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All portfolios and performance
Portfolio Ref: EQ2015LS2W
Performance in the last:
Follow this Portfolio
1D -1.3 %
1W -3.6 %
2W -4.1 %
1M -5.7 %
3M -10.2 %
6M -7.4 %
9M -8.7 %
1Y -12.4 %
Alpha
-26.8%
Beta
0.46
sharpe-R
-0.61
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:29:13
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -16.47%
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
ITT ITT Inc. Buy 18.33% 0.22%
SEB Seaboard Corporation Buy 8.63% -2.21%
FLR Fluor Corporation Buy 11.65% 3.41%
TPIC TPI Composites, Inc. Buy 9.47% -15.97%
NL NL Industries, Inc. Buy 13.32% -0.5%
SPCE Virgin Galactic Holdings, Inc. Buy 12.85% -4.02%
TPC Tutor Perini Corporation Buy 12.98% -3.03%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.33% -3.47%
ATRO Astronics Corporation Sell -5.79% 5.24%
MMS Maximus, Inc. Sell -5.48% 10.36%
CYRX Cryoport, Inc. Sell -5.88% 18.18%
MRCY Mercury Systems, Inc. Sell -6.7% 4.7%
The percentage of cash held in the portfolio is: 42.95%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
ITT ITT Inc. Buy 18.33% 0.22%
SEB Seaboard Corporation Buy 8.63% -2.21%
FLR Fluor Corporation Buy 11.65% 3.41%
TPIC TPI Composites, Inc. Buy 9.47% -15.97%
NL NL Industries, Inc. Buy 13.32% -0.5%
SPCE Virgin Galactic Holdings, Inc. Buy 12.85% -4.02%
TPC Tutor Perini Corporation Buy 12.98% -3.03%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.33% -3.47%
ATRO Astronics Corporation Sell -5.79% 5.24%
MMS Maximus, Inc. Sell -5.48% 10.36%
CYRX Cryoport, Inc. Sell -5.88% 18.18%
MRCY Mercury Systems, Inc. Sell -6.7% 4.7%
The percentage of cash held in the portfolio is: 42.95%
New Assets Added
None
Assets Removed
Asset Action Perf %
TGI Sell All 21.93%
NX Sell All -4.59%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.91% 19.26%
NX Quanex Building Products Corporation Buy 10.39% -4.04%
ITT ITT Inc. Buy 18.39% 0.75%
SEB Seaboard Corporation Buy 8.61% -2.34%
FLR Fluor Corporation Buy 11.66% 3.68%
TPIC TPI Composites, Inc. Buy 9.55% -15.13%
NL NL Industries, Inc. Buy 12.98% -2.89%
SPCE Virgin Galactic Holdings, Inc. Buy 13.07% -2.16%
TPC Tutor Perini Corporation Buy 13.2% -1.21%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.3% -3.18%
ATRO Astronics Corporation Sell -5.49% 9.98%
MMS Maximus, Inc. Sell -5.42% 11.16%
CYRX Cryoport, Inc. Sell -6.2% 13.57%
MRCY Mercury Systems, Inc. Sell -6.69% 4.58%
The percentage of cash held in the portfolio is: 19.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAON Sell All -5.12%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.59% 17.61%
NX Quanex Building Products Corporation Buy 10.33% -3.53%
ITT ITT Inc. Buy 18.24% 1.06%
AAON AAON, Inc. Buy 17.14% -4.99%
SEB Seaboard Corporation Buy 8.58% -1.56%
FLR Fluor Corporation Buy 11.59% 4.23%
TPIC TPI Composites, Inc. Buy 9.62% -13.45%
NL NL Industries, Inc. Buy 12.79% -3.14%
SPCE Virgin Galactic Holdings, Inc. Buy 13.21% 0%
TPC Tutor Perini Corporation Buy 13.21% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.13% -1.56%
ATRO Astronics Corporation Sell -5.35% 11.25%
MMS Maximus, Inc. Sell -5.32% 11.81%
CYRX Cryoport, Inc. Sell -5.91% 16.56%
MRCY Mercury Systems, Inc. Sell -6.58% 5.17%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SPCE
  • TPC
Assets Removed
None
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.23% 14.3%
NX Quanex Building Products Corporation Buy 10.28% -3.85%
ITT ITT Inc. Buy 18.12% 0.49%
AAON AAON, Inc. Buy 17.4% -3.46%
SEB Seaboard Corporation Buy 8.53% -2.03%
FLR Fluor Corporation Buy 11.35% 2.2%
TPIC TPI Composites, Inc. Buy 10.13% -8.82%
