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All portfolios and performance
Portfolio Ref: EQXS10LO2W
Performance in the last:
Follow this Portfolio
1D 1.2 %
1W -5.9 %
2W -8.1 %
1M -11.7 %
3M -18.5 %
6M -29.6 %
9M -30.5 %
1Y -29.5 %
Alpha
-53.5%
Beta
0.81
sharpe-R
-1.2
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 08:32:27
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -36.88%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 10.

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
3
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

Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 12.58% 14.68%
BWXT BWX Technologies, Inc. Buy 10.26% 4.17%
BKE The Buckle, Inc. Buy 10.73% -0.82%
TPIC TPI Composites, Inc. Buy 7.22% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Buy 8.05% -0.53%
CWEN Clearway Energy, Inc. Buy 9.69% 1.27%
VTNR Vertex Energy, Inc. Buy 9.89% 0.27%
The percentage of cash held in the portfolio is: 31.57%
** 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
CRK Comstock Resources, Inc. Buy 11.87% 7.34%
BWXT BWX Technologies, Inc. Buy 10.39% 4.62%
BKE The Buckle, Inc. Buy 10.82% -0.76%
TPIC TPI Composites, Inc. Buy 7.35% -15.13%
CLMT Calumet Specialty Products Partners, L.P. Buy 8.1% -0.62%
CWEN Clearway Energy, Inc. Buy 9.72% 0.76%
VTNR Vertex Energy, Inc. Buy 9.94% 0%
The percentage of cash held in the portfolio is: 31.82%
New Assets Added
  • VTNR
Assets Removed
Asset Action Perf %
CVCO Sell All 2.98%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVCO Cavco Industries, Inc. Buy 10.75% 1.82%
CRK Comstock Resources, Inc. Buy 11.8% 6.19%
BWXT BWX Technologies, Inc. Buy 10.11% 1.3%
BKE The Buckle, Inc. Buy 10.99% 0.36%
TPIC TPI Composites, Inc. Buy 7.53% -13.45%
CLMT Calumet Specialty Products Partners, L.P. Buy 8.06% -1.67%
CWEN Clearway Energy, Inc. Buy 9.69% 0%
The percentage of cash held in the portfolio is: 31.08%
New Assets Added
  • CWEN
Assets Removed
Asset Action Perf %
PLPC Sell All 5.38%
CORT Sell All 5.11%
MYE Sell All -8.67%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 11.11% 7.37%
CORT Corcept Therapeutics Incorporated Buy 10.71% 3.54%
CVCO Cavco Industries, Inc. Buy 10.67% 1.65%
MYE Myers Industries, Inc. Buy 9.03% -4.26%
CRK Comstock Resources, Inc. Buy 11.29% 2.22%
BWXT BWX Technologies, Inc. Buy 10.05% 1.35%
BKE The Buckle, Inc. Buy 10.96% 0.65%
TPIC TPI Composites, Inc. Buy 7.88% -8.82%
CLMT Calumet Specialty Products Partners, L.P. Buy 8.15% 0%
The percentage of cash held in the portfolio is: 10.15%
New Assets Added
  • CLMT
Assets Removed
Asset Action Perf %
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 11.04% 9.9%
CORT Corcept Therapeutics Incorporated Buy 10.99% 9.45%
CVCO Cavco Industries, Inc. Buy 10.35% 1.58%
MYE Myers Industries, Inc. Buy 8.79% -4.01%
CRK Comstock Resources, Inc. Buy 10.98% 2.37%
LEU Centrus Energy Corp. Buy 8.33% -13.54%
BWXT BWX Technologies, Inc. Buy 9.91% 2.94%
BKE The Buckle, Inc. Buy 10.82% 2.37%
TPIC TPI Composites, Inc. Buy 8.39% 0%
The percentage of cash held in the portfolio is: 10.39%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
TWI Sell All -8.84%
ZEUS Sell All -6.76%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 10.91% 12.87%
CORT Corcept Therapeutics Incorporated Buy 11.16% 15.44%
CVCO Cavco Industries, Inc. Buy 10.02% 2.17%
ZEUS Olympic Steel, Inc. Buy 8.59% -2.59%
MYE Myers Industries, Inc. Buy 8.79% -0.33%
CRK Comstock Resources, Inc. Buy 11.07% 7.26%
LEU Centrus Energy Corp. Buy 9.24% -0.27%
BWXT BWX Technologies, Inc. Buy 9.45% 1.89%
TWI Titan International, Inc. Buy 8.59% -0.53%
BKE The Buckle, Inc. Buy 10.18% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BKE
Assets Removed
Asset Action Perf %
NEOG Sell All 6.97%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 10.63% 14.37%
PLPC Preformed Line Products Company Buy 10.85% 14.42%
CORT Corcept Therapeutics Incorporated Buy 11.18% 17.98%
CVCO Cavco Industries, Inc. Buy 10.12% 5.23%
ZEUS Olympic Steel, Inc. Buy 8.73% 0.98%
MYE Myers Industries, Inc. Buy 8.71% 0.82%
CRK Comstock Resources, Inc. Buy 11.02% 8.87%
LEU Centrus Energy Corp. Buy 9.07% -0.19%
BWXT BWX Technologies, Inc. Buy 9.23% 1.56%
TWI Titan International, Inc. Buy 8.46% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TWI
Assets Removed
Asset Action Perf %
PRTS Sell All -11.76%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

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