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Portfolio Ref: EQ155LO1W
Performance in the last:
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1D 0.0 %
1W -0.3 %
2W -5.9 %
1M -8.6 %
3M -9.6 %
6M -14.4 %
9M -5.1 %
1Y -9.0 %
Alpha
-26.4%
Beta
0.57
sharpe-R
-0.38
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.5
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 2024-11-22 08:45:36
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -18.95%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.

The assets selection in this portfolio is based on: Pattern-Driven Strategy.
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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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

2024-11-20 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 %
ALTO Sell All 2.21%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 17.19% 2.21%
The percentage of cash held in the portfolio is: 82.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
HDSN Sell All -6.36%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 16.15% -3.68%
HDSN Hudson Technologies, Inc. Buy 20.46% 0%
The percentage of cash held in the portfolio is: 63.39%
New Assets Added
  • HDSN
Assets Removed
Asset Action Perf %
CMT Sell All -2.96%
IOSP Sell All -2.5%
SMID Sell All 1.2%
MYE Sell All -1.8%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
IOSP Innospec Inc. Buy 20.04% -2.38%
CMT Core Molding Technologies, Inc. Buy 20.21% -1.54%
SMID Smith-Midland Corporation Buy 20.71% 0.87%
MYE Myers Industries, Inc. Buy 20.46% -0.33%
ALTO Alto Ingredients, Inc. Buy 16.57% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ALTO
Assets Removed
None
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
IOSP Innospec Inc. Buy 20.13% -0.42%
CMT Core Molding Technologies, Inc. Buy 20.64% 2.13%
SMID Smith-Midland Corporation Buy 20.56% 1.74%
MYE Myers Industries, Inc. Buy 20.38% 0.82%
The percentage of cash held in the portfolio is: 18.28%
New Assets Added
None
Assets Removed
Asset Action Perf %
FF Sell All -19.74%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
IOSP Innospec Inc. Buy 19.6% 0%
FF FutureFuel Corp. Buy 19.6% 0%
CMT Core Molding Technologies, Inc. Buy 19.6% 0%
SMID Smith-Midland Corporation Buy 19.6% 0%
MYE Myers Industries, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • IOSP
  • FF
  • CMT
  • SMID
  • MYE
Assets Removed
None
Assets Rebalanced
None
2024-10-28 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 %
GEVO Sell All -5.43%
RGLD Sell All -1.51%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
GEVO Gevo, Inc. Buy 19.25% -3.83%
RGLD Royal Gold, Inc. Buy 20.22% 1.06%
The percentage of cash held in the portfolio is: 60.53%
New Assets Added
None
Assets Removed
Asset Action Perf %
OI Sell All -7.74%
Assets Rebalanced
None
2024-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
GEVO Gevo, Inc. Buy 19.6% 0%
OI O-I Glass, Inc. Buy 19.6% 0%
RGLD Royal Gold, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 41.2%
New Assets Added
  • GEVO
  • OI
  • RGLD
Assets Removed
None
Assets Rebalanced
None
2024-10-15 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 %
OLN Sell All -0.88%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
OLN Olin Corporation Buy 19.11% -1.15%
The percentage of cash held in the portfolio is: 80.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
TG Sell All -0.96%
AVD Sell All -0.77%
SMID Sell All 6.1%
OI Sell All 0.91%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
TG Tredegar Corporation Buy 19.33% -1.79%
AVD American Vanguard Corporation Buy 19.34% -1.73%
SMID Smith-Midland Corporation Buy 20.15% 2.42%
OI O-I Glass, Inc. Buy 19.65% -0.15%
OLN Olin Corporation Buy 19.54% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OLN
Assets Removed
Asset Action Perf %
GPK Sell All -3.45%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPK Graphic Packaging Holding Company Buy 19.6% -2.7%
TG Tredegar Corporation Buy 19.6% 0%
AVD American Vanguard Corporation Buy 19.6% 0%
SMID Smith-Midland Corporation Buy 19.6% 0%
OI O-I Glass, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TG
  • AVD
  • SMID
  • OI
Assets Removed
Asset Action Perf %
HWKN Sell All -0.2%
IOSP Sell All -1.59%
Assets Rebalanced
None
2024-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
HWKN Hawkins, Inc. Buy 19.35% -1.86%
IOSP Innospec Inc. Buy 19.02% -3.53%
GPK Graphic Packaging Holding Company Buy 19.65% -3.28%
The percentage of cash held in the portfolio is: 41.99%
New Assets Added
None
Assets Removed
Asset Action Perf %
NTIC Sell All -3.49%
OI Sell All -3.17%
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
NTIC Northern Technologies International Corporation Buy 19.99% -0.24%
OI O-I Glass, Inc. Buy 19.88% -0.83%
HWKN Hawkins, Inc. Buy 19.44% 1.62%
IOSP Innospec Inc. Buy 18.97% -0.88%
GPK Graphic Packaging Holding Company Buy 19.72% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GPK
Assets Removed
Asset Action Perf %
FRD Sell All 5.39%
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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