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All portfolios and performance
Portfolio Ref: EQXS25LS3W
Performance in the last:
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1D 0.0 %
1W 3.7 %
2W 0.6 %
1M -4.4 %
3M 1.3 %
6M -17.8 %
9M -27.2 %
1Y -30.4 %
Alpha
-43.9%
Beta
0.66
sharpe-R
-1.21
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 07:03:04
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -34.83%
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
RCL Royal Caribbean Cruises Ltd. Equity Buy 10.23% -2.23%
CWH Camping World Holdings, Inc. Equity Buy 10.15% -3.06%
GPI Group 1 Automotive, Inc. Equity Buy 7.65% 2.05%
HGV Hilton Grand Vacations Inc. Equity Buy 7.78% 3.74%
IRBT iRobot Corporation Equity Buy 8.82% 17.6%
QRTEA Qurate Retail, Inc. Equity Buy 7.7% 2.7%
FTNT Fortinet, Inc. Equity Buy 7.97% 6.25%
CVLT Commvault Systems, Inc. Equity Buy 8.11% 8.13%
VICR Vicor Corporation Equity Buy 7.39% -1.44%
NTGR NETGEAR, Inc. Equity Buy 4.84% -3.16%
IAC IAC/InterActiveCorp Equity Buy 6.14% -1.98%
CHTR Charter Communications, Inc. Equity Buy 6.26% -0.14%
SBGI Sinclair Broadcast Group, Inc. Equity Buy 6.98% 0%
NRC National Research Corporation Equity Sell -4.39% -7.21%
COHU Cohu, Inc. Equity Sell -3.93% 4.04%
TDW Tidewater Inc. Equity Sell -3.43% -4.06%
IPGP IPG Photonics Corporation Equity Sell -2.99% 9.46%
WNC Wabash National Corporation Equity Sell -2.58% 17.72%
PARR Par Pacific Holdings, Inc. Equity Sell -4.24% -1.8%
LWLG Lightwave Logic, Inc. Equity Sell -4.4% -5.63%
ASPN Aspen Aerogels, Inc. Equity Sell -4% 4.11%
The percentage of cash held in the portfolio is: 29.93%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 10.23% -2.23%
CWH Camping World Holdings, Inc. Buy 10.15% -3.06%
GPI Group 1 Automotive, Inc. Buy 7.65% 2.05%
HGV Hilton Grand Vacations Inc. Buy 7.78% 3.74%
IRBT iRobot Corporation Buy 8.82% 17.6%
QRTEA Qurate Retail, Inc. Buy 7.7% 2.7%
FTNT Fortinet, Inc. Buy 7.97% 6.25%
CVLT Commvault Systems, Inc. Buy 8.11% 8.13%
VICR Vicor Corporation Buy 7.39% -1.44%
NTGR NETGEAR, Inc. Buy 4.84% -3.16%
IAC IAC/InterActiveCorp Buy 6.14% -1.98%
CHTR Charter Communications, Inc. Buy 6.26% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 6.98% 0%
NRC National Research Corporation Sell -4.39% -7.21%
COHU Cohu, Inc. Sell -3.93% 4.04%
TDW Tidewater Inc. Sell -3.43% -4.06%
IPGP IPG Photonics Corporation Sell -2.99% 9.46%
WNC Wabash National Corporation Sell -2.58% 17.72%
PARR Par Pacific Holdings, Inc. Sell -4.24% -1.8%
LWLG Lightwave Logic, Inc. Sell -4.4% -5.63%
ASPN Aspen Aerogels, Inc. Sell -4% 4.11%
The percentage of cash held in the portfolio is: 29.93%
New Assets Added
  • SBGI
Assets Removed
Asset Action Perf %
PBI Sell All 24.88%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 9.82% 23.94%
RCL Royal Caribbean Cruises Ltd. Buy 10.15% -3.34%
CWH Camping World Holdings, Inc. Buy 10.27% -2.21%
