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Portfolio Ref: EQXS15LS1M
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 3.8 %
2W -0.3 %
1M -9.0 %
3M -8.5 %
6M -34.9 %
9M -49.5 %
1Y -48.4 %
Alpha
-63.9%
Beta
0.74
sharpe-R
-1.67
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 07:03:00
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -52.6%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 15.

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
METC Ramaco Resources, Inc. Buy 13.14% 3.81%
GPI Group 1 Automotive, Inc. Buy 14.33% 2.05%
HGV Hilton Grand Vacations Inc. Buy 14.57% 3.74%
IRBT iRobot Corporation Buy 16.52% 17.6%
QRTEA Qurate Retail, Inc. Buy 14.43% 2.7%
FTNT Fortinet, Inc. Buy 14.92% 6.25%
NTGR NETGEAR, Inc. Buy 12.85% -3.16%
IAC IAC/InterActiveCorp Buy 12.42% -1.98%
CHTR Charter Communications, Inc. Buy 12.66% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 2.16% 0%
TDW Tidewater Inc. Sell -6.29% -4.06%
WNC Wabash National Corporation Sell -4.39% 17.72%
VLO Valero Energy Corporation Sell -5.1% -1.68%
PARR Par Pacific Holdings, Inc. Sell -7.56% -1.8%
LWLG Lightwave Logic, Inc. Sell -7.85% -5.63%
The percentage of cash held in the portfolio is: 3.18%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 13.14% 3.81%
GPI Group 1 Automotive, Inc. Buy 14.33% 2.05%
HGV Hilton Grand Vacations Inc. Buy 14.57% 3.74%
IRBT iRobot Corporation Buy 16.52% 17.6%
QRTEA Qurate Retail, Inc. Buy 14.43% 2.7%
FTNT Fortinet, Inc. Buy 14.92% 6.25%
NTGR NETGEAR, Inc. Buy 12.85% -3.16%
IAC IAC/InterActiveCorp Buy 12.42% -1.98%
CHTR Charter Communications, Inc. Buy 12.66% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 2.16% 0%
TDW Tidewater Inc. Sell -6.29% -4.06%
WNC Wabash National Corporation Sell -4.39% 17.72%
VLO Valero Energy Corporation Sell -5.1% -1.68%
PARR Par Pacific Holdings, Inc. Sell -7.56% -1.8%
LWLG Lightwave Logic, Inc. Sell -7.85% -5.63%
The percentage of cash held in the portfolio is: 3.18%
New Assets Added
  • SBGI
Assets Removed
Asset Action Perf %
CDE Sell All -3.5%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 13.68% 9.69%
CDE Coeur Mining, Inc. Buy 3.55% 5.4%
GPI Group 1 Automotive, Inc. Buy 14.2% 2.64%
HGV Hilton Grand Vacations Inc. Buy 14.21% 2.72%
IRBT iRobot Corporation Buy 16.01% 15.74%
QRTEA Qurate Retail, Inc. Buy 13.83% 0%
FTNT Fortinet, Inc. Buy 14.48% 4.67%
NTGR NETGEAR, Inc. Buy 13.08% 0.1%
IAC IAC/InterActiveCorp Buy 12.48% 0%
CHTR Charter Communications, Inc. Buy 12.48% 0%
TDW Tidewater Inc. Sell -6.19% -4.07%
WNC Wabash National Corporation Sell -4.32% 17.72%
VLO Valero Energy Corporation Sell -4.86% 1.57%
PARR Par Pacific Holdings, Inc. Sell -7.32% 0%
LWLG Lightwave Logic, Inc. Sell -7.32% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PARR
  • LWLG
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
KMT Buy All 3.97%
SPCE Buy All 5.11%
MGNI Sell All -7.94%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 13.15% 4.95%
CDE Coeur Mining, Inc. Buy 3.45% 1.9%
GPI Group 1 Automotive, Inc. Buy 13.81% -0.66%
HGV Hilton Grand Vacations Inc. Buy 13.99% 0.63%
IRBT iRobot Corporation Buy 16.59% 19.33%
QRTEA Qurate Retail, Inc. Buy 13.53% -2.7%
FTNT Fortinet, Inc. Buy 14.34% 3.1%
NTGR NETGEAR, Inc. Buy 13.81% 5.17%
