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Portfolio Ref: EQ1525LS1M
Performance in the last:
Follow this Portfolio
1D -0.8 %
1W -1.8 %
2W -0.9 %
1M 0.1 %
3M -6.2 %
6M -6.7 %
9M -1.2 %
1Y -1.5 %
Alpha
-7.9%
Beta
0.22
sharpe-R
0.01
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.97
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 2024-10-18 07:50:56
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -10.41%
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
CBT Cabot Corporation Buy 6.76% 3.32%
FRD Friedman Industries, Incorporated Buy 6.87% 0.92%
HWKN Hawkins, Inc. Buy 6.55% 6.81%
PLL Piedmont Lithium Inc. Buy 7.04% -2.9%
OLN Olin Corporation Buy 7.16% -1.15%
SMID Smith-Midland Corporation Sell -3.48% 5.2%
HUN Huntsman Corporation Sell -3.93% 0.93%
OI O-I Glass, Inc. Sell -4% -2.19%
The percentage of cash held in the portfolio is: 77.01%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 6.76% 3.32%
FRD Friedman Industries, Incorporated Buy 6.87% 0.92%
HWKN Hawkins, Inc. Buy 6.55% 6.81%
PLL Piedmont Lithium Inc. Buy 7.04% -2.9%
OLN Olin Corporation Buy 7.16% -1.15%
SMID Smith-Midland Corporation Sell -3.48% 5.2%
HUN Huntsman Corporation Sell -3.93% 0.93%
OI O-I Glass, Inc. Sell -4% -2.19%
The percentage of cash held in the portfolio is: 77.01%
New Assets Added
None
Assets Removed
Asset Action Perf %
WDFC Buy All -3.16%
CMC Buy All -6.05%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 6.43% -0.38%
FRD Friedman Industries, Incorporated Buy 7.01% 4.41%
HWKN Hawkins, Inc. Buy 6.2% 2.54%
PLL Piedmont Lithium Inc. Buy 8.49% 18.79%
OLN Olin Corporation Buy 6.98% -2.31%
WDFC WD-40 Company Sell -3.6% -0.23%
SMID Smith-Midland Corporation Sell -3.62% 0%
HUN Huntsman Corporation Sell -3.91% -0.17%
CMC Commercial Metals Company Sell -3.89% 0.39%
OI O-I Glass, Inc. Sell -3.91% -1.33%
The percentage of cash held in the portfolio is: 83.82%
New Assets Added
None
Assets Removed
Asset Action Perf %
CDE Buy All 6.98%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 6.45% -0.35%
FRD Friedman Industries, Incorporated Buy 7.1% 5.53%
HWKN Hawkins, Inc. Buy 6.3% 3.87%
PLL Piedmont Lithium Inc. Buy 7.66% 7.02%
OLN Olin Corporation Buy 7.16% 0%
WDFC WD-40 Company Sell -3.59% 0.16%
SMID Smith-Midland Corporation Sell -3.46% 4.6%
CDE Coeur Mining, Inc. Sell -3.42% 10.03%
HUN Huntsman Corporation Sell -3.84% 1.85%
CMC Commercial Metals Company Sell -3.92% -0.15%
OI O-I Glass, Inc. Sell -3.93% -1.8%
The percentage of cash held in the portfolio is: 87.51%
New Assets Added
None
Assets Removed
Asset Action Perf %
TSE Sell All -7.88%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 6.39% -0.35%
FRD Friedman Industries, Incorporated Buy 7.12% 6.64%
HWKN Hawkins, Inc. Buy 6.1% 1.49%
TSE Trinseo PLC Buy 7.06% -2.88%
PLL Piedmont Lithium Inc. Buy 8.29% 16.77%
OLN Olin Corporation Buy 7.1% 0%
WDFC WD-40 Company Sell -3.52% 1.41%
SMID Smith-Midland Corporation Sell -3.47% 3.44%
CDE Coeur Mining, Inc. Sell -3.4% 10.03%
HUN Huntsman Corporation Sell -3.96% -1.94%
CMC Commercial Metals Company Sell -3.89% -0.15%
OI O-I Glass, Inc. Sell -3.94% -2.81%
