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All portfolios and performance
Portfolio Ref: EQ2015LS3W
Performance in the last:
Follow this Portfolio
1D 1.7 %
1W 0.5 %
2W 5.6 %
1M 3.7 %
3M -5.1 %
6M -6.7 %
9M -6.3 %
1Y 2.7 %
Alpha
-10.8%
Beta
0.34
sharpe-R
0.09
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 07:51:12
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -20.05%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 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: 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

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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
TNET TriNet Group, Inc. Buy 12.81% -1.29%
FWRD Forward Air Corporation Buy 13.56% 6.67%
CIX CompX International Inc. Buy 13.12% 1.7%
PRLB Proto Labs, Inc. Sell -6.19% -4.03%
IIIN Insteel Industries, Inc. Sell -7.36% 4.79%
The percentage of cash held in the portfolio is: 74.06%
** 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
TNET TriNet Group, Inc. Buy 12.9% -1.85%
FWRD Forward Air Corporation Buy 12.94% 0.48%
CIX CompX International Inc. Buy 13.24% 1.34%
PRLB Proto Labs, Inc. Sell -6.26% -3.89%
IIIN Insteel Industries, Inc. Sell -7.84% -0.14%
The percentage of cash held in the portfolio is: 75.02%
New Assets Added
None
Assets Removed
Asset Action Perf %
FORR Buy All 4.91%
WCC Buy All -6.91%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
TNET TriNet Group, Inc. Buy 13.04% -0.71%
FWRD Forward Air Corporation Buy 12.55% -2.47%
CIX CompX International Inc. Buy 13.27% 1.67%
FORR Forrester Research, Inc. Sell -5.27% 5.26%
WCC WESCO International, Inc. Sell -5.71% -4.01%
PRLB Proto Labs, Inc. Sell -6.11% -1.43%
IIIN Insteel Industries, Inc. Sell -7.87% -0.68%
The percentage of cash held in the portfolio is: 86.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
MTW Buy All -1.77%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
TNET TriNet Group, Inc. Buy 12.97% -1.57%
FWRD Forward Air Corporation Buy 12.21% -5.39%
CIX CompX International Inc. Buy 12.71% -2.91%
MTW The Manitowoc Company, Inc. Sell -5.47% 3.44%
FORR Forrester Research, Inc. Sell -5.19% 7.08%
WCC WESCO International, Inc. Sell -5.47% 0.73%
PRLB Proto Labs, Inc. Sell -6.11% -1.25%
IIIN Insteel Industries, Inc. Sell -7.79% 0.75%
The percentage of cash held in the portfolio is: 92.14%
New Assets Added
None
Assets Removed
Asset Action Perf %
FIX Sell All 7.11%
BECN Sell All -4.86%
Assets Rebalanced
None
2024-10-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIX Comfort Systems USA, Inc. Buy 12.35% 7.99%
TNET TriNet Group, Inc. Buy 12.96% -0.63%
BECN Beacon Roofing Supply, Inc. Buy 12.65% -0.97%
FWRD Forward Air Corporation Buy 12.25% -4.17%
CIX CompX International Inc. Buy 12.97% 0%
MTW The Manitowoc Company, Inc. Sell -5.5% 1.98%
FORR Forrester Research, Inc. Sell -5.27% 4.62%
WCC WESCO International, Inc. Sell -5.41% 0.82%
PRLB Proto Labs, Inc. Sell -6.05% -1.25%
IIIN Insteel Industries, Inc. Sell -7.77% 0%
The percentage of cash held in the portfolio is: 66.83%
New Assets Added
  • IIIN
  • CIX
Assets Removed
Asset Action Perf %
LNN Sell All -2.15%
HEES Sell All 11.15%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
LNN Lindsay Corporation Buy 10.26% -3.18%
HEES H&E Equipment Services, Inc. Buy 11.62% 9.59%
FIX Comfort Systems USA, Inc. Buy 12.16% 6.58%
TNET TriNet Group, Inc. Buy 12.79% -1.71%
BECN Beacon Roofing Supply, Inc. Buy 12.71% -0.27%
FWRD Forward Air Corporation Buy 12.69% -0.42%
MTW The Manitowoc Company, Inc. Sell -5.42% 3.03%
FORR Forrester Research, Inc. Sell -5.18% 5.96%
WCC WESCO International, Inc. Sell -5.34% 1.96%
PRLB Proto Labs, Inc. Sell -6% -0.5%
The percentage of cash held in the portfolio is: 49.7%
New Assets Added
None
Assets Removed
