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Portfolio Ref: EQ1025LS2W
Performance in the last:
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1D 0.0 %
1W 0.0 %
2W -0.2 %
1M 0.2 %
3M 2.5 %
6M -0.2 %
9M -1.8 %
1Y -5.1 %
Alpha
-3.8%
Beta
0.01
sharpe-R
-0.46
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 06:59:15
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -7.19%
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. This portfolio focuses only on companies in the Energy sector. 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

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-10 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
BRY Buy All 10.02%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
BRY Berry Corporation Sell -3.52% 7.68%
The percentage of cash held in the portfolio is: 103.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
HP Buy All 6.98%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
HP Helmerich & Payne, Inc. Sell -3.34% 8.66%
BRY Berry Corporation Sell -3.59% 5.97%
The percentage of cash held in the portfolio is: 106.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
METC Sell All 2.68%
Assets Rebalanced
None
2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 6.23% -2.58%
HP Helmerich & Payne, Inc. Sell -3.2% 12.56%
BRY Berry Corporation Sell -3.46% 9.38%
The percentage of cash held in the portfolio is: 100.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
CLNE Sell All -1.59%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 6.22% -2.37%
CLNE Clean Energy Fuels Corp. Buy 7.01% 5.08%
HP Helmerich & Payne, Inc. Sell -3.23% 11.46%
BRY Berry Corporation Sell -3.54% 7.04%
The percentage of cash held in the portfolio is: 93.53%
New Assets Added
None
Assets Removed
Asset Action Perf %
SJT Buy All 6.08%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 6.34% -0.62%
CLNE Clean Energy Fuels Corp. Buy 7.04% 5.4%
SJT San Juan Basin Royalty Trust Sell -3.64% 5.18%
HP Helmerich & Payne, Inc. Sell -3.26% 10.82%
BRY Berry Corporation Sell -3.69% 2.99%
The percentage of cash held in the portfolio is: 97.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMPY Buy All 7.52%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 6.26% -2.37%
CLNE Clean Energy Fuels Corp. Buy 6.73% 0.32%
AMPY Amplify Energy Corp. Sell -3.58% 7.69%
SJT San Juan Basin Royalty Trust Sell -3.69% 4.5%
HP Helmerich & Payne, Inc. Sell -3.39% 7.74%
BRY Berry Corporation Sell -3.69% 3.62%
The percentage of cash held in the portfolio is: 101.35%
New Assets Added
None
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 6.12% -3.37%
DINO HF Sinclair Corporation Buy 6.4% 1.13%
METC Ramaco Resources, Inc. Buy 6.39% -0.1%
CLNE Clean Energy Fuels Corp. Buy 6.73% 0.63%
AMPY Amplify Energy Corp. Sell -3.55% 8.38%
SJT San Juan Basin Royalty Trust Sell -3.63% 5.63%
HP Helmerich & Payne, Inc. Sell -3.48% 5.02%
BRY Berry Corporation Sell -3.71% 2.77%
The percentage of cash held in the portfolio is: 88.73%
New Assets Added
None
Assets Removed
Asset Action Perf %
NESR Sell All -2.48%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAL Halliburton Company Buy 6.23% -1.42%
DINO HF Sinclair Corporation Buy 6.22% -1.67%
NESR National Energy Services Reunited Corp. Buy 6.77% 2.81%
METC Ramaco Resources, Inc. Buy 6.68% 4.54%
CLNE Clean Energy Fuels Corp. Buy 6.68% 0%
AMPY Amplify Energy Corp. Sell -3.63% 6.15%
SJT San Juan Basin Royalty Trust Sell -3.77% 2.03%
HP Helmerich & Payne, Inc. Sell -3.56% 2.69%
BRY Berry Corporation Sell -3.81% 0%
The percentage of cash held in the portfolio is: 82.19%
New Assets Added
  • BRY
  • CLNE
Assets Removed
