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Portfolio Ref: EQ205LO2W
Performance in the last:
Follow this Portfolio
1D 1.2 %
1W 0.2 %
2W 2.8 %
1M 5.0 %
3M -4.2 %
6M -1.0 %
9M 9.6 %
1Y 2.5 %
Alpha
-11.2%
Beta
0.45
sharpe-R
0.28
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 07:50:58
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -18.2%
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 5.

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
4
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
BXC BlueLinx Holdings Inc. Buy 19.68% 3.48%
FIX Comfort Systems USA, Inc. Buy 19.81% 4.12%
B Barnes Group Inc. Buy 19.56% 2.81%
The percentage of cash held in the portfolio is: 40.95%
** 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
BXC BlueLinx Holdings Inc. Buy 20.14% 6.23%
FIX Comfort Systems USA, Inc. Buy 19.53% 3.02%
B Barnes Group Inc. Buy 19.5% 2.85%
The percentage of cash held in the portfolio is: 40.82%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All 5.56%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 19.84% 3.62%
BXC BlueLinx Holdings Inc. Buy 19.69% 2.89%
FIX Comfort Systems USA, Inc. Buy 19.76% 3.26%
B Barnes Group Inc. Buy 19.72% 3.07%
The percentage of cash held in the portfolio is: 20.99%
New Assets Added
None
Assets Removed
Asset Action Perf %
DRS Sell All 4.7%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
DRS Leonardo DRS, Inc. Buy 19.99% 8.9%
GLDD Great Lakes Dredge & Dock Corporation Buy 19.97% 3.17%
BXC BlueLinx Holdings Inc. Buy 19.35% 0%
FIX Comfort Systems USA, Inc. Buy 19.35% 0%
B Barnes Group Inc. Buy 19.35% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BXC
  • FIX
  • B
Assets Removed
None
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
DRS Leonardo DRS, Inc. Buy 19.77% 6.57%
GLDD Great Lakes Dredge & Dock Corporation Buy 19.56% 0%
The percentage of cash held in the portfolio is: 60.68%
New Assets Added
  • GLDD
Assets Removed
Asset Action Perf %
LNN Sell All -0.81%
HEES Sell All 4.63%
Assets Rebalanced
None
2024-10-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
LNN Lindsay Corporation Buy 19.57% -0.62%
HEES H&E Equipment Services, Inc. Buy 20.73% 5.27%
DRS Leonardo DRS, Inc. Buy 19.73% 6.57%
The percentage of cash held in the portfolio is: 39.97%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMRC Sell All 2.92%
AAL Sell All -2.42%
Assets Rebalanced
None
2024-09-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 20.15% 6.48%
AAL American Airlines Group Inc. Buy 19.58% 3.49%
LNN Lindsay Corporation Buy 19.56% -0.59%
HEES H&E Equipment Services, Inc. Buy 20.2% 2.63%
DRS Leonardo DRS, Inc. Buy 18.51% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DRS
Assets Removed
None
Assets Rebalanced
None
2024-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 20.23% 6.98%
AAL American Airlines Group Inc. Buy 19.96% 5.55%
LNN Lindsay Corporation Buy 19.34% -1.67%
HEES H&E Equipment Services, Inc. Buy 19.97% 1.54%
The percentage of cash held in the portfolio is: 20.49%
New Assets Added
None
Assets Removed
Asset Action Perf %
BLDR Sell All -5.83%
Assets Rebalanced
None
2024-09-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 18.77% -1.41%
AAL American Airlines Group Inc. Buy 18.94% -0.54%
LNN Lindsay Corporation Buy 20.04% 1.23%
HEES H&E Equipment Services, Inc. Buy 20.46% 3.31%
BLDR Builders FirstSource, Inc. Buy 19.79% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BLDR
Assets Removed
None
Assets Rebalanced
None
2024-09-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 19.21% 0.14%
AAL American Airlines Group Inc. Buy 18.94% -1.25%
LNN Lindsay Corporation Buy 19.95% 0%
HEES H&E Equipment Services, Inc. Buy 19.95% 0%
The percentage of cash held in the portfolio is: 21.95%
New Assets Added
  • LNN
  • HEES
Assets Removed
Asset Action Perf %
FWRD Sell All 8.75%
SAIA Sell All 6.47%
Assets Rebalanced
None
2024-09-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 20.47% 8.15%
SAIA Saia, Inc. Buy 19.88% 5.05%
AMRC Ameresco, Inc. Buy 19.21% 0%
AAL American Airlines Group Inc. Buy 19.21% 0%
The percentage of cash held in the portfolio is: 21.21%
New Assets Added
  • AMRC
  • AAL
Assets Removed
None
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 20.16% 5.7%
SAIA Saia, Inc. Buy 19.76% 3.64%
The percentage of cash held in the portfolio is: 60.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAL Sell All 0.66%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 21.11% 1.69%
FWRD Forward Air Corporation Buy 18.75% -5.01%
SAIA Saia, Inc. Buy 18.84% -4.54%
The percentage of cash held in the portfolio is: 41.3%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All -6.81%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 19.53% -4.98%
AAL American Airlines Group Inc. Buy 20.38% 0.09%
FWRD Forward Air Corporation Buy 19.36% 0%
SAIA Saia, Inc. Buy 19.36% 0%
The percentage of cash held in the portfolio is: 21.36%
New Assets Added
  • FWRD
  • SAIA
Assets Removed
Asset Action Perf %
CECO Sell All -9.53%
ROK Sell All -5.65%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 19.92% 1.12%
CECO CECO Environmental Corp. Buy 19.52% 0%
ROK Rockwell Automation, Inc. Buy 19.52% 0%
AAL American Airlines Group Inc. Buy 19.52% 0%
The percentage of cash held in the portfolio is: 21.52%
New Assets Added
  • CECO
  • ROK
  • AAL
Assets Removed
None
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 19.92% 1.12%
The percentage of cash held in the portfolio is: 80.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMRC Sell All -3.66%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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