Asset Action Perf %
EVA Buy All 93.22%
AMRC Sell All -7.48%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 10.25% -3.89%
LNN Lindsay Corporation Buy 10.39% -2.19%
HEES H&E Equipment Services, Inc. Buy 11.52% 8.46%
FIX Comfort Systems USA, Inc. Buy 12.22% 6.92%
TNET TriNet Group, Inc. Buy 12.84% -1.57%
BECN Beacon Roofing Supply, Inc. Buy 12.78% 0%
FWRD Forward Air Corporation Buy 12.78% 0%
EVA Enviva Inc. Sell -1.06% 81.02%
MTW The Manitowoc Company, Inc. Sell -5.52% 1.46%
FORR Forrester Research, Inc. Sell -5.22% 5.44%
WCC WESCO International, Inc. Sell -5.33% 2.3%
PRLB Proto Labs, Inc. Sell -5.97% 0.21%
The percentage of cash held in the portfolio is: 40.33%
New Assets Added
  • BECN
  • FWRD
Assets Removed
Asset Action Perf %
MATX Sell All -5.25%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 10.75% -4.33%
LNN Lindsay Corporation Buy 11.06% -1.27%
HEES H&E Equipment Services, Inc. Buy 12.07% 7.75%
FIX Comfort Systems USA, Inc. Buy 12.76% 5.85%
MATX Matson, Inc. Buy 12.59% -3.8%
TNET TriNet Group, Inc. Buy 13.75% 0%
EVA Enviva Inc. Sell -6.73% -13.88%
MTW The Manitowoc Company, Inc. Sell -5.81% 1.77%
FORR Forrester Research, Inc. Sell -5.42% 6.96%
WCC WESCO International, Inc. Sell -5.65% 1.89%
PRLB Proto Labs, Inc. Sell -6.45% -2.39%
The percentage of cash held in the portfolio is: 57.07%
New Assets Added
  • TNET
Assets Removed
None
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.34% 1.24%
LNN Lindsay Corporation Buy 11.07% -0.81%
HEES H&E Equipment Services, Inc. Buy 11.68% 4.63%
FIX Comfort Systems USA, Inc. Buy 12.56% 4.53%
MATX Matson, Inc. Buy 12.79% -1.95%
EVA Enviva Inc. Sell -6.56% -11.44%
MTW The Manitowoc Company, Inc. Sell -5.84% 0.84%
FORR Forrester Research, Inc. Sell -5.6% 3.57%
WCC WESCO International, Inc. Sell -5.72% 0.3%
PRLB Proto Labs, Inc. Sell -6.28% 0%
The percentage of cash held in the portfolio is: 70.56%
New Assets Added
  • PRLB
Assets Removed
None
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.74% 4.66%
LNN Lindsay Corporation Buy 11.15% -0.19%
HEES H&E Equipment Services, Inc. Buy 11.62% 3.95%
FIX Comfort Systems USA, Inc. Buy 12.34% 2.65%
MATX Matson, Inc. Buy 13.04% -0.12%
EVA Enviva Inc. Sell -6.48% -9.82%
MTW The Manitowoc Company, Inc. Sell -5.92% -0.42%
FORR Forrester Research, Inc. Sell -6.12% -5.32%
WCC WESCO International, Inc. Sell -5.74% 0%
The percentage of cash held in the portfolio is: 64.36%
New Assets Added
  • WCC
Assets Removed
None
Assets Rebalanced
None
2024-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.97% 6.98%
LNN Lindsay Corporation Buy 10.97% -1.67%
HEES H&E Equipment Services, Inc. Buy 11.33% 1.54%
FIX Comfort Systems USA, Inc. Buy 12.52% 4.35%
MATX Matson, Inc. Buy 12.94% -0.76%
EVA Enviva Inc. Sell -6.51% -10.63%
MTW The Manitowoc Company, Inc. Sell -5.97% -1.46%
FORR Forrester Research, Inc. Sell -5.75% 0.88%
The percentage of cash held in the portfolio is: 58.51%
New Assets Added
None
Assets Removed
Asset Action Perf %
JBLU Buy All -12.41%
TGI Sell All -6.73%
Assets Rebalanced
None
2024-09-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.23% 0.39%
LNN Lindsay Corporation Buy 10.87% -2.53%
HEES H&E Equipment Services, Inc. Buy 11.21% 0.49%
TGI Triumph Group, Inc. Buy 11.33% -5.62%
FIX Comfort Systems USA, Inc. Buy 12.39% 3.26%
MATX Matson, Inc. Buy 13.03% 0%
JBLU JetBlue Airways Corporation Sell -6.35% -4.55%
EVA Enviva Inc. Sell -6.27% -6.56%
MTW The Manitowoc Company, Inc. Sell -5.78% 1.77%
FORR Forrester Research, Inc. Sell -5.8% 0%
The percentage of cash held in the portfolio is: 54.13%
New Assets Added
  • FORR
  • MATX
Assets Removed
None
Assets Rebalanced
None
2024-09-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.57% 4.14%
LNN Lindsay Corporation Buy 11.01% -0.64%
