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Portfolio Ref: EQ3025LS2W
Performance in the last:
Follow this Portfolio
1D 0.1 %
1W -0.9 %
2W -0.9 %
1M 0.0 %
3M 0.2 %
6M 4.1 %
9M 2.8 %
1Y 4.5 %
Alpha
3.7%
Beta
0.06
sharpe-R
0.8
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 2024-09-18 07:49:30
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -2.92%
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

Asset Action Weight PnL
SANW S&W Seed Company Sell -4.35% -13.64%
FLUX Flux Power Holdings, Inc. Sell -3.95% -3.22%
The percentage of cash held in the portfolio is: 108.31%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
SANW S&W Seed Company Sell -4.36% -13.64%
FLUX Flux Power Holdings, Inc. Sell -4.03% -5.14%
The percentage of cash held in the portfolio is: 108.39%
New Assets Added
None
Assets Removed
Asset Action Perf %
POWL Buy All -2.6%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
POWL Powell Industries, Inc. Sell -3.75% 0.17%
SANW S&W Seed Company Sell -3.97% -4.55%
FLUX Flux Power Holdings, Inc. Sell -3.59% 5.47%
The percentage of cash held in the portfolio is: 111.32%
New Assets Added
None
Assets Removed
Asset Action Perf %
JBSS Sell All -4.48%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
JBSS John B. Sanfilippo & Son, Inc. Buy 6.01% 0.6%
POWL Powell Industries, Inc. Sell -3.52% 5.88%
SANW S&W Seed Company Sell -3.78% 0%
FLUX Flux Power Holdings, Inc. Sell -3.78% 0%
The percentage of cash held in the portfolio is: 105.08%
New Assets Added
  • SANW
  • FLUX
Assets Removed
None
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
JBSS John B. Sanfilippo & Son, Inc. Buy 5.99% 0%
POWL Powell Industries, Inc. Sell -3.86% -2.85%
The percentage of cash held in the portfolio is: 97.87%
New Assets Added
  • JBSS
Assets Removed
Asset Action Perf %
HAIN Sell All 17.13%
Assets Rebalanced
None
2024-08-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAIN The Hain Celestial Group, Inc. Buy 6.67% 16.84%
POWL Powell Industries, Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 97.08%
New Assets Added
  • POWL
Assets Removed
None
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAIN The Hain Celestial Group, Inc. Buy 5.76% 0%
The percentage of cash held in the portfolio is: 94.24%
New Assets Added
  • HAIN
Assets Removed
None
Assets Rebalanced
None
2024-08-19 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 %
PLPC Buy All 4.38%
Assets Rebalanced
None
2024-08-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Sell -3.67% 3.01%
The percentage of cash held in the portfolio is: 103.67%
New Assets Added
None
Assets Removed
Asset Action Perf %
HLF Buy All 24.76%
SAM Buy All -1.28%
Assets Rebalanced
None
2024-08-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Sell -3.7% 1.35%
HLF Herbalife Nutrition Ltd. Sell -2.56% 31.7%
PLPC Preformed Line Products Company Sell -3.57% 5.17%
The percentage of cash held in the portfolio is: 109.82%
New Assets Added
None
Assets Removed
Asset Action Perf %
LANC Buy All -4.09%
Assets Rebalanced
None
2024-08-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Sell -3.6% 4.33%
HLF Herbalife Nutrition Ltd. Sell -3.06% 18.61%
PLPC Preformed Line Products Company Sell -3.6% 4.69%
LANC Lancaster Colony Corporation Sell -4.02% -2.74%
The percentage of cash held in the portfolio is: 114.28%
New Assets Added
None
Assets Removed
Asset Action Perf %
OESX Sell All -10.09%
Assets Rebalanced
None
2024-08-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
