Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQXS15LS1M
Performance in the last:
Follow this Portfolio
1D 2.0 %
1W -1.4 %
2W -0.5 %
1M -8.8 %
3M -35.8 %
6M -37.5 %
9M -39.8 %
1Y -42.1 %
Alpha
-68.6%
Beta
0.79
sharpe-R
-1.44
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 07:54:13
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -43.25%
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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
4

Do you want to invest in this strategy ?

Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Action Weight PnL
HEES H&E Equipment Services, Inc. Buy 13.24% 10.93%
CBT Cabot Corporation Buy 12.7% 3.32%
FIX Comfort Systems USA, Inc. Buy 11.8% 8.16%
ANF Abercrombie & Fitch Co. Buy 13.62% 13.05%
APA APA Corporation Buy 10.55% -2.88%
AMPY Amplify Energy Corp. Buy 11.44% -0.74%
OLN Olin Corporation Buy 22.07% -1.15%
ARCH Arch Resources, Inc. Buy 10.74% -1.45%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.05% 7.64%
KE Kimball Electronics, Inc. Buy 11.26% 1.51%
BGS B&G Foods, Inc. Sell -8.26% 1.14%
HPP Hudson Pacific Properties, Inc. Sell -6.12% -6.44%
CAR Avis Budget Group, Inc. Sell -1.83% 0.83%
DK Delek US Holdings, Inc. Sell -8.89% -0.4%
TSE Trinseo PLC Sell -4.35% 8.07%
The percentage of cash held in the portfolio is: 1.99%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
HEES H&E Equipment Services, Inc. Buy 13.28% 10.78%
CBT Cabot Corporation Buy 12.88% 4.37%
FIX Comfort Systems USA, Inc. Buy 11.73% 7.02%
ANF Abercrombie & Fitch Co. Buy 13.94% 15.26%
APA APA Corporation Buy 10.54% -3.35%
AMPY Amplify Energy Corp. Buy 11.26% -2.67%
OLN Olin Corporation Buy 22.04% -1.73%
ARCH Arch Resources, Inc. Buy 10.99% 0.43%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.21% 8.99%
KE Kimball Electronics, Inc. Buy 11.14% 0%
BGS B&G Foods, Inc. Sell -8.18% 2.5%
HPP Hudson Pacific Properties, Inc. Sell -6.2% -7.36%
CAR Avis Budget Group, Inc. Sell -1.88% -1.48%
DK Delek US Holdings, Inc. Sell -8.99% -1.1%
TSE Trinseo PLC Sell -4.75% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TSE
  • KE
Assets Removed
Asset Action Perf %
RGNX Buy All -14.97%
FOR Sell All 2.88%
Assets Rebalanced
None
2024-10-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 12.7% 1.07%
HEES H&E Equipment Services, Inc. Buy 13.19% 8.35%
CBT Cabot Corporation Buy 12.78% 2%
FIX Comfort Systems USA, Inc. Buy 11.87% 6.73%
ANF Abercrombie & Fitch Co. Buy 13.85% 12.77%
APA APA Corporation Buy 10.73% -3.16%
AMPY Amplify Energy Corp. Buy 11.56% -1.63%
OLN Olin Corporation Buy 22.05% -3.17%
ARCH Arch Resources, Inc. Buy 10.99% -1.13%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 9.77% 2.69%
BGS B&G Foods, Inc. Sell -8.25% 3.07%
RGNX REGENXBIO Inc. Sell -4.73% -10.16%
HPP Hudson Pacific Properties, Inc. Sell -6.19% -5.52%
CAR Avis Budget Group, Inc. Sell -1.8% 4.28%
DK Delek US Holdings, Inc. Sell -9.03% 0%
The percentage of cash held in the portfolio is: 0.52%
New Assets Added
  • DK
Assets Removed
Asset Action Perf %
OMI Buy All -3.1%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 12.19% -0.47%
