Get the composition of our in-house portfolios

Portfolio Ref: EQ2025LS3W
Performance in the last:
1D 0.2 %
1W 0.8 %
2W 2.8 %
1M 0.1 %
3M -1.4 %
6M -7.8 %
9M -6.5 %
1Y -5.8 %
Alpha
-11.7%
Beta
0.18
sharpe-R
-0.6
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.64
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 2024-12-03 08:15:44
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -13.39%
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 25.

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
TPIC TPI Composites, Inc. Buy 7.03% -17.23%
TREX Trex Company, Inc. Buy 7.15% 4.53%
SHYF The Shyft Group, Inc. Buy 6.64% -2.9%
ASPN Aspen Aerogels, Inc. Buy 6.91% 1.06%
BBCP Concrete Pumping Holdings, Inc. Buy 7.44% 8.81%
HI Hillenbrand, Inc. Buy 6.88% 0.67%
MATX Matson, Inc. Buy 6.84% 0.05%
MLI Mueller Industries, Inc. Sell -4.34% 11.26%
DY Dycom Industries, Inc. Sell -3.7% -1.37%
VVX V2X, Inc. Sell -3.89% 1.03%
NX Quanex Building Products Corporation Sell -3.97% -2.71%
WWD Woodward, Inc. Sell -3.53% 0%
The percentage of cash held in the portfolio is: 70.54%
** The description of each asset is available Here

The latest 5 Compositions change

2024-12-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPIC TPI Composites, Inc. Buy 7.03% -17.23%
TREX Trex Company, Inc. Buy 7.15% 4.53%
SHYF The Shyft Group, Inc. Buy 6.64% -2.9%
ASPN Aspen Aerogels, Inc. Buy 6.91% 1.06%
BBCP Concrete Pumping Holdings, Inc. Buy 7.44% 8.81%
HI Hillenbrand, Inc. Buy 6.88% 0.67%
MATX Matson, Inc. Buy 6.84% 0.05%
MLI Mueller Industries, Inc. Sell -4.34% 11.26%
DY Dycom Industries, Inc. Sell -3.7% -1.37%
VVX V2X, Inc. Sell -3.89% 1.03%
NX Quanex Building Products Corporation Sell -3.97% -2.71%
WWD Woodward, Inc. Sell -3.53% 0%
The percentage of cash held in the portfolio is: 70.54%
New Assets Added
  • WWD
Assets Removed
None
Assets Rebalanced
None
2024-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPIC TPI Composites, Inc. Buy 7.3% -14.29%
TREX Trex Company, Inc. Buy 7.11% 3.85%
SHYF The Shyft Group, Inc. Buy 7.01% 2.32%
ASPN Aspen Aerogels, Inc. Buy 6.73% -1.66%
BBCP Concrete Pumping Holdings, Inc. Buy 7.2% 5.17%
HI Hillenbrand, Inc. Buy 6.75% -1.48%
MATX Matson, Inc. Buy 6.72% -1.83%
MLI Mueller Industries, Inc. Sell -4.35% 11.24%
DY Dycom Industries, Inc. Sell -3.67% -0.48%
VVX V2X, Inc. Sell -3.94% -0.07%
NX Quanex Building Products Corporation Sell -4% -3.3%
The percentage of cash held in the portfolio is: 67.14%
New Assets Added
None
Assets Removed
Asset Action Perf %
ATRO Buy All 10.72%
NVEE Buy All 6.81%
BWXT Sell All 5.04%
Assets Rebalanced
None
2024-11-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
BWXT BWX Technologies, Inc. Buy 9.64% 4.72%
TPIC TPI Composites, Inc. Buy 7.16% -15.97%
TREX Trex Company, Inc. Buy 7.06% 3.02%
SHYF The Shyft Group, Inc. Buy 7.09% 3.48%
ASPN Aspen Aerogels, Inc. Buy 6.59% -3.79%
BBCP Concrete Pumping Holdings, Inc. Buy 7.3% 6.53%
HI Hillenbrand, Inc. Buy 6.71% -2.03%
MATX Matson, Inc. Buy 6.72% -1.9%
ATRO Astronics Corporation Sell -3.26% 11.33%
NVEE NV5 Global, Inc. Sell -3.4% 7.54%
