Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQ2015LS1M
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W -1.0 %
2W -4.0 %
1M -9.5 %
3M -3.0 %
6M -1.9 %
9M -16.7 %
1Y -15.4 %
Alpha
-22.4%
Beta
0.37
sharpe-R
-0.73
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 06:59:58
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -21.3%
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 Industrials sector. The maximum number of assets that can be allocated in this strategy is 15.

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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
4

Do you want to invest in this strategy ?

Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Action Weight PnL
GVA Granite Construction Incorporated Buy 12.48% -2.59%
WCC WESCO International, Inc. Buy 13.31% 3.94%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.86% 1.43%
ARCB ArcBest Corporation Sell -6.54% 5.54%
VVX V2X, Inc. Sell -5.7% 16.3%
KTOS Kratos Defense & Security Solutions, Inc. Sell -5.42% 20.42%
The percentage of cash held in the portfolio is: 98.73%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
GVA Granite Construction Incorporated Buy 12.48% -2.59%
WCC WESCO International, Inc. Buy 13.31% 3.94%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.86% 1.43%
ARCB ArcBest Corporation Sell -6.54% 5.54%
VVX V2X, Inc. Sell -5.7% 16.3%
KTOS Kratos Defense & Security Solutions, Inc. Sell -5.42% 20.42%
The percentage of cash held in the portfolio is: 98.73%
New Assets Added
None
Assets Removed
Asset Action Perf %
MTZ Sell All -7.59%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
MTZ MasTec, Inc. Buy 11.99% -6.79%
GVA Granite Construction Incorporated Buy 12.57% -2.24%
WCC WESCO International, Inc. Buy 13.15% 2.26%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.7% 4.05%
ARCB ArcBest Corporation Sell -6.6% 5.1%
VVX V2X, Inc. Sell -5.92% 13.43%
KTOS Kratos Defense & Security Solutions, Inc. Sell -5.73% 16.32%
The percentage of cash held in the portfolio is: 87.24%
New Assets Added
None
Assets Removed
Asset Action Perf %
BXC Sell All -2.3%
SXI Sell All 3.97%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 12.82% -4%
SXI Standex International Corporation Buy 13.47% 3.73%
MTZ MasTec, Inc. Buy 12.18% -5.99%
GVA Granite Construction Incorporated Buy 12.59% -2.8%
WCC WESCO International, Inc. Buy 13.22% 2.08%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.72% 4.53%
ARCB ArcBest Corporation Sell -6.56% 6.35%
VVX V2X, Inc. Sell -6.09% 11.57%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.26% 9.14%
The percentage of cash held in the portfolio is: 61.36%
New Assets Added
None
Assets Removed
Asset Action Perf %
SPCE Buy All 25.05%
FORR Sell All -8.67%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 13.01% -0.77%
FORR Forrester Research, Inc. Buy 13.23% 3.92%
SXI Standex International Corporation Buy 13.52% 6.03%
MTZ MasTec, Inc. Buy 12.16% -4.49%
GVA Granite Construction Incorporated Buy 12.5% -1.76%
WCC WESCO International, Inc. Buy 12.66% -0.51%
SPCE Virgin Galactic Holdings, Inc. Sell -4.59% 25.05%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.71% 2.87%
ARCB ArcBest Corporation Sell -6.46% 6.1%
VVX V2X, Inc. Sell -6.19% 8.49%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.36% 6.04%
The percentage of cash held in the portfolio is: 53.24%
New Assets Added
None
Assets Removed
Asset Action Perf %
TPIC Sell All -21.43%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 12.94% -1.01%
FORR Forrester Research, Inc. Buy 12.9% 1.72%
SXI Standex International Corporation Buy 13.36% 5.1%
TPIC TPI Composites, Inc. Buy 13.17% -17.86%
MTZ MasTec, Inc. Buy 12.5% -1.44%
GVA Granite Construction Incorporated Buy 12.59% -0.74%
WCC WESCO International, Inc. Buy 12.45% -1.84%
SPCE Virgin Galactic Holdings, Inc. Sell -4.78% 21.57%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.64% 3.65%
ARCB ArcBest Corporation Sell -6.25% 8.93%
VVX V2X, Inc. Sell -6.27% 7%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.42% 4.89%
The percentage of cash held in the portfolio is: 40.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
SAIA Sell All 3.96%
TBI Sell All -9.95%
