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Portfolio Ref: EQ2525LS2W
Performance in the last:
Follow this Portfolio
1D -0.4 %
1W -2.2 %
2W -2.0 %
1M -1.9 %
3M -10.8 %
6M 6.2 %
9M -6.7 %
1Y -3.1 %
Alpha
-13.8%
Beta
0.34
sharpe-R
-0.14
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.5
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 2024-11-22 08:47:00
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -20.42%
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 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
UEIC Universal Electronics Inc. Buy 11.19% 5.23%
DECK Deckers Outdoor Corporation Buy 11.01% 3.59%
PBPB Potbelly Corporation Buy 10.63% 0%
NDLS Noodles & Company Sell -2.79% 29%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.26% 17.07%
BLMN Bloomin' Brands, Inc. Sell -3.73% 7.05%
STKS The ONE Group Hospitality, Inc. Sell -4.2% -4.6%
PZZA Papa John's International, Inc. Sell -3.6% 10.34%
The percentage of cash held in the portfolio is: 84.76%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
UEIC Universal Electronics Inc. Buy 11.19% 5.23%
DECK Deckers Outdoor Corporation Buy 11.01% 3.59%
PBPB Potbelly Corporation Buy 10.63% 0%
NDLS Noodles & Company Sell -2.79% 29%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.26% 17.07%
BLMN Bloomin' Brands, Inc. Sell -3.73% 7.05%
STKS The ONE Group Hospitality, Inc. Sell -4.2% -4.6%
PZZA Papa John's International, Inc. Sell -3.6% 10.34%
The percentage of cash held in the portfolio is: 84.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
VOXX Buy All -10.89%
RRGB Buy All 5.38%
LIVE Buy All 9.12%
STRT Sell All 2.81%
Assets Rebalanced
None
2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
STRT Strattec Security Corporation Buy 9.45% -1.95%
UEIC Universal Electronics Inc. Buy 11.26% 5.5%
DECK Deckers Outdoor Corporation Buy 10.72% 0.43%
PBPB Potbelly Corporation Buy 10.33% -3.21%
VOXX VOXX International Corporation Sell -3.58% 4.58%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.59% 4.42%
LIVE Live Ventures Incorporated Sell -3.49% 6.98%
NDLS Noodles & Company Sell -2.84% 28%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.35% 15.04%
BLMN Bloomin' Brands, Inc. Sell -3.69% 8.5%
STKS The ONE Group Hospitality, Inc. Sell -3.95% 2.06%
PZZA Papa John's International, Inc. Sell -3.57% 11.37%
The percentage of cash held in the portfolio is: 86.31%
New Assets Added
None
Assets Removed
Asset Action Perf %
CWH Sell All -2.85%
UTI Sell All 4.52%
PAG Sell All -2.64%
WKHS Sell All -11.76%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CWH Camping World Holdings, Inc. Buy 5.96% -3.75%
UTI Universal Technical Institute, Inc. Buy 6.49% 4.78%
PAG Penske Automotive Group, Inc. Buy 6.11% -1.41%
STRT Strattec Security Corporation Buy 9.61% 0.49%
UEIC Universal Electronics Inc. Buy 10.89% 2.8%
DECK Deckers Outdoor Corporation Buy 10.63% 0.39%
PBPB Potbelly Corporation Buy 10.42% -1.6%
WKHS Workhorse Group Inc. Buy 5.55% 2.52%
VOXX VOXX International Corporation Sell -3.54% 5.01%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.76% -0.77%
LIVE Live Ventures Incorporated Sell -3.47% 6.98%
NDLS Noodles & Company Sell -2.71% 30.84%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.52% 10.16%
BLMN Bloomin' Brands, Inc. Sell -3.65% 8.72%
STKS The ONE Group Hospitality, Inc. Sell -3.84% 3.96%
PZZA Papa John's International, Inc. Sell -3.54% 11.67%