MLI Mueller Industries, Inc. Sell -4.35% 11.18%
DY Dycom Industries, Inc. Sell -3.66% -0.21%
VVX V2X, Inc. Sell -3.94% -0.13%
NX Quanex Building Products Corporation Sell -3.88% 0%
The percentage of cash held in the portfolio is: 64.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
FC Buy All NA
FTAI Sell All NA
Assets Rebalanced
None
2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
FTAI FTAI Aviation Ltd. Buy 7.83% 10.2%
BWXT BWX Technologies, Inc. Buy 9.64% 4.72%
TPIC TPI Composites, Inc. Buy 7.16% -15.97%
TREX Trex Company, Inc. Buy 7.06% 3.02%
SHYF The Shyft Group, Inc. Buy 7.09% 3.48%
ASPN Aspen Aerogels, Inc. Buy 6.59% -3.79%
BBCP Concrete Pumping Holdings, Inc. Buy 7.3% 6.53%
HI Hillenbrand, Inc. Buy 6.71% -2.03%
MATX Matson, Inc. Buy 6.72% -1.9%
FC Franklin Covey Co. Sell -3.62% 2.45%
ATRO Astronics Corporation Sell -3.26% 11.33%
NVEE NV5 Global, Inc. Sell -3.4% 7.54%
MLI Mueller Industries, Inc. Sell -4.35% 11.18%
DY Dycom Industries, Inc. Sell -3.66% -0.21%
VVX V2X, Inc. Sell -3.94% -0.13%
NX Quanex Building Products Corporation Sell -3.88% 0%
The percentage of cash held in the portfolio is: 60.01%
New Assets Added
  • NX
Assets Removed
Asset Action Perf %
BECN Sell All 11.98%
CRS Sell All 9.19%
RBC Sell All 7.31%
SXI Sell All 0.95%
CVLG Sell All 1.08%
TRN Sell All 1.22%
Assets Rebalanced
None
2024-11-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 6.42% 11.72%
CRS Carpenter Technology Corporation Buy 6.33% 10.13%
RBC RBC Bearings Incorporated Buy 6.17% 7.41%
SXI Standex International Corporation Buy 5.85% 1.81%
CVLG Covenant Logistics Group, Inc. Buy 5.9% 2.64%
TRN Trinity Industries, Inc. Buy 5.85% 1.84%
FTAI FTAI Aviation Ltd. Buy 8.11% 14.62%
BWXT BWX Technologies, Inc. Buy 9.74% 6.25%
TPIC TPI Composites, Inc. Buy 7.09% -16.39%
TREX Trex Company, Inc. Buy 7.09% 3.99%
SHYF The Shyft Group, Inc. Buy 7.07% 3.7%
ASPN Aspen Aerogels, Inc. Buy 6.5% -4.72%
BBCP Concrete Pumping Holdings, Inc. Buy 6.95% 1.98%
HI Hillenbrand, Inc. Buy 6.69% -1.82%
MATX Matson, Inc. Buy 6.86% 0.6%
FC Franklin Covey Co. Sell -3.61% 2.32%
ATRO Astronics Corporation Sell -3.17% 13.43%
NVEE NV5 Global, Inc. Sell -3.48% 5.05%
MLI Mueller Industries, Inc. Sell -4.36% 10.62%
DY Dycom Industries, Inc. Sell -3.64% 0.03%
VVX V2X, Inc. Sell -3.92% 0%
The percentage of cash held in the portfolio is: 19.56%
New Assets Added
  • VVX
Assets Removed
None
Assets Rebalanced
None
2024-11-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 6.47% 12.96%
CRS Carpenter Technology Corporation Buy 6.28% 9.54%
RBC RBC Bearings Incorporated Buy 6.13% 7.03%
SXI Standex International Corporation Buy 5.89% 2.87%
CVLG Covenant Logistics Group, Inc. Buy 5.82% 1.62%
TRN Trinity Industries, Inc. Buy 5.86% 2.35%
FTAI FTAI Aviation Ltd. Buy 7.91% 12.16%
BWXT BWX Technologies, Inc. Buy 9.57% 4.67%
TPIC TPI Composites, Inc. Buy 7.6% -10.08%
TREX Trex Company, Inc. Buy 7.26% 6.71%
SHYF The Shyft Group, Inc. Buy 7.08% 4.14%
ASPN Aspen Aerogels, Inc. Buy 6.8% 0%
BBCP Concrete Pumping Holdings, Inc. Buy 6.8% 0%
HI Hillenbrand, Inc. Buy 6.8% 0%
