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Portfolio Ref: EQ2010LO1W
Performance in the last:
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1D 0.4 %
1W 0.0 %
2W 0.0 %
1M -2.5 %
3M -9.3 %
6M 0.6 %
9M 2.5 %
1Y -4.5 %
Alpha
-18.3%
Beta
0.52
sharpe-R
0.04
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 07:51:00
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -13.74%
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 Industrials sector. The maximum number of assets that can be allocated in this strategy is 10.

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
3
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

2024-10-17 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 %
FBIN Sell All 1.86%
CIX Sell All 1.34%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
FBIN Fortune Brands Innovations, Inc. Buy 9.29% 0.8%
CIX CompX International Inc. Buy 9.21% -0.07%
The percentage of cash held in the portfolio is: 81.5%
New Assets Added
None
Assets Removed
Asset Action Perf %
CRS Sell All -1.66%
HRI Sell All 5.11%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRS Carpenter Technology Corporation Buy 9.87% 1.29%
HRI Herc Holdings Inc. Buy 10.04% 3.05%
FBIN Fortune Brands Innovations, Inc. Buy 9.17% -0.42%
CIX CompX International Inc. Buy 9.36% 1.67%
The percentage of cash held in the portfolio is: 61.57%
New Assets Added
None
Assets Removed
Asset Action Perf %
BXC Sell All 2.89%
FIX Sell All 3.26%
B Sell All 3.07%
GTLS Sell All 2.8%
CECO Sell All -1.48%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 9.95% -0.24%
FIX Comfort Systems USA, Inc. Buy 10.1% 1.18%
B Barnes Group Inc. Buy 10.28% 3%
GTLS Chart Industries, Inc. Buy 10.05% 0.75%
CECO CECO Environmental Corp. Buy 9.88% -0.98%
CRS Carpenter Technology Corporation Buy 10.04% 1.73%
HRI Herc Holdings Inc. Buy 10.02% 1.58%
FBIN Fortune Brands Innovations, Inc. Buy 9.21% -1.19%
CIX CompX International Inc. Buy 9.05% -2.91%
The percentage of cash held in the portfolio is: 11.41%
New Assets Added
None
Assets Removed
Asset Action Perf %
BECN Sell All -4.86%
Assets Rebalanced
None
2024-10-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 10.1% 2.67%
FIX Comfort Systems USA, Inc. Buy 10.04% 2.01%
B Barnes Group Inc. Buy 10.12% 2.81%
GTLS Chart Industries, Inc. Buy 10.04% 2.06%
CECO CECO Environmental Corp. Buy 9.91% 0.72%
BECN Beacon Roofing Supply, Inc. Buy 9.64% -0.97%
CRS Carpenter Technology Corporation Buy 9.87% 1.44%
HRI Herc Holdings Inc. Buy 9.88% 1.56%
FBIN Fortune Brands Innovations, Inc. Buy 9.19% 0%
CIX CompX International Inc. Buy 9.19% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FBIN
  • CIX
Assets Removed
Asset Action Perf %
GLDD Sell All 2.47%
ASPN Sell All -14.27%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 9.92% 2.29%
ASPN Aspen Aerogels, Inc. Buy 9.25% -5.93%
BXC BlueLinx Holdings Inc. Buy 9.9% 0.74%
FIX Comfort Systems USA, Inc. Buy 9.93% 1%
B Barnes Group Inc. Buy 10.1% 2.7%
GTLS Chart Industries, Inc. Buy 10% 1.75%
CECO CECO Environmental Corp. Buy 9.73% -1.05%
BECN Beacon Roofing Supply, Inc. Buy 9.72% 0%
CRS Carpenter Technology Corporation Buy 9.72% 0%
HRI Herc Holdings Inc. Buy 9.72% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BECN
  • CRS
  • HRI
Assets Removed
Asset Action Perf %
TPC Sell All -1.07%
FTAI Sell All 4.88%
TBI Sell All -7.1%
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

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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