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Portfolio Ref: EQXS25LS3W
Performance in the last:
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1D 3.6 %
1W 0.0 %
2W -4.3 %
1M -5.8 %
3M -13.4 %
6M -17.2 %
9M -16.8 %
1Y -15.6 %
Alpha
-35.5%
Beta
0.78
sharpe-R
-0.62
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
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 2024-09-16 06:55:34
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -25.08%
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
WES Western Midstream Partners, LP Equity Buy 3.02% 2.57%
MBUU Malibu Boats, Inc. Equity Buy 6.45% 6.66%
TVTX Travere Therapeutics, Inc. Equity Buy 8.49% 40.42%
SPWH Sportsman's Warehouse Holdings, Inc. Equity Buy 9.39% 22.59%
NVCR NovoCure Limited Equity Buy 7.88% 2.88%
LUMN Lumen Technologies, Inc. Equity Buy 8.48% 10.73%
MYGN Myriad Genetics, Inc. Equity Buy 10.46% 2.3%
MPW Medical Properties Trust, Inc. Equity Buy 7.38% 0%
DK Delek US Holdings, Inc. Equity Sell -3.62% 1.72%
POWI Power Integrations, Inc. Equity Sell -3.69% 0.03%
DNOW NOW Inc. Equity Sell -3.78% -2%
GEL Genesis Energy, L.P. Equity Sell -3.74% -0.93%
GPRE Green Plains Inc. Equity Sell -3.67% -5.36%
URBN Urban Outfitters, Inc. Equity Sell -3.66% -4.89%
LUV Southwest Airlines Co. Equity Sell -3.65% 0.45%
CARA Cara Therapeutics, Inc. Equity Sell -4.19% 0%
The percentage of cash held in the portfolio is: 68.45%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 3.02% 2.57%
MBUU Malibu Boats, Inc. Buy 6.45% 6.66%
TVTX Travere Therapeutics, Inc. Buy 8.49% 40.42%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 9.39% 22.59%
NVCR NovoCure Limited Buy 7.88% 2.88%
LUMN Lumen Technologies, Inc. Buy 8.48% 10.73%
MYGN Myriad Genetics, Inc. Buy 10.46% 2.3%
MPW Medical Properties Trust, Inc. Buy 7.38% 0%
DK Delek US Holdings, Inc. Sell -3.62% 1.72%
POWI Power Integrations, Inc. Sell -3.69% 0.03%
DNOW NOW Inc. Sell -3.78% -2%
GEL Genesis Energy, L.P. Sell -3.74% -0.93%
GPRE Green Plains Inc. Sell -3.67% -5.36%
URBN Urban Outfitters, Inc. Sell -3.66% -4.89%
LUV Southwest Airlines Co. Sell -3.65% 0.45%
CARA Cara Therapeutics, Inc. Sell -4.19% 0%
The percentage of cash held in the portfolio is: 68.45%
New Assets Added
  • CARA
  • MPW
Assets Removed
Asset Action Perf %
FORR Buy All -7.59%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 3.03% -0.73%
MBUU Malibu Boats, Inc. Buy 6.4% 2.11%
TVTX Travere Therapeutics, Inc. Buy 7.99% 27.5%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 8.44% 6.28%
NVCR NovoCure Limited Buy 7.58% -4.54%
LUMN Lumen Technologies, Inc. Buy 7.85% -1.09%
MYGN Myriad Genetics, Inc. Buy 10.33% -2.56%
DK Delek US Holdings, Inc. Sell -3.65% 4.61%
POWI Power Integrations, Inc. Sell -3.76% 1.56%
DNOW NOW Inc. Sell -3.7% 3.49%
GEL Genesis Energy, L.P. Sell -3.8% 1.01%
FORR Forrester Research, Inc. Sell -3.96% -3.04%
GPRE Green Plains Inc. Sell -3.7% -2.51%
URBN Urban Outfitters, Inc. Sell -3.62% -0.23%
LUV Southwest Airlines Co. Sell -3.8% 0%
The percentage of cash held in the portfolio is: 78.39%
New Assets Added
  • LUV
Assets Removed
Asset Action Perf %
ATI Buy All -5.59%
APLS Sell All -3.75%
ATUS Sell All 6.59%
GME Sell All -10.8%
JBSS Sell All -4.24%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 7.43% -1.69%
ATUS Altice USA, Inc. Buy 7.74% 7.69%
WES Western Midstream Partners, LP Buy 2.98% -1.53%
GME GameStop Corp. Buy 6.3% 1.34%
MBUU Malibu Boats, Inc. Buy 6.1% -1.89%
JBSS John B. Sanfilippo & Son, Inc. Buy 6.08% -2.12%
TVTX Travere Therapeutics, Inc. Buy 8.31% 33.75%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 7.85% -0.42%
NVCR NovoCure Limited Buy 7.38% -6.37%
LUMN Lumen Technologies, Inc. Buy 7.68% -2.55%
MYGN Myriad Genetics, Inc. Buy 10.55% 0.26%
DK Delek US Holdings, Inc. Sell -3.72% 1.98%
POWI Power Integrations, Inc. Sell -3.68% 2.93%
DNOW NOW Inc. Sell -3.76% 1.33%
GEL Genesis Energy, L.P. Sell -3.84% -0.7%
ATI ATI Inc. Sell -3.9% -2.41%