MATX Matson, Inc. Buy 6.8% 0%
FC Franklin Covey Co. Sell -3.62% 1.86%
ATRO Astronics Corporation Sell -3.55% 2.65%
NVEE NV5 Global, Inc. Sell -3.46% 5.31%
MLI Mueller Industries, Inc. Sell -4.39% 9.73%
DY Dycom Industries, Inc. Sell -3.65% -0.69%
The percentage of cash held in the portfolio is: 15.6%
New Assets Added
  • ASPN
  • BBCP
  • HI
  • MATX
Assets Removed
None
Assets Rebalanced
None
2024-11-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 6.47% 11.38%
CRS Carpenter Technology Corporation Buy 6.23% 7.23%
RBC RBC Bearings Incorporated Buy 6.18% 6.41%
SXI Standex International Corporation Buy 5.78% -0.48%
CVLG Covenant Logistics Group, Inc. Buy 5.85% 0.84%
TRN Trinity Industries, Inc. Buy 5.89% 1.49%
FTAI FTAI Aviation Ltd. Buy 8.28% 15.79%
BWXT BWX Technologies, Inc. Buy 9.88% 6.68%
TPIC TPI Composites, Inc. Buy 7.27% -15.13%
TREX Trex Company, Inc. Buy 6.89% 0%
SHYF The Shyft Group, Inc. Buy 6.89% 0%
FC Franklin Covey Co. Sell -3.61% 3.44%
ATRO Astronics Corporation Sell -3.52% 4.81%
NVEE NV5 Global, Inc. Sell -3.41% 7.92%
MLI Mueller Industries, Inc. Sell -4.76% 3.41%
DY Dycom Industries, Inc. Sell -3.68% 0%
The percentage of cash held in the portfolio is: 43.36%
New Assets Added
  • DY
  • TREX
  • SHYF
Assets Removed
Asset Action Perf %
ATKR Buy All 5.9%
SPR Buy All -5.31%
Assets Rebalanced
None
2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 6.33% 7.8%
CRS Carpenter Technology Corporation Buy 5.95% 1.47%
RBC RBC Bearings Incorporated Buy 6.02% 2.51%
SXI Standex International Corporation Buy 5.76% -1.85%
CVLG Covenant Logistics Group, Inc. Buy 5.83% -0.58%
TRN Trinity Industries, Inc. Buy 5.9% 0.46%
FTAI FTAI Aviation Ltd. Buy 8.43% 16.62%
BWXT BWX Technologies, Inc. Buy 10.01% 6.99%
TPIC TPI Composites, Inc. Buy 7.09% -18.07%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.84% -1.69%
FC Franklin Covey Co. Sell -3.62% 4.05%
ATRO Astronics Corporation Sell -3.54% 5.25%
NVEE NV5 Global, Inc. Sell -3.49% 6.6%
ATKR Atkore Inc. Sell -3.34% 10.67%
MLI Mueller Industries, Inc. Sell -5.02% -0.77%
The percentage of cash held in the portfolio is: 61.53%
New Assets Added
None
Assets Removed
Asset Action Perf %
MMS Buy All 16.56%
Assets Rebalanced
None
2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 6.38% 8.16%
CRS Carpenter Technology Corporation Buy 5.98% 1.46%
RBC RBC Bearings Incorporated Buy 6.05% 2.51%
SXI Standex International Corporation Buy 5.72% -3.08%
CVLG Covenant Logistics Group, Inc. Buy 5.84% -0.96%
TRN Trinity Industries, Inc. Buy 5.91% 0.14%
FTAI FTAI Aviation Ltd. Buy 8.29% 14.12%
BWXT BWX Technologies, Inc. Buy 9.8% 4.17%
TPIC TPI Composites, Inc. Buy 7.31% -15.97%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.92% -3.47%
MMS Maximus, Inc. Sell -3.4% 10.36%
FC Franklin Covey Co. Sell -3.56% 6.02%
ATRO Astronics Corporation Sell -3.57% 5.03%
NVEE NV5 Global, Inc. Sell -3.51% 6.64%
ATKR Atkore Inc. Sell -3.32% 11.71%
MLI Mueller Industries, Inc. Sell -5% 0%
The percentage of cash held in the portfolio is: 65.02%
New Assets Added
None
Assets Removed
Asset Action Perf %
