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Portfolio Ref: EQ2015LS2W
Performance in the last:
Follow this Portfolio
1D 1.7 %
1W -2.2 %
2W -3.6 %
1M -5.7 %
3M -8.4 %
6M 1.1 %
9M 8.3 %
1Y -8.0 %
Alpha
-24.5%
Beta
0.54
sharpe-R
-0.21
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 07:51:11
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17.58%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 15.

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.

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
FIX Comfort Systems USA, Inc. Buy 12.67% 4.12%
B Barnes Group Inc. Buy 12.51% 2.81%
GTLS Chart Industries, Inc. Buy 12.46% 2.39%
CECO CECO Environmental Corp. Buy 12.07% -0.83%
BXC BlueLinx Holdings Inc. Buy 14.03% 2.71%
FBIN Fortune Brands Innovations, Inc. Buy 13.04% 0.59%
CIX CompX International Inc. Buy 13.18% 1.7%
PRLB Proto Labs, Inc. Sell -7.24% -4.25%
The percentage of cash held in the portfolio is: 17.28%
** 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 12.54% 3.02%
B Barnes Group Inc. Buy 12.52% 2.85%
GTLS Chart Industries, Inc. Buy 12.47% 2.45%
CECO CECO Environmental Corp. Buy 11.69% -3.94%
BXC BlueLinx Holdings Inc. Buy 14.41% 5.45%
FBIN Fortune Brands Innovations, Inc. Buy 13.2% 1.86%
CIX CompX International Inc. Buy 13.13% 1.34%
PRLB Proto Labs, Inc. Sell -7.23% -4.11%
The percentage of cash held in the portfolio is: 17.28%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All 5.56%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 11.96% 1.06%
FIX Comfort Systems USA, Inc. Buy 12.75% 4.13%
B Barnes Group Inc. Buy 12.62% 3.07%
GTLS Chart Industries, Inc. Buy 12.6% 2.9%
CECO CECO Environmental Corp. Buy 11.97% -2.31%
BXC BlueLinx Holdings Inc. Buy 14.12% 2.67%
FBIN Fortune Brands Innovations, Inc. Buy 13.15% 0.8%
CIX CompX International Inc. Buy 13.04% -0.07%
PRLB Proto Labs, Inc. Sell -7.11% -1.68%
The percentage of cash held in the portfolio is: 4.9%
New Assets Added
None
Assets Removed
Asset Action Perf %
WCC Buy All -4.45%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 12.23% 3.62%
FIX Comfort Systems USA, Inc. Buy 12.61% 3.26%
B Barnes Group Inc. Buy 12.59% 3.07%
GTLS Chart Industries, Inc. Buy 12.55% 2.8%
CECO CECO Environmental Corp. Buy 12.03% -1.48%
BXC BlueLinx Holdings Inc. Buy 14% 2.13%
FBIN Fortune Brands Innovations, Inc. Buy 12.95% -0.42%
CIX CompX International Inc. Buy 13.22% 1.67%
WCC WESCO International, Inc. Sell -5.71% -4.01%
PRLB Proto Labs, Inc. Sell -7.09% -1.64%
The percentage of cash held in the portfolio is: 10.62%
New Assets Added
None
Assets Removed
Asset Action Perf %
ATI Buy All 0.55%
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 14.81% 3.59%
GLDD Great Lakes Dredge & Dock Corporation Buy 12.23% 1.94%
FIX Comfort Systems USA, Inc. Buy 12.56% 1.18%
B Barnes Group Inc. Buy 12.78% 3%
GTLS Chart Industries, Inc. Buy 12.5% 0.75%
CECO CECO Environmental Corp. Buy 12.29% -0.98%
BXC BlueLinx Holdings Inc. Buy 13.8% -0.97%
FBIN Fortune Brands Innovations, Inc. Buy 13.06% -1.19%
CIX CompX International Inc. Buy 12.83% -2.91%
