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Portfolio Ref: EQ3025LS2W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W -0.4 %
2W 0.0 %
1M 0.0 %
3M -0.8 %
6M -1.0 %
9M -2.4 %
1Y 1.8 %
Alpha
3.2%
Beta
-0
sharpe-R
0.48
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 07:00:45
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -3.84%
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 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

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 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 %
DAR Sell All 9.24%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 7.42% 8.09%
The percentage of cash held in the portfolio is: 92.58%
New Assets Added
None
Assets Removed
Asset Action Perf %
KAVL Sell All -16.08%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 6.61% -3.76%
KAVL Kaival Brands Innovations Group, Inc. Buy 6.53% -4.9%
The percentage of cash held in the portfolio is: 86.86%
New Assets Added
None
Assets Removed
Asset Action Perf %
DIT Buy All -10.13%
CELH Buy All 11.52%
ACU Buy All -2.4%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 6.63% -3.18%
KAVL Kaival Brands Innovations Group, Inc. Buy 6.56% -4.2%
DIT AMCON Distributing Company Sell -3.84% -2.56%
CELH Celsius Holdings, Inc. Sell -3.39% 9.59%
ACU Acme United Corporation Sell -3.84% -2.4%
The percentage of cash held in the portfolio is: 97.87%
New Assets Added
None
Assets Removed
Asset Action Perf %
ELF Buy All 25.36%
BMI Buy All -4.43%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
DAR Darling Ingredients Inc. Buy 6.86% 0%
KAVL Kaival Brands Innovations Group, Inc. Buy 6.86% 0%
ELF e.l.f. Beauty, Inc. Sell -3.16% 15.68%
DIT AMCON Distributing Company Sell -4.09% -8.97%
CELH Celsius Holdings, Inc. Sell -3.7% 1.46%
ACU Acme United Corporation Sell -3.72% 1.01%
BMI Badger Meter, Inc. Sell -4.02% -3.03%
The percentage of cash held in the portfolio is: 104.96%
New Assets Added
  • DAR
  • KAVL
Assets Removed
Asset Action Perf %
USNA Sell All -6.57%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
USNA USANA Health Sciences, Inc. Buy 6.87% 0%
ELF e.l.f. Beauty, Inc. Sell -3.38% 9.65%
DIT AMCON Distributing Company Sell -3.97% -5.98%
CELH Celsius Holdings, Inc. Sell -3.81% -1.7%
ACU Acme United Corporation Sell -3.73% 0.38%
BMI Badger Meter, Inc. Sell -3.9% -0.47%
The percentage of cash held in the portfolio is: 111.92%
New Assets Added
  • USNA
Assets Removed
None
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
ELF e.l.f. Beauty, Inc. Sell -3.34% 10.41%
DIT AMCON Distributing Company Sell -3.79% -1.71%
CELH Celsius Holdings, Inc. Sell -3.66% 1.85%
ACU Acme United Corporation Sell -3.64% 2.32%
BMI Badger Meter, Inc. Sell -3.87% 0.1%
The percentage of cash held in the portfolio is: 118.29%
New Assets Added
None
Assets Removed
Asset Action Perf %
RFIL Sell All 14.72%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 6.34% 10.79%
ELF e.l.f. Beauty, Inc. Sell -3.29% 11.88%
DIT AMCON Distributing Company Sell -3.8% -1.71%
CELH Celsius Holdings, Inc. Sell -3.74% -0.12%
ACU Acme United Corporation Sell -3.65% 2.32%
BMI Badger Meter, Inc. Sell -3.88% 0%
The percentage of cash held in the portfolio is: 112.03%
New Assets Added
  • BMI
Assets Removed
None
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 6.4% 11.42%
ELF e.l.f. Beauty, Inc. Sell -3.5% 6.7%
DIT AMCON Distributing Company Sell -4.01% -6.84%
CELH Celsius Holdings, Inc. Sell -3.82% -1.66%
ACU Acme United Corporation Sell -3.72% 0.96%
The percentage of cash held in the portfolio is: 108.64%