The percentage of cash held in the portfolio is: 62.35%
New Assets Added
None
Assets Removed
Asset Action Perf %
CVCO Sell All 2.98%
LAKE Sell All 5.42%
BJRI Sell All -6.53%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 6.05% 1.82%
LAKE Lakeland Industries, Inc. Buy 5.97% 0.49%
CWH Camping World Holdings, Inc. Buy 6.06% -3.32%
BJRI BJ's Restaurants, Inc. Buy 5.98% -4.51%
UTI Universal Technical Institute, Inc. Buy 6.48% 3.42%
PAG Penske Automotive Group, Inc. Buy 6.23% -0.63%
STRT Strattec Security Corporation Buy 9.64% -0.32%
UEIC Universal Electronics Inc. Buy 10.63% -0.81%
DECK Deckers Outdoor Corporation Buy 10.76% 0.48%
PBPB Potbelly Corporation Buy 10.62% -0.9%
WKHS Workhorse Group Inc. Buy 5.52% 0.84%
VOXX VOXX International Corporation Sell -3.47% 7.88%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.83% -1.54%
LIVE Live Ventures Incorporated Sell -3.55% 5.77%
NDLS Noodles & Company Sell -3.01% 24%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.72% 6.1%
BLMN Bloomin' Brands, Inc. Sell -3.73% 7.92%
STKS The ONE Group Hospitality, Inc. Sell -3.82% 5.55%
PZZA Papa John's International, Inc. Sell -3.63% 10.36%
The percentage of cash held in the portfolio is: 44.82%
New Assets Added
None
Assets Removed
Asset Action Perf %
PENN Sell All -1.9%
ESCA Sell All -8.58%
LOCO Sell All -5.5%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 5.98% 1.65%
LAKE Lakeland Industries, Inc. Buy 5.86% -0.29%
CWH Camping World Holdings, Inc. Buy 6.28% 1.28%
ESCA Escalade, Incorporated Buy 5.84% -5.76%
LOCO El Pollo Loco Holdings, Inc. Buy 5.93% -4.26%
BJRI BJ's Restaurants, Inc. Buy 6.07% -2.1%
UTI Universal Technical Institute, Inc. Buy 6.39% 3.05%
PAG Penske Automotive Group, Inc. Buy 6.15% -0.79%
STRT Strattec Security Corporation Buy 9.59% 0.27%
UEIC Universal Electronics Inc. Buy 10.46% -1.26%
DECK Deckers Outdoor Corporation Buy 10.6% 0.03%
PBPB Potbelly Corporation Buy 10.74% 1.4%
PENN PENN Entertainment, Inc. Buy 10.75% 1.42%
WKHS Workhorse Group Inc. Buy 5.69% 5.04%
VOXX VOXX International Corporation Sell -3.47% 7.02%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.74% -0.38%
LIVE Live Ventures Incorporated Sell -3.47% 6.88%
NDLS Noodles & Company Sell -3.25% 17%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.58% 8.54%
BLMN Bloomin' Brands, Inc. Sell -3.84% 4.07%
STKS The ONE Group Hospitality, Inc. Sell -3.83% 4.28%
PZZA Papa John's International, Inc. Sell -3.55% 11.35%
The percentage of cash held in the portfolio is: 22.41%
New Assets Added
None
Assets Removed
Asset Action Perf %
SCVL Sell All -6.4%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 5.97% 1.58%
LAKE Lakeland Industries, Inc. Buy 5.79% -1.42%
CWH Camping World Holdings, Inc. Buy 6.37% 2.89%
ESCA Escalade, Incorporated Buy 5.86% -5.3%
LOCO El Pollo Loco Holdings, Inc. Buy 6.1% -1.55%
BJRI BJ's Restaurants, Inc. Buy 6.16% -0.57%
UTI Universal Technical Institute, Inc. Buy 6.36% 2.68%
SCVL Shoe Carnival, Inc. Buy 6.05% -2.3%
PAG Penske Automotive Group, Inc. Buy 6.22% 0.5%
STRT Strattec Security Corporation Buy 9.66% 1.09%
UEIC Universal Electronics Inc. Buy 10.22% -3.43%
DECK Deckers Outdoor Corporation Buy 10.66% 0.71%
PBPB Potbelly Corporation Buy 10.92% 3.11%
PENN PENN Entertainment, Inc. Buy 10.82% 2.2%
WKHS Workhorse Group Inc. Buy 5.37% -0.84%
VOXX VOXX International Corporation Sell -3.63% 2.58%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.67% 1.35%
LIVE Live Ventures Incorporated Sell -3.62% 2.79%
