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Portfolio Ref: EQXS10LO3W
Performance in the last:
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1D 1.9 %
1W 1.5 %
2W 0.5 %
1M -4.6 %
3M -16.1 %
6M -12.3 %
9M -13.0 %
1Y -14.7 %
Alpha
-43.3%
Beta
0.9
sharpe-R
-0.44
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.97
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 2024-10-18 07:54:00
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -21.25%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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
APA APA Corporation Buy 10.66% -2.88%
AMPY Amplify Energy Corp. Buy 9.91% -0.74%
OLN Olin Corporation Buy 8.86% -1.15%
FWRD Forward Air Corporation Buy 9.56% 6.67%
CIX CompX International Inc. Buy 9.45% 1.7%
AVGO Broadcom Inc. Buy 9.07% -2.38%
ARCH Arch Resources, Inc. Buy 8.48% -1.45%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.7% 7.64%
CDXS Codexis, Inc. Buy 11.72% -0.59%
NKTR Nektar Therapeutics Buy 9.59% 0%
The percentage of cash held in the portfolio is: 2%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 10.66% -2.88%
AMPY Amplify Energy Corp. Buy 9.91% -0.74%
OLN Olin Corporation Buy 8.86% -1.15%
FWRD Forward Air Corporation Buy 9.56% 6.67%
CIX CompX International Inc. Buy 9.45% 1.7%
AVGO Broadcom Inc. Buy 9.07% -2.38%
ARCH Arch Resources, Inc. Buy 8.48% -1.45%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.7% 7.64%
CDXS Codexis, Inc. Buy 11.72% -0.59%
NKTR Nektar Therapeutics Buy 9.59% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NKTR
Assets Removed
Asset Action Perf %
RDNT Sell All -3.2%
Assets Rebalanced
None
2024-10-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 10.83% -3.16%
AMPY Amplify Energy Corp. Buy 10.01% -1.63%
OLN Olin Corporation Buy 8.84% -3.17%
FWRD Forward Air Corporation Buy 8.81% -3.53%
CIX CompX International Inc. Buy 9.31% -1.7%
AVGO Broadcom Inc. Buy 8.96% -5.36%
ARCH Arch Resources, Inc. Buy 8.67% -1.13%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.4% 2.69%
RDNT RadNet, Inc. Buy 10.15% 0.2%
CDXS Codexis, Inc. Buy 12.02% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CDXS
Assets Removed
Asset Action Perf %
ANF Sell All 12.77%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
ANF Abercrombie & Fitch Co. Buy 11.49% 9.44%
APA APA Corporation Buy 11.49% 4.05%
AMPY Amplify Energy Corp. Buy 10.3% 2.52%
OLN Olin Corporation Buy 8.94% -0.88%
FWRD Forward Air Corporation Buy 8.53% -5.39%
CIX CompX International Inc. Buy 9.34% -0.07%
AVGO Broadcom Inc. Buy 9.16% -1.96%
ARCH Arch Resources, Inc. Buy 8.74% 0.9%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10% 0%
RDNT RadNet, Inc. Buy 10% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ARWR
  • RDNT
Assets Removed
Asset Action Perf %
FIX Sell All 8.17%
NESR Sell All -5.98%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIX Comfort Systems USA, Inc. Buy 11.66% 5.11%
ANF Abercrombie & Fitch Co. Buy 10.69% 0.81%
APA APA Corporation Buy 11.67% 4.68%
AMPY Amplify Energy Corp. Buy 10.39% 2.37%
OLN Olin Corporation Buy 8.89% -2.31%
FWRD Forward Air Corporation Buy 8.61% -5.39%
CIX CompX International Inc. Buy 9.16% -2.91%
AVGO Broadcom Inc. Buy 9.43% -0.14%
ARCH Arch Resources, Inc. Buy 8.74% 0%
NESR National Energy Services Reunited Corp. Buy 8.74% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ARCH
  • NESR
Assets Removed
Asset Action Perf %
CBT Sell All -0.38%
Assets Rebalanced
None
2024-10-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 8.04% -0.26%
FIX Comfort Systems USA, Inc. Buy 11.75% 5.98%
ANF Abercrombie & Fitch Co. Buy 10.5% -0.87%
APA APA Corporation Buy 11.43% 2.61%
AMPY Amplify Energy Corp. Buy 10.4% 2.67%
OLN Olin Corporation Buy 8.88% -2.31%
FWRD Forward Air Corporation Buy 8.71% -4.17%
CIX CompX International Inc. Buy 9.43% 0%
AVGO Broadcom Inc. Buy 9.43% 0%
The percentage of cash held in the portfolio is: 11.43%
New Assets Added
  • CIX
  • AVGO
Assets Removed
Asset Action Perf %
HEES Sell All 11.15%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
HEES H&E Equipment Services, Inc. Buy 9.78% 9.59%
CBT Cabot Corporation Buy 8% -0.35%
FIX Comfort Systems USA, Inc. Buy 11.54% 4.6%
ANF Abercrombie & Fitch Co. Buy 10.56% 0.19%
APA APA Corporation Buy 11.35% 2.34%
AMPY Amplify Energy Corp. Buy 10.49% 4.01%
OLN Olin Corporation Buy 9.05% 0%
FWRD Forward Air Corporation Buy 9.01% -0.42%
The percentage of cash held in the portfolio is: 20.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMRC Sell All -7.48%
PARR Sell All -8.8%
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

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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