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Portfolio Ref: EQ2020LO2W
Performance in the last:
Follow this Portfolio
1D 1.8 %
1W 0.8 %
2W 0.4 %
1M -0.3 %
3M -3.4 %
6M 3.7 %
9M 8.8 %
1Y 8.8 %
Alpha
-4.0%
Beta
0.46
sharpe-R
0.94
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 07:51:06
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -9%
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 20.

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
2
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 5.03% 4.12%
B Barnes Group Inc. Buy 4.97% 2.81%
GTLS Chart Industries, Inc. Buy 4.95% 2.39%
CECO CECO Environmental Corp. Buy 4.79% -0.83%
HRI Herc Holdings Inc. Buy 5.23% 8.17%
EVI EVI Industries, Inc. Buy 4.95% 2.35%
TNET TriNet Group, Inc. Buy 4.77% -1.29%
BXC BlueLinx Holdings Inc. Buy 4.85% 2.71%
CRS Carpenter Technology Corporation Buy 4.71% -0.23%
PRG PROG Holdings, Inc. Buy 4.9% 3.64%
MGRC McGrath RentCorp Buy 4.69% -0.82%
FWRD Forward Air Corporation Buy 5.04% 6.67%
FBIN Fortune Brands Innovations, Inc. Buy 4.57% 0.59%
CIX CompX International Inc. Buy 4.62% 1.7%
The percentage of cash held in the portfolio is: 31.95%
** 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 4.99% 3.02%
B Barnes Group Inc. Buy 4.98% 2.85%
GTLS Chart Industries, Inc. Buy 4.96% 2.45%
CECO CECO Environmental Corp. Buy 4.65% -3.94%
HRI Herc Holdings Inc. Buy 5.27% 8.71%
EVI EVI Industries, Inc. Buy 4.96% 2.46%
TNET TriNet Group, Inc. Buy 4.75% -1.85%
BXC BlueLinx Holdings Inc. Buy 5% 5.45%
CRS Carpenter Technology Corporation Buy 4.73% -0.14%
PRG PROG Holdings, Inc. Buy 4.91% 3.66%
MGRC McGrath RentCorp Buy 4.76% 0.5%
FWRD Forward Air Corporation Buy 4.76% 0.48%
FBIN Fortune Brands Innovations, Inc. Buy 4.63% 1.86%
CIX CompX International Inc. Buy 4.61% 1.34%
The percentage of cash held in the portfolio is: 32.02%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All 5.56%
Assets Rebalanced
None
2024-10-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 5.01% 1.68%
FIX Comfort Systems USA, Inc. Buy 5.05% 2.74%
B Barnes Group Inc. Buy 5.06% 2.81%
GTLS Chart Industries, Inc. Buy 4.95% 0.61%
CECO CECO Environmental Corp. Buy 4.66% -5.17%
HRI Herc Holdings Inc. Buy 5.16% 5.01%
EVI EVI Industries, Inc. Buy 4.81% -2.25%
TNET TriNet Group, Inc. Buy 4.85% -1.41%
BXC BlueLinx Holdings Inc. Buy 4.9% 1.86%
CRS Carpenter Technology Corporation Buy 4.7% -2.34%
PRG PROG Holdings, Inc. Buy 4.91% 2.18%
MGRC McGrath RentCorp Buy 4.79% -0.45%
FWRD Forward Air Corporation Buy 4.64% -3.53%
FBIN Fortune Brands Innovations, Inc. Buy 4.65% 0.69%
CIX CompX International Inc. Buy 4.54% -1.7%
The percentage of cash held in the portfolio is: 27.31%
New Assets Added
None
Assets Removed
Asset Action Perf %
NL Sell All 3.27%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 4.94% 1.06%
FIX Comfort Systems USA, Inc. Buy 5.08% 4.13%
B Barnes Group Inc. Buy 5.03% 3.07%
GTLS Chart Industries, Inc. Buy 5.02% 2.9%
CECO CECO Environmental Corp. Buy 4.77% -2.31%
HRI Herc Holdings Inc. Buy 5.17% 5.88%
EVI EVI Industries, Inc. Buy 4.87% -0.26%
NL NL Industries, Inc. Buy 5.36% 9.93%
TNET TriNet Group, Inc. Buy 4.87% -0.17%
BXC BlueLinx Holdings Inc. Buy 4.9% 2.67%
CRS Carpenter Technology Corporation Buy 4.69% -1.66%
PRG PROG Holdings, Inc. Buy 4.8% 0.54%
MGRC McGrath RentCorp Buy 4.72% -1.16%