HEES H&E Equipment Services, Inc. Buy 13.31% 12.19%
CBT Cabot Corporation Buy 12.5% 2.37%
FIX Comfort Systems USA, Inc. Buy 11.73% 8.17%
ANF Abercrombie & Fitch Co. Buy 13.1% 9.44%
APA APA Corporation Buy 11.23% 4.05%
AMPY Amplify Energy Corp. Buy 11.74% 2.52%
OLN Olin Corporation Buy 22% -0.88%
ARCH Arch Resources, Inc. Buy 10.93% 0.9%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 9.28% 0%
BGS B&G Foods, Inc. Sell -7.68% 7.51%
RGNX REGENXBIO Inc. Sell -4.56% -9.09%
OMI Owens & Minor, Inc. Sell -10.02% -0.29%
HPP Hudson Pacific Properties, Inc. Sell -5.91% -3.45%
CAR Avis Budget Group, Inc. Sell -1.83% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CAR
  • ARWR
Assets Removed
Asset Action Perf %
LXRX Buy All -10.49%
NESR Sell All -5.98%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 12.12% -1.82%
HEES H&E Equipment Services, Inc. Buy 13.11% 9.72%
CBT Cabot Corporation Buy 12.26% -0.38%
FIX Comfort Systems USA, Inc. Buy 11.49% 5.11%
ANF Abercrombie & Fitch Co. Buy 12.16% 0.81%
APA APA Corporation Buy 11.39% 4.68%
AMPY Amplify Energy Corp. Buy 11.81% 2.37%
OLN Olin Corporation Buy 21.84% -2.31%
ARCH Arch Resources, Inc. Buy 10.91% 0%
NESR National Energy Services Reunited Corp. Buy 10.91% 0%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.59% -4.32%
BGS B&G Foods, Inc. Sell -7.46% 10.81%
RGNX REGENXBIO Inc. Sell -4.16% 1.18%
OMI Owens & Minor, Inc. Sell -10.03% 0.37%
HPP Hudson Pacific Properties, Inc. Sell -5.76% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HPP
  • ARCH
  • NESR
Assets Removed
Asset Action Perf %
CELH Buy All -5.25%
AMRC Sell All -8.36%
LNN Sell All -3.72%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 11.97% -0.85%
AMRC Ameresco, Inc. Buy 11.59% -3.89%
LNN Lindsay Corporation Buy 11.81% -2.19%
HEES H&E Equipment Services, Inc. Buy 12.69% 8.46%
CBT Cabot Corporation Buy 12% -0.35%
FIX Comfort Systems USA, Inc. Buy 11.22% 4.93%
ANF Abercrombie & Fitch Co. Buy 11.55% -2.15%
APA APA Corporation Buy 11.19% 5.11%
AMPY Amplify Energy Corp. Buy 12.1% 7.12%
OLN Olin Corporation Buy 21.88% 0%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.52% -3.7%
CELH Celsius Holdings, Inc. Sell -5.78% 13.11%
BGS B&G Foods, Inc. Sell -7.65% 6.48%
RGNX REGENXBIO Inc. Sell -4.2% -1.82%
OMI Owens & Minor, Inc. Sell -9.85% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OMI
  • OLN
Assets Removed
Asset Action Perf %
MATX Sell All -5.25%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 12.24% 1.41%
AMRC Ameresco, Inc. Buy 11.53% -4.33%
LNN Lindsay Corporation Buy 11.92% -1.27%
HEES H&E Equipment Services, Inc. Buy 12.6% 7.75%
CBT Cabot Corporation Buy 11.96% -0.64%
FIX Comfort Systems USA, Inc. Buy 11.1% 3.88%
ANF Abercrombie & Fitch Co. Buy 12.15% 2.97%
MATX Matson, Inc. Buy 12.22% -3.8%
APA APA Corporation Buy 11.15% 4.79%
AMPY Amplify Energy Corp. Buy 11.87% 5.19%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.54% -4.32%
CELH Celsius Holdings, Inc. Sell -6.06% 8.8%
BGS B&G Foods, Inc. Sell -7.85% 3.98%
