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Portfolio Ref: EQ3025LS1M
Performance in the last:
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1D -0.7 %
1W -2.3 %
2W -0.6 %
1M -0.6 %
3M -1.1 %
6M -2.0 %
9M 1.8 %
1Y 5.4 %
Alpha
0.8%
Beta
0.13
sharpe-R
0.55
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 08:30:16
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -4.74%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Consumer Staples 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
PLPC Preformed Line Products Company Buy 6.71% 8.11%
BDC Belden Inc. Buy 6.48% 0.15%
NATR Nature's Sunshine Products, Inc. Buy 7.77% 12.52%
ELF e.l.f. Beauty, Inc. Buy 7.08% 2.52%
ANDE The Andersons, Inc. Buy 7.02% -2.74%
FARM Farmer Bros. Co. Buy 6.78% -6.1%
NAII Natural Alternatives International, Inc. Buy 8.05% -2.43%
ENS EnerSys Sell -3.62% 4.83%
BGS B&G Foods, Inc. Sell -3.36% 11.32%
CELH Celsius Holdings, Inc. Sell -3.9% 4.12%
RFIL RF Industries, Ltd. Sell -4.29% -3.3%
SKYX SKYX Platforms Corp. Sell -3.33% 19.83%
NWL Newell Brands Inc. Sell -4.39% 1.34%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.25% 6.84%
The percentage of cash held in the portfolio is: 76.24%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 6.65% 6.5%
BDC Belden Inc. Buy 6.52% 0.15%
NATR Nature's Sunshine Products, Inc. Buy 7.81% 12.31%
ELF e.l.f. Beauty, Inc. Buy 7.29% 4.86%
ANDE The Andersons, Inc. Buy 7.01% -3.56%
FARM Farmer Bros. Co. Buy 6.65% -8.45%
NAII Natural Alternatives International, Inc. Buy 7.82% -5.74%
ENS EnerSys Sell -3.63% 4.98%
BGS B&G Foods, Inc. Sell -3.43% 10.04%
CELH Celsius Holdings, Inc. Sell -3.87% 5.57%
RFIL RF Industries, Ltd. Sell -4.2% -0.51%
SKYX SKYX Platforms Corp. Sell -3.45% 17.51%
NWL Newell Brands Inc. Sell -4.4% 1.56%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.51% 0%
The percentage of cash held in the portfolio is: 76.74%
New Assets Added
  • KAVL
Assets Removed
Asset Action Perf %
MGPI Buy All 25.25%
SANW Buy All -27.62%
SAM Sell All 4.35%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.24% 3.98%
PLPC Preformed Line Products Company Buy 6.5% 5.38%
BDC Belden Inc. Buy 6.41% -0.14%
NATR Nature's Sunshine Products, Inc. Buy 7.66% 11.6%
ELF e.l.f. Beauty, Inc. Buy 7.25% 5.68%
ANDE The Andersons, Inc. Buy 7.08% -1.21%
FARM Farmer Bros. Co. Buy 6.66% -7.04%
NAII Natural Alternatives International, Inc. Buy 7.79% -4.86%
MGPI MGP Ingredients, Inc. Sell -2.96% 21.11%
ENS EnerSys Sell -3.66% 2.94%
BGS B&G Foods, Inc. Sell -3.33% 11.6%
CELH Celsius Holdings, Inc. Sell -3.61% 10.76%
SANW S&W Seed Company Sell -3.84% 5.02%
RFIL RF Industries, Ltd. Sell -4.15% -0.51%
SKYX SKYX Platforms Corp. Sell -3.65% 11.57%
NWL Newell Brands Inc. Sell -4.38% 0.78%
The percentage of cash held in the portfolio is: 73.97%
New Assets Added
None
Assets Removed
Asset Action Perf %
COTY Sell All -5.35%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.38% 7.37%
PLPC Preformed Line Products Company Buy 6.71% 9.9%
BDC Belden Inc. Buy 6.44% 1.11%
NATR Nature's Sunshine Products, Inc. Buy 7.65% 12.52%
ELF e.l.f. Beauty, Inc. Buy 7.21% 6.07%
ANDE The Andersons, Inc. Buy 6.83% -3.86%
FARM Farmer Bros. Co. Buy 6.87% -3.29%
COTY Coty Inc. Buy 6.83% 1.61%
