Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQ2515LS2W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 1.1 %
2W -1.8 %
1M 8.7 %
3M 31.5 %
6M 3.7 %
9M 17.5 %
1Y -6.1 %
Alpha
-7.9%
Beta
0.35
sharpe-R
0
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 07:00:17
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -22.98%
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 Consumer Discretionary 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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
4

Do you want to invest in this strategy ?

Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Action Weight PnL
IRBT iRobot Corporation Buy 20.47% 17.6%
LAKE Lakeland Industries, Inc. Buy 17.76% 2.04%
SUP Superior Industries International, Inc. Buy 11.12% 0.51%
TSLA Tesla, Inc. Sell -7.26% 5.9%
The percentage of cash held in the portfolio is: 57.9%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRBT iRobot Corporation Buy 20.12% 15.74%
LAKE Lakeland Industries, Inc. Buy 18.08% 3.99%
SUP Superior Industries International, Inc. Buy 11.22% 1.54%
TSLA Tesla, Inc. Sell -7.25% 5.88%
The percentage of cash held in the portfolio is: 57.82%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE Buy All 9.6%
MOD Sell All -9.2%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOD Modine Manufacturing Company Buy 11.52% -4.89%
IRBT iRobot Corporation Buy 19.55% 13.01%
LAKE Lakeland Industries, Inc. Buy 17.96% 3.82%
SUP Superior Industries International, Inc. Buy 11.05% 0.51%
LE Lands' End, Inc. Sell -5.65% 12.62%
TSLA Tesla, Inc. Sell -6.82% 11.02%
The percentage of cash held in the portfolio is: 52.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
MULN Buy All -3.45%
PII Buy All 9.53%
CWH Sell All -0.43%
APEI Sell All 0.6%
RCL Sell All -4.75%
RGS Sell All -15.9%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CWH Camping World Holdings, Inc. Buy 10.95% -1.06%
APEI American Public Education, Inc. Buy 11.61% 4.98%
RCL Royal Caribbean Cruises Ltd. Buy 10.74% -2.95%
MOD Modine Manufacturing Company Buy 11.3% -3.6%
RGS Regis Corporation Buy 11.45% 3.23%
IRBT iRobot Corporation Buy 18.98% 13.38%
LAKE Lakeland Industries, Inc. Buy 16.56% -1.1%
SUP Superior Industries International, Inc. Buy 10.91% 2.56%
MULN Mullen Automotive, Inc. Sell -4.2% 20.69%
PII Polaris Inc. Sell -4.85% 8.47%
LE Lands' End, Inc. Sell -5.53% 11.61%
TSLA Tesla, Inc. Sell -6.88% 7.26%
The percentage of cash held in the portfolio is: 18.94%
New Assets Added
None
Assets Removed
Asset Action Perf %
UAA Buy All 11.86%
BJRI Sell All -2.91%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BJRI BJ's Restaurants, Inc. Buy 12.55% -1.18%
CWH Camping World Holdings, Inc. Buy 11.19% -3.79%
APEI American Public Education, Inc. Buy 11.73% 0.92%
RCL Royal Caribbean Cruises Ltd. Buy 11.42% -1.73%
MOD Modine Manufacturing Company Buy 11.86% -3.71%
RGS Regis Corporation Buy 11.29% -3.15%
IRBT iRobot Corporation Buy 16.72% -4.96%
LAKE Lakeland Industries, Inc. Buy 17.24% -2.04%
SUP Superior Industries International, Inc. Buy 10.89% -2.56%
UAA Under Armour, Inc. Sell -6.06% 11.62%
MULN Mullen Automotive, Inc. Sell -4.22% 24.14%
PII Polaris Inc. Sell -5.06% 9.02%
LE Lands' End, Inc. Sell -5.72% 12.93%
