy 7.54% -3.66%
METC Ramaco Resources, Inc. Buy 7.53% 1.65%
BCO The Brink's Company Buy 7.35% -0.76%
SIGA SIGA Technologies, Inc. Buy 4.01% -2.03%
EVI EVI Industries, Inc. Buy 8.27% -0.86%
CLNE Clean Energy Fuels Corp. Buy 8.02% 3.49%
PBI Pitney Bowes Inc. Buy 8.16% 5.31%
FF FutureFuel Corp. Buy 3.22% -2.12%
FUL H.B. Fuller Company Buy 3.22% -2.13%
CARS Cars.com Inc. Buy 3.42% 4.08%
RCL Royal Caribbean Cruises Ltd. Buy 10.28% 0%
CWH Camping World Holdings, Inc. Buy 10.28% 0%
BJRI BJ's Restaurants, Inc. Buy 10.28% 0%
NESR National Energy Services Reunited Corp. Sell -4.28% -4.1%
CHRS Coherus BioSciences, Inc. Sell -4.42% -9.91%
NRC National Research Corporation Sell -3.97% 1.09%
COHU Cohu, Inc. Sell -4.1% -2.09%
AVNW Aviat Networks, Inc. Sell -3.95% 1.63%
RIOT Riot Blockchain, Inc. Sell -4.12% -2.47%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RCL
  • CWH
  • BJRI
Assets Removed
Asset Action Perf %
FCEL Buy All 34.17%
AORT Sell All 3.27%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 7.78% 2.68%
CVI CVR Energy, Inc. Buy 7.53% 2.59%
PENN PENN Entertainment, Inc. Buy 7.62% 2.83%
AXGN AxoGen, Inc. Buy 7.48% 0.88%
INSM Insmed Incorporated Buy 8.44% 13.83%
GTLS Chart Industries, Inc. Buy 7.53% -3.58%
METC Ramaco Resources, Inc. Buy 7.23% -2.37%
BCO The Brink's Company Buy 7.43% 0.41%
SIGA SIGA Technologies, Inc. Buy 3.96% -2.97%
EVI EVI Industries, Inc. Buy 8.53% 2.41%
CLNE Clean Energy Fuels Corp. Buy 7.77% 0.32%
PBI Pitney Bowes Inc. Buy 8.11% 4.72%
FF FutureFuel Corp. Buy 3.18% -3.19%
FUL H.B. Fuller Company Buy 3.21% -2.18%
CARS Cars.com Inc. Buy 3.37% 2.7%
FCEL FuelCell Energy, Inc. Sell -1.8% 35.73%
NESR National Energy Services Reunited Corp. Sell -4.12% -0.33%
CHRS Coherus BioSciences, Inc. Sell -4.01% 0%
NRC National Research Corporation Sell -4.01% 0%
COHU Cohu, Inc. Sell -4.01% 0%
AVNW Aviat Networks, Inc. Sell -4.01% 0%
RIOT Riot Blockchain, Inc. Sell -4.01% 0%
The percentage of cash held in the portfolio is: 26.81%
New Assets Added
  • CHRS
  • NRC
  • COHU
  • AVNW
  • RIOT
Assets Removed
Asset Action Perf %
QRTEB Buy All 12.5%
M Buy All 4.22%
JELD Sell All 9.07%
HAL Sell All -5.5%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 7.58% 1.36%
CVI CVR Energy, Inc. Buy 7.73% 6.7%
JELD JELD-WEN Holding, Inc. Buy 8.51% 16.37%
PENN PENN Entertainment, Inc. Buy 7.45% 1.97%
AXGN AxoGen, Inc. Buy 7.18% -1.75%
INSM Insmed Incorporated Buy 8.23% 12.62%
HAL Halliburton Company Buy 4.68% -3.37%
GTLS Chart Industries, Inc. Buy 7.33% -4.79%
METC Ramaco Resources, Inc. Buy 7.29% -0.1%
BCO The Brink's Company Buy 7.3% 0.1%
SIGA SIGA Technologies, Inc. Buy 3.99% -0.78%
EVI EVI Industries, Inc. Buy 8.8% 7.13%
CLNE Clean Energy Fuels Corp. Buy 7.68% 0.63%
PBI Pitney Bowes Inc. Buy 8.32% 8.96%
FF FutureFuel Corp. Buy 3.24% 0%
FUL H.B. Fuller Company Buy 3.24% 0%
CARS Cars.com Inc. Buy 3.24% 0%
QRTEB Qurate Retail, Inc. Sell -3.84% 10.94%
M Macy's, Inc. Sell -4.03% 6.6%
FCEL FuelCell Energy, Inc. Sell -1.87% 32.18%
NESR National Energy Services Reunited Corp. Sell -4.05% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NESR
  • FF
  • FUL
  • CARS
Assets Removed
Asset Action Perf %
SCVL Buy All 9.51%
TTEC Buy All 14.48%
NESR Sell All -2.48%
ESPR Sell All -14.96%
MPWR Sell All -12.86%
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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