HEES H&E Equipment Services, Inc. Buy 11.31% 2.11%
TGI Triumph Group, Inc. Buy 11.41% -4.29%
FIX Comfort Systems USA, Inc. Buy 12.17% 2.08%
JBLU JetBlue Airways Corporation Sell -6.32% -4.9%
EVA Enviva Inc. Sell -6.28% -7.38%
MTW The Manitowoc Company, Inc. Sell -5.81% 0.52%
The percentage of cash held in the portfolio is: 60.95%
New Assets Added
None
Assets Removed
Asset Action Perf %
TITN Buy All 2.52%
WSC Buy All -5.51%
Assets Rebalanced
None
2024-09-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.01% -0.5%
LNN Lindsay Corporation Buy 10.89% -1.18%
HEES H&E Equipment Services, Inc. Buy 11.32% 2.69%
TGI Triumph Group, Inc. Buy 11.81% -0.44%
FIX Comfort Systems USA, Inc. Buy 12.02% 1.29%
TITN Titan Machinery Inc. Sell -6.35% -1.44%
JBLU JetBlue Airways Corporation Sell -6% 0%
WSC WillScot Mobile Mini Holdings Corp. Sell -6.01% -2.45%
EVA Enviva Inc. Sell -5.82% 0%
MTW The Manitowoc Company, Inc. Sell -5.82% 0%
The percentage of cash held in the portfolio is: 72.95%
New Assets Added
  • EVA
  • MTW
Assets Removed
None
Assets Rebalanced
None
2024-09-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 10.89% -1.41%
LNN Lindsay Corporation Buy 11.14% 1.23%
HEES H&E Equipment Services, Inc. Buy 11.37% 3.31%
TGI Triumph Group, Inc. Buy 11.84% 0%
FIX Comfort Systems USA, Inc. Buy 11.84% 0%
TITN Titan Machinery Inc. Sell -6.47% -3.45%
JBLU JetBlue Airways Corporation Sell -5.96% 0.52%
WSC WillScot Mobile Mini Holdings Corp. Sell -5.86% 0%
The percentage of cash held in the portfolio is: 61.21%
New Assets Added
  • WSC
  • TGI
  • FIX
Assets Removed
None
Assets Rebalanced
None
2024-09-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.05% 0.14%
LNN Lindsay Corporation Buy 11% 0%
HEES H&E Equipment Services, Inc. Buy 11% 0%
TITN Titan Machinery Inc. Sell -6.05% 3.09%
JBLU JetBlue Airways Corporation Sell -5.99% 0%
The percentage of cash held in the portfolio is: 78.99%
New Assets Added
  • JBLU
  • LNN
  • HEES
Assets Removed
Asset Action Perf %
UFPI Buy All -6.21%
Assets Rebalanced
None
2024-09-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.02% 0%
UFPI UFP Industries, Inc. Sell -6.19% -4.11%
TITN Titan Machinery Inc. Sell -6.06% 2.95%
The percentage of cash held in the portfolio is: 101.22%
New Assets Added
  • AMRC
Assets Removed
Asset Action Perf %
KNX Buy All -1.73%
Assets Rebalanced
None
2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Sell -6.05% -1.4%
UFPI UFP Industries, Inc. Sell -6.05% -2.02%
TITN Titan Machinery Inc. Sell -6% 3.74%
The percentage of cash held in the portfolio is: 118.1%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMRC Sell All 15.59%
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 11.14% 13.92%
KNX Knight-Swift Transportation Holdings Inc. Sell -6.12% -2.35%
UFPI UFP Industries, Inc. Sell -5.99% -0.77%
TITN Titan Machinery Inc. Sell -5.97% 4.31%
The percentage of cash held in the portfolio is: 106.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
EVI Buy All -10.63%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 10.69% 10.54%
KNX Knight-Swift Transportation Holdings Inc. Sell -5.75% 2.73%
UFPI UFP Industries, Inc. Sell -5.51% 6.26%
EVI EVI Industries, Inc. Sell -5.88% -0.06%
TITN Titan Machinery Inc. Sell -5.81% 5.82%
The percentage of cash held in the portfolio is: 112.26%
New Assets Added
None
Assets Removed
Asset Action Perf %
STRL Buy All -9.41%
Assets Rebalanced
None
2024-09-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 9.6% -1.89%
KNX Knight-Swift Transportation Holdings Inc. Sell -6.08% -1.67%
UFPI UFP Industries, Inc. Sell -5.72% 3.7%
EVI EVI Industries, Inc. Sell -5.72% 3.85%
STRL Sterling Infrastructure, Inc. Sell -6.24% 0%
TITN Titan Machinery Inc. Sell -6.24% 0%
The percentage of cash held in the portfolio is: 120.4%
New Assets Added