VVX Buy All 7.07%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 6.35% 8.46%
CRS Carpenter Technology Corporation Buy 6.07% 3.59%
RBC RBC Bearings Incorporated Buy 5.97% 1.89%
SXI Standex International Corporation Buy 5.8% -0.9%
CVLG Covenant Logistics Group, Inc. Buy 5.86% 0.07%
TRN Trinity Industries, Inc. Buy 6.01% 2.65%
FTAI FTAI Aviation Ltd. Buy 8.22% 14%
BWXT BWX Technologies, Inc. Buy 9.77% 4.62%
TPIC TPI Composites, Inc. Buy 7.33% -15.13%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.88% -3.18%
MMS Maximus, Inc. Sell -3.34% 11.16%
FC Franklin Covey Co. Sell -3.56% 5.46%
VVX V2X, Inc. Sell -3.34% 10.51%
ATRO Astronics Corporation Sell -3.37% 9.78%
NVEE NV5 Global, Inc. Sell -3.55% 4.8%
ATKR Atkore Inc. Sell -3.38% 9.43%
MLI Mueller Industries, Inc. Sell -4.95% 0.35%
The percentage of cash held in the portfolio is: 68%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAON Sell All -5.12%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 5.81% -1.96%
CRS Carpenter Technology Corporation Buy 5.83% -1.46%
RBC RBC Bearings Incorporated Buy 5.86% -0.96%
SXI Standex International Corporation Buy 5.82% -1.62%
CVLG Covenant Logistics Group, Inc. Buy 5.98% 0.96%
TRN Trinity Industries, Inc. Buy 5.96% 0.59%
FTAI FTAI Aviation Ltd. Buy 7.7% 5.61%
BWXT BWX Technologies, Inc. Buy 9.57% 1.35%
AAON AAON, Inc. Buy 9.12% -3.46%
TPIC TPI Composites, Inc. Buy 7.96% -8.82%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.79% 0.52%
MMS Maximus, Inc. Sell -3.36% 11.87%
FC Franklin Covey Co. Sell -3.64% 4.5%
VVX V2X, Inc. Sell -3.23% 14.37%
ATRO Astronics Corporation Sell -3.45% 8.57%
NVEE NV5 Global, Inc. Sell -3.55% 5.95%
ATKR Atkore Inc. Sell -3.52% 6.65%
MLI Mueller Industries, Inc. Sell -4.9% 2.55%
The percentage of cash held in the portfolio is: 59.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
FWRD Sell All -8.97%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 5.89% 0.23%
CRS Carpenter Technology Corporation Buy 5.67% -3.43%
RBC RBC Bearings Incorporated Buy 5.82% -0.96%
SXI Standex International Corporation Buy 5.78% -1.65%
FWRD Forward Air Corporation Buy 5.59% -4.88%
CVLG Covenant Logistics Group, Inc. Buy 6.07% 3.33%
TRN Trinity Industries, Inc. Buy 5.93% 1%
FTAI FTAI Aviation Ltd. Buy 7.6% 5.09%
BWXT BWX Technologies, Inc. Buy 9.64% 2.94%
AAON AAON, Inc. Buy 9.02% -3.66%
TPIC TPI Composites, Inc. Buy 8.66% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.7% 2.07%
MMS Maximus, Inc. Sell -3.41% 9.76%
FC Franklin Covey Co. Sell -3.69% 2.21%
VVX V2X, Inc. Sell -3.34% 10.67%
ATRO Astronics Corporation Sell -3.37% 10.01%
NVEE NV5 Global, Inc. Sell -3.61% 3.64%
ATKR Atkore Inc. Sell -3.58% 4.28%
MLI Mueller Industries, Inc. Sell -4.94% 0.93%
The percentage of cash held in the portfolio is: 53.97%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
TWI Sell All -8.84%
RYI Sell All -6.39%
SPCE Sell All -12.85%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 5.89% 1.65%
CRS Carpenter Technology Corporation Buy 5.76% -0.67%
RYI Ryerson Holding Corporation Buy 5.53% -4.56%