The percentage of cash held in the portfolio is: 80.1%
New Assets Added
  • OLN
Assets Removed
None
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 6.45% -0.64%
FRD Friedman Industries, Incorporated Buy 7.08% 4.87%
HWKN Hawkins, Inc. Buy 6.07% -0.2%
TSE Trinseo PLC Buy 7.57% 2.88%
PLL Piedmont Lithium Inc. Buy 7.18% 0%
WDFC WD-40 Company Sell -3.61% -0.05%
SMID Smith-Midland Corporation Sell -3.43% 5.72%
CDE Coeur Mining, Inc. Sell -3.56% 6.83%
HUN Huntsman Corporation Sell -4.01% -2.07%
CMC Commercial Metals Company Sell -3.94% -0.3%
OI O-I Glass, Inc. Sell -3.99% -2.97%
The percentage of cash held in the portfolio is: 88.19%
New Assets Added
  • PLL
Assets Removed
Asset Action Perf %
MTRN Buy All -8.75%
MYE Buy All 13.75%
ALTO Sell All 15.28%
Assets Rebalanced
None
2024-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 8.61% 11.81%
CBT Cabot Corporation Buy 6.4% -2.02%
FRD Friedman Industries, Incorporated Buy 7.13% 5%
HWKN Hawkins, Inc. Buy 6% -1.86%
TSE Trinseo PLC Buy 7.15% -3.33%
MYE Myers Industries, Inc. Sell -3.3% 15.18%
WDFC WD-40 Company Sell -3.61% 0.75%
SMID Smith-Midland Corporation Sell -3.29% 9.97%
CDE Coeur Mining, Inc. Sell -3.95% -2.91%
HUN Huntsman Corporation Sell -3.95% 0.04%
MTRN Materion Corporation Sell -4.09% -3.54%
CMC Commercial Metals Company Sell -3.91% 1.02%
OI O-I Glass, Inc. Sell -3.9% 0%
The percentage of cash held in the portfolio is: 94.71%
New Assets Added
  • OI
Assets Removed
None
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 8.62% 12.5%
CBT Cabot Corporation Buy 6.46% -0.54%
FRD Friedman Industries, Incorporated Buy 7.15% 5.92%
HWKN Hawkins, Inc. Buy 6.2% 1.88%
TSE Trinseo PLC Buy 7.36% 0%
MYE Myers Industries, Inc. Sell -3.46% 10.67%
WDFC WD-40 Company Sell -3.64% -0.82%
SMID Smith-Midland Corporation Sell -3.28% 9.62%
CDE Coeur Mining, Inc. Sell -3.9% -2.18%
HUN Huntsman Corporation Sell -3.93% 0%
MTRN Materion Corporation Sell -3.93% 0%
CMC Commercial Metals Company Sell -3.93% 0%
The percentage of cash held in the portfolio is: 90.3%
New Assets Added
  • HUN
  • MTRN
  • CMC
  • TSE
Assets Removed
None
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 8.59% 11.81%
CBT Cabot Corporation Buy 6.55% 0.52%
FRD Friedman Industries, Incorporated Buy 7.14% 5.39%
HWKN Hawkins, Inc. Buy 6.2% 1.62%
MYE Myers Industries, Inc. Sell -3.67% 5.47%
WDFC WD-40 Company Sell -3.64% -0.47%
SMID Smith-Midland Corporation Sell -3.52% 3.5%
CDE Coeur Mining, Inc. Sell -3.83% 0%
The percentage of cash held in the portfolio is: 86.18%
New Assets Added
  • CDE
Assets Removed
Asset Action Perf %
TSE Sell All 8.72%
Assets Rebalanced
None
2024-09-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 8.72% 13.89%
CBT Cabot Corporation Buy 6.47% -0.32%
TSE Trinseo PLC Buy 7.58% 16.81%
FRD Friedman Industries, Incorporated Buy 6.96% 3.16%
HWKN Hawkins, Inc. Buy 6.08% 0%
MYE Myers Industries, Inc. Sell -3.68% 4.92%
WDFC WD-40 Company Sell -3.62% -0.34%
SMID Smith-Midland Corporation Sell -3.49% 4.08%
The percentage of cash held in the portfolio is: 74.98%
New Assets Added
  • HWKN
Assets Removed
Asset Action Perf %
CMT Buy All -1.01%