FWRD Forward Air Corporation Buy 4.51% -5.39%
FBIN Fortune Brands Innovations, Inc. Buy 4.62% 0.8%
CIX CompX International Inc. Buy 4.58% -0.07%
The percentage of cash held in the portfolio is: 22.06%
New Assets Added
None
Assets Removed
Asset Action Perf %
TPC Sell All -1.88%
FTAI Sell All 11.43%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPC Tutor Perini Corporation Buy 4.85% -1.58%
FTAI FTAI Aviation Ltd. Buy 5.43% 10.16%
GLDD Great Lakes Dredge & Dock Corporation Buy 5.06% 3.62%
FIX Comfort Systems USA, Inc. Buy 5.03% 3.26%
B Barnes Group Inc. Buy 5.02% 3.07%
GTLS Chart Industries, Inc. Buy 5.01% 2.8%
CECO CECO Environmental Corp. Buy 4.8% -1.48%
HRI Herc Holdings Inc. Buy 5.06% 3.81%
EVI EVI Industries, Inc. Buy 4.8% -1.59%
NL NL Industries, Inc. Buy 5.33% 9.39%
TNET TriNet Group, Inc. Buy 4.84% -0.71%
BXC BlueLinx Holdings Inc. Buy 4.87% 2.13%
CRS Carpenter Technology Corporation Buy 4.83% 1.29%
PRG PROG Holdings, Inc. Buy 4.79% 0.5%
MGRC McGrath RentCorp Buy 4.71% -1.25%
FWRD Forward Air Corporation Buy 4.65% -2.47%
FBIN Fortune Brands Innovations, Inc. Buy 4.56% -0.42%
CIX CompX International Inc. Buy 4.65% 1.67%
The percentage of cash held in the portfolio is: 11.7%
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 5.18% 3.59%
TPC Tutor Perini Corporation Buy 4.74% -5.15%
FTAI FTAI Aviation Ltd. Buy 5.42% 8.43%
GLDD Great Lakes Dredge & Dock Corporation Buy 5.05% 1.94%
FIX Comfort Systems USA, Inc. Buy 5% 1.18%
B Barnes Group Inc. Buy 5.09% 3%
GTLS Chart Industries, Inc. Buy 4.98% 0.75%
CECO CECO Environmental Corp. Buy 4.89% -0.98%
HRI Herc Holdings Inc. Buy 5.06% 2.32%
EVI EVI Industries, Inc. Buy 4.71% -4.76%
NL NL Industries, Inc. Buy 5.35% 8.16%
TNET TriNet Group, Inc. Buy 4.87% -1.57%
BXC BlueLinx Holdings Inc. Buy 4.79% -0.97%
CRS Carpenter Technology Corporation Buy 4.92% 1.73%
PRG PROG Holdings, Inc. Buy 4.87% 0.8%
MGRC McGrath RentCorp Buy 4.79% -1%
FWRD Forward Air Corporation Buy 4.57% -5.39%
FBIN Fortune Brands Innovations, Inc. Buy 4.59% -1.19%
CIX CompX International Inc. Buy 4.51% -2.91%
The percentage of cash held in the portfolio is: 6.63%
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 5.43% 10.12%
TPC Tutor Perini Corporation Buy 4.78% -2.95%
FTAI FTAI Aviation Ltd. Buy 5.38% 9.07%
GLDD Great Lakes Dredge & Dock Corporation Buy 5% 2.47%
FIX Comfort Systems USA, Inc. Buy 4.97% 2.01%
B Barnes Group Inc. Buy 5.01% 2.81%
GTLS Chart Industries, Inc. Buy 4.97% 2.06%
CECO CECO Environmental Corp. Buy 4.91% 0.72%
HRI Herc Holdings Inc. Buy 4.98% 2.3%
EVI EVI Industries, Inc. Buy 4.79% -1.59%
NL NL Industries, Inc. Buy 5.27% 8.16%
TNET TriNet Group, Inc. Buy 4.84% -0.63%
BECN Beacon Roofing Supply, Inc. Buy 4.72% -0.97%
BXC BlueLinx Holdings Inc. Buy 4.86% 1.92%
CRS Carpenter Technology Corporation Buy 4.83% 1.44%
PRG PROG Holdings, Inc. Buy 4.8% 0.8%
MGRC McGrath RentCorp Buy 4.73% -0.67%
FWRD Forward Air Corporation Buy 4.57% -4.17%
FBIN Fortune Brands Innovations, Inc. Buy 4.58% 0%
CIX CompX International Inc. Buy 4.58% 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 5.37% 8.9%
TPC Tutor Perini Corporation Buy 4.8% -2.65%
FTAI FTAI Aviation Ltd. Buy 5.43% 10.2%
GLDD Great Lakes Dredge & Dock Corporation Buy 5.01% 2.56%
ASPN Aspen Aerogels, Inc. Buy 4.58% -5.93%
FIX Comfort Systems USA, Inc. Buy 4.91% 0.69%
B Barnes Group Inc. Buy 5% 2.7%