TSLA Tesla, Inc. Sell -7.45% 4.38%
The percentage of cash held in the portfolio is: 13.62%
New Assets Added
None
Assets Removed
Asset Action Perf %
EAT Sell All -5.72%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
BJRI BJ's Restaurants, Inc. Buy 12.73% 0.74%
CWH Camping World Holdings, Inc. Buy 11.06% -4.43%
APEI American Public Education, Inc. Buy 11.73% 1.38%
RCL Royal Caribbean Cruises Ltd. Buy 11.62% 0.41%
MOD Modine Manufacturing Company Buy 11.69% -4.66%
EAT Brinker International, Inc. Buy 12.24% -0.12%
RGS Regis Corporation Buy 11.29% -2.71%
IRBT iRobot Corporation Buy 16.9% -3.47%
LAKE Lakeland Industries, Inc. Buy 17.52% 0.08%
SUP Superior Industries International, Inc. Buy 11.13% 0%
UAA Under Armour, Inc. Sell -6.28% 7.99%
MULN Mullen Automotive, Inc. Sell -4.94% 10.69%
PII Polaris Inc. Sell -5.15% 7.01%
LE Lands' End, Inc. Sell -5.85% 10.53%
TSLA Tesla, Inc. Sell -7.68% 1.02%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SUP
Assets Removed
Asset Action Perf %
UA Sell All -9.63%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
BJRI BJ's Restaurants, Inc. Buy 12.44% 0.79%
CWH Camping World Holdings, Inc. Buy 11.01% -2.55%
APEI American Public Education, Inc. Buy 11.67% 3.32%
RCL Royal Caribbean Cruises Ltd. Buy 11.2% -0.83%
MOD Modine Manufacturing Company Buy 12.28% 2.62%
UA Under Armour, Inc. Buy 11.34% -5.26%
EAT Brinker International, Inc. Buy 12.33% 2.99%
RGS Regis Corporation Buy 11.55% 1.95%
IRBT iRobot Corporation Buy 17.09% 0%
LAKE Lakeland Industries, Inc. Buy 17.09% 0%
UAA Under Armour, Inc. Sell -6.65% 0.24%
MULN Mullen Automotive, Inc. Sell -4.85% 10.34%
PII Polaris Inc. Sell -5.02% 7.18%
LE Lands' End, Inc. Sell -5.91% 7.35%
TSLA Tesla, Inc. Sell -7.57% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TSLA
  • IRBT
  • LAKE
Assets Removed
Asset Action Perf %
CBRL Sell All -7.8%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
BJRI BJ's Restaurants, Inc. Buy 12.55% 1.01%
CWH Camping World Holdings, Inc. Buy 11.18% -1.66%
APEI American Public Education, Inc. Buy 11.54% 1.48%
RCL Royal Caribbean Cruises Ltd. Buy 11.14% -2.04%
MOD Modine Manufacturing Company Buy 11.59% -3.86%
UA Under Armour, Inc. Buy 11.42% -5.26%
EAT Brinker International, Inc. Buy 12.41% 3.02%
CBRL Cracker Barrel Old Country Store, Inc. Buy 20.66% -3.34%
RGS Regis Corporation Buy 11.4% 0%
UAA Under Armour, Inc. Sell -6.7% 0.12%
MULN Mullen Automotive, Inc. Sell -5.07% 6.9%
PII Polaris Inc. Sell -5.1% 6.27%
LE Lands' End, Inc. Sell -6.12% 4.72%
The percentage of cash held in the portfolio is: 9.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
ESCA Buy All 2.73%
CAKE Sell All 8.71%
Assets Rebalanced
None
2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
CAKE The Cheesecake Factory Incorporated Buy 13.42% 9.5%
BJRI BJ's Restaurants, Inc. Buy 12.57% 1.4%
CWH Camping World Holdings, Inc. Buy 10.79% -4.89%
APEI American Public Education, Inc. Buy 11.39% 0.32%
RCL Royal Caribbean Cruises Ltd. Buy 11% -3.06%
MOD Modine Manufacturing Company Buy 11.32% -5.85%
UA Under Armour, Inc. Buy 11.35% -5.65%
EAT Brinker International, Inc. Buy 12.46% 3.64%
CBRL Cracker Barrel Old Country Store, Inc. Buy 20.79% -2.51%
RGS Regis Corporation Buy 11.38% 0%