GTLS Sell All -7.92%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 13.43% 8%
FORR Forrester Research, Inc. Buy 12.78% 5.85%
SXI Standex International Corporation Buy 12.33% 1.97%
SAIA Saia, Inc. Buy 13.84% 5.13%
GTLS Chart Industries, Inc. Buy 12.54% -0.9%
TPIC TPI Composites, Inc. Buy 14.81% -2.98%
MTZ MasTec, Inc. Buy 12.07% 0%
GVA Granite Construction Incorporated Buy 12.07% 0%
WCC WESCO International, Inc. Buy 12.07% 0%
TBI TrueBlue, Inc. Buy 12.07% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -5.03% 13.35%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.59% -0.53%
ARCB ArcBest Corporation Sell -6.16% 5.59%
VVX V2X, Inc. Sell -6.17% 3.8%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.33% 1.41%
The percentage of cash held in the portfolio is: 2.29%
New Assets Added
  • MTZ
  • GVA
  • WCC
  • TBI
Assets Removed
None
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 13.06% 3.44%
FORR Forrester Research, Inc. Buy 13.14% 7.23%
SXI Standex International Corporation Buy 12.42% 1.2%
SAIA Saia, Inc. Buy 13.66% 2.24%
GTLS Chart Industries, Inc. Buy 12.38% -3.66%
TPIC TPI Composites, Inc. Buy 14.38% -7.14%
SPCE Virgin Galactic Holdings, Inc. Sell -4.85% 17.73%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.63% 0.3%
ARCB ArcBest Corporation Sell -6.33% 4.48%
VVX V2X, Inc. Sell -6.29% 3.5%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.25% 4.04%
The percentage of cash held in the portfolio is: 51.31%
New Assets Added
None
Assets Removed
Asset Action Perf %
EVI Sell All -7.46%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 12.92% 3.83%
FORR Forrester Research, Inc. Buy 12.94% 7.16%
SXI Standex International Corporation Buy 12.37% 2.18%
SAIA Saia, Inc. Buy 13.87% 5.3%
GTLS Chart Industries, Inc. Buy 12.21% -3.58%
TPIC TPI Composites, Inc. Buy 15.09% -1.19%
EVI EVI Industries, Inc. Buy 11.75% -4.4%
SPCE Virgin Galactic Holdings, Inc. Sell -4.86% 16.27%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.57% -0.12%
ARCB ArcBest Corporation Sell -6.41% 1.8%
VVX V2X, Inc. Sell -6.22% 3.17%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.3% 1.9%
The percentage of cash held in the portfolio is: 39.21%
New Assets Added
None
Assets Removed
Asset Action Perf %
JELD Sell All 9.07%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
JELD JELD-WEN Holding, Inc. Buy 12.49% 16.37%
BXC BlueLinx Holdings Inc. Buy 12.96% 5.79%
FORR Forrester Research, Inc. Buy 12.74% 7.16%
SXI Standex International Corporation Buy 12.18% 2.25%
SAIA Saia, Inc. Buy 13.77% 6.15%
GTLS Chart Industries, Inc. Buy 11.87% -4.79%
TPIC TPI Composites, Inc. Buy 15.66% 4.17%
EVI EVI Industries, Inc. Buy 12.11% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -5.22% 8.78%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.52% -0.95%
ARCB ArcBest Corporation Sell -6.44% -0.14%
VVX V2X, Inc. Sell -6.31% 0.22%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.21% 1.9%
The percentage of cash held in the portfolio is: 26.9%
New Assets Added
  • EVI
Assets Removed
Asset Action Perf %
PRIM Sell All -15.19%
DY Sell All -6.55%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
JELD JELD-WEN Holding, Inc. Buy 11.79% 13.07%
PRIM Primoris Services Corporation Buy 12.35% 6.14%
BXC BlueLinx Holdings Inc. Buy 12.54% 5.3%
FORR Forrester Research, Inc. Buy 12.05% 4.27%
SXI Standex International Corporation Buy 12.07% 4.3%
SAIA Saia, Inc. Buy 13.23% 4.98%
GTLS Chart Industries, Inc. Buy 12.4% 2.31%
DY Dycom Industries, Inc. Buy 12.36% 1.15%
TPIC TPI Composites, Inc. Buy 14.61% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -5.44% 2.01%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.18% 1.44%
ARCB ArcBest Corporation Sell -6.15% 1.62%
VVX V2X, Inc. Sell -6.08% 1.04%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.15% 0%
The percentage of cash held in the portfolio is: 16.61%
New Assets Added
  • KTOS
  • TPIC
Assets Removed
Asset Action Perf %
KTOS Sell All 15.58%
MATW Sell All -6.94%
Assets Rebalanced
None
2025-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
KTOS Kratos Defense & Security Solutions, Inc. Buy 10.57% 17.07%
JELD JELD-WEN Holding, Inc. Buy 11.81% 14.02%
PRIM Primoris Services Corporation Buy 12.49% 7.97%