GTLS Chart Industries, Inc. Buy 4.88% 0.18%
CECO CECO Environmental Corp. Buy 4.82% -1.05%
HRI Herc Holdings Inc. Buy 4.91% 0.73%
EVI EVI Industries, Inc. Buy 4.79% -1.64%
NL NL Industries, Inc. Buy 5.13% 5.17%
TNET TriNet Group, Inc. Buy 4.79% -1.71%
BECN Beacon Roofing Supply, Inc. Buy 4.75% -0.27%
BXC BlueLinx Holdings Inc. Buy 4.77% 0%
CRS Carpenter Technology Corporation Buy 4.77% 0%
PRG PROG Holdings, Inc. Buy 4.8% 0.77%
MGRC McGrath RentCorp Buy 4.77% 0%
FWRD Forward Air Corporation Buy 4.74% -0.42%
The percentage of cash held in the portfolio is: 6.98%
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 5% 0.46%
DRS Leonardo DRS, Inc. Buy 5.37% 8.9%
TPC Tutor Perini Corporation Buy 4.88% -1.07%
FTAI FTAI Aviation Ltd. Buy 5.18% 4.88%
GLDD Great Lakes Dredge & Dock Corporation Buy 5% 2.29%
ASPN Aspen Aerogels, Inc. Buy 4.59% -5.93%
FIX Comfort Systems USA, Inc. Buy 4.93% 1%
B Barnes Group Inc. Buy 5.01% 2.7%
GTLS Chart Industries, Inc. Buy 4.96% 1.75%
CECO CECO Environmental Corp. Buy 4.83% -1.05%
HRI Herc Holdings Inc. Buy 4.91% 0.73%
EVI EVI Industries, Inc. Buy 4.91% 0.72%
NL NL Industries, Inc. Buy 4.98% 2.18%
TNET TriNet Group, Inc. Buy 4.8% -1.57%
BECN Beacon Roofing Supply, Inc. Buy 4.77% 0%
BXC BlueLinx Holdings Inc. Buy 4.77% 0%
CRS Carpenter Technology Corporation Buy 4.77% 0%
PRG PROG Holdings, Inc. Buy 4.77% 0%
MGRC McGrath RentCorp Buy 4.77% 0%
FWRD Forward Air Corporation Buy 4.77% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BECN
  • BXC
  • CRS
  • PRG
  • MGRC
  • FWRD
Assets Removed
Asset Action Perf %
MATX Sell All -5.25%
IBP Sell All -5.31%
TBI Sell All -7.1%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
MRCY Mercury Systems, Inc. Buy 5.06% 2.1%
MATX Matson, Inc. Buy 4.77% -3.8%
DRS Leonardo DRS, Inc. Buy 5.35% 8.9%
IBP Installed Building Products, Inc. Buy 4.68% -4.64%
TPC Tutor Perini Corporation Buy 5.02% 2.1%
FTAI FTAI Aviation Ltd. Buy 5.18% 5.46%
TBI TrueBlue, Inc. Buy 4.66% -5.07%
GLDD Great Lakes Dredge & Dock Corporation Buy 5.02% 3.17%
ASPN Aspen Aerogels, Inc. Buy 4.86% 0%
FIX Comfort Systems USA, Inc. Buy 4.86% 0%
B Barnes Group Inc. Buy 4.86% 0%
GTLS Chart Industries, Inc. Buy 4.86% 0%
CECO CECO Environmental Corp. Buy 4.86% 0%
HRI Herc Holdings Inc. Buy 4.86% 0%
EVI EVI Industries, Inc. Buy 4.86% 0%
NL NL Industries, Inc. Buy 4.86% 0%
TNET TriNet Group, Inc. Buy 4.86% 0%
The percentage of cash held in the portfolio is: 16.57%
New Assets Added
  • ASPN
  • FIX
  • B
  • GTLS
  • CECO
  • HRI
  • EVI
  • NL
  • TNET
Assets Removed
None
Assets Rebalanced
None
2024-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
MRCY Mercury Systems, Inc. Buy 5.08% 1.8%
MATX Matson, Inc. Buy 4.81% -3.7%
DRS Leonardo DRS, Inc. Buy 5.2% 5.06%
IBP Installed Building Products, Inc. Buy 4.77% -3.54%
TPC Tutor Perini Corporation Buy 4.92% -0.52%
FTAI FTAI Aviation Ltd. Buy 4.97% 0.41%
TBI TrueBlue, Inc. Buy 4.66% -5.83%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.87% -0.62%
The percentage of cash held in the portfolio is: 60.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
ATSG Sell All -9.45%
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 5.18% 4.53%
MRCY Mercury Systems, Inc. Buy 5.08% 2.6%
MATX Matson, Inc. Buy 4.86% -1.95%
DRS Leonardo DRS, Inc. Buy 5.23% 6.57%
IBP Installed Building Products, Inc. Buy 4.82% -1.9%