NL NL Industries, Inc. Buy 13.2% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -6% 0.52%
ATRO Astronics Corporation Sell -5.5% 8.77%
MMS Maximus, Inc. Sell -5.31% 11.87%
CYRX Cryoport, Inc. Sell -6.17% 12.95%
MRCY Mercury Systems, Inc. Sell -6.67% 3.72%
The percentage of cash held in the portfolio is: 28.4%
New Assets Added
  • NL
Assets Removed
Asset Action Perf %
BWXT Sell All 1.35%
HXL Sell All -4.63%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.07% 13.54%
HXL Hexcel Corporation Buy 10.22% -3.83%
NX Quanex Building Products Corporation Buy 10.4% -2.18%
ITT ITT Inc. Buy 17.89% -0.13%
BWXT BWX Technologies, Inc. Buy 18.44% 2.94%
AAON AAON, Inc. Buy 17.26% -3.66%
SEB Seaboard Corporation Buy 8.62% -0.4%
FLR Fluor Corporation Buy 11.04% 0%
TPIC TPI Composites, Inc. Buy 11.04% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.87% 2.07%
ATRO Astronics Corporation Sell -5.38% 10.2%
MMS Maximus, Inc. Sell -5.4% 9.76%
CYRX Cryoport, Inc. Sell -6.47% 8.09%
MRCY Mercury Systems, Inc. Sell -6.88% 0%
The percentage of cash held in the portfolio is: 13.04%
New Assets Added
  • MRCY
  • FLR
  • TPIC
Assets Removed
Asset Action Perf %
TPIC Buy All 19.59%
BECN Sell All 0.23%
RBC Sell All -0.96%
RYI Sell All -6.39%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.16% 16.4%
HXL Hexcel Corporation Buy 10.26% -1.79%
BECN Beacon Roofing Supply, Inc. Buy 10.62% 1.65%
NX Quanex Building Products Corporation Buy 10.3% -1.41%
RYI Ryerson Holding Corporation Buy 9.97% -4.56%
RBC RBC Bearings Incorporated Buy 10.42% -0.26%
ITT ITT Inc. Buy 17.81% 1.14%
BWXT BWX Technologies, Inc. Buy 18.67% 6.05%
AAON AAON, Inc. Buy 17.14% -2.61%
SEB Seaboard Corporation Buy 8.5% 0%
TPIC TPI Composites, Inc. Sell -4.32% 28.38%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.8% 1.46%
ATRO Astronics Corporation Sell -5.36% 8.99%
MMS Maximus, Inc. Sell -5.76% 2.1%
CYRX Cryoport, Inc. Sell -6.61% 4.48%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SEB
Assets Removed
Asset Action Perf %
CCRN Sell All -8.43%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 12.44% 18.94%
HXL Hexcel Corporation Buy 10.26% -1.89%
BECN Beacon Roofing Supply, Inc. Buy 10.78% 3.11%
NX Quanex Building Products Corporation Buy 10.28% -1.67%
RYI Ryerson Holding Corporation Buy 10.03% -4.13%
RBC RBC Bearings Incorporated Buy 10.42% -0.36%
ITT ITT Inc. Buy 17.8% 0.94%
BWXT BWX Technologies, Inc. Buy 17.96% 1.89%
AAON AAON, Inc. Buy 17.56% -0.37%
CCRN Cross Country Healthcare, Inc. Buy 9.3% 0%
TPIC TPI Composites, Inc. Sell -4.63% 23.31%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.93% -0.58%
ATRO Astronics Corporation Sell -5.48% 6.95%
MMS Maximus, Inc. Sell -5.94% -0.78%
CYRX Cryoport, Inc. Sell -6.86% 1%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CCRN
Assets Removed
Asset Action Perf %
TEX Sell All -9.18%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 10.89% 3.43%
HXL Hexcel Corporation Buy 10.45% -0.79%
BECN Beacon Roofing Supply, Inc. Buy 11% 4.46%
NX Quanex Building Products Corporation Buy 10.47% -0.58%
RYI Ryerson Holding Corporation Buy 10.49% -0.42%
TEX Terex Corporation Buy 9.99% -5.17%
RBC RBC Bearings Incorporated Buy 10.65% 1.12%
ITT ITT Inc. Buy 18.16% 2.3%
BWXT BWX Technologies, Inc. Buy 18.02% 1.56%
AAON AAON, Inc. Buy 18.07% 1.82%
TPIC TPI Composites, Inc. Sell -5.34% 12.16%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.96% -0.49%
ATRO Astronics Corporation Sell -5.68% 4.25%
MMS Maximus, Inc. Sell -6.04% -1.86%
CYRX Cryoport, Inc. Sell -6.97% 0%
The percentage of cash held in the portfolio is: 1.81%