Assets Rebalanced
None
2024-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 8.87% 16.67%
CBT Cabot Corporation Buy 6.47% 0.39%
TSE Trinseo PLC Buy 7.85% 21.7%
FRD Friedman Industries, Incorporated Buy 7.11% 6.05%
CMT Core Molding Technologies, Inc. Sell -3.92% -0.85%
MYE Myers Industries, Inc. Sell -3.65% 5.13%
WDFC WD-40 Company Sell -3.59% 0.02%
SMID Smith-Midland Corporation Sell -3.6% 0.2%
The percentage of cash held in the portfolio is: 84.46%
New Assets Added
None
Assets Removed
Asset Action Perf %
FMC Buy All -5.32%
PPTA Buy All -17.91%
Assets Rebalanced
None
2024-09-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 8.47% 9.72%
CBT Cabot Corporation Buy 6.37% -2.61%
TSE Trinseo PLC Buy 6.94% 6.17%
FRD Friedman Industries, Incorporated Buy 6.82% 0.2%
CMT Core Molding Technologies, Inc. Sell -3.92% 0.73%
FMC FMC Corporation Sell -3.99% -2.12%
MYE Myers Industries, Inc. Sell -3.68% 5.75%
PPTA Perpetua Resources Corp. Sell -3.82% -5.29%
WDFC WD-40 Company Sell -3.61% 0.83%
SMID Smith-Midland Corporation Sell -3.66% 0%
The percentage of cash held in the portfolio is: 94.08%
New Assets Added
  • SMID
Assets Removed
None
Assets Rebalanced
None
2024-09-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 8.72% 12.5%
CBT Cabot Corporation Buy 6.46% -1.66%
TSE Trinseo PLC Buy 6.23% -5.11%
FRD Friedman Industries, Incorporated Buy 6.83% 0%
CMT Core Molding Technologies, Inc. Sell -3.91% 1.3%
FMC FMC Corporation Sell -3.98% -1.47%
MYE Myers Industries, Inc. Sell -3.82% 2.53%
PPTA Perpetua Resources Corp. Sell -3.66% -0.7%
WDFC WD-40 Company Sell -3.66% 0%
The percentage of cash held in the portfolio is: 90.79%
New Assets Added
  • WDFC
  • FRD
Assets Removed
None
Assets Rebalanced
None
2024-09-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 9.24% 20.14%
CBT Cabot Corporation Buy 6.52% 0%
TSE Trinseo PLC Buy 6.52% 0%
CMT Core Molding Technologies, Inc. Sell -4.1% -4.17%
FMC FMC Corporation Sell -3.99% -2.55%
MYE Myers Industries, Inc. Sell -3.85% 1.09%
PPTA Perpetua Resources Corp. Sell -3.61% 0%
The percentage of cash held in the portfolio is: 93.27%
New Assets Added
  • PPTA
  • CBT
  • TSE
Assets Removed
None
Assets Rebalanced
None
2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 8.59% 11.11%
CMT Core Molding Technologies, Inc. Sell -4.09% -3.49%
FMC FMC Corporation Sell -3.96% -1.15%
MYE Myers Industries, Inc. Sell -3.74% 4.24%
The percentage of cash held in the portfolio is: 103.2%
New Assets Added
None
Assets Removed
Asset Action Perf %
TUP Sell All -57.14%
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
TUP Tupperware Brands Corporation Buy 5.9% 0.84%
ALTO Alto Ingredients, Inc. Buy 8% 6.94%
CMT Core Molding Technologies, Inc. Sell -3.88% -1.41%
FMC FMC Corporation Sell -3.84% -1.39%
MYE Myers Industries, Inc. Sell -3.56% 5.95%
The percentage of cash held in the portfolio is: 97.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
SMID Buy All -13.8%
Assets Rebalanced
None

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Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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