GPI Group 1 Automotive, Inc. Buy 7.73% 2.64%
HGV Hilton Grand Vacations Inc. Buy 7.73% 2.72%
IRBT iRobot Corporation Buy 8.71% 15.74%
QRTEA Qurate Retail, Inc. Buy 7.53% 0%
FTNT Fortinet, Inc. Buy 7.88% 4.67%
CVLT Commvault Systems, Inc. Buy 8.08% 7.33%
VICR Vicor Corporation Buy 7.37% -2.03%
NTGR NETGEAR, Inc. Buy 5.02% 0.1%
IAC IAC/InterActiveCorp Buy 6.29% 0%
CHTR Charter Communications, Inc. Buy 6.29% 0%
NRC National Research Corporation Sell -4.44% -8.24%
COHU Cohu, Inc. Sell -4.01% 2.45%
TDW Tidewater Inc. Sell -3.45% -4.07%
IPGP IPG Photonics Corporation Sell -2.97% 10.39%
WNC Wabash National Corporation Sell -2.59% 17.72%
PARR Par Pacific Holdings, Inc. Sell -4.18% 0%
LWLG Lightwave Logic, Inc. Sell -4.18% 0%
ASPN Aspen Aerogels, Inc. Sell -4.18% 0%
The percentage of cash held in the portfolio is: 27.14%
New Assets Added
  • PARR
  • LWLG
  • ASPN
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
CELH Buy All 1.13%
KMT Buy All 3.97%
RIOT Buy All -11.69%
MGNI Sell All -7.94%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 9.18% 15.09%
RCL Royal Caribbean Cruises Ltd. Buy 10.07% -4.75%
CWH Camping World Holdings, Inc. Buy 10.53% -0.43%
GPI Group 1 Automotive, Inc. Buy 7.6% 0.32%
HGV Hilton Grand Vacations Inc. Buy 7.76% 2.4%
IRBT iRobot Corporation Buy 8.56% 13.01%
QRTEA Qurate Retail, Inc. Buy 7.57% 0%
FTNT Fortinet, Inc. Buy 7.76% 2.5%
CVLT Commvault Systems, Inc. Buy 7.91% 4.41%
VICR Vicor Corporation Buy 7.09% -6.35%
NTGR NETGEAR, Inc. Buy 5.05% 0.1%
MGNI Magnite, Inc. Buy 4.89% -3.12%
NRC National Research Corporation Sell -4.32% -4.48%
COHU Cohu, Inc. Sell -3.92% 5.18%
RIOT Riot Blockchain, Inc. Sell -4.21% -1.92%
TDW Tidewater Inc. Sell -3.4% -2.18%
KMT Kennametal Inc. Sell -3.17% 4.91%
IPGP IPG Photonics Corporation Sell -2.99% 10.26%
WNC Wabash National Corporation Sell -2.65% 16.12%
CELH Celsius Holdings, Inc. Sell -2.94% 7.16%
The percentage of cash held in the portfolio is: 33.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
EVI Sell All -7.99%
BJRI Sell All -5.2%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVI EVI Industries, Inc. Buy 8.38% -2.3%
PBI Pitney Bowes Inc. Buy 8.21% 3.07%
RCL Royal Caribbean Cruises Ltd. Buy 10.07% -4.62%
CWH Camping World Holdings, Inc. Buy 10.8% 2.26%
BJRI BJ's Restaurants, Inc. Buy 10.11% -4.27%
GPI Group 1 Automotive, Inc. Buy 7.52% -0.66%
HGV Hilton Grand Vacations Inc. Buy 7.62% 0.63%
IRBT iRobot Corporation Buy 9.03% 19.33%
QRTEA Qurate Retail, Inc. Buy 7.36% -2.7%
FTNT Fortinet, Inc. Buy 7.8% 3.1%
CVLT Commvault Systems, Inc. Buy 7.9% 4.4%
VICR Vicor Corporation Buy 7.34% -2.99%
NTGR NETGEAR, Inc. Buy 5.3% 5.17%
MGNI Magnite, Inc. Buy 4.82% -4.49%
NRC National Research Corporation Sell -4.38% -6.12%
COHU Cohu, Inc. Sell -3.98% 3.5%
RIOT Riot Blockchain, Inc. Sell -4.2% -1.74%
TDW Tidewater Inc. Sell -3.5% -5.05%
KMT Kennametal Inc. Sell -3.06% 7.99%
IPGP IPG Photonics Corporation Sell -3.02% 9.19%