OESX Orion Energy Systems, Inc. Buy 6.12% -4.59%
SAM The Boston Beer Company, Inc. Sell -3.63% 3.29%
HLF Herbalife Nutrition Ltd. Sell -3.2% 14.78%
PLPC Preformed Line Products Company Sell -3.64% 3.42%
LANC Lancaster Colony Corporation Sell -3.91% 0%
The percentage of cash held in the portfolio is: 108.25%
New Assets Added
  • LANC
Assets Removed
Asset Action Perf %
SMPL Buy All 7.81%
NUS Sell All -8.32%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
NUS Nu Skin Enterprises, Inc. Buy 6.23% -2.86%
OESX Orion Energy Systems, Inc. Buy 6.26% -2.75%
SMPL The Simply Good Foods Company Sell -3.78% 2.32%
SAM The Boston Beer Company, Inc. Sell -3.79% -0.75%
HLF Herbalife Nutrition Ltd. Sell -3.53% 6.23%
PLPC Preformed Line Products Company Sell -3.78% 0%
The percentage of cash held in the portfolio is: 102.4%
New Assets Added
  • PLPC
Assets Removed
Asset Action Perf %
BMI Sell All -4.43%
NAII Sell All -5.86%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
BMI Badger Meter, Inc. Buy 6.93% -1.16%
NAII Natural Alternatives International, Inc. Buy 6.34% -4.19%
NUS Nu Skin Enterprises, Inc. Buy 6.26% -2.06%
OESX Orion Energy Systems, Inc. Buy 6.41% 0%
SMPL The Simply Good Foods Company Sell -3.75% 2.63%
SAM The Boston Beer Company, Inc. Sell -3.75% 0%
HLF Herbalife Nutrition Ltd. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 85.32%
New Assets Added
  • SAM
  • HLF
  • OESX
Assets Removed
Asset Action Perf %
OESX Buy All -6.86%
FCEL Buy All 17.54%
Assets Rebalanced
None
2024-07-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BMI Badger Meter, Inc. Buy 6.91% -1.15%
NAII Natural Alternatives International, Inc. Buy 6.42% -2.68%
NUS Nu Skin Enterprises, Inc. Buy 6.37% 0%
FCEL FuelCell Energy, Inc. Sell -3.25% 14.04%
SMPL The Simply Good Foods Company Sell -3.75% 2.49%
OESX Orion Energy Systems, Inc. Sell -3.84% -0.98%
The percentage of cash held in the portfolio is: 91.14%
New Assets Added
  • NUS
Assets Removed
Asset Action Perf %
ELF Buy All 9.91%
Assets Rebalanced
None
2024-07-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
BMI Badger Meter, Inc. Buy 7.08% 0.92%
NAII Natural Alternatives International, Inc. Buy 6.62% 0%
ELF e.l.f. Beauty, Inc. Sell -3.68% 3.28%
FCEL FuelCell Energy, Inc. Sell -3.53% 7.02%
SMPL The Simply Good Foods Company Sell -3.72% 3.38%
OESX Orion Energy Systems, Inc. Sell -4% -4.9%
The percentage of cash held in the portfolio is: 101.23%
New Assets Added
  • NAII
Assets Removed
Asset Action Perf %
POWL Buy All -6.92%
SKYX Sell All 28.06%
Assets Rebalanced
None
2024-07-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
SKYX SKYX Platforms Corp. Buy 7.12% 28.06%
BMI Badger Meter, Inc. Buy 6.89% -1.41%
ELF e.l.f. Beauty, Inc. Sell -3.41% 9.88%
FCEL FuelCell Energy, Inc. Sell -3.58% 5.26%
POWL Powell Industries, Inc. Sell -3.88% -2.68%
SMPL The Simply Good Foods Company Sell -3.64% 5.12%
OESX Orion Energy Systems, Inc. Sell -3.83% -0.98%
The percentage of cash held in the portfolio is: 104.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
HFFG Sell All 6.77%
LWAY Sell All -9.98%
Assets Rebalanced
None
2024-07-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
HFFG HF Foods Group Inc. Buy 6.14% 5.16%
SKYX SKYX Platforms Corp. Buy 7.36% 32.71%
LWAY Lifeway Foods, Inc. Buy 5.65% -3.07%
BMI Badger Meter, Inc. Buy 6.96% 0%
ELF e.l.f. Beauty, Inc. Sell -3.54% 6.13%
FCEL FuelCell Energy, Inc. Sell -3.57% 5.26%