New Assets Added
None
Assets Removed
Asset Action Perf %
CALM Sell All -5.16%
Assets Rebalanced
None
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 5.96% 3.55%
CALM Cal-Maine Foods, Inc. Buy 5.73% -0.43%
ELF e.l.f. Beauty, Inc. Sell -3.7% 1.52%
DIT AMCON Distributing Company Sell -3.76% 0%
CELH Celsius Holdings, Inc. Sell -3.76% 0%
ACU Acme United Corporation Sell -3.76% 0%
The percentage of cash held in the portfolio is: 103.29%
New Assets Added
  • DIT
  • CELH
  • ACU
Assets Removed
None
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 6.02% 4.82%
CALM Cal-Maine Foods, Inc. Buy 5.83% 1.53%
ELF e.l.f. Beauty, Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 91.9%
New Assets Added
  • ELF
Assets Removed
None
Assets Rebalanced
None
2025-01-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 6% 4.31%
CALM Cal-Maine Foods, Inc. Buy 5.75% 0%
The percentage of cash held in the portfolio is: 88.25%
New Assets Added
  • CALM
Assets Removed
None
Assets Rebalanced
None
2025-01-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
RFIL RF Industries, Ltd. Buy 5.76% 0%
The percentage of cash held in the portfolio is: 94.24%
New Assets Added
  • RFIL
Assets Removed
None
Assets Rebalanced
None
2024-12-19 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 %
ADM Buy All 3.71%
Assets Rebalanced
None
2024-12-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
ADM Archer-Daniels-Midland Company Sell -3.85% 0.54%
The percentage of cash held in the portfolio is: 103.85%
New Assets Added
None
Assets Removed
Asset Action Perf %
DIT Sell All -4.9%
Assets Rebalanced
None
2024-12-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
DIT AMCON Distributing Company Buy 5.65% -2.08%
ADM Archer-Daniels-Midland Company Sell -3.91% -1.22%
The percentage of cash held in the portfolio is: 98.26%
New Assets Added
None
Assets Removed
Asset Action Perf %
HFFG Sell All 0.93%
Assets Rebalanced
None
2024-12-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
HFFG HF Foods Group Inc. Buy 6.11% 1.46%
DIT AMCON Distributing Company Buy 5.61% -2.8%
ADM Archer-Daniels-Midland Company Sell -3.89% -0.6%
The percentage of cash held in the portfolio is: 92.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
FLUX Buy All 14.65%
Assets Rebalanced
None
2024-12-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
HFFG HF Foods Group Inc. Buy 6.11% 1.19%
DIT AMCON Distributing Company Buy 5.62% -2.8%
FLUX Flux Power Holdings, Inc. Sell -3.63% 8.08%
ADM Archer-Daniels-Midland Company Sell -3.89% -0.41%
The percentage of cash held in the portfolio is: 95.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
POWL Sell All -11.65%
Assets Rebalanced
None
2024-12-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
HFFG HF Foods Group Inc. Buy 6.01% 0.4%
DIT AMCON Distributing Company Buy 5.95% 3.85%
POWL Powell Industries, Inc. Buy 5.84% -3.9%
FLUX Flux Power Holdings, Inc. Sell -3.48% 11.11%
ADM Archer-Daniels-Midland Company Sell -3.81% 0.68%
The percentage of cash held in the portfolio is: 89.5%
New Assets Added
None
Assets Removed
Asset Action Perf %
LANC Sell All -3.57%
COTY Sell All 3.96%
EPC Sell All 2.17%
Assets Rebalanced
None
2024-12-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
LANC Lancaster Colony Corporation Buy 6.42% -1.2%
COTY Coty Inc. Buy 6.78% 4.37%
EPC Edgewell Personal Care Company Buy 6.71% 3.31%
HFFG HF Foods Group Inc. Buy 5.9% -1.19%
DIT AMCON Distributing Company Buy 5.94% 3.85%
POWL Powell Industries, Inc. Buy 5.93% -2.23%
FLUX Flux Power Holdings, Inc. Sell -3.47% 11.11%