UAA Under Armour, Inc. Sell -6.69% 0.12%
MULN Mullen Automotive, Inc. Sell -4.87% 10.34%
PII Polaris Inc. Sell -4.86% 10.41%
ESCA Escalade, Incorporated Sell -6.07% 5.39%
LE Lands' End, Inc. Sell -5.99% 6.66%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RGS
Assets Removed
Asset Action Perf %
FLL Sell All 0.19%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
CAKE The Cheesecake Factory Incorporated Buy 13.23% 8.42%
BJRI BJ's Restaurants, Inc. Buy 12.25% -0.79%
CWH Camping World Holdings, Inc. Buy 11.1% -1.74%
FLL Full House Resorts, Inc. Buy 11.78% 4.27%
APEI American Public Education, Inc. Buy 11.56% 2.31%
RCL Royal Caribbean Cruises Ltd. Buy 11.2% -0.93%
MOD Modine Manufacturing Company Buy 11.86% -0.99%
UA Under Armour, Inc. Buy 11.57% -3.34%
EAT Brinker International, Inc. Buy 11.94% -0.29%
CBRL Cracker Barrel Old Country Store, Inc. Buy 21.24% 0%
UAA Under Armour, Inc. Sell -6.74% -1.09%
MULN Mullen Automotive, Inc. Sell -5.41% 0%
PII Polaris Inc. Sell -5.29% 2.21%
ESCA Escalade, Incorporated Sell -6.14% 3.83%
LE Lands' End, Inc. Sell -6.15% 3.64%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CBRL
Assets Removed
Asset Action Perf %
NDLS Sell All 73.26%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
NDLS Noodles & Company Buy 20.73% 69.77%
CAKE The Cheesecake Factory Incorporated Buy 13.19% 8.46%
BJRI BJ's Restaurants, Inc. Buy 12.42% 0.99%
CWH Camping World Holdings, Inc. Buy 11.31% 0.43%
FLL Full House Resorts, Inc. Buy 11.65% 3.5%
APEI American Public Education, Inc. Buy 11.4% 1.25%
RCL Royal Caribbean Cruises Ltd. Buy 11.5% 2.12%
MOD Modine Manufacturing Company Buy 11.93% 0%
UA Under Armour, Inc. Buy 11.93% 0%
EAT Brinker International, Inc. Buy 11.93% 0%
UAA Under Armour, Inc. Sell -6.97% -4.84%
MULN Mullen Automotive, Inc. Sell -4.89% 9.28%
PII Polaris Inc. Sell -5.42% -0.53%
ESCA Escalade, Incorporated Sell -6.36% 0%
LE Lands' End, Inc. Sell -6.36% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ESCA
  • LE
  • MOD
  • UA
  • EAT
Assets Removed
Asset Action Perf %
BLNK Buy All -0.81%
FL Buy All 1.18%
CTRN Sell All -1.51%
DXLG Sell All -0.36%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
CTRN Citi Trends, Inc. Buy 12.32% -0.68%
DXLG Destination XL Group, Inc. Buy 12.77% 2.91%
NDLS Noodles & Company Buy 20.34% 63.95%
CAKE The Cheesecake Factory Incorporated Buy 12.85% 3.98%
BJRI BJ's Restaurants, Inc. Buy 12.51% 0.14%
CWH Camping World Holdings, Inc. Buy 11.44% 0%
FLL Full House Resorts, Inc. Buy 11.44% 0%
APEI American Public Education, Inc. Buy 11.44% 0%
RCL Royal Caribbean Cruises Ltd. Buy 11.44% 0%
FL Foot Locker, Inc. Sell -5.64% 2.96%
UAA Under Armour, Inc. Sell -6.71% 0.61%
BLNK Blink Charging Co. Sell -6.7% 0.81%
MULN Mullen Automotive, Inc. Sell -5.47% 0%
PII Polaris Inc. Sell -5.47% 0%
The percentage of cash held in the portfolio is: 13.44%
New Assets Added
  • MULN
  • PII
  • CWH
  • FLL
  • APEI
  • RCL
Assets Removed
Asset Action Perf %
BGFV Buy All 4.17%
LE Sell All -0.08%
WINA Sell All 0.54%
FOXF Sell All -6.06%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
WINA Winmark Corporation Buy 11.34% -0.24%
LE Lands' End, Inc. Buy 11.29% -0.68%
CTRN Citi Trends, Inc. Buy 12.33% 0.15%