TPC Tutor Perini Corporation Buy 4.93% 0.48%
FTAI FTAI Aviation Ltd. Buy 4.97% 1.29%
TBI TrueBlue, Inc. Buy 4.67% -4.82%
ATSG Air Transport Services Group, Inc. Buy 4.74% -3.52%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.86% 0%
The percentage of cash held in the portfolio is: 50.65%
New Assets Added
  • GLDD
Assets Removed
Asset Action Perf %
LNN Sell All -0.81%
HEES Sell All 4.63%
TWI Sell All -6.17%
Assets Rebalanced
None
2024-10-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
LNN Lindsay Corporation Buy 4.93% -0.62%
HEES H&E Equipment Services, Inc. Buy 5.22% 5.27%
FIX Comfort Systems USA, Inc. Buy 5.08% 2.45%
MRCY Mercury Systems, Inc. Buy 5.13% 3.58%
MATX Matson, Inc. Buy 4.89% -1.18%
DRS Leonardo DRS, Inc. Buy 5.23% 6.57%
IBP Installed Building Products, Inc. Buy 4.84% -1.45%
TWI Titan International, Inc. Buy 4.69% -4.35%
TPC Tutor Perini Corporation Buy 4.79% -2.32%
FTAI FTAI Aviation Ltd. Buy 4.86% -0.94%
TBI TrueBlue, Inc. Buy 4.8% -2.28%
ATSG Air Transport Services Group, Inc. Buy 4.76% -3.09%
The percentage of cash held in the portfolio is: 40.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
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 4.9% 0.63%
LNN Lindsay Corporation Buy 4.91% -0.19%
HEES H&E Equipment Services, Inc. Buy 5.11% 3.95%
FIX Comfort Systems USA, Inc. Buy 5.05% 2.65%
MRCY Mercury Systems, Inc. Buy 4.97% 1.15%
MATX Matson, Inc. Buy 4.91% -0.12%
SAVE Spirit Airlines, Inc. Buy 4.75% -2.44%
PTSI P.A.M. Transportation Services, Inc. Buy 5.1% 4.82%
DRS Leonardo DRS, Inc. Buy 4.93% 1.26%
IBP Installed Building Products, Inc. Buy 4.79% -1.65%
TWI Titan International, Inc. Buy 4.78% -1.69%
TPC Tutor Perini Corporation Buy 4.87% 0%
FTAI FTAI Aviation Ltd. Buy 4.87% 0%
TBI TrueBlue, Inc. Buy 4.87% 0%
ATSG Air Transport Services Group, Inc. Buy 4.87% 0%
The percentage of cash held in the portfolio is: 26.34%
New Assets Added
  • TPC
  • FTAI
  • TBI
  • ATSG
Assets Removed
None
Assets Rebalanced
None
2024-09-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 5.03% 3.49%
LNN Lindsay Corporation Buy 4.88% -0.59%
HEES H&E Equipment Services, Inc. Buy 5.04% 2.63%
FIX Comfort Systems USA, Inc. Buy 5.03% 2.58%
MRCY Mercury Systems, Inc. Buy 5.03% 2.52%
MATX Matson, Inc. Buy 4.87% -0.6%
SAVE Spirit Airlines, Inc. Buy 4.82% -0.81%
PTSI P.A.M. Transportation Services, Inc. Buy 5% 3%
DRS Leonardo DRS, Inc. Buy 4.86% 0%
IBP Installed Building Products, Inc. Buy 4.86% 0%
TWI Titan International, Inc. Buy 4.86% 0%
The percentage of cash held in the portfolio is: 45.72%
New Assets Added
  • DRS
  • IBP
  • TWI
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 5.14% 5.55%
LNN Lindsay Corporation Buy 4.83% -1.67%
HEES H&E Equipment Services, Inc. Buy 4.99% 1.54%
FIX Comfort Systems USA, Inc. Buy 5.13% 4.35%
MRCY Mercury Systems, Inc. Buy 4.96% 1.07%
MATX Matson, Inc. Buy 4.87% -0.76%
SAVE Spirit Airlines, Inc. Buy 4.86% 0%
PTSI P.A.M. Transportation Services, Inc. Buy 4.86% 0%
The percentage of cash held in the portfolio is: 60.36%
New Assets Added
  • SAVE
  • PTSI
Assets Removed
Asset Action Perf %
TGI Sell All -6.73%
BLDR Sell All -5.83%
Assets Rebalanced
None

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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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