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Portfolio Ref: EQ1525LS1M
Performance in the last:
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1D 0.3 %
1W -1.2 %
2W -1.4 %
1M -2.4 %
3M -7.4 %
6M -9.1 %
9M 0.6 %
1Y -1.9 %
Alpha
-8.8%
Beta
0.24
sharpe-R
-0.12
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:28:55
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -13.06%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Materials 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

Asset Action Weight PnL
CDE Coeur Mining, Inc. Buy 6.46% -0.91%
HDSN Hudson Technologies, Inc. Buy 7.58% -6.04%
GEVO Gevo, Inc. Sell -3.05% 19.77%
GPRE Green Plains Inc. Sell -3.5% 8.03%
GLT Glatfelter Corporation Sell -3.51% 7.75%
SEE Sealed Air Corporation Sell -3.91% 0.96%
FF FutureFuel Corp. Sell -3.97% -2.8%
CMCL Caledonia Mining Corporation Plc Sell -3.16% 18.11%
CMT Core Molding Technologies, Inc. Sell -5.25% 3.35%
The percentage of cash held in the portfolio is: 112.31%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDE Coeur Mining, Inc. Buy 6.49% -0.76%
HDSN Hudson Technologies, Inc. Buy 7.57% -6.36%
GEVO Gevo, Inc. Sell -3.19% 16.28%
GPRE Green Plains Inc. Sell -3.42% 10.31%
GLT Glatfelter Corporation Sell -3.51% 8.1%
SEE Sealed Air Corporation Sell -3.91% 1.24%
FF FutureFuel Corp. Sell -4.02% -3.8%
CMCL Caledonia Mining Corporation Plc Sell -3.2% 17.21%
CMT Core Molding Technologies, Inc. Sell -5.42% 0.61%
The percentage of cash held in the portfolio is: 112.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
MYE Sell All -8.67%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
MYE Myers Industries, Inc. Buy 6.27% -4.26%
CDE Coeur Mining, Inc. Buy 6.1% -6.83%
HDSN Hudson Technologies, Inc. Buy 7.66% -5.41%
GEVO Gevo, Inc. Sell -3.17% 16.86%
GPRE Green Plains Inc. Sell -3.52% 7.78%
GLT Glatfelter Corporation Sell -3.52% 7.7%
SEE Sealed Air Corporation Sell -4.02% -1.3%
FF FutureFuel Corp. Sell -3.97% -2.4%
CMCL Caledonia Mining Corporation Plc Sell -3.22% 16.92%
CMT Core Molding Technologies, Inc. Sell -5.36% 1.83%
The percentage of cash held in the portfolio is: 106.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
PPTA Buy All -19.5%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
MYE Myers Industries, Inc. Buy 6.23% -4.01%
CDE Coeur Mining, Inc. Buy 6.14% -5.46%
HDSN Hudson Technologies, Inc. Buy 7.89% -1.75%
GEVO Gevo, Inc. Sell -3.28% 13.37%
GPRE Green Plains Inc. Sell -3.56% 6%
GLT Glatfelter Corporation Sell -3.26% 14%
SEE Sealed Air Corporation Sell -3.96% -0.65%
FF FutureFuel Corp. Sell -3.99% -3.8%
CMCL Caledonia Mining Corporation Plc Sell -3.28% 14.75%
PPTA Perpetua Resources Corp. Sell -3.94% -2.59%
CMT Core Molding Technologies, Inc. Sell -5.52% -2.01%
The percentage of cash held in the portfolio is: 110.53%
New Assets Added
None
Assets Removed
Asset Action Perf %
SMID Sell All -7.21%
ZEUS Sell All -6.76%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SMID Smith-Midland Corporation Buy 6.49% 1.2%
MYE Myers Industries, Inc. Buy 6.3% -1.8%
ZEUS Olympic Steel, Inc. Buy 6.11% -4.7%
CDE Coeur Mining, Inc. Buy 5.92% -7.74%
HDSN Hudson Technologies, Inc. Buy 7.94% 0%
GEVO Gevo, Inc. Sell -3.09% 17.44%
GPRE Green Plains Inc. Sell -3.42% 8.54%
GLT Glatfelter Corporation Sell -3.44% 8%
SEE Sealed Air Corporation Sell -3.92% -0.79%
FF FutureFuel Corp. Sell -3.82% -0.6%
CMCL Caledonia Mining Corporation Plc Sell -3.17% 16.62%
PPTA Perpetua Resources Corp. Sell -3.79% 0.11%
CMT Core Molding Technologies, Inc. Sell -5.35% 0%
The percentage of cash held in the portfolio is: 97.24%
New Assets Added
  • CMT
  • HDSN
Assets Removed
Asset Action Perf %
PLL Buy All -16.49%
CMT Sell All -2.96%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
CMT Core Molding Technologies, Inc. Buy 6.53% 2.13%
SMID Smith-Midland Corporation Buy 6.51% 1.74%
MYE Myers Industries, Inc. Buy 6.45% 0.82%
ZEUS Olympic Steel, Inc. Buy 6.46% 0.98%
CDE Coeur Mining, Inc. Buy 6.21% -2.88%
GEVO Gevo, Inc. Sell -3.45% 7.56%
GPRE Green Plains Inc. Sell -3.57% 4.4%
GLT Glatfelter Corporation Sell -3.59% 3.75%
SEE Sealed Air Corporation Sell -3.93% -1.33%
PLL Piedmont Lithium Inc. Sell -4.11% -5.98%
FF FutureFuel Corp. Sell -3.78% 0%
CMCL Caledonia Mining Corporation Plc Sell -3.78% 0%
PPTA Perpetua Resources Corp. Sell -3.78% 0%
The percentage of cash held in the portfolio is: 97.84%
New Assets Added
  • FF
  • CMCL
  • PPTA
Assets Removed
None
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CMT Core Molding Technologies, Inc. Buy 6.43% 0.53%
SMID Smith-Midland Corporation Buy 6.5% 1.66%
MYE Myers Industries, Inc. Buy 6.33% -0.98%
ZEUS Olympic Steel, Inc. Buy 6.27% -1.96%
CDE Coeur Mining, Inc. Buy 6.39% 0%
GEVO Gevo, Inc. Sell -3.45% 7.56%
GPRE Green Plains Inc. Sell -3.59% 3.89%
GLT Glatfelter Corporation Sell -3.59% 3.75%
SEE Sealed Air Corporation Sell -3.88% 0%
PLL Piedmont Lithium Inc. Sell -3.88% 0%
The percentage of cash held in the portfolio is: 86.46%
New Assets Added
  • SEE
  • PLL
Assets Removed
None
Assets Rebalanced
None

Load more previous compositions

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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