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Portfolio Ref: EQ2515LS3W
Performance in the last:
Follow this Portfolio
1D 0.6 %
1W -1.8 %
2W -5.0 %
1M -5.1 %
3M -22.7 %
6M -12.2 %
9M -30.3 %
1Y -25.8 %
Alpha
-41.3%
Beta
0.54
sharpe-R
-0.94
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 08:29:42
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -34.63%
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 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

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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
CVCO Cavco Industries, Inc. Buy 11.32% 3.87%
LAKE Lakeland Industries, Inc. Buy 11.25% 3.27%
CWH Camping World Holdings, Inc. Buy 11.81% -2.85%
STRT Strattec Security Corporation Buy 16.41% -1.95%
UEIC Universal Electronics Inc. Buy 14.93% 5.5%
DECK Deckers Outdoor Corporation Buy 14.21% 0.43%
VOXX VOXX International Corporation Sell -5.65% 4.58%
RRGB Red Robin Gourmet Burgers, Inc. Sell -5.66% 4.42%
LIVE Live Ventures Incorporated Sell -5.51% 6.98%
NDLS Noodles & Company Sell -5.23% 20%
BLMN Bloomin' Brands, Inc. Sell -5.99% 8.5%
The percentage of cash held in the portfolio is: 48.11%
** 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
CVCO Cavco Industries, Inc. Buy 11.32% 3.87%
LAKE Lakeland Industries, Inc. Buy 11.25% 3.27%
CWH Camping World Holdings, Inc. Buy 11.81% -2.85%
STRT Strattec Security Corporation Buy 16.41% -1.95%
UEIC Universal Electronics Inc. Buy 14.93% 5.5%
DECK Deckers Outdoor Corporation Buy 14.21% 0.43%
VOXX VOXX International Corporation Sell -5.65% 4.58%
RRGB Red Robin Gourmet Burgers, Inc. Sell -5.66% 4.42%
LIVE Live Ventures Incorporated Sell -5.51% 6.98%
NDLS Noodles & Company Sell -5.23% 20%
BLMN Bloomin' Brands, Inc. Sell -5.99% 8.5%
The percentage of cash held in the portfolio is: 48.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
WKHS Sell All -11.76%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 11.16% 1.82%
LAKE Lakeland Industries, Inc. Buy 11.02% 0.49%
CWH Camping World Holdings, Inc. Buy 11.83% -3.32%
STRT Strattec Security Corporation Buy 16.79% -0.32%
UEIC Universal Electronics Inc. Buy 14.12% -0.81%
DECK Deckers Outdoor Corporation Buy 14.31% 0.48%
WKHS Workhorse Group Inc. Buy 9.16% 0.84%
VOXX VOXX International Corporation Sell -5.49% 7.88%
RRGB Red Robin Gourmet Burgers, Inc. Sell -6.05% -1.54%
LIVE Live Ventures Incorporated Sell -5.62% 5.77%
NDLS Noodles & Company Sell -5.56% 15.56%
BLMN Bloomin' Brands, Inc. Sell -6.06% 7.92%
The percentage of cash held in the portfolio is: 40.39%
New Assets Added
None
Assets Removed
Asset Action Perf %
ESCA Sell All -8.58%
LOCO Sell All -5.5%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 11.15% 1.58%
LAKE Lakeland Industries, Inc. Buy 10.82% -1.42%
CWH Camping World Holdings, Inc. Buy 12.6% 2.89%
ESCA Escalade, Incorporated Buy 11.6% -5.3%
LOCO El Pollo Loco Holdings, Inc. Buy 12.06% -1.55%
STRT Strattec Security Corporation Buy 17.04% 1.09%
UEIC Universal Electronics Inc. Buy 13.77% -3.43%
DECK Deckers Outdoor Corporation Buy 14.36% 0.71%
WKHS Workhorse Group Inc. Buy 9.02% -0.84%
VOXX VOXX International Corporation Sell -5.81% 2.58%