DXLG Destination XL Group, Inc. Buy 12.94% 5.09%
NDLS Noodles & Company Buy 20.61% 67.44%
CAKE The Cheesecake Factory Incorporated Buy 12.57% 2.53%
FOXF Fox Factory Holding Corp. Buy 11.87% -4.31%
BJRI BJ's Restaurants, Inc. Buy 12.26% -1.15%
BGFV Big 5 Sporting Goods Corporation Sell -5.69% 1.79%
FL Foot Locker, Inc. Sell -5.58% 3.3%
UAA Under Armour, Inc. Sell -6.57% 1.94%
BLNK Blink Charging Co. Sell -6.37% 4.88%
The percentage of cash held in the portfolio is: 19%
New Assets Added
None
Assets Removed
Asset Action Perf %
FIVE Buy All -1.81%
GT Sell All 1.67%
STKS Sell All 16.98%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
GT The Goodyear Tire & Rubber Company Buy 10.41% 1.89%
STKS The ONE Group Hospitality, Inc. Buy 12.37% 21.07%
WINA Winmark Corporation Buy 11.19% 0.21%
LE Lands' End, Inc. Buy 11.39% 2.05%
CTRN Citi Trends, Inc. Buy 11.86% -1.92%
DXLG Destination XL Group, Inc. Buy 13.54% 12%
NDLS Noodles & Company Buy 20.81% 72.09%
CAKE The Cheesecake Factory Incorporated Buy 12.06% 0.08%
FOXF Fox Factory Holding Corp. Buy 12.18% 0%
BJRI BJ's Restaurants, Inc. Buy 12.18% 0%
FIVE Five Below, Inc. Sell -5.7% -2.17%
BGFV Big 5 Sporting Goods Corporation Sell -5.52% 2.98%
FL Foot Locker, Inc. Sell -5.62% 0.84%
UAA Under Armour, Inc. Sell -6.58% 0%
BLNK Blink Charging Co. Sell -6.58% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • UAA
  • BLNK
  • FOXF
  • BJRI
Assets Removed
Asset Action Perf %
QRTEA Buy All -13.26%
GME Buy All 13.06%
PENN Sell All 1.97%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
PENN PENN Entertainment, Inc. Buy 10.07% 2.18%
GT The Goodyear Tire & Rubber Company Buy 10.98% 4.68%
STKS The ONE Group Hospitality, Inc. Buy 12.31% 17.3%
WINA Winmark Corporation Buy 11.61% 1.24%
LE Lands' End, Inc. Buy 11.69% 1.97%
CTRN Citi Trends, Inc. Buy 12.58% 1.28%
DXLG Destination XL Group, Inc. Buy 12.64% 1.82%
NDLS Noodles & Company Buy 20.07% 61.63%
CAKE The Cheesecake Factory Incorporated Buy 12.29% -0.62%
QRTEA Qurate Retail, Inc. Sell -6.17% -14.71%
GME GameStop Corp. Sell -4.81% 10.48%
FIVE Five Below, Inc. Sell -5.83% -1.76%
BGFV Big 5 Sporting Goods Corporation Sell -5.74% 1.79%
FL Foot Locker, Inc. Sell -5.98% -2.66%
The percentage of cash held in the portfolio is: 14.27%
New Assets Added
None
Assets Removed
Asset Action Perf %
MOD Sell All -0.23%
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
PENN PENN Entertainment, Inc. Buy 10.96% 4.45%
GT The Goodyear Tire & Rubber Company Buy 11.52% 3.12%
STKS The ONE Group Hospitality, Inc. Buy 11.98% 7.23%
WINA Winmark Corporation Buy 12.51% 2.52%
LE Lands' End, Inc. Buy 12.15% -0.45%
MOD Modine Manufacturing Company Buy 13.92% 5.3%
CTRN Citi Trends, Inc. Buy 13.39% 1.32%
DXLG Destination XL Group, Inc. Buy 13.56% 2.55%
NDLS Noodles & Company Buy 14.76% 11.63%
CAKE The Cheesecake Factory Incorporated Buy 13.17% 0%
QRTEA Qurate Retail, Inc. Sell -6.06% -5.88%
GME GameStop Corp. Sell -5.07% 11.44%
FIVE Five Below, Inc. Sell -6.21% -1.88%
BGFV Big 5 Sporting Goods Corporation Sell -6.29% -1.19%
FL Foot Locker, Inc. Sell -6.27% -1.28%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CAKE
Assets Removed
None
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.
Cookies Settings