NDLS Noodles & Company Sell -3.29% 16%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.55% 9.35%
BLMN Bloomin' Brands, Inc. Sell -3.9% 2.4%
STKS The ONE Group Hospitality, Inc. Sell -3.78% 5.55%
PZZA Papa John's International, Inc. Sell -3.68% 7.94%
The percentage of cash held in the portfolio is: 16.6%
New Assets Added
None
Assets Removed
Asset Action Perf %
HZO Sell All -7.73%
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 6.07% 5.23%
LAKE Lakeland Industries, Inc. Buy 5.73% -0.73%
CWH Camping World Holdings, Inc. Buy 6.34% 4.21%
ESCA Escalade, Incorporated Buy 5.91% -2.88%
LOCO El Pollo Loco Holdings, Inc. Buy 6.18% 1.63%
BJRI BJ's Restaurants, Inc. Buy 5.86% -3.72%
UTI Universal Technical Institute, Inc. Buy 6.59% 8.36%
SCVL Shoe Carnival, Inc. Buy 6.15% 1.16%
PAG Penske Automotive Group, Inc. Buy 6.06% -0.36%
HZO MarineMax, Inc. Buy 6.07% -0.18%
STRT Strattec Security Corporation Buy 9.71% 3.43%
NEGG Newegg Commerce, Inc. Buy 9.81% 4.48%
UEIC Universal Electronics Inc. Buy 10.3% -0.99%
DECK Deckers Outdoor Corporation Buy 10.49% 0.84%
PBPB Potbelly Corporation Buy 11.02% 5.92%
PENN PENN Entertainment, Inc. Buy 10.39% -0.15%
WKHS Workhorse Group Inc. Buy 5.32% 0%
VOXX VOXX International Corporation Sell -3.7% -1.15%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.54% 3.27%
LIVE Live Ventures Incorporated Sell -3.68% -0.47%
NDLS Noodles & Company Sell -3.46% 10%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.83% 0.41%
BLMN Bloomin' Brands, Inc. Sell -3.93% 0%
STKS The ONE Group Hospitality, Inc. Sell -3.93% 0%
PZZA Papa John's International, Inc. Sell -3.93% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BLMN
  • STKS
  • PZZA
  • WKHS
Assets Removed
Asset Action Perf %
BLNK Buy All 4.19%
FND Buy All -2.91%
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 6.11% 3.99%
LAKE Lakeland Industries, Inc. Buy 5.87% -0.15%
PRTS CarParts.com, Inc. Buy 5.41% -7.84%
CWH Camping World Holdings, Inc. Buy 6.26% 1.15%
ESCA Escalade, Incorporated Buy 5.96% -3.67%
LOCO El Pollo Loco Holdings, Inc. Buy 6.19% -0.08%
BJRI BJ's Restaurants, Inc. Buy 6.01% -2.87%
UTI Universal Technical Institute, Inc. Buy 6.6% 6.67%
SCVL Shoe Carnival, Inc. Buy 6.22% 0.45%
PAG Penske Automotive Group, Inc. Buy 6.09% -1.57%
HZO MarineMax, Inc. Buy 6.14% -0.85%
STRT Strattec Security Corporation Buy 9.51% -0.54%
NEGG Newegg Commerce, Inc. Buy 9.27% -2.99%
UEIC Universal Electronics Inc. Buy 10.59% 0%
DECK Deckers Outdoor Corporation Buy 10.59% 0%
PBPB Potbelly Corporation Buy 10.59% 0%
PENN PENN Entertainment, Inc. Buy 10.59% 0%
BLNK Blink Charging Co. Sell -3.33% 12.57%
VOXX VOXX International Corporation Sell -3.69% 0.86%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.8% -1.92%
LIVE Live Ventures Incorporated Sell -3.74% -0.47%
FND Floor & Decor Holdings, Inc. Sell -3.69% 0.81%
FOSL Fossil Group, Inc. Sell -3.91% 0%
NDLS Noodles & Company Sell -3.91% 0%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -3.91% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FOSL
  • NDLS
  • SPWH
  • UEIC
  • DECK
  • PBPB
  • PENN
Assets Removed
Asset Action Perf %
CBRL Sell All -8.76%
RRR Sell All -5.9%
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 5.87% 0.25%
LAKE Lakeland Industries, Inc. Buy 5.88% 0.44%
PRTS CarParts.com, Inc. Buy 5.63% -3.92%
CWH Camping World Holdings, Inc. Buy 6.19% 0.3%
CBRL Cracker Barrel Old Country Store, Inc. Buy 5.99% -2.95%