POWL Powell Industries, Inc. Sell -4.08% -8.28%
SMPL The Simply Good Foods Company Sell -3.67% 4.01%
OESX Orion Energy Systems, Inc. Sell -3.78% 0%
The percentage of cash held in the portfolio is: 92.53%
New Assets Added
  • OESX
  • BMI
Assets Removed
Asset Action Perf %
OESX Sell All -4.67%
NAII Sell All -1.53%
Assets Rebalanced
None
2024-07-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
NAII Natural Alternatives International, Inc. Buy 5.99% -1.53%
HFFG HF Foods Group Inc. Buy 6.39% 9.68%
OESX Orion Energy Systems, Inc. Buy 5.32% -3.74%
SKYX SKYX Platforms Corp. Buy 7.15% 29.22%
LWAY Lifeway Foods, Inc. Buy 5.63% -3.3%
ELF e.l.f. Beauty, Inc. Sell -3.38% 10.29%
FCEL FuelCell Energy, Inc. Sell -3.56% 5.26%
POWL Powell Industries, Inc. Sell -3.97% -5.66%
SMPL The Simply Good Foods Company Sell -3.82% 0%
The percentage of cash held in the portfolio is: 84.24%
New Assets Added
  • SMPL
Assets Removed
None
Assets Rebalanced
None
2024-07-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
NAII Natural Alternatives International, Inc. Buy 6.05% -1.53%
HFFG HF Foods Group Inc. Buy 6.26% 6.45%
OESX Orion Energy Systems, Inc. Buy 5.37% -3.74%
SKYX SKYX Platforms Corp. Buy 6.63% 18.74%
LWAY Lifeway Foods, Inc. Buy 5.53% -5.91%
ELF e.l.f. Beauty, Inc. Sell -3.44% 9.57%
FCEL FuelCell Energy, Inc. Sell -3.79% 0%
POWL Powell Industries, Inc. Sell -3.79% 0%
The percentage of cash held in the portfolio is: 81.18%
New Assets Added
  • FCEL
  • POWL
Assets Removed
Asset Action Perf %
PLUG Sell All 12.74%
Assets Rebalanced
None
2024-07-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLUG Plug Power Inc. Buy 7.21% 18.15%
NAII Natural Alternatives International, Inc. Buy 6.09% 0.17%
HFFG HF Foods Group Inc. Buy 6.33% 8.71%
OESX Orion Energy Systems, Inc. Buy 5.27% -4.67%
SKYX SKYX Platforms Corp. Buy 6.69% 21.07%
LWAY Lifeway Foods, Inc. Buy 5.82% 0%
ELF e.l.f. Beauty, Inc. Sell -3.4% 9.69%
The percentage of cash held in the portfolio is: 65.98%
New Assets Added
  • LWAY
Assets Removed
None
Assets Rebalanced
None
2024-07-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLUG Plug Power Inc. Buy 7.84% 28.96%
NAII Natural Alternatives International, Inc. Buy 5.8% -4.25%
HFFG HF Foods Group Inc. Buy 6.4% 10.32%
OESX Orion Energy Systems, Inc. Buy 5.4% -1.87%
SKYX SKYX Platforms Corp. Buy 6.79% 23.4%
ELF e.l.f. Beauty, Inc. Sell -3.75% 0%
The percentage of cash held in the portfolio is: 71.51%
New Assets Added
  • ELF
Assets Removed
None
Assets Rebalanced
None
2024-07-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLUG Plug Power Inc. Buy 7.65% 23.94%
NAII Natural Alternatives International, Inc. Buy 5.88% -4.25%
HFFG HF Foods Group Inc. Buy 6.25% 6.13%
OESX Orion Energy Systems, Inc. Buy 5.48% -1.87%
SKYX SKYX Platforms Corp. Buy 6.02% 7.83%
The percentage of cash held in the portfolio is: 68.72%
New Assets Added
None
Assets Removed
Asset Action Perf %
CELH Sell All -10.06%
Assets Rebalanced
None
2024-07-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLUG Plug Power Inc. Buy 7.31% 18.53%
NAII Natural Alternatives International, Inc. Buy 6.05% -1.36%
HFFG HF Foods Group Inc. Buy 6.17% 4.84%
CELH Celsius Holdings, Inc. Buy 5.92% 0.65%
OESX Orion Energy Systems, Inc. Buy 5.58% 0%
SKYX SKYX Platforms Corp. Buy 5.58% 0%
The percentage of cash held in the portfolio is: 63.39%
New Assets Added
  • OESX
  • SKYX
Assets Removed
Asset Action Perf %
SKYX Buy All -12.29%
FIZZ Sell All -0.8%
Assets Rebalanced