ADM Archer-Daniels-Midland Company Sell -3.87% -0.99%
The percentage of cash held in the portfolio is: 69.66%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE Sell All -1.94%
Assets Rebalanced
None
2024-12-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE Kimball Electronics, Inc. Buy 7.09% 0.1%
LANC Lancaster Colony Corporation Buy 6.4% -0.96%
COTY Coty Inc. Buy 6.77% 4.78%
EPC Edgewell Personal Care Company Buy 6.87% 6.34%
HFFG HF Foods Group Inc. Buy 5.98% 0.66%
DIT AMCON Distributing Company Buy 5.69% -0.01%
POWL Powell Industries, Inc. Buy 6.03% 0%
FLUX Flux Power Holdings, Inc. Sell -3.34% 14.14%
ADM Archer-Daniels-Midland Company Sell -3.81% 0%
The percentage of cash held in the portfolio is: 62.32%
New Assets Added
  • ADM
  • POWL
Assets Removed
None
Assets Rebalanced
None
2024-12-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE Kimball Electronics, Inc. Buy 7.17% 0.97%
LANC Lancaster Colony Corporation Buy 6.49% 0.13%
COTY Coty Inc. Buy 6.64% 2.6%
EPC Edgewell Personal Care Company Buy 6.81% 5.12%
HFFG HF Foods Group Inc. Buy 5.88% -1.19%
DIT AMCON Distributing Company Buy 5.7% 0%
FLUX Flux Power Holdings, Inc. Sell -3.4% 12.63%
The percentage of cash held in the portfolio is: 64.71%
New Assets Added
  • DIT
Assets Removed
Asset Action Perf %
KAVL Buy All 17.97%
Assets Rebalanced
None
2024-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE Kimball Electronics, Inc. Buy 7.17% 0.31%
LANC Lancaster Colony Corporation Buy 6.5% -0.29%
COTY Coty Inc. Buy 6.58% 0.96%
EPC Edgewell Personal Care Company Buy 6.63% 1.7%
HFFG HF Foods Group Inc. Buy 5.99% 0%
KAVL Kaival Brands Innovations Group, Inc. Sell -2.98% 19.09%
FLUX Flux Power Holdings, Inc. Sell -3.76% 4.04%
The percentage of cash held in the portfolio is: 73.88%
New Assets Added
  • HFFG
Assets Removed
None
Assets Rebalanced
None
2024-11-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE Kimball Electronics, Inc. Buy 7.06% -0.72%
LANC Lancaster Colony Corporation Buy 6.47% -0.18%
COTY Coty Inc. Buy 6.56% 1.23%
EPC Edgewell Personal Care Company Buy 6.61% 2.03%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.01% 17.97%
FLUX Flux Power Holdings, Inc. Sell -3.15% 19.19%
The percentage of cash held in the portfolio is: 79.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
NAII Sell All NA
Assets Rebalanced
None
2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
NAII Natural Alternatives International, Inc. Buy 7.56% 0.66%
KE Kimball Electronics, Inc. Buy 7.06% -0.72%
LANC Lancaster Colony Corporation Buy 6.47% -0.18%
COTY Coty Inc. Buy 6.56% 1.23%
EPC Edgewell Personal Care Company Buy 6.61% 2.03%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.01% 17.97%
FLUX Flux Power Holdings, Inc. Sell -3.15% 19.19%
The percentage of cash held in the portfolio is: 71.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
SKYX Buy All 14.05%
Assets Rebalanced
None
2024-11-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
NAII Natural Alternatives International, Inc. Buy 7.19% -5.3%
KE Kimball Electronics, Inc. Buy 7.11% -1.07%
LANC Lancaster Colony Corporation Buy 6.53% -0.43%
COTY Coty Inc. Buy 6.63% 1.23%
EPC Edgewell Personal Care Company Buy 6.74% 2.78%
SKYX SKYX Platforms Corp. Sell -3.3% 16.53%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.04% 18.08%
FLUX Flux Power Holdings, Inc. Sell -3.94% 0%
The percentage of cash held in the portfolio is: 76.08%
New Assets Added
  • FLUX
Assets Removed
Asset Action Perf %
RFIL Buy All -5.58%
Assets Rebalanced
None
2024-11-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