RGNX REGENXBIO Inc. Sell -4.28% -3.96%
The percentage of cash held in the portfolio is: 2%
New Assets Added
None
Assets Removed
Asset Action Perf %
DK Buy All -2.63%
Assets Rebalanced
Asset Action Weight
FIX Sell -1.28%
APA Sell -1.54%
AMPY Sell -8.48%
MATX Buy 1.72%
2024-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 12.43% 0.56%
AMRC Ameresco, Inc. Buy 11.68% -5.38%
HEES H&E Equipment Services, Inc. Buy 12.53% 4.66%
LNN Lindsay Corporation Buy 12.06% -2.4%
CBT Cabot Corporation Buy 12.08% -2.02%
FIX Comfort Systems USA, Inc. Buy 12.43% 1.81%
ANF Abercrombie & Fitch Co. Buy 11.41% -5.62%
MATX Matson, Inc. Buy 10.75% -3.7%
APA APA Corporation Buy 12.82% 3.39%
AMPY Amplify Energy Corp. Buy 20.44% 3.12%
DK Delek US Holdings, Inc. Sell -9.17% -3.19%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.47% 0.62%
CELH Celsius Holdings, Inc. Sell -6.11% 10.34%
BGS B&G Foods, Inc. Sell -8.03% 4.21%
RGNX REGENXBIO Inc. Sell -4.22% 0%
The percentage of cash held in the portfolio is: 1.37%
New Assets Added
  • RGNX
Assets Removed
Asset Action Perf %
LUV Buy All -5.9%
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 12.25% -0.16%
AMRC Ameresco, Inc. Buy 12.4% 1.24%
HEES H&E Equipment Services, Inc. Buy 12.43% 4.63%
LNN Lindsay Corporation Buy 12.17% -0.81%
CBT Cabot Corporation Buy 12.17% -0.54%
FIX Comfort Systems USA, Inc. Buy 12.42% 2.59%
ANF Abercrombie & Fitch Co. Buy 11.28% -5.9%
MATX Matson, Inc. Buy 10.87% -1.95%
APA APA Corporation Buy 12.35% 0.39%
AMPY Amplify Energy Corp. Buy 19.66% 0%
DK Delek US Holdings, Inc. Sell -8.35% 5.37%
LUV Southwest Airlines Co. Sell -4.68% -2.64%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.46% 0.62%
CELH Celsius Holdings, Inc. Sell -6.2% 8.2%
BGS B&G Foods, Inc. Sell -8.31% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BGS
  • AMPY
Assets Removed
Asset Action Perf %
MODG Sell All -6.01%
Assets Rebalanced
None
2024-10-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 12.34% 1.25%
AMRC Ameresco, Inc. Buy 12.53% 2.92%
HEES H&E Equipment Services, Inc. Buy 12.43% 5.27%
LNN Lindsay Corporation Buy 12.11% -0.62%
CBT Cabot Corporation Buy 12.12% -0.3%
FIX Comfort Systems USA, Inc. Buy 12.1% 0.54%
ANF Abercrombie & Fitch Co. Buy 11.38% -4.48%
MATX Matson, Inc. Buy 10.88% -1.18%
MODG Topgolf Callaway Brands Corp. Buy 11.66% -2.73%
APA APA Corporation Buy 12.23% 0%
DK Delek US Holdings, Inc. Sell -8.35% 4.71%
LUV Southwest Airlines Co. Sell -4.7% -3.71%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.39% 2.47%
CELH Celsius Holdings, Inc. Sell -6.31% 5.94%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • APA
Assets Removed
Asset Action Perf %
WES Sell All -0.18%
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 12% -0.83%
FOR Forestar Group Inc. Buy 12.24% 1.47%
AMRC Ameresco, Inc. Buy 12.61% 4.66%
HEES H&E Equipment Services, Inc. Buy 12.15% 3.95%
LNN Lindsay Corporation Buy 12.04% -0.19%
CBT Cabot Corporation Buy 12.09% 0.52%
FIX Comfort Systems USA, Inc. Buy 12% 0.74%
ANF Abercrombie & Fitch Co. Buy 11.61% -1.55%
MATX Matson, Inc. Buy 10.89% -0.12%