NAII Natural Alternatives International, Inc. Buy 8.12% 0%
MGPI MGP Ingredients, Inc. Sell -3.03% 18.48%
ENS EnerSys Sell -3.67% 1.77%
BGS B&G Foods, Inc. Sell -3.32% 11.03%
CELH Celsius Holdings, Inc. Sell -3.73% 6.82%
SANW S&W Seed Company Sell -3.64% 9.21%
RFIL RF Industries, Ltd. Sell -4.21% -3.05%
SKYX SKYX Platforms Corp. Sell -4.02% 1.65%
NWL Newell Brands Inc. Sell -4.38% 0%
The percentage of cash held in the portfolio is: 66.95%
New Assets Added
  • NWL
  • NAII
Assets Removed
None
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.45% 8.28%
PLPC Preformed Line Products Company Buy 6.82% 11.41%
BDC Belden Inc. Buy 6.53% 2.34%
NATR Nature's Sunshine Products, Inc. Buy 7.65% 12.24%
ELF e.l.f. Beauty, Inc. Buy 7.22% 5.94%
ANDE The Andersons, Inc. Buy 6.82% -4.23%
FARM Farmer Bros. Co. Buy 6.86% -3.76%
COTY Coty Inc. Buy 6.66% -1.2%
MGPI MGP Ingredients, Inc. Sell -3.04% 18.3%
ENS EnerSys Sell -3.71% 1.09%
BGS B&G Foods, Inc. Sell -3.33% 11.03%
CELH Celsius Holdings, Inc. Sell -3.76% 6.44%
SANW S&W Seed Company Sell -3.86% 3.77%
RFIL RF Industries, Ltd. Sell -4.1% 0%
SKYX SKYX Platforms Corp. Sell -4.1% 0%
The percentage of cash held in the portfolio is: 70.88%
New Assets Added
  • RFIL
  • SKYX
Assets Removed
None
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.26% 6.22%
PLPC Preformed Line Products Company Buy 6.84% 12.87%
BDC Belden Inc. Buy 6.6% 4.51%
NATR Nature's Sunshine Products, Inc. Buy 7.8% 15.54%
ELF e.l.f. Beauty, Inc. Buy 7.63% 13.15%
ANDE The Andersons, Inc. Buy 6.78% -3.84%
FARM Farmer Bros. Co. Buy 6.85% -2.82%
COTY Coty Inc. Buy 6.67% 0%
MGPI MGP Ingredients, Inc. Sell -3.03% 17.86%
ENS EnerSys Sell -3.71% 0.09%
BGS B&G Foods, Inc. Sell -3.4% 8.06%
CELH Celsius Holdings, Inc. Sell -3.71% 6.71%
SANW S&W Seed Company Sell -3.61% 9.21%
The percentage of cash held in the portfolio is: 62.02%
New Assets Added
  • COTY
Assets Removed
None
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.15% 4.84%
PLPC Preformed Line Products Company Buy 6.9% 14.42%
BDC Belden Inc. Buy 6.71% 6.84%
NATR Nature's Sunshine Products, Inc. Buy 8.22% 22.57%
ELF e.l.f. Beauty, Inc. Buy 7.75% 15.58%
ANDE The Andersons, Inc. Buy 6.95% -0.86%
FARM Farmer Bros. Co. Buy 6.81% -2.82%
MGPI MGP Ingredients, Inc. Sell -3.06% 16.52%
ENS EnerSys Sell -3.73% -1.09%
BGS B&G Foods, Inc. Sell -3.51% 4.53%
CELH Celsius Holdings, Inc. Sell -3.74% 5.22%
SANW S&W Seed Company Sell -3.75% 5.02%
The percentage of cash held in the portfolio is: 68.3%
New Assets Added
None
Assets Removed
Asset Action Perf %
KAVL Buy All -2.2%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.17% 3.19%
PLPC Preformed Line Products Company Buy 6.93% 12.83%
BDC Belden Inc. Buy 6.84% 6.85%
NATR Nature's Sunshine Products, Inc. Buy 7.17% 4.78%
ELF e.l.f. Beauty, Inc. Buy 7.08% 3.56%
ANDE The Andersons, Inc. Buy 7.15% 0%
FARM Farmer Bros. Co. Buy 7.15% 0%
MGPI MGP Ingredients, Inc. Sell -3.07% 17.72%
ENS EnerSys Sell -3.7% 1.62%
BGS B&G Foods, Inc. Sell -3.45% 8.2%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.67% 2.09%
CELH Celsius Holdings, Inc. Sell -4.03% 0%
SANW S&W Seed Company Sell -4.03% 0%
The percentage of cash held in the portfolio is: 73.46%
New Assets Added
  • CELH
  • SANW
  • ANDE
  • FARM
Assets Removed
Asset Action Perf %