WNC Wabash National Corporation Sell -2.79% 11.68%
CELH Celsius Holdings, Inc. Sell -3.04% 3.84%
The percentage of cash held in the portfolio is: 15.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSRM Sell All 11.27%
METC Sell All 4.95%
BCO Sell All -1.45%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 7.75% -0.93%
BCO The Brink's Company Buy 7.58% -3.12%
EVI EVI Industries, Inc. Buy 9% 2.24%
PBI Pitney Bowes Inc. Buy 8.32% 1.65%
RCL Royal Caribbean Cruises Ltd. Buy 10.66% -1.73%
CWH Camping World Holdings, Inc. Buy 10.44% -3.79%
BJRI BJ's Restaurants, Inc. Buy 10.71% -1.31%
SSRM SSR Mining Inc. Buy -1.77% 10.42%
GPI Group 1 Automotive, Inc. Buy 7.74% -0.43%
HGV Hilton Grand Vacations Inc. Buy 7.87% 1.21%
IRBT iRobot Corporation Buy 7.39% -4.96%
QRTEA Qurate Retail, Inc. Buy 7.57% -2.7%
FTNT Fortinet, Inc. Buy 7.97% 2.47%
CVLT Commvault Systems, Inc. Buy 7.99% 2.81%
VICR Vicor Corporation Buy 7.64% -1.73%
NTGR NETGEAR, Inc. Buy 5.18% 0%
MGNI Magnite, Inc. Buy 5.18% 0%
NRC National Research Corporation Sell -4.29% -1.09%
COHU Cohu, Inc. Sell -4.19% 1.32%
RIOT Riot Blockchain, Inc. Sell -4.51% -6.3%
TDW Tidewater Inc. Sell -3.52% -2.83%
KMT Kennametal Inc. Sell -3.26% 4.79%
IPGP IPG Photonics Corporation Sell -3.36% 1.8%
WNC Wabash National Corporation Sell -2.93% 9.75%
CELH Celsius Holdings, Inc. Sell -3.17% 2.23%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NTGR
  • MGNI
Assets Removed
Asset Action Perf %
DDD Sell All -9.53%
CARS Sell All -4.8%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 7.95% 2.68%
BCO The Brink's Company Buy 7.52% -2.84%
EVI EVI Industries, Inc. Buy 8.99% 3.22%
PBI Pitney Bowes Inc. Buy 8.42% 4.01%
CARS Cars.com Inc. Buy 3.35% -2.37%
RCL Royal Caribbean Cruises Ltd. Buy 10.64% -0.83%
CWH Camping World Holdings, Inc. Buy 10.46% -2.55%
BJRI BJ's Restaurants, Inc. Buy 10.8% 0.66%
SSRM SSR Mining Inc. Buy -1.77% 11.64%
GPI Group 1 Automotive, Inc. Buy 7.69% 0%
HGV Hilton Grand Vacations Inc. Buy 7.69% 0%
IRBT iRobot Corporation Buy 7.69% 0%
QRTEA Qurate Retail, Inc. Buy 7.69% 0%
FTNT Fortinet, Inc. Buy 7.69% 0%
DDD 3D Systems Corporation Buy 7.69% 0%
CVLT Commvault Systems, Inc. Buy 7.69% 0%
VICR Vicor Corporation Buy 7.69% 0%
NRC National Research Corporation Sell -4.3% -2.36%
COHU Cohu, Inc. Sell -4.5% -7.22%
RIOT Riot Blockchain, Inc. Sell -4.5% -7.21%
TDW Tidewater Inc. Sell -3.56% -5.36%
KMT Kennametal Inc. Sell -3.28% 3.12%
IPGP IPG Photonics Corporation Sell -3.46% -2.21%
WNC Wabash National Corporation Sell -3.16% 1.53%
CELH Celsius Holdings, Inc. Sell -3.14% 2.14%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GPI
  • HGV
  • IRBT
  • QRTEA
  • FTNT
  • DDD
  • CVLT
  • VICR
Assets Removed
Asset Action Perf %
GTLS Sell All 0.07%
CBRL Sell All -7.8%
Assets Rebalanced
None

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Market Overview

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