MGNI Magnite, Inc. Buy 12.54% -4.49%
TDW Tidewater Inc. Sell -6.28% -5.05%
KMT Kennametal Inc. Sell -5.5% 7.99%
WNC Wabash National Corporation Sell -4.66% 11.68%
SPCE Virgin Galactic Holdings, Inc. Sell -6.73% 8.89%
VLO Valero Energy Corporation Sell -5.1% -2.86%
The percentage of cash held in the portfolio is: 13.06%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSRM Sell All 11.27%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 13.02% -0.93%
SSRM SSR Mining Inc. Buy 11.6% 10.42%
CDE Coeur Mining, Inc. Buy 3.59% 1.02%
GPI Group 1 Automotive, Inc. Buy 14.52% -0.43%
HGV Hilton Grand Vacations Inc. Buy 14.76% 1.21%
IRBT iRobot Corporation Buy 13.86% -4.96%
QRTEA Qurate Retail, Inc. Buy 14.18% -2.7%
FTNT Fortinet, Inc. Buy 14.94% 2.47%
NTGR NETGEAR, Inc. Buy 13.77% 0%
MGNI Magnite, Inc. Buy 13.77% 0%
TDW Tidewater Inc. Sell -6.45% -2.83%
KMT Kennametal Inc. Sell -5.97% 4.79%
WNC Wabash National Corporation Sell -4.99% 9.75%
SPCE Virgin Galactic Holdings, Inc. Sell -7.39% 4.67%
VLO Valero Energy Corporation Sell -5.2% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VLO
  • NTGR
  • MGNI
Assets Removed
Asset Action Perf %
SPWH Buy All 17.94%
AORT Sell All 1.06%
GTLS Sell All -7.92%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 13.69% 3.44%
GTLS Chart Industries, Inc. Buy 13.78% -5.22%
METC Ramaco Resources, Inc. Buy 13.05% 0%
SSRM SSR Mining Inc. Buy 11.67% 11.76%
CDE Coeur Mining, Inc. Buy 3.58% 1.46%
GPI Group 1 Automotive, Inc. Buy 14.5% 0.13%
HGV Hilton Grand Vacations Inc. Buy 14.98% 3.42%
IRBT iRobot Corporation Buy 13.98% -3.47%
QRTEA Qurate Retail, Inc. Buy 14.35% -0.92%
FTNT Fortinet, Inc. Buy 14.43% -0.33%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.81% 13.9%
TDW Tidewater Inc. Sell -6.42% -3.08%
KMT Kennametal Inc. Sell -5.85% 6.11%
WNC Wabash National Corporation Sell -5.22% 4.98%
SPCE Virgin Galactic Holdings, Inc. Sell -7.7% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SPCE
Assets Removed
None
Assets Rebalanced
Asset Action Weight
SSRM Buy 7.72%
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 13.72% 4.86%
GTLS Chart Industries, Inc. Buy 14.39% 0.07%
METC Ramaco Resources, Inc. Buy 13.25% 2.68%
SSRM SSR Mining Inc. Buy 3.9% 11.64%
CDE Coeur Mining, Inc. Buy 3.61% 3.5%
GPI Group 1 Automotive, Inc. Buy 14.32% 0%
HGV Hilton Grand Vacations Inc. Buy 14.32% 0%
IRBT iRobot Corporation Buy 14.32% 0%
QRTEA Qurate Retail, Inc. Buy 14.32% 0%
FTNT Fortinet, Inc. Buy 14.32% 0%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.66% 15.7%
TDW Tidewater Inc. Sell -6.49% -5.36%
KMT Kennametal Inc. Sell -5.97% 3.12%
WNC Wabash National Corporation Sell -5.35% 1.53%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GPI
  • HGV
  • IRBT
  • QRTEA
  • FTNT
Assets Removed
Asset Action Perf %
SCVL Buy All 13.13%
CBRL Sell All -7.8%
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 13.51% 2.51%
GTLS Chart Industries, Inc. Buy 14.25% -1.67%
METC Ramaco Resources, Inc. Buy 13.35% 2.68%
SSRM SSR Mining Inc. Buy 3.53% 0.37%
CDE Coeur Mining, Inc. Buy 3.55% 1.02%
CBRL Cracker Barrel Old Country Store, Inc. Buy 13.9% -3.34%
SCVL Shoe Carnival, Inc. Sell -6.91% 14.46%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.87% 12.56%