None
2024-07-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIZZ National Beverage Corp. Buy 6.1% -2.21%
PLUG Plug Power Inc. Buy 7.01% 13.13%
NAII Natural Alternatives International, Inc. Buy 5.98% -3.06%
HFFG HF Foods Group Inc. Buy 5.91% 0%
CELH Celsius Holdings, Inc. Buy 5.91% 0%
SKYX SKYX Platforms Corp. Sell -3.89% -4.18%
The percentage of cash held in the portfolio is: 72.97%
New Assets Added
  • HFFG
  • CELH
Assets Removed
None
Assets Rebalanced
None
2024-07-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIZZ National Beverage Corp. Buy 6.11% -2.71%
PLUG Plug Power Inc. Buy 6.48% 3.86%
NAII Natural Alternatives International, Inc. Buy 6.04% -2.72%
SKYX SKYX Platforms Corp. Sell -3.95% -4.97%
The percentage of cash held in the portfolio is: 85.32%
New Assets Added
None
Assets Removed
Asset Action Perf %
DIT Buy All 4.46%
Assets Rebalanced
None
2024-07-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIZZ National Beverage Corp. Buy 6.19% -1.23%
PLUG Plug Power Inc. Buy 6.18% -0.77%
NAII Natural Alternatives International, Inc. Buy 6.2% 0%
DIT AMCON Distributing Company Sell -3.69% 2.54%
SKYX SKYX Platforms Corp. Sell -3.76% 0%
The percentage of cash held in the portfolio is: 88.87%
New Assets Added
  • SKYX
  • NAII
Assets Removed
Asset Action Perf %
CASY Sell All -5.34%
Assets Rebalanced
None
2024-07-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
CASY Casey's General Stores, Inc. Buy 5.79% -3.52%
FIZZ National Beverage Corp. Buy 6.37% 1.89%
PLUG Plug Power Inc. Buy 6.34% 1.93%
DIT AMCON Distributing Company Sell -3.92% -3.74%
The percentage of cash held in the portfolio is: 85.42%
New Assets Added
None
Assets Removed
Asset Action Perf %
POWL Buy All 3.79%
Assets Rebalanced
None
2024-07-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CASY Casey's General Stores, Inc. Buy 5.82% -3.05%
FIZZ National Beverage Corp. Buy 6.42% 2.71%
PLUG Plug Power Inc. Buy 6.21% 0%
POWL Powell Industries, Inc. Sell -3.6% 4.25%
DIT AMCON Distributing Company Sell -3.86% -2.26%
The percentage of cash held in the portfolio is: 89.01%
New Assets Added
  • PLUG
Assets Removed
None
Assets Rebalanced
None
2024-07-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
CASY Casey's General Stores, Inc. Buy 5.88% -1.86%
FIZZ National Beverage Corp. Buy 6.44% 3.12%
POWL Powell Industries, Inc. Sell -3.59% 4.39%
DIT AMCON Distributing Company Sell -3.8% -0.69%
The percentage of cash held in the portfolio is: 95.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
BGS Sell All -5.72%
Assets Rebalanced
None
2024-07-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
BGS B&G Foods, Inc. Buy 5.76% -3.69%
CASY Casey's General Stores, Inc. Buy 5.99% 0.15%
FIZZ National Beverage Corp. Buy 6.23% 0%
POWL Powell Industries, Inc. Sell -3.55% 5.28%
DIT AMCON Distributing Company Sell -3.64% 3.14%
The percentage of cash held in the portfolio is: 89.22%
New Assets Added
  • FIZZ
Assets Removed
None
Assets Rebalanced
None
2024-06-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
BGS B&G Foods, Inc. Buy 5.71% -4.77%
CASY Casey's General Stores, Inc. Buy 6% 0.19%
POWL Powell Industries, Inc. Sell -3.6% 4.07%
DIT AMCON Distributing Company Sell -3.77% 0%
The percentage of cash held in the portfolio is: 95.66%
New Assets Added
  • DIT
Assets Removed
None
Assets Rebalanced
None

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Market Overview

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