RRGB Red Robin Gourmet Burgers, Inc. Sell -5.89% 1.35%
LIVE Live Ventures Incorporated Sell -5.8% 2.79%
NDLS Noodles & Company Sell -6.15% 6.67%
BLMN Bloomin' Brands, Inc. Sell -6.43% 2.4%
The percentage of cash held in the portfolio is: 17.67%
New Assets Added
None
Assets Removed
Asset Action Perf %
NEGG Sell All -7.46%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 11.19% 5.23%
LAKE Lakeland Industries, Inc. Buy 10.55% -0.73%
CWH Camping World Holdings, Inc. Buy 12.36% 4.21%
ESCA Escalade, Incorporated Buy 11.52% -2.88%
LOCO El Pollo Loco Holdings, Inc. Buy 12.05% 1.63%
STRT Strattec Security Corporation Buy 16.89% 3.43%
NEGG Newegg Commerce, Inc. Buy 17.06% 4.48%
UEIC Universal Electronics Inc. Buy 13.67% -0.99%
DECK Deckers Outdoor Corporation Buy 13.92% 0.84%
WKHS Workhorse Group Inc. Buy 8.81% 0%
VOXX VOXX International Corporation Sell -5.84% -1.15%
RRGB Red Robin Gourmet Burgers, Inc. Sell -5.59% 3.27%
LIVE Live Ventures Incorporated Sell -5.8% -0.47%
NDLS Noodles & Company Sell -6.38% 0%
BLMN Bloomin' Brands, Inc. Sell -6.38% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NDLS
  • BLMN
  • WKHS
Assets Removed
Asset Action Perf %
BLNK Buy All 4.19%
FOSL Buy All -8.62%
PRTS Sell All -11.76%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 11.19% 3.99%
LAKE Lakeland Industries, Inc. Buy 10.75% -0.15%
PRTS CarParts.com, Inc. Buy 9.92% -7.84%
CWH Camping World Holdings, Inc. Buy 12.15% 1.15%
ESCA Escalade, Incorporated Buy 11.57% -3.67%
LOCO El Pollo Loco Holdings, Inc. Buy 12% -0.08%
STRT Strattec Security Corporation Buy 16.44% -0.54%
NEGG Newegg Commerce, Inc. Buy 16.04% -2.99%
UEIC Universal Electronics Inc. Buy 13.98% 0%
DECK Deckers Outdoor Corporation Buy 13.98% 0%
BLNK Blink Charging Co. Sell -5.43% 12.57%
VOXX VOXX International Corporation Sell -5.8% 0.86%
RRGB Red Robin Gourmet Burgers, Inc. Sell -5.96% -1.92%
LIVE Live Ventures Incorporated Sell -5.88% -0.47%
FOSL Fossil Group, Inc. Sell -6.94% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FOSL
  • UEIC
  • DECK
Assets Removed
Asset Action Perf %
SNBR Buy All -3.92%
CBRL Sell All -8.76%
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 10.69% 0.25%
LAKE Lakeland Industries, Inc. Buy 10.71% 0.44%
PRTS CarParts.com, Inc. Buy 10.25% -3.92%
CWH Camping World Holdings, Inc. Buy 11.94% 0.3%
CBRL Cracker Barrel Old Country Store, Inc. Buy 11.55% -2.95%
ESCA Escalade, Incorporated Buy 11.69% -1.77%
LOCO El Pollo Loco Holdings, Inc. Buy 12.01% 0.93%
STRT Strattec Security Corporation Buy 16.38% 0%
NEGG Newegg Commerce, Inc. Buy 16.38% 0%
SNBR Sleep Number Corporation Sell -6.13% 0.85%
BLNK Blink Charging Co. Sell -6.47% -5.24%
VOXX VOXX International Corporation Sell -5.8% 0%
RRGB Red Robin Gourmet Burgers, Inc. Sell -5.8% 0%
LIVE Live Ventures Incorporated Sell -5.8% 0%
The percentage of cash held in the portfolio is: 18.38%
New Assets Added
  • VOXX
  • RRGB
  • LIVE
  • STRT
  • NEGG
Assets Removed
Asset Action Perf %
HOFT Sell All 2.89%
W Sell All -10.24%
WEYS Sell All -6.19%
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

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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