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Portfolio Ref: EQ2010LO2W
Performance in the last:
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1D 1.5 %
1W -0.2 %
2W -1.2 %
1M -1.5 %
3M -6.5 %
6M 0.5 %
9M 5.3 %
1Y 4.7 %
Alpha
-12.2%
Beta
0.56
sharpe-R
0.49
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 07:51:01
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -10.98%
Max. DrawDown Benchmark -8.41%

This Long Only 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 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

Asset Action Weight PnL
FIX Comfort Systems USA, Inc. Buy 10.29% 4.12%
B Barnes Group Inc. Buy 10.16% 2.81%
GTLS Chart Industries, Inc. Buy 10.12% 2.39%
CECO CECO Environmental Corp. Buy 9.8% -0.83%
BXC BlueLinx Holdings Inc. Buy 9.59% 2.71%
FBIN Fortune Brands Innovations, Inc. Buy 9.3% 0.59%
CIX CompX International Inc. Buy 9.4% 1.7%
The percentage of cash held in the portfolio is: 31.33%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIX Comfort Systems USA, Inc. Buy 10.19% 3.02%
B Barnes Group Inc. Buy 10.17% 2.85%
GTLS Chart Industries, Inc. Buy 10.13% 2.45%
CECO CECO Environmental Corp. Buy 9.5% -3.94%
BXC BlueLinx Holdings Inc. Buy 9.85% 5.45%
FBIN Fortune Brands Innovations, Inc. Buy 9.42% 1.86%
CIX CompX International Inc. Buy 9.37% 1.34%
The percentage of cash held in the portfolio is: 31.35%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All 5.56%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 10.15% 3.62%
FIX Comfort Systems USA, Inc. Buy 10.25% 3.26%
B Barnes Group Inc. Buy 10.23% 3.07%
GTLS Chart Industries, Inc. Buy 10.21% 2.8%
CECO CECO Environmental Corp. Buy 9.78% -1.48%
BXC BlueLinx Holdings Inc. Buy 9.57% 2.13%
FBIN Fortune Brands Innovations, Inc. Buy 9.24% -0.42%
CIX CompX International Inc. Buy 9.44% 1.67%
The percentage of cash held in the portfolio is: 21.13%
New Assets Added
None
Assets Removed
Asset Action Perf %
DRS Sell All 4.7%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
DRS Leonardo DRS, Inc. Buy 10.24% 3.59%
GLDD Great Lakes Dredge & Dock Corporation Buy 10.13% 1.94%
FIX Comfort Systems USA, Inc. Buy 10.19% 1.18%
B Barnes Group Inc. Buy 10.37% 3%
GTLS Chart Industries, Inc. Buy 10.15% 0.75%
CECO CECO Environmental Corp. Buy 9.97% -0.98%
BXC BlueLinx Holdings Inc. Buy 9.42% -0.97%
FBIN Fortune Brands Innovations, Inc. Buy 9.3% -1.19%
CIX CompX International Inc. Buy 9.14% -2.91%
The percentage of cash held in the portfolio is: 11.09%
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
DRS Leonardo DRS, Inc. Buy 10.66% 10.12%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.97% 2.47%
FIX Comfort Systems USA, Inc. Buy 10.06% 2.01%
B Barnes Group Inc. Buy 10.14% 2.81%
GTLS Chart Industries, Inc. Buy 10.07% 2.06%
CECO CECO Environmental Corp. Buy 9.94% 0.72%
BECN Beacon Roofing Supply, Inc. Buy 9.22% -0.97%
BXC BlueLinx Holdings Inc. Buy 9.49% 1.92%
FBIN Fortune Brands Innovations, Inc. Buy 9.22% 0%
CIX CompX International Inc. Buy 9.22% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FBIN
  • CIX
Assets Removed
Asset Action Perf %
ASPN Sell All -14.27%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
DRS Leonardo DRS, Inc. Buy 10.53% 8.9%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.97% 2.56%
ASPN Aspen Aerogels, Inc. Buy 9.27% -5.93%
FIX Comfort Systems USA, Inc. Buy 9.92% 0.69%
B Barnes Group Inc. Buy 10.12% 2.7%
GTLS Chart Industries, Inc. Buy 9.87% 0.18%
CECO CECO Environmental Corp. Buy 9.75% -1.05%
BECN Beacon Roofing Supply, Inc. Buy 9.28% -0.27%
BXC BlueLinx Holdings Inc. Buy 9.3% 0%
The percentage of cash held in the portfolio is: 11.98%
New Assets Added
None
Assets Removed
Asset Action Perf %
MRCY Sell All 0.11%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
MRCY Mercury Systems, Inc. Buy 9.98% 0.46%
DRS Leonardo DRS, Inc. Buy 10.51% 8.9%
GLDD Great Lakes Dredge & Dock Corporation Buy 9.92% 2.29%
ASPN Aspen Aerogels, Inc. Buy 9.25% -5.93%
FIX Comfort Systems USA, Inc. Buy 9.93% 1%
B Barnes Group Inc. Buy 10.1% 2.7%
GTLS Chart Industries, Inc. Buy 10.01% 1.75%
CECO CECO Environmental Corp. Buy 9.73% -1.05%
BECN Beacon Roofing Supply, Inc. Buy 9.28% 0%
BXC BlueLinx Holdings Inc. Buy 9.28% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BECN
  • BXC
Assets Removed
Asset Action Perf %
MATX Sell All -5.25%
IBP Sell All -5.31%
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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