NAII Natural Alternatives International, Inc. Buy 7.19% -4.86%
KE Kimball Electronics, Inc. Buy 7.3% 1.94%
LANC Lancaster Colony Corporation Buy 6.6% 1.21%
COTY Coty Inc. Buy 6.71% 2.87%
EPC Edgewell Personal Care Company Buy 6.66% 2.14%
RFIL RF Industries, Ltd. Sell -4.04% -2.54%
SKYX SKYX Platforms Corp. Sell -3.42% 13.22%
KAVL Kaival Brands Innovations Group, Inc. Sell -2.99% 19.09%
The percentage of cash held in the portfolio is: 75.97%
New Assets Added
None
Assets Removed
Asset Action Perf %
NWL Buy All -7.37%
Assets Rebalanced
None
2024-11-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
NAII Natural Alternatives International, Inc. Buy 7.07% -7.06%
KE Kimball Electronics, Inc. Buy 7.25% 0.77%
LANC Lancaster Colony Corporation Buy 6.56% 0%
COTY Coty Inc. Buy 6.56% 0%
EPC Edgewell Personal Care Company Buy 6.56% 0%
RFIL RF Industries, Ltd. Sell -4.09% -3.3%
SKYX SKYX Platforms Corp. Sell -3.27% 17.36%
NWL Newell Brands Inc. Sell -4.12% -1.79%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.29% 11.56%
The percentage of cash held in the portfolio is: 80.75%
New Assets Added
  • LANC
  • COTY
  • EPC
Assets Removed
Asset Action Perf %
CELH Buy All -1.42%
IPAR Buy All -7.34%
ANDE Sell All -1.47%
FARM Sell All -1.41%
Assets Rebalanced
None
2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
ANDE The Andersons, Inc. Buy 6.6% -2.13%
FARM Farmer Bros. Co. Buy 6.65% -1.41%
NAII Natural Alternatives International, Inc. Buy 7.13% -6.18%
KE Kimball Electronics, Inc. Buy 7.19% 0%
CELH Celsius Holdings, Inc. Sell -3.92% -0.52%
RFIL RF Industries, Ltd. Sell -4.16% -5.08%
SKYX SKYX Platforms Corp. Sell -3.19% 19.34%
NWL Newell Brands Inc. Sell -4.03% 0.22%
IPAR Inter Parfums, Inc. Sell -4.38% -4.61%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.35% 9.77%
The percentage of cash held in the portfolio is: 95.45%
New Assets Added
  • KE
Assets Removed
Asset Action Perf %
ELF Sell All 5.51%
Assets Rebalanced
None
2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
ELF e.l.f. Beauty, Inc. Buy 6.64% 2.52%
ANDE The Andersons, Inc. Buy 6.56% -2.74%
FARM Farmer Bros. Co. Buy 6.33% -6.1%
NAII Natural Alternatives International, Inc. Buy 7.41% -2.43%
CELH Celsius Holdings, Inc. Sell -3.74% 4.12%
RFIL RF Industries, Ltd. Sell -4.08% -3.3%
SKYX SKYX Platforms Corp. Sell -3.17% 19.83%
NWL Newell Brands Inc. Sell -3.98% 1.34%
IPAR Inter Parfums, Inc. Sell -4.26% -1.78%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.45% 6.84%
The percentage of cash held in the portfolio is: 95.75%
New Assets Added
None
Assets Removed
Asset Action Perf %
BGS Buy All 11.32%
NATR Sell All 12.52%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
NATR Nature's Sunshine Products, Inc. Buy 7.3% 12.31%
ELF e.l.f. Beauty, Inc. Buy 6.82% 4.86%
ANDE The Andersons, Inc. Buy 6.54% -3.56%
FARM Farmer Bros. Co. Buy 6.2% -8.45%
NAII Natural Alternatives International, Inc. Buy 7.19% -5.74%
BGS B&G Foods, Inc. Sell -3.38% 10.04%
CELH Celsius Holdings, Inc. Sell -3.7% 5.57%
RFIL RF Industries, Ltd. Sell -3.99% -0.51%
SKYX SKYX Platforms Corp. Sell -3.28% 17.51%
NWL Newell Brands Inc. Sell -3.99% 1.56%
IPAR Inter Parfums, Inc. Sell -4.21% -0.12%
KAVL Kaival Brands Innovations Group, Inc. Sell -3.73% 0%
The percentage of cash held in the portfolio is: 92.22%
New Assets Added
  • KAVL
Assets Removed
Asset Action Perf %
SANW Buy All -27.62%
BDC Sell All 0.15%
Assets Rebalanced
None

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Market Overview

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