WCC WESCO International, Inc. Sell -5.54% 0.73%
ATI ATI Inc. Sell -4.83% 1.52%
PRLB Proto Labs, Inc. Sell -7.19% -1.47%
The percentage of cash held in the portfolio is: 0.7%
New Assets Added
None
Assets Removed
Asset Action Perf %
TGI Buy All -12.15%
WSC Buy All 6.93%
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 15.09% 10.12%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.78% 2.47%
FIX Comfort Systems USA, Inc. Buy 12.14% 2.01%
B Barnes Group Inc. Buy 12.23% 2.81%
GTLS Chart Industries, Inc. Buy 12.14% 2.06%
CECO CECO Environmental Corp. Buy 11.98% 0.72%
BECN Beacon Roofing Supply, Inc. Buy 13.23% -0.97%
BXC BlueLinx Holdings Inc. Buy 13.61% 1.92%
FBIN Fortune Brands Innovations, Inc. Buy 12.67% 0%
CIX CompX International Inc. Buy 12.67% 0%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.19% 5.83%
WCC WESCO International, Inc. Sell -5.3% 0.82%
ATI ATI Inc. Sell -4.63% 1.69%
TGI Triumph Group, Inc. Sell -6.53% 7.47%
PRLB Proto Labs, Inc. Sell -6.89% -1.47%
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 14.91% 8.9%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.78% 2.56%
ASPN Aspen Aerogels, Inc. Buy 11.18% -5.93%
FIX Comfort Systems USA, Inc. Buy 11.96% 0.69%
B Barnes Group Inc. Buy 12.2% 2.7%
GTLS Chart Industries, Inc. Buy 11.9% 0.18%
CECO CECO Environmental Corp. Buy 11.76% -1.05%
BECN Beacon Roofing Supply, Inc. Buy 13.3% -0.27%
BXC BlueLinx Holdings Inc. Buy 13.34% 0%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.13% 6.68%
WCC WESCO International, Inc. Sell -5.24% 1.96%
ATI ATI Inc. Sell -4.71% -0.14%
TGI Triumph Group, Inc. Sell -6.54% 7.15%
PRLB Proto Labs, Inc. Sell -6.83% -0.71%
The percentage of cash held in the portfolio is: 17.12%
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 15.21% 0.46%
DRS Leonardo DRS, Inc. Buy 14.94% 8.9%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.77% 2.29%
ASPN Aspen Aerogels, Inc. Buy 11.2% -5.93%
FIX Comfort Systems USA, Inc. Buy 12.03% 1%
B Barnes Group Inc. Buy 12.23% 2.7%
GTLS Chart Industries, Inc. Buy 12.11% 1.75%
CECO CECO Environmental Corp. Buy 11.78% -1.05%
BECN Beacon Roofing Supply, Inc. Buy 13.37% 0%
BXC BlueLinx Holdings Inc. Buy 13.37% 0%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.26% 4.88%
WCC WESCO International, Inc. Sell -5.23% 2.3%
ATI ATI Inc. Sell -4.76% -1.14%
TGI Triumph Group, Inc. Sell -6.95% 1.59%
PRLB Proto Labs, Inc. Sell -6.8% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PRLB
  • BECN
  • BXC
Assets Removed
Asset Action Perf %
BECN Buy All -12.46%
MATX Sell All -5.25%
IBP Sell All -5.31%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
MRCY Mercury Systems, Inc. Buy 15.29% 2.1%
MATX Matson, Inc. Buy 14.4% -3.8%
DRS Leonardo DRS, Inc. Buy 14.77% 8.9%
IBP Installed Building Products, Inc. Buy 12.93% -4.64%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.74% 3.17%
ASPN Aspen Aerogels, Inc. Buy 11.77% 0%
FIX Comfort Systems USA, Inc. Buy 11.77% 0%
B Barnes Group Inc. Buy 11.77% 0%
GTLS Chart Industries, Inc. Buy 11.77% 0%
CECO CECO Environmental Corp. Buy 11.77% 0%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.26% 3.86%
