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All portfolios and performance
Portfolio Ref: EQ2025LS2W
Performance in the last:
Follow this Portfolio
1D -0.7 %
1W -1.3 %
2W -1.6 %
1M -3.0 %
3M -4.2 %
6M -3.9 %
9M 2.7 %
1Y 0.5 %
Alpha
-12.7%
Beta
0.43
sharpe-R
0
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 08:29:18
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -12.87%
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 25.

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 13.24% 0.22%
SEB Seaboard Corporation Buy 4.82% -2.21%
FLR Fluor Corporation Buy 6.41% 3.41%
TPIC TPI Composites, Inc. Buy 5.21% -15.97%
NL NL Industries, Inc. Buy 7.31% -0.5%
SPCE Virgin Galactic Holdings, Inc. Buy 7.05% -4.02%
TPC Tutor Perini Corporation Buy 7.12% -3.03%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.89% -3.47%
ATRO Astronics Corporation Sell -3.57% 5.24%
MMS Maximus, Inc. Sell -3.37% 10.36%
FC Franklin Covey Co. Sell -3.54% 6.02%
CYRX Cryoport, Inc. Sell -3.08% 18.08%
WMS Advanced Drainage Systems, Inc. Sell -3.57% 5.71%
ARCB ArcBest Corporation Sell -3.87% 12.42%
MRCY Mercury Systems, Inc. Sell -4.65% 4.7%
The percentage of cash held in the portfolio is: 78.38%
** 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 13.24% 0.22%
SEB Seaboard Corporation Buy 4.82% -2.21%
FLR Fluor Corporation Buy 6.41% 3.41%
TPIC TPI Composites, Inc. Buy 5.21% -15.97%
NL NL Industries, Inc. Buy 7.31% -0.5%
SPCE Virgin Galactic Holdings, Inc. Buy 7.05% -4.02%
TPC Tutor Perini Corporation Buy 7.12% -3.03%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.89% -3.47%
ATRO Astronics Corporation Sell -3.57% 5.24%
MMS Maximus, Inc. Sell -3.37% 10.36%
FC Franklin Covey Co. Sell -3.54% 6.02%
CYRX Cryoport, Inc. Sell -3.08% 18.08%
WMS Advanced Drainage Systems, Inc. Sell -3.57% 5.71%
ARCB ArcBest Corporation Sell -3.87% 12.42%
MRCY Mercury Systems, Inc. Sell -4.65% 4.7%
The percentage of cash held in the portfolio is: 78.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
DY Sell All -9.84%
TGI Sell All 21.93%
NX Sell All -4.59%
SXI Sell All -3.08%
CECO Sell All 19.78%
FTAI Sell All 14.89%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 7.17% 19.26%
NX Quanex Building Products Corporation Buy 5.77% -4.04%
SXI Standex International Corporation Buy 5.96% -0.9%
CECO CECO Environmental Corp. Buy 7.14% 18.67%
FTAI FTAI Aviation Ltd. Buy 6.9% 14.76%
ITT ITT Inc. Buy 13.17% 0.75%
SEB Seaboard Corporation Buy 4.76% -2.34%
FLR Fluor Corporation Buy 6.35% 3.68%
TPIC TPI Composites, Inc. Buy 5.2% -15.13%
NL NL Industries, Inc. Buy 7.06% -2.89%
SPCE Virgin Galactic Holdings, Inc. Buy 7.11% -2.16%
TPC Tutor Perini Corporation Buy 7.18% -1.21%
DY Dycom Industries, Inc. Buy 7.52% 3.55%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.84% -3.18%
ATRO Astronics Corporation Sell -3.35% 9.98%
MMS Maximus, Inc. Sell -3.31% 11.16%
FC Franklin Covey Co. Sell -3.52% 5.46%
CYRX Cryoport, Inc. Sell -3.22% 13.47%
WMS Advanced Drainage Systems, Inc. Sell -3.55% 5.21%
ARCB ArcBest Corporation Sell -3.86% 11.64%
MRCY Mercury Systems, Inc. Sell -4.6% 4.58%
The percentage of cash held in the portfolio is: 37.96%
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 7.1% 17.61%
NX Quanex Building Products Corporation Buy 5.83% -3.53%
SXI Standex International Corporation Buy 5.99% -0.76%
CECO CECO Environmental Corp. Buy 6.85% 13.43%
FTAI FTAI Aviation Ltd. Buy 6.61% 9.39%
ITT ITT Inc. Buy 13.26% 1.06%
AAON AAON, Inc. Buy 14.24% -4.99%
SEB Seaboard Corporation Buy 4.82% -1.56%
FLR Fluor Corporation Buy 6.41% 4.23%
TPIC TPI Composites, Inc. Buy 5.33% -13.45%
NL NL Industries, Inc. Buy 7.07% -3.14%
SPCE Virgin Galactic Holdings, Inc. Buy 7.29% 0%
TPC Tutor Perini Corporation Buy 7.29% 0%
DY Dycom Industries, Inc. Buy 7.29% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.8% -1.56%
ATRO Astronics Corporation Sell -3.32% 11.25%