TDW Tidewater Inc. Sell -6.52% -5.09%
KMT Kennametal Inc. Sell -6.22% -0.26%
WNC Wabash National Corporation Sell -5.47% 0%
The percentage of cash held in the portfolio is: 67.9%
New Assets Added
  • WNC
Assets Removed
Asset Action Perf %
CLNE Buy All -11.29%
Assets Rebalanced
None
2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 13.29% 1.19%
GTLS Chart Industries, Inc. Buy 14.13% -2.1%
METC Ramaco Resources, Inc. Buy 12.62% -2.58%
SSRM SSR Mining Inc. Buy 3.45% -1.47%
CDE Coeur Mining, Inc. Buy 3.47% -1.02%
CBRL Cracker Barrel Old Country Store, Inc. Buy 13.97% -2.51%
SCVL Shoe Carnival, Inc. Sell -6.63% 17.66%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.83% 13%
TDW Tidewater Inc. Sell -6.18% 0%
CLNE Clean Energy Fuels Corp. Sell -6.18% 0%
KMT Kennametal Inc. Sell -6.18% 0%
The percentage of cash held in the portfolio is: 69.07%
New Assets Added
  • TDW
  • CLNE
  • KMT
Assets Removed
Asset Action Perf %
CLNE Sell All -1.59%
SIGA Sell All -9.55%
FUL Sell All -4.18%
FF Sell All -12.92%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 13.11% 2.41%
GTLS Chart Industries, Inc. Buy 13.95% -0.83%
METC Ramaco Resources, Inc. Buy 12.33% -2.37%
SIGA SIGA Technologies, Inc. Buy 13.38% -6.42%
CLNE Clean Energy Fuels Corp. Buy 16.23% 5.08%
FUL H.B. Fuller Company Buy 12.36% -1.79%
FF FutureFuel Corp. Buy 7.85% -3.36%
SSRM SSR Mining Inc. Buy 3.36% -1.59%
CDE Coeur Mining, Inc. Buy 3.29% -3.65%
CBRL Cracker Barrel Old Country Store, Inc. Buy 13.97% 0%
SCVL Shoe Carnival, Inc. Sell -6.87% 12.48%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.95% 8.52%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CBRL
Assets Removed
Asset Action Perf %
RES Sell All 0%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
RES RPC, Inc. Buy 13.9% 0.65%
AORT Artivion, Inc. Buy 13.15% 3.77%
GTLS Chart Industries, Inc. Buy 13.81% -0.9%
METC Ramaco Resources, Inc. Buy 12.43% -0.62%
SIGA SIGA Technologies, Inc. Buy 13.64% -3.6%
CLNE Clean Energy Fuels Corp. Buy 16.12% 5.4%
FUL H.B. Fuller Company Buy 12.31% -1.2%
FF FutureFuel Corp. Buy 7.87% -2.12%
SSRM SSR Mining Inc. Buy 3.38% 0%
CDE Coeur Mining, Inc. Buy 3.38% 0%
SCVL Shoe Carnival, Inc. Sell -6.98% 10.25%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -5.02% 6.28%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
  • CDE
Assets Removed
Asset Action Perf %
NESR Buy All -4.65%
UAA Buy All -7.05%
CHRS Buy All -21.62%
PBT Sell All 0.36%
CVI Sell All -6.52%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.68% 0%
RES RPC, Inc. Buy 14.32% 5.06%
AORT Artivion, Inc. Buy 12.84% 2.68%
CVI CVR Energy, Inc. Buy 13.45% -4.71%
GTLS Chart Industries, Inc. Buy 13.26% -3.58%
METC Ramaco Resources, Inc. Buy 12.05% -2.37%
SIGA SIGA Technologies, Inc. Buy 13.55% -2.97%
CLNE Clean Energy Fuels Corp. Buy 15.14% 0.32%
FUL H.B. Fuller Company Buy 12.03% -2.18%
FF FutureFuel Corp. Buy 7.68% -3.19%
SCVL Shoe Carnival, Inc. Sell -6.82% 11.03%
UAA Under Armour, Inc. Sell -5.29% -0.12%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.93% 6.73%
NESR National Energy Services Reunited Corp. Sell -6.58% -0.33%
CHRS Coherus BioSciences, Inc. Sell -6.37% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CHRS
Assets Removed
None