New Assets Added
  • CYRX
Assets Removed
Asset Action Perf %
SPCE Buy All -20.22%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 10.77% 1.08%
HXL Hexcel Corporation Buy 10.54% -1.15%
BECN Beacon Roofing Supply, Inc. Buy 10.93% 2.51%
NX Quanex Building Products Corporation Buy 10.44% -2.05%
RYI Ryerson Holding Corporation Buy 10.36% -2.83%
TEX Terex Corporation Buy 10.13% -4.91%
RBC RBC Bearings Incorporated Buy 10.77% 1.05%
ITT ITT Inc. Buy 18.11% 0.78%
BWXT BWX Technologies, Inc. Buy 17.96% 0%
AAON AAON, Inc. Buy 17.96% 0%
TPIC TPI Composites, Inc. Sell -5.85% 4.9%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.06% -0.94%
SPCE Virgin Galactic Holdings, Inc. Sell -5.95% 0.96%
ATRO Astronics Corporation Sell -5.99% 0.22%
MMS Maximus, Inc. Sell -6.12% -1.91%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BWXT
  • AAON
Assets Removed
None
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 10.45% -2.54%
HXL Hexcel Corporation Buy 10.5% -1.99%
BECN Beacon Roofing Supply, Inc. Buy 10.88% 1.48%
NX Quanex Building Products Corporation Buy 10.47% -2.28%
RYI Ryerson Holding Corporation Buy 10.43% -2.68%
TEX Terex Corporation Buy 10.3% -3.87%
RBC RBC Bearings Incorporated Buy 10.76% 0.38%
ITT ITT Inc. Buy 18.07% 0%
TPIC TPI Composites, Inc. Sell -5.84% 5.57%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.04% 0%
SPCE Virgin Galactic Holdings, Inc. Sell -6.04% 0%
ATRO Astronics Corporation Sell -6.04% 0%
MMS Maximus, Inc. Sell -6.04% 0%
The percentage of cash held in the portfolio is: 38.14%
New Assets Added
  • SPR
  • SPCE
  • ATRO
  • MMS
  • ITT
Assets Removed
Asset Action Perf %
SPCE Sell All -11.8%
WMS Sell All -2.76%
TRC Sell All -5.66%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 10.4% 0%
HXL Hexcel Corporation Buy 10.4% 0%
SPCE Virgin Galactic Holdings, Inc. Buy 10.4% 0%
BECN Beacon Roofing Supply, Inc. Buy 10.4% 0%
NX Quanex Building Products Corporation Buy 10.4% 0%
WMS Advanced Drainage Systems, Inc. Buy 10.4% 0%
RYI Ryerson Holding Corporation Buy 10.4% 0%
TRC Tejon Ranch Co. Buy 10.4% 0%
TEX Terex Corporation Buy 10.4% 0%
RBC RBC Bearings Incorporated Buy 10.4% 0%
TPIC TPI Composites, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TPIC
  • TGI
  • HXL
  • SPCE
  • BECN
  • NX
  • WMS
  • RYI
  • TRC
  • TEX
  • RBC
Assets Removed
None
Assets Rebalanced
None
2024-10-24 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 -1.91%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
FBIN Fortune Brands Innovations, Inc. Buy 13.08% -1.03%
The percentage of cash held in the portfolio is: 86.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
CIX Sell All -3.3%
Assets Rebalanced
None
2024-10-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
FBIN Fortune Brands Innovations, Inc. Buy 13.21% -0.23%
CIX CompX International Inc. Buy 12.51% -5.49%
The percentage of cash held in the portfolio is: 74.28%
New Assets Added
None
Assets Removed
Asset Action Perf %
PRLB Buy All -1.5%
BXC Sell All -3.74%
Assets Rebalanced
None
2024-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
BXC BlueLinx Holdings Inc. Buy 14.04% 2.4%
FBIN Fortune Brands Innovations, Inc. Buy 13.25% 1.88%
CIX CompX International Inc. Buy 13.11% 0.82%
PRLB Proto Labs, Inc. Sell -7.25% -4.04%
The percentage of cash held in the portfolio is: 66.86%
New Assets Added
None
Assets Removed
Asset Action Perf %
FIX Sell All 3.73%
B Sell All 2.98%
GTLS Sell All 1.78%
CECO Sell All -2.93%
Assets Rebalanced
None

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Market Overview

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