WCC WESCO International, Inc. Sell -5.19% 1.89%
BECN Beacon Roofing Supply, Inc. Sell -6.82% -4.6%
ATI ATI Inc. Sell -4.74% -1.85%
TGI Triumph Group, Inc. Sell -6.98% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TGI
  • ASPN
  • FIX
  • B
  • GTLS
  • CECO
Assets Removed
Asset Action Perf %
EVA Buy All -13.88%
Assets Rebalanced
None
2024-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
MRCY Mercury Systems, Inc. Buy 15.33% 1.8%
MATX Matson, Inc. Buy 14.5% -3.7%
DRS Leonardo DRS, Inc. Buy 14.34% 5.06%
IBP Installed Building Products, Inc. Buy 13.16% -3.54%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.38% -0.62%
EVA Enviva Inc. Sell -7.08% -13.88%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.31% 3.55%
WCC WESCO International, Inc. Sell -5.22% 2.04%
BECN Beacon Roofing Supply, Inc. Sell -6.7% -2.1%
ATI ATI Inc. Sell -4.68% 0%
The percentage of cash held in the portfolio is: 61.29%
New Assets Added
  • ATI
Assets Removed
Asset Action Perf %
SPCE Buy All 10.31%
FIX Sell All 3.74%
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIX Comfort Systems USA, Inc. Buy 13.77% 4.53%
MRCY Mercury Systems, Inc. Buy 15.3% 2.6%
MATX Matson, Inc. Buy 14.62% -1.95%
DRS Leonardo DRS, Inc. Buy 14.4% 6.57%
IBP Installed Building Products, Inc. Buy 13.25% -1.9%
GLDD Great Lakes Dredge & Dock Corporation Buy 11.33% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -5.77% 7.23%
EVA Enviva Inc. Sell -6.86% -11.44%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.2% 4.32%
WCC WESCO International, Inc. Sell -5.26% 0.3%
BECN Beacon Roofing Supply, Inc. Sell -6.54% -0.59%
The percentage of cash held in the portfolio is: 47.95%
New Assets Added
  • GLDD
Assets Removed
Asset Action Perf %
LNN Sell All -0.81%
HEES Sell All 4.63%
Assets Rebalanced
None
2024-10-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
LNN Lindsay Corporation Buy 10.97% -0.62%
HEES H&E Equipment Services, Inc. Buy 11.62% 5.27%
FIX Comfort Systems USA, Inc. Buy 13.42% 2.45%
MRCY Mercury Systems, Inc. Buy 15.35% 3.58%
MATX Matson, Inc. Buy 14.65% -1.18%
DRS Leonardo DRS, Inc. Buy 14.31% 6.57%
IBP Installed Building Products, Inc. Buy 13.24% -1.45%
SPCE Virgin Galactic Holdings, Inc. Sell -5.55% 10.15%
EVA Enviva Inc. Sell -6.66% -8.73%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.14% 4.76%
WCC WESCO International, Inc. Sell -5.19% 0.9%
BECN Beacon Roofing Supply, Inc. Sell -6.46% 0%
The percentage of cash held in the portfolio is: 36.44%
New Assets Added
  • BECN
Assets Removed
Asset Action Perf %
KTOS Buy All -8.34%
PTSI Sell All -1.36%
SAVE Sell All -6.5%
AAL Sell All -2.42%
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 9.08% 0.63%
LNN Lindsay Corporation Buy 10.95% -0.19%
HEES H&E Equipment Services, Inc. Buy 11.4% 3.95%
FIX Comfort Systems USA, Inc. Buy 13.36% 2.65%
MRCY Mercury Systems, Inc. Buy 14.9% 1.15%
MATX Matson, Inc. Buy 14.72% -0.12%
SAVE Spirit Airlines, Inc. Buy 13.03% -2.44%
PTSI P.A.M. Transportation Services, Inc. Buy 14% 4.82%
DRS Leonardo DRS, Inc. Buy 13.52% 1.26%