Assets Rebalanced
Asset Action Weight
SIGA Buy 1.38%
FUL Buy 4.27%
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.66% 1.26%
RES RPC, Inc. Buy 14.4% 7.18%
AORT Artivion, Inc. Buy 12.5% 1.36%
CVI CVR Energy, Inc. Buy 13.79% -0.88%
GTLS Chart Industries, Inc. Buy 12.9% -4.79%
METC Ramaco Resources, Inc. Buy 12.15% -0.1%
SIGA SIGA Technologies, Inc. Buy 11.51% -0.78%
CLNE Clean Energy Fuels Corp. Buy 14.98% 0.63%
FF FutureFuel Corp. Buy 7.82% 0%
FUL H.B. Fuller Company Buy 7.82% 0%
SCVL Shoe Carnival, Inc. Sell -6.84% 9.51%
UAA Under Armour, Inc. Sell -5.32% -2.1%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.91% 5.83%
NESR National Energy Services Reunited Corp. Sell -6.46% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NESR
  • FF
  • FUL
Assets Removed
Asset Action Perf %
NESR Sell All -2.48%
MPWR Sell All -12.86%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.74% 5.42%
RES RPC, Inc. Buy 14.35% 10.44%
AORT Artivion, Inc. Buy 12.09% 1.42%
CVI CVR Energy, Inc. Buy 13.64% 1.42%
GTLS Chart Industries, Inc. Buy 13.4% 2.31%
NESR National Energy Services Reunited Corp. Buy -1.02% 2.81%
METC Ramaco Resources, Inc. Buy 12.29% 4.54%
SIGA SIGA Technologies, Inc. Buy 11.32% 0.94%
MPWR Monolithic Power Systems, Inc. Buy 11.04% -1.59%
CLNE Clean Energy Fuels Corp. Buy 14.39% 0%
SCVL Shoe Carnival, Inc. Sell -6.92% 5.4%
UAA Under Armour, Inc. Sell -5.24% -4.08%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -5.08% -0.9%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CLNE
Assets Removed
Asset Action Perf %
KTOS Sell All 15.58%
Assets Rebalanced
None
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.78% 4.96%
RES RPC, Inc. Buy 14.3% 9.3%
KTOS Kratos Defense & Security Solutions, Inc. Buy 14.85% 18.35%
AORT Artivion, Inc. Buy 12.22% 1.82%
CVI CVR Energy, Inc. Buy 13.55% 0.05%
GTLS Chart Industries, Inc. Buy 13.24% 0.38%
NESR National Energy Services Reunited Corp. Buy -1.02% 2.05%
METC Ramaco Resources, Inc. Buy 11.85% 0.1%
SIGA SIGA Technologies, Inc. Buy 11.29% 0%
MPWR Monolithic Power Systems, Inc. Buy 11.29% 0%
SCVL Shoe Carnival, Inc. Sell -7.09% 3.72%
UAA Under Armour, Inc. Sell -5.4% -6.43%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.87% 4.04%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SIGA
  • MPWR
Assets Removed
Asset Action Perf %
GPRE Sell All -9.94%
BLUE Sell All -20.97%
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 13.72% 8.12%
RES RPC, Inc. Buy 14.38% 13.7%
KTOS Kratos Defense & Security Solutions, Inc. Buy 14.47% 19.27%
BLUE bluebird bio, Inc. Buy 9.95% -17.94%
AORT Artivion, Inc. Buy 12.13% 4.5%
CVI CVR Energy, Inc. Buy 13.7% 4.66%
GTLS Chart Industries, Inc. Buy 13.06% 2.34%
NESR National Energy Services Reunited Corp. Buy -0.98% 1.3%
GPRE Green Plains Inc. Buy 13.06% -3.51%
METC Ramaco Resources, Inc. Buy 11.45% 0%
SCVL Shoe Carnival, Inc. Sell -7.04% 1.07%
UAA Under Armour, Inc. Sell -5.18% -5.56%
SPWH Sportsman's Warehouse Holdings, Inc. Sell -4.73% 3.59%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • METC
Assets Removed
Asset Action Perf %
TNDM Sell All -5.5%
Assets Rebalanced
None

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Market Overview

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