BXC BlueLinx Holdings Inc. Buy 12.31% 4.02%
FORR Forrester Research, Inc. Buy 12.11% 5.44%
SXI Standex International Corporation Buy 11.96% 4.01%
SAIA Saia, Inc. Buy 13.34% 6.52%
MATW Matthews International Corporation Buy 11.73% -3.12%
GTLS Chart Industries, Inc. Buy 12.19% 1.24%
DY Dycom Industries, Inc. Buy 12.19% 0.36%
SPCE Virgin Galactic Holdings, Inc. Sell -5.42% 1.83%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.16% 1.26%
ARCB ArcBest Corporation Sell -6.22% -0.12%
VVX V2X, Inc. Sell -6.1% 0%
The percentage of cash held in the portfolio is: 3.2%
New Assets Added
  • VVX
Assets Removed
None
Assets Rebalanced
Asset Action Weight
SAIA Buy 1.16%
GTLS Buy 1.25%
DY Buy 1.34%
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
KTOS Kratos Defense & Security Solutions, Inc. Buy 10.72% 18.35%
JELD JELD-WEN Holding, Inc. Buy 11.75% 13.07%
FORR Forrester Research, Inc. Buy 11.97% 3.99%
PRIM Primoris Services Corporation Buy 12.53% 8.03%
BXC BlueLinx Holdings Inc. Buy 12.28% 3.55%
SAIA Saia, Inc. Buy 10.93% 5.28%
SXI Standex International Corporation Buy 12.12% 5.06%
MATW Matthews International Corporation Buy 11.81% -2.76%
DY Dycom Industries, Inc. Buy 10.91% 0.66%
GTLS Chart Industries, Inc. Buy 10.88% 0.38%
SPCE Virgin Galactic Holdings, Inc. Sell -5.44% 1.83%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.34% -1.43%
ARCB ArcBest Corporation Sell -6.12% 1.64%
The percentage of cash held in the portfolio is: 2%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
SXI Buy 1.21%
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
KTOS Kratos Defense & Security Solutions, Inc. Buy 10.61% 19.27%
JELD JELD-WEN Holding, Inc. Buy 11.77% 15.43%
FORR Forrester Research, Inc. Buy 11.98% 5.99%
PRIM Primoris Services Corporation Buy 12.45% 9.33%
SXI Standex International Corporation Buy 10.82% 6.12%
SAIA Saia, Inc. Buy 10.95% 7.38%
BXC BlueLinx Holdings Inc. Buy 12.37% 6.23%
GTLS Chart Industries, Inc. Buy 10.89% 2.34%
DY Dycom Industries, Inc. Buy 10.87% 2.15%
MATW Matthews International Corporation Buy 11.92% 0.03%
SPCE Virgin Galactic Holdings, Inc. Sell -5.45% -0.37%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.21% -1.15%
ARCB ArcBest Corporation Sell -6.11% 0%
The percentage of cash held in the portfolio is: 3.15%
New Assets Added
  • ARCB
Assets Removed
Asset Action Perf %
FWRD Buy All -8.91%
Assets Rebalanced
None
2025-01-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
KTOS Kratos Defense & Security Solutions, Inc. Buy 10.39% 13.85%
JELD JELD-WEN Holding, Inc. Buy 11.71% 11.9%
FORR Forrester Research, Inc. Buy 12.12% 4.54%
PRIM Primoris Services Corporation Buy 12.17% 4.21%
SXI Standex International Corporation Buy 10.9% 4.19%
SAIA Saia, Inc. Buy 10.82% 3.41%
BXC BlueLinx Holdings Inc. Buy 12.27% 2.67%
GTLS Chart Industries, Inc. Buy 10.96% 0.41%
DY Dycom Industries, Inc. Buy 10.91% -0.05%
MATW Matthews International Corporation Buy 12.18% -0.35%
FWRD Forward Air Corporation Sell -5.86% -5.91%
SPCE Virgin Galactic Holdings, Inc. Sell -5.25% 5.85%
JBHT J.B. Hunt Transport Services, Inc. Sell -6.3% 0%
The percentage of cash held in the portfolio is: 2.99%
New Assets Added
  • JBHT
Assets Removed
None
Assets Rebalanced
Asset Action Weight
FORR Buy 0.61%
PRIM Buy 0.64%
MATW Buy 0.66%
BXC Buy 0.8%
2025-01-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
KTOS Kratos Defense & Security Solutions, Inc. Buy 10.59% 15.31%
JELD JELD-WEN Holding, Inc. Buy 11.63% 10.48%
BXC BlueLinx Holdings Inc. Buy 11.02% 4.74%
PRIM Primoris Services Corporation Buy 10.85% 3.08%
SXI Standex International Corporation Buy 10.67% 1.39%
FORR Forrester Research, Inc. Buy 10.72% 1.86%
SAIA Saia, Inc. Buy 10.82% 2.84%
MATW Matthews International Corporation Buy 10.98% 0%
DY Dycom Industries, Inc. Buy 10.98% 0%
GTLS Chart Industries, Inc. Buy 10.98% 0%
FWRD Forward Air Corporation Sell -5.85% -5%
SPCE Virgin Galactic Holdings, Inc. Sell -5.42% 3.47%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MATW
  • DY
  • GTLS
Assets Removed
Asset Action Perf %
BBCP Sell All 30.44%
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

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.
Cookies Settings