  • STRL
  • TITN
Assets Removed
None
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 9.48% -3.66%
KNX Knight-Swift Transportation Holdings Inc. Sell -6.08% -1.1%
UFPI UFP Industries, Inc. Sell -5.98% 0%
EVI EVI Industries, Inc. Sell -5.98% 0%
The percentage of cash held in the portfolio is: 108.56%
New Assets Added
  • UFPI
  • EVI
Assets Removed
None
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 9.66% -1.56%
KNX Knight-Swift Transportation Holdings Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 96.34%
New Assets Added
  • KNX
Assets Removed
None
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • AMRC
Assets Removed
None
Assets Rebalanced
None
2024-08-23 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 %
UFPI Buy All 5.59%
Assets Rebalanced
None
2024-08-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
UFPI UFP Industries, Inc. Sell -5.85% 4.21%
The percentage of cash held in the portfolio is: 105.85%
New Assets Added
None
Assets Removed
Asset Action Perf %
RYI Buy All 17.86%
Assets Rebalanced
None
2024-08-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
RYI Ryerson Holding Corporation Sell -5.13% 19.88%
UFPI UFP Industries, Inc. Sell -5.77% 5.41%
The percentage of cash held in the portfolio is: 110.9%
New Assets Added
None
Assets Removed
Asset Action Perf %
KNX Sell All 3.2%
Assets Rebalanced
None
2024-08-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Buy 13.78% 2.68%
RYI Ryerson Holding Corporation Sell -5.12% 20.18%
UFPI UFP Industries, Inc. Sell -5.86% 4.08%
The percentage of cash held in the portfolio is: 97.2%
New Assets Added
None
Assets Removed
Asset Action Perf %
STRL Buy All -4.19%
Assets Rebalanced
None
2024-08-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Buy 13.46% 0.57%
STRL Sterling Infrastructure, Inc. Sell -6.45% 1.95%
RYI Ryerson Holding Corporation Sell -5.12% 19.92%
UFPI UFP Industries, Inc. Sell -5.7% 6.41%
The percentage of cash held in the portfolio is: 103.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
ROK Buy All 4.89%
Assets Rebalanced
None
2024-08-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Buy 13.45% 0.56%
ROK Rockwell Automation, Inc. Sell -6.04% 7.96%
STRL Sterling Infrastructure, Inc. Sell -6.34% 3.55%
RYI Ryerson Holding Corporation Sell -5.28% 17.44%
UFPI UFP Industries, Inc. Sell -5.76% 5.37%
The percentage of cash held in the portfolio is: 109.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLIO Buy All 1.14%
Assets Rebalanced
None
2024-08-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Buy 13.11% -1.49%
ROK Rockwell Automation, Inc. Sell -5.95% 8.88%
STRL Sterling Infrastructure, Inc. Sell -6.09% 6.81%
HLIO Helios Technologies, Inc. Sell -6.07% 7.1%
RYI Ryerson Holding Corporation Sell -5.22% 17.95%
UFPI UFP Industries, Inc. Sell -5.62% 7.19%
The percentage of cash held in the portfolio is: 115.84%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSD Sell All -5.82%
SAIA Sell All -9.55%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
SSD Simpson Manufacturing Co., Inc. Buy 15.17% -3.22%
KNX Knight-Swift Transportation Holdings Inc. Buy 12.96% -2.89%
SAIA Saia, Inc. Buy 19.66% -8.28%
ROK Rockwell Automation, Inc. Sell -6.09% 6.97%
STRL Sterling Infrastructure, Inc. Sell -6.25% 4.69%
HLIO Helios Technologies, Inc. Sell -6.15% 6.18%
RYI Ryerson Holding Corporation Sell -5.46% 14.38%
UFPI UFP Industries, Inc. Sell -5.87% 3.34%
The percentage of cash held in the portfolio is: 82.03%
New Assets Added
None
Assets Removed
Asset Action Perf %
SPCE Sell All -26.44%
SXI Sell All 1.2%
URI Sell All -1.2%
AAL Sell All -9.32%
ERII Sell All -7.39%
Assets Rebalanced
None

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Market Overview

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