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Portfolio Ref: EQ455LO1W
Performance in the last:
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1D 0.0 %
1W 0.5 %
2W -5.7 %
1M -13.2 %
3M -16.9 %
6M -17.5 %
9M -14.3 %
1Y -11.8 %
Alpha
-21.2%
Beta
0.43
sharpe-R
-0.6
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 07:01:12
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -22.58%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week in the Equity asset class. This portfolio focuses only on companies in the Information Technology sector. The maximum number of assets that can be allocated in this strategy is 5.

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.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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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 %
NTGR Sell All -3.16%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
NTGR NETGEAR, Inc. Buy 19.71% 0.1%
The percentage of cash held in the portfolio is: 80.29%
New Assets Added
None
Assets Removed
Asset Action Perf %
OKTA Sell All 2.86%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
OKTA Okta, Inc. Buy 22.45% 0.81%
NTGR NETGEAR, Inc. Buy 19.8% 0.1%
The percentage of cash held in the portfolio is: 57.75%
New Assets Added
None
Assets Removed
Asset Action Perf %
FTNT Sell All 2.5%
CVLT Sell All 4.41%
DDD Sell All -9.32%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
FTNT Fortinet, Inc. Buy 19.33% 2.47%
CVLT Commvault Systems, Inc. Buy 19.39% 2.81%
DDD 3D Systems Corporation Buy 17.06% -9.53%
OKTA Okta, Inc. Buy 22.31% -0.48%
NTGR NETGEAR, Inc. Buy 19.91% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NTGR
Assets Removed
Asset Action Perf %
DZSI Sell All -18.48%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
DZSI DZS Inc. Buy 20.74% -13.04%
FTNT Fortinet, Inc. Buy 18.4% -0.33%
CVLT Commvault Systems, Inc. Buy 18.63% 0.89%
DDD 3D Systems Corporation Buy 18.3% -0.85%
OKTA Okta, Inc. Buy 21.94% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OKTA
Assets Removed
Asset Action Perf %
CALX Sell All 3.86%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
CALX Calix, Inc. Buy 22.1% 4.95%
DZSI DZS Inc. Buy 20.68% -13.04%
FTNT Fortinet, Inc. Buy 18.41% 0%
CVLT Commvault Systems, Inc. Buy 18.41% 0%
DDD 3D Systems Corporation Buy 18.41% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FTNT
  • CVLT
  • DDD
Assets Removed
Asset Action Perf %
SQ Sell All -4.48%
Assets Rebalanced
None
2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 18.7% 0.88%
CALX Calix, Inc. Buy 20.76% -1.49%
DZSI DZS Inc. Buy 20.96% -11.96%
The percentage of cash held in the portfolio is: 39.57%
New Assets Added
None
Assets Removed
Asset Action Perf %
LFUS Sell All -4.73%
BELFB Sell All -6.09%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
SQ Block, Inc. Buy 17.96% 0.88%
BELFB Bel Fuse Inc. Buy 17.35% -2.58%
CALX Calix, Inc. Buy 19.99% -1.24%
LFUS Littelfuse, Inc. Buy 19.84% -1.97%
DZSI DZS Inc. Buy 22.86% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DZSI
Assets Removed
Asset Action Perf %
APPS Sell All 6.5%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
APPS Digital Turbine, Inc. Buy 21.92% 2.03%
SQ Block, Inc. Buy 17.82% 0%
BELFB Bel Fuse Inc. Buy 17.74% -0.46%
CALX Calix, Inc. Buy 20.26% 0%
LFUS Littelfuse, Inc. Buy 20.26% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CALX
  • LFUS
Assets Removed
Asset Action Perf %
AKAM Sell All 5.83%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
AKAM Akamai Technologies, Inc. Buy 22.63% 4.71%
APPS Digital Turbine, Inc. Buy 21.54% -0.41%
SQ Block, Inc. Buy 17.94% 0%
BELFB Bel Fuse Inc. Buy 17.94% 0%
The percentage of cash held in the portfolio is: 19.94%
New Assets Added
  • SQ
  • BELFB
Assets Removed
Asset Action Perf %
VSAT Sell All -17.99%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
AKAM Akamai Technologies, Inc. Buy 22.33% 3.94%
VSAT Viasat, Inc. Buy 19.07% -11.25%
APPS Digital Turbine, Inc. Buy 20.72% -3.66%
The percentage of cash held in the portfolio is: 37.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
LITE Sell All -23.89%
MPWR Sell All -12.86%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
LITE Lumentum Holdings Inc. Buy 19.89% -1.85%
MPWR Monolithic Power Systems, Inc. Buy 19.22% -1.59%
AKAM Akamai Technologies, Inc. Buy 19.9% 1.89%
VSAT Viasat, Inc. Buy 19.43% -0.52%
APPS Digital Turbine, Inc. Buy 19.55% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • APPS
Assets Removed
None
Assets Rebalanced
None
2025-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
LITE Lumentum Holdings Inc. Buy 20.44% 1.93%
MPWR Monolithic Power Systems, Inc. Buy 19.59% 1.36%
AKAM Akamai Technologies, Inc. Buy 19.33% 0%
VSAT Viasat, Inc. Buy 19.33% 0%
The percentage of cash held in the portfolio is: 21.33%
New Assets Added
  • AKAM
  • VSAT
Assets Removed
None
Assets Rebalanced
None
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
LITE Lumentum Holdings Inc. Buy 20.66% 3.01%
MPWR Monolithic Power Systems, Inc. Buy 19.33% 0%
The percentage of cash held in the portfolio is: 60%
New Assets Added
  • MPWR
Assets Removed
Asset Action Perf %
RIOT Sell All -2.38%
OSPN Sell All -0.37%
HPE Sell All 4.81%
SMTC Sell All 4.81%
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
RIOT Riot Blockchain, Inc. Buy 18.3% -5.35%
OSPN OneSpan Inc. Buy 19.09% -1.25%
HPE Hewlett Packard Enterprise Company Buy 19.66% 1.72%
SMTC Semtech Corporation Buy 20.57% 6.4%
LITE Lumentum Holdings Inc. Buy 20.39% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • LITE
Assets Removed
Asset Action Perf %
UI Sell All 5.52%
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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