RBC RBC Bearings Incorporated Buy 5.78% -0.26%
SXI Standex International Corporation Buy 5.75% -0.77%
FWRD Forward Air Corporation Buy 5.45% -5.85%
CVLG Covenant Logistics Group, Inc. Buy 6.11% 5.39%
TRN Trinity Industries, Inc. Buy 5.93% 2.35%
FTAI FTAI Aviation Ltd. Buy 7.72% 8.27%
BWXT BWX Technologies, Inc. Buy 9.8% 6.05%
AAON AAON, Inc. Buy 9% -2.61%
SPCE Virgin Galactic Holdings, Inc. Buy 8.66% -6.23%
TWI Titan International, Inc. Buy 8.71% -5.67%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.67% 1.46%
MMS Maximus, Inc. Sell -3.65% 2.1%
FC Franklin Covey Co. Sell -3.76% -0.85%
VVX V2X, Inc. Sell -3.37% 8.79%
ATRO Astronics Corporation Sell -3.37% 8.79%
NVEE NV5 Global, Inc. Sell -3.69% 0%
ATKR Atkore Inc. Sell -3.58% 2.97%
MLI Mueller Industries, Inc. Sell -4.92% 0%
The percentage of cash held in the portfolio is: 39.91%
New Assets Added
  • MLI
Assets Removed
None
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 6.01% 3.11%
CRS Carpenter Technology Corporation Buy 5.78% -0.79%
RYI Ryerson Holding Corporation Buy 5.59% -4.13%
RBC RBC Bearings Incorporated Buy 5.81% -0.36%
SXI Standex International Corporation Buy 5.82% -0.14%
FWRD Forward Air Corporation Buy 5.36% -8.12%
CVLG Covenant Logistics Group, Inc. Buy 6.17% 5.88%
TRN Trinity Industries, Inc. Buy 6.03% 3.46%
FTAI FTAI Aviation Ltd. Buy 7.72% 7.62%
BWXT BWX Technologies, Inc. Buy 9.47% 1.89%
AAON AAON, Inc. Buy 9.26% -0.37%
SPCE Virgin Galactic Holdings, Inc. Buy 8.69% -6.49%
TWI Titan International, Inc. Buy 9.24% -0.53%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.77% -0.58%
MMS Maximus, Inc. Sell -3.78% -0.78%
FC Franklin Covey Co. Sell -3.96% -5.62%
VVX V2X, Inc. Sell -3.78% -1.76%
ATRO Astronics Corporation Sell -3.46% 6.74%
NVEE NV5 Global, Inc. Sell -3.73% -0.39%
ATKR Atkore Inc. Sell -3.68% 0.79%
The percentage of cash held in the portfolio is: 35.2%
New Assets Added
None
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
BECN Beacon Roofing Supply, Inc. Buy 5.99% 4.46%
CRS Carpenter Technology Corporation Buy 5.76% 0.4%
RYI Ryerson Holding Corporation Buy 5.71% -0.42%
TEX Terex Corporation Buy 5.44% -5.17%
RBC RBC Bearings Incorporated Buy 5.8% 1.12%
SXI Standex International Corporation Buy 5.88% 2.48%
FWRD Forward Air Corporation Buy 5.36% -6.65%
CVLG Covenant Logistics Group, Inc. Buy 6.03% 5.1%
TRN Trinity Industries, Inc. Buy 5.92% 3.24%
FTAI FTAI Aviation Ltd. Buy 7.75% 9.77%
BWXT BWX Technologies, Inc. Buy 9.29% 1.56%
AAON AAON, Inc. Buy 9.32% 1.82%
SPCE Virgin Galactic Holdings, Inc. Buy 9.15% 0%
TWI Titan International, Inc. Buy 9.15% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -3.71% -0.49%
MMS Maximus, Inc. Sell -3.76% -1.86%
FC Franklin Covey Co. Sell -3.85% -4.31%
VVX V2X, Inc. Sell -3.77% -3.28%
ATRO Astronics Corporation Sell -3.51% 4.04%
NVEE NV5 Global, Inc. Sell -3.72% -1.71%
ATKR Atkore Inc. Sell -3.67% -0.44%
The percentage of cash held in the portfolio is: 29.44%
New Assets Added
  • SPCE
  • TWI
Assets Removed
None
Assets Rebalanced
None

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