ESCA Escalade, Incorporated Buy 6.07% -1.77%
LOCO El Pollo Loco Holdings, Inc. Buy 6.23% 0.93%
BJRI BJ's Restaurants, Inc. Buy 6.03% -2.41%
RRR Red Rock Resorts, Inc. Buy 6.07% -1.68%
UTI Universal Technical Institute, Inc. Buy 6.3% 2%
SCVL Shoe Carnival, Inc. Buy 6.19% 0.19%
PAG Penske Automotive Group, Inc. Buy 6.13% -0.8%
HZO MarineMax, Inc. Buy 6.14% -0.49%
STRT Strattec Security Corporation Buy 9.53% 0%
NEGG Newegg Commerce, Inc. Buy 9.53% 0%
BLNK Blink Charging Co. Sell -4% -5.24%
VOXX VOXX International Corporation Sell -3.71% 0%
RRGB Red Robin Gourmet Burgers, Inc. Sell -3.71% 0%
LIVE Live Ventures Incorporated Sell -3.71% 0%
FND Floor & Decor Holdings, Inc. Sell -3.71% 0%
The percentage of cash held in the portfolio is: 21.07%
New Assets Added
  • VOXX
  • RRGB
  • LIVE
  • FND
  • 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
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 5.85% 1.15%
HOFT Hooker Furnishings Corporation Buy 6.14% 6.18%
LAKE Lakeland Industries, Inc. Buy 5.73% -0.88%
PRTS CarParts.com, Inc. Buy 5.61% -2.94%
W Wayfair Inc. Buy 5.27% -8.8%
CWH Camping World Holdings, Inc. Buy 6.1% 0%
WEYS Weyco Group, Inc. Buy 6.1% 0%
CBRL Cracker Barrel Old Country Store, Inc. Buy 6.1% 0%
ESCA Escalade, Incorporated Buy 6.1% 0%
LOCO El Pollo Loco Holdings, Inc. Buy 6.1% 0%
BJRI BJ's Restaurants, Inc. Buy 6.1% 0%
RRR Red Rock Resorts, Inc. Buy 6.1% 0%
UTI Universal Technical Institute, Inc. Buy 6.1% 0%
SCVL Shoe Carnival, Inc. Buy 6.1% 0%
PAG Penske Automotive Group, Inc. Buy 6.1% 0%
HZO MarineMax, Inc. Buy 6.1% 0%
BLNK Blink Charging Co. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 8.1%
New Assets Added
  • BLNK
  • CWH
  • WEYS
  • CBRL
  • ESCA
  • LOCO
  • BJRI
  • RRR
  • UTI
  • SCVL
  • PAG
  • HZO
Assets Removed
None
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 5.76% 0%
HOFT Hooker Furnishings Corporation Buy 5.76% 0%
LAKE Lakeland Industries, Inc. Buy 5.76% 0%
PRTS CarParts.com, Inc. Buy 5.76% 0%
W Wayfair Inc. Buy 5.76% 0%
The percentage of cash held in the portfolio is: 71.18%
New Assets Added
  • CVCO
  • HOFT
  • LAKE
  • PRTS
  • W
Assets Removed
None
Assets Rebalanced
None
2024-11-04 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
SNBR Buy All 17.04%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
SNBR Sleep Number Corporation Sell -3.54% 5.68%
The percentage of cash held in the portfolio is: 103.54%
New Assets Added
None
Assets Removed
Asset Action Perf %
GT Sell All -5.65%
Assets Rebalanced
None
2024-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
GT The Goodyear Tire & Rubber Company Buy 5.99% 0%
SNBR Sleep Number Corporation Sell -3.75% 0%
The percentage of cash held in the portfolio is: 97.76%
New Assets Added
  • SNBR
  • GT
Assets Removed
Asset Action Perf %
SHAK Sell All 0.2%
CUK Sell All 18.9%
RMBL Sell All 5.24%
GCO Sell All 6.84%
Assets Rebalanced
None
2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
SHAK Shake Shack Inc. Buy 6.28% -1.47%
CUK Carnival Corporation & plc Buy 7.58% 19.02%
RMBL RumbleON, Inc. Buy 6.83% 7.26%
GCO Genesco Inc. Buy 6.7% 5.18%
The percentage of cash held in the portfolio is: 72.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
HOFT Buy All -6.38%
Assets Rebalanced
None

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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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