IBP Installed Building Products, Inc. Buy 13.13% -1.65%
SPCE Virgin Galactic Holdings, Inc. Sell -5.76% 6.15%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.19% -1.7%
EVA Enviva Inc. Sell -6.68% -9.82%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.16% 3.84%
WCC WESCO International, Inc. Sell -5.21% 0%
The percentage of cash held in the portfolio is: 1.93%
New Assets Added
  • WCC
Assets Removed
Asset Action Perf %
TBI Buy All -2.33%
Assets Rebalanced
None
2024-09-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 9.32% 3.49%
LNN Lindsay Corporation Buy 10.88% -0.59%
HEES H&E Equipment Services, Inc. Buy 11.23% 2.63%
FIX Comfort Systems USA, Inc. Buy 13.32% 2.58%
MRCY Mercury Systems, Inc. Buy 15.07% 2.52%
MATX Matson, Inc. Buy 14.61% -0.6%
SAVE Spirit Airlines, Inc. Buy 13.21% -0.81%
PTSI P.A.M. Transportation Services, Inc. Buy 13.72% 3%
DRS Leonardo DRS, Inc. Buy 13.32% 0%
IBP Installed Building Products, Inc. Buy 13.32% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -5.86% 4.31%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.17% -1.66%
EVA Enviva Inc. Sell -6.57% -8.19%
TBI TrueBlue, Inc. Sell -5.1% 1.17%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.3% 1.36%
The percentage of cash held in the portfolio is: 2.01%
New Assets Added
  • DRS
  • IBP
Assets Removed
None
Assets Rebalanced
None
2024-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 9.53% 5.55%
LNN Lindsay Corporation Buy 10.79% -1.67%
HEES H&E Equipment Services, Inc. Buy 11.14% 1.54%
FIX Comfort Systems USA, Inc. Buy 13.59% 4.35%
MRCY Mercury Systems, Inc. Buy 14.89% 1.07%
MATX Matson, Inc. Buy 14.63% -0.76%
SAVE Spirit Airlines, Inc. Buy 13.36% 0%
PTSI P.A.M. Transportation Services, Inc. Buy 13.36% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -5.7% 7.23%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.16% -1.22%
EVA Enviva Inc. Sell -6.73% -10.63%
TBI TrueBlue, Inc. Sell -5% 3.37%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.41% 0%
The percentage of cash held in the portfolio is: 28.72%
New Assets Added
  • WSC
  • SAVE
  • PTSI
Assets Removed
Asset Action Perf %
JBLU Buy All -12.41%
TGI Sell All -6.73%
BLDR Sell All -5.83%
Assets Rebalanced
None
2024-09-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 8.89% -1.52%
LNN Lindsay Corporation Buy 10.69% -2.53%
HEES H&E Equipment Services, Inc. Buy 11.03% 0.49%
TGI Triumph Group, Inc. Buy 12.29% -5.62%
BLDR Builders FirstSource, Inc. Buy 12.38% -4.92%
FIX Comfort Systems USA, Inc. Buy 13.44% 3.26%
MRCY Mercury Systems, Inc. Buy 14.58% -1.04%
MATX Matson, Inc. Buy 14.73% 0%
JBLU JetBlue Airways Corporation Sell -6.38% -4.55%
SPCE Virgin Galactic Holdings, Inc. Sell -5.52% 10.15%
KTOS Kratos Defense & Security Solutions, Inc. Sell -6.13% -0.65%
EVA Enviva Inc. Sell -6.48% -6.56%
TBI TrueBlue, Inc. Sell -4.99% 3.5%
The percentage of cash held in the portfolio is: 31.47%
New Assets Added
  • MATX
Assets Removed
None
Assets Rebalanced
None

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Market Overview

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