FORR Forrester Research, Inc. Sell -3.93% -3.21%
GPRE Green Plains Inc. Sell -3.59% 0%
URBN Urban Outfitters, Inc. Sell -3.59% 0%
The percentage of cash held in the portfolio is: 51.61%
New Assets Added
  • GPRE
  • URBN
Assets Removed
Asset Action Perf %
FLWS Buy All 18.78%
TROX Buy All 13.09%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 7.45% 0.21%
ATUS Altice USA, Inc. Buy 7.96% 12.64%
WES Western Midstream Partners, LP Buy 2.91% -2.44%
GME GameStop Corp. Buy 6.41% 4.8%
MBUU Malibu Boats, Inc. Buy 6.04% -1.19%
JBSS John B. Sanfilippo & Son, Inc. Buy 6.08% -0.6%
TVTX Travere Therapeutics, Inc. Buy 8.19% 33.96%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 7.95% 2.51%
NVCR NovoCure Limited Buy 7.14% -7.98%
LUMN Lumen Technologies, Inc. Buy 8.01% 3.27%
MYGN Myriad Genetics, Inc. Buy 10.42% 0.63%
FLWS 1-800-FLOWERS.COM, Inc. Sell -3.66% 19.33%
TROX Tronox Holdings plc Sell -4.1% 9.67%
DK Delek US Holdings, Inc. Sell -3.55% 5.02%
POWI Power Integrations, Inc. Sell -3.62% 3.03%
DNOW NOW Inc. Sell -3.7% 1.41%
GEL Genesis Energy, L.P. Sell -3.73% 0.47%
ATI ATI Inc. Sell -3.82% -1.88%
FORR Forrester Research, Inc. Sell -3.75% -0.06%
The percentage of cash held in the portfolio is: 51.36%
New Assets Added
None
Assets Removed
Asset Action Perf %
WOW Sell All -3.98%
LPTV Sell All -47.73%
UAA Sell All -9.36%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
WOW WideOpenWest, Inc. Buy 6.93% -4.84%
LPTV Loop Media, Inc. Buy 6.23% -40.91%
APLS Apellis Pharmaceuticals, Inc. Buy 7.62% 3%
ATUS Altice USA, Inc. Buy 8.51% 20.88%
WES Western Midstream Partners, LP Buy 2.9% -2.13%
GME GameStop Corp. Buy 6.29% 3.37%
MBUU Malibu Boats, Inc. Buy 6.11% 0.39%
JBSS John B. Sanfilippo & Son, Inc. Buy 6.13% 0.66%
TVTX Travere Therapeutics, Inc. Buy 6.96% 14.37%
UAA Under Armour, Inc. Buy 5.97% -5.35%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 7.72% 0%
NVCR NovoCure Limited Buy 7.22% -6.48%
LUMN Lumen Technologies, Inc. Buy 8.2% 6.18%
MYGN Myriad Genetics, Inc. Buy 10.3% 0%
FLWS 1-800-FLOWERS.COM, Inc. Sell -3.62% 19.78%
TROX Tronox Holdings plc Sell -4.15% 8.03%
DK Delek US Holdings, Inc. Sell -3.67% 1.11%
POWI Power Integrations, Inc. Sell -3.62% 2.5%
DNOW NOW Inc. Sell -3.73% 0%
GEL Genesis Energy, L.P. Sell -3.73% 0%
ATI ATI Inc. Sell -3.73% 0%
FORR Forrester Research, Inc. Sell -3.73% 0%
The percentage of cash held in the portfolio is: 32.91%
New Assets Added
  • DNOW
  • GEL
  • ATI
  • FORR
  • MYGN
Assets Removed
Asset Action Perf %
RUN Sell All -10.32%
ORGO Sell All -12.72%
ABG Sell All -5.59%
TSLA Sell All -8.45%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
RUN Sunrun Inc. Buy 6.83% -4.94%
WOW WideOpenWest, Inc. Buy 7.01% -2.94%
LPTV Loop Media, Inc. Buy 7.02% -32.95%
APLS Apellis Pharmaceuticals, Inc. Buy 7.24% -1.42%
ATUS Altice USA, Inc. Buy 8.21% 17.58%
ORGO Organogenesis Holdings Inc. Buy 6.49% -6.71%
ABG Asbury Automotive Group, Inc. Buy 6.8% -1.82%
WES Western Midstream Partners, LP Buy 2.88% -1.94%
GME GameStop Corp. Buy 5.85% -3.24%
MBUU Malibu Boats, Inc. Buy 5.99% -0.8%
JBSS John B. Sanfilippo & Son, Inc. Buy 6.08% 0.64%
TVTX Travere Therapeutics, Inc. Buy 6.25% 3.44%
UAA Under Armour, Inc. Buy 5.97% -4.5%
TSLA Tesla, Inc. Buy 7.66% 0%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 7.66% 0%
NVCR NovoCure Limited Buy 7.66% 0%
LUMN Lumen Technologies, Inc. Buy 7.66% 0%
FLWS 1-800-FLOWERS.COM, Inc. Sell -3.67% 18.11%
TROX Tronox Holdings plc Sell -4.21% 6.02%
DK Delek US Holdings, Inc. Sell -3.69% 0%
POWI Power Integrations, Inc. Sell -3.69% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DK
  • POWI
  • TSLA
  • SPWH
  • NVCR
  • LUMN
Assets Removed
Asset Action Perf %
IEP Buy All 29.21%
ROG Sell All -4.05%
FIVN Sell All -11.57%
VIAV Sell All 0.12%
PRTH Sell All 10.06%
Assets Rebalanced
None

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Market Overview

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