MMS Maximus, Inc. Sell -3.3% 11.81%
FC Franklin Covey Co. Sell -3.57% 4.58%
CYRX Cryoport, Inc. Sell -3.12% 16.46%
WMS Advanced Drainage Systems, Inc. Sell -3.67% 2.15%
ARCB ArcBest Corporation Sell -3.9% 11.2%
MRCY Mercury Systems, Inc. Sell -4.59% 5.17%
The percentage of cash held in the portfolio is: 23.88%
New Assets Added
  • SPCE
  • TPC
  • DY
Assets Removed
None
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 6.93% 14.3%
NX Quanex Building Products Corporation Buy 5.83% -3.85%
SXI Standex International Corporation Buy 5.96% -1.62%
CECO CECO Environmental Corp. Buy 6.59% 8.71%
FTAI FTAI Aviation Ltd. Buy 6.45% 6.32%
ITT ITT Inc. Buy 13.24% 0.49%
AAON AAON, Inc. Buy 14.53% -3.46%
SEB Seaboard Corporation Buy 4.81% -2.03%
FLR Fluor Corporation Buy 6.31% 2.2%
TPIC TPI Composites, Inc. Buy 5.63% -8.82%
NL NL Industries, Inc. Buy 7.32% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.73% 0.52%
ATRO Astronics Corporation Sell -3.42% 8.77%
MMS Maximus, Inc. Sell -3.31% 11.87%
FC Franklin Covey Co. Sell -3.58% 4.5%
CYRX Cryoport, Inc. Sell -3.27% 12.84%
WMS Advanced Drainage Systems, Inc. Sell -3.64% 3.48%
ARCB ArcBest Corporation Sell -3.92% 11.08%
MRCY Mercury Systems, Inc. Sell -4.68% 3.72%
The percentage of cash held in the portfolio is: 45.94%
New Assets Added
  • NL
Assets Removed
Asset Action Perf %
BWXT Sell All 1.35%
HXL Sell All -4.63%
FWRD Sell All -8.97%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 6.87% 13.54%
HXL Hexcel Corporation Buy 5.82% -3.83%
NX Quanex Building Products Corporation Buy 5.92% -2.18%
SXI Standex International Corporation Buy 5.95% -1.65%
CECO CECO Environmental Corp. Buy 6.31% 4.32%
FTAI FTAI Aviation Ltd. Buy 6.4% 5.79%
FWRD Forward Air Corporation Buy 5.76% -4.88%
ITT ITT Inc. Buy 13.13% -0.13%
BWXT BWX Technologies, Inc. Buy 15.47% 2.94%
AAON AAON, Inc. Buy 14.48% -3.66%
SEB Seaboard Corporation Buy 4.88% -0.4%
FLR Fluor Corporation Buy 6.17% 0%
TPIC TPI Composites, Inc. Buy 6.17% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.67% 2.07%
ATRO Astronics Corporation Sell -3.36% 10.2%
MMS Maximus, Inc. Sell -3.38% 9.76%
FC Franklin Covey Co. Sell -3.66% 2.21%
CYRX Cryoport, Inc. Sell -3.45% 7.98%
WMS Advanced Drainage Systems, Inc. Sell -3.6% 4.33%
ARCB ArcBest Corporation Sell -4.02% 8.53%
MRCY Mercury Systems, Inc. Sell -4.86% 0%
The percentage of cash held in the portfolio is: 26.67%
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%
RGP Sell All -3.91%
RYI Sell All -6.39%
NDSN Sell All -2.95%
TRU Sell All -5.09%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
TGI Triumph Group, Inc. Buy 6.94% 16.4%
HXL Hexcel Corporation Buy 5.86% -1.79%
BECN Beacon Roofing Supply, Inc. Buy 6.06% 1.65%
NX Quanex Building Products Corporation Buy 5.88% -1.41%
RYI Ryerson Holding Corporation Buy 5.69% -4.56%
RBC RBC Bearings Incorporated Buy 5.95% -0.26%
SXI Standex International Corporation Buy 5.92% -0.77%
NDSN Nordson Corporation Buy 5.85% -2.01%
CECO CECO Environmental Corp. Buy 6.14% 2.88%
FTAI FTAI Aviation Ltd. Buy 6.5% 9%
TRU TransUnion Buy 5.87% -1.65%
RGP Resources Connection, Inc. Buy 5.83% -2.23%
FWRD Forward Air Corporation Buy 5.62% -5.85%
ITT ITT Inc. Buy 13.11% 1.14%
BWXT BWX Technologies, Inc. Buy 15.71% 6.05%
AAON AAON, Inc. Buy 14.42% -2.61%
SEB Seaboard Corporation Buy 4.83% 0%
TPIC TPI Composites, Inc. Sell -2.68% 28.38%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.64% 1.46%
ATRO Astronics Corporation Sell -3.36% 8.99%
MMS Maximus, Inc. Sell -3.61% 2.1%
FC Franklin Covey Co. Sell -3.72% -0.85%
CYRX Cryoport, Inc. Sell -3.53% 4.36%
WMS Advanced Drainage Systems, Inc. Sell -3.62% 2.29%
ARCB ArcBest Corporation Sell -4.01% 7.41%
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

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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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