FLUX Buy All -12.18%
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.18% 2.81%
PLPC Preformed Line Products Company Buy 6.78% 9.72%
BDC Belden Inc. Buy 6.95% 8.02%
NATR Nature's Sunshine Products, Inc. Buy 6.7% -2.53%
ELF e.l.f. Beauty, Inc. Buy 6.88% 0%
MGPI MGP Ingredients, Inc. Sell -2.98% 20.68%
ENS EnerSys Sell -3.65% 3.35%
FLUX Flux Power Holdings, Inc. Sell -4.15% -6.3%
BGS B&G Foods, Inc. Sell -3.52% 6.65%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.71% 1.65%
The percentage of cash held in the portfolio is: 84.52%
New Assets Added
  • ELF
Assets Removed
None
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.06% 0.43%
PLPC Preformed Line Products Company Buy 6.71% 8.1%
BDC Belden Inc. Buy 7.17% 10.91%
NATR Nature's Sunshine Products, Inc. Buy 6.91% 0%
MGPI MGP Ingredients, Inc. Sell -2.95% 21.94%
ENS EnerSys Sell -3.91% -2.89%
FLUX Flux Power Holdings, Inc. Sell -4.2% -7.14%
BGS B&G Foods, Inc. Sell -3.79% 0%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.79% 0%
The percentage of cash held in the portfolio is: 91.79%
New Assets Added
  • BGS
  • KAVL
  • NATR
Assets Removed
Asset Action Perf %
PLUG Sell All -21.83%
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.03% 0.42%
PLPC Preformed Line Products Company Buy 6.09% -1.2%
PLUG Plug Power Inc. Buy 6.43% 0%
BDC Belden Inc. Buy 6.43% 0%
MGPI MGP Ingredients, Inc. Sell -2.85% 24.1%
ENS EnerSys Sell -3.78% -0.05%
FLUX Flux Power Holdings, Inc. Sell -3.9% 0%
The percentage of cash held in the portfolio is: 85.55%
New Assets Added
  • FLUX
  • PLUG
  • BDC
Assets Removed
None
Assets Rebalanced
None
2024-11-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 5.95% -0.72%
PLPC Preformed Line Products Company Buy 6.16% 0%
MGPI MGP Ingredients, Inc. Sell -2.81% 24.88%
ENS EnerSys Sell -3.7% 1.76%
The percentage of cash held in the portfolio is: 94.41%
New Assets Added
  • PLPC
Assets Removed
None
Assets Rebalanced
None
2024-10-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 6.09% 0.9%
MGPI MGP Ingredients, Inc. Sell -3.51% 6.81%
ENS EnerSys Sell -3.8% -0.11%
The percentage of cash held in the portfolio is: 101.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
PLUG Sell All -12.24%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 5.95% -1.07%
PLUG Plug Power Inc. Buy 5.62% -6.33%
MGPI MGP Ingredients, Inc. Sell -3.5% 7.05%
ENS EnerSys Sell -3.79% 0%
The percentage of cash held in the portfolio is: 95.71%
New Assets Added
  • ENS
Assets Removed
None
Assets Rebalanced
None
2024-10-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 5.92% -1.35%
PLUG Plug Power Inc. Buy 5.98% 0%
MGPI MGP Ingredients, Inc. Sell -3.56% 5.17%
The percentage of cash held in the portfolio is: 91.66%
New Assets Added
  • PLUG
Assets Removed
Asset Action Perf %
KE Sell All -2.7%
Assets Rebalanced
None
2024-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE Kimball Electronics, Inc. Buy 5.74% -0.49%
SAM The Boston Beer Company, Inc. Buy 6% 0%
MGPI MGP Ingredients, Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 92.01%
New Assets Added
  • MGPI
  • SAM
Assets Removed
None
Assets Rebalanced
None

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Market Overview

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