Asset Action Perf %
CLNE Buy All -15.38%
CVI Sell All 9.18%
Assets Rebalanced
None
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 6.92% 7.7%
HAL Halliburton Company Buy 6.41% 0.99%
DINO HF Sinclair Corporation Buy 6.18% -2.72%
NESR National Energy Services Reunited Corp. Buy 6.75% 2.05%
METC Ramaco Resources, Inc. Buy 6.42% 0.1%
CLNE Clean Energy Fuels Corp. Sell -3.93% -6.96%
AMPY Amplify Energy Corp. Sell -3.83% 1.37%
SJT San Juan Basin Royalty Trust Sell -3.88% -0.45%
HP Helmerich & Payne, Inc. Sell -3.67% 0%
The percentage of cash held in the portfolio is: 82.64%
New Assets Added
  • HP
Assets Removed
None
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 7.18% 12.66%
HAL Halliburton Company Buy 6.6% 4.72%
DINO HF Sinclair Corporation Buy 6.28% -0.33%
NESR National Energy Services Reunited Corp. Buy 6.65% 1.3%
METC Ramaco Resources, Inc. Buy 6.37% 0%
CLNE Clean Energy Fuels Corp. Sell -3.93% -7.69%
AMPY Amplify Energy Corp. Sell -3.82% 0.85%
SJT San Juan Basin Royalty Trust Sell -3.74% 2.48%
The percentage of cash held in the portfolio is: 78.4%
New Assets Added
  • METC
Assets Removed
Asset Action Perf %
CLMT Buy All 24.73%
Assets Rebalanced
None
2025-01-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 7.13% 11.24%
HAL Halliburton Company Buy 6.72% 6.03%
DINO HF Sinclair Corporation Buy 6.32% -0.27%
NESR National Energy Services Reunited Corp. Buy 6.62% 0.32%
CLMT Calumet Specialty Products Partners, L.P. Sell -3.18% 13.66%
CLNE Clean Energy Fuels Corp. Sell -3.87% -5.49%
AMPY Amplify Energy Corp. Sell -3.88% -0.17%
SJT San Juan Basin Royalty Trust Sell -3.85% 0%
The percentage of cash held in the portfolio is: 88%
New Assets Added
None
Assets Removed
Asset Action Perf %
CNX Buy All NA
Assets Rebalanced
None
2025-01-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 7.13% 11.24%
HAL Halliburton Company Buy 6.72% 6.03%
DINO HF Sinclair Corporation Buy 6.32% -0.27%
NESR National Energy Services Reunited Corp. Buy 6.62% 0.32%
CNX CNX Resources Corporation Sell -3.66% 1.63%
CLMT Calumet Specialty Products Partners, L.P. Sell -3.18% 13.66%
CLNE Clean Energy Fuels Corp. Sell -3.87% -5.49%
AMPY Amplify Energy Corp. Sell -3.88% -0.17%
SJT San Juan Basin Royalty Trust Sell -3.85% 0%
The percentage of cash held in the portfolio is: 91.65%
New Assets Added
  • SJT
Assets Removed
None
Assets Rebalanced
None
2025-01-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 7.3% 14.09%
HAL Halliburton Company Buy 6.57% 3.79%
DINO HF Sinclair Corporation Buy 6.38% 0.85%
NESR National Energy Services Reunited Corp. Buy 6.59% 0%
CNX CNX Resources Corporation Sell -3.71% 0.03%
CLMT Calumet Specialty Products Partners, L.P. Sell -3.14% 14.78%
CLNE Clean Energy Fuels Corp. Sell -3.81% -4.03%
AMPY Amplify Energy Corp. Sell -3.87% 0%
The percentage of cash held in the portfolio is: 87.68%
New Assets Added
  • AMPY
  • NESR
Assets Removed
Asset Action Perf %
RES Sell All 13.54%
SJT Sell All 9.38%
Assets Rebalanced
None
2025-01-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
RES RPC, Inc. Buy 6.08% 7.5%
SJT San Juan Basin Royalty Trust Buy 6.13% 8.41%
CVI CVR Energy, Inc. Buy 6.99% 8.07%
HAL Halliburton Company Buy 6.39% 0%
DINO HF Sinclair Corporation Buy 6.39% 0%
CNX CNX Resources Corporation Sell -3.71% 0.98%
CLMT Calumet Specialty Products Partners, L.P. Sell -3.31% 11.03%
CLNE Clean Energy Fuels Corp. Sell -3.66% 1.1%
The percentage of cash held in the portfolio is: 78.69%
New Assets Added
  • HAL
  • DINO
Assets Removed
Asset Action Perf %
PTEN Buy All -6.29%
PBT Sell All 5.6%
Assets Rebalanced
None

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