MODG Topgolf Callaway Brands Corp. Buy 11.87% 0%
DK Delek US Holdings, Inc. Sell -8.24% 5.02%
LUV Southwest Airlines Co. Sell -4.61% -2.85%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.35% 3.09%
CELH Celsius Holdings, Inc. Sell -6.28% 5.46%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MODG
Assets Removed
Asset Action Perf %
RMNI Sell All -9.31%
Assets Rebalanced
None
2024-09-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 11.98% -0.93%
FOR Forestar Group Inc. Buy 12.3% 2.07%
AMRC Ameresco, Inc. Buy 12.82% 6.48%
HEES H&E Equipment Services, Inc. Buy 11.98% 2.63%
LNN Lindsay Corporation Buy 11.98% -0.59%
CBT Cabot Corporation Buy 11.98% -0.32%
FIX Comfort Systems USA, Inc. Buy 11.98% 0.67%
ANF Abercrombie & Fitch Co. Buy 11.98% 1.69%
MATX Matson, Inc. Buy 10.82% -0.6%
RMNI Rimini Street, Inc. Buy 11.98% -8.33%
DK Delek US Holdings, Inc. Sell -8.29% 4.31%
LUV Southwest Airlines Co. Sell -4.59% -2.5%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.4% 1.23%
CELH Celsius Holdings, Inc. Sell -6.51% 1.93%
The percentage of cash held in the portfolio is: 2%
New Assets Added
None
Assets Removed
Asset Action Perf %
POWI Buy All -6.54%
Assets Rebalanced
Asset Action Weight
MATX Sell -2.17%
FIX Sell -1.71%
HEES Sell -1.87%
WES Sell -2.38%
LNN Sell -2.55%
ANF Sell -9.57%
CBT Buy 5.17%
RMNI Buy 6.75%
2024-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 14.32% -1.66%
FOR Forestar Group Inc. Buy 12.23% 0.97%
AMRC Ameresco, Inc. Buy 12.94% 6.98%
HEES H&E Equipment Services, Inc. Buy 13.77% 1.54%
LNN Lindsay Corporation Buy 14.44% -1.67%
CBT Cabot Corporation Buy 6.89% 0.39%
FIX Comfort Systems USA, Inc. Buy 13.99% 2.41%
ANF Abercrombie & Fitch Co. Buy 20.66% -2.93%
MATX Matson, Inc. Buy 13.03% -0.76%
RMNI Rimini Street, Inc. Buy 5.74% 0%
DK Delek US Holdings, Inc. Sell -8.37% 3.85%
POWI Power Integrations, Inc. Sell -9.25% -6.22%
LUV Southwest Airlines Co. Sell -4.68% -3.89%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.32% 4.94%
CELH Celsius Holdings, Inc. Sell -6.3% 5.58%
The percentage of cash held in the portfolio is: 2.92%
New Assets Added
  • RMNI
Assets Removed
Asset Action Perf %
TPL Sell All -4.56%
Assets Rebalanced
None
2024-09-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 14.7% 1.01%
FOR Forestar Group Inc. Buy 12.03% -0.63%
AMRC Ameresco, Inc. Buy 12.13% 0.39%
HEES H&E Equipment Services, Inc. Buy 13.62% 0.49%
LNN Lindsay Corporation Buy 14.3% -2.53%
TPL Texas Pacific Land Corporation Buy 6.95% 1.32%
CBT Cabot Corporation Buy 6.68% -2.61%
FIX Comfort Systems USA, Inc. Buy 13.84% 1.33%
ANF Abercrombie & Fitch Co. Buy 20.62% -3.08%
MATX Matson, Inc. Buy 13.13% 0%
DK Delek US Holdings, Inc. Sell -8.34% 4.2%
POWI Power Integrations, Inc. Sell -8.82% -1.36%
LUV Southwest Airlines Co. Sell -4.43% 1.46%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.27% 6.79%
CELH Celsius Holdings, Inc. Sell -6.23% 6.48%
The percentage of cash held in the portfolio is: 2.1%
New Assets Added
  • MATX
Assets Removed
Asset Action Perf %
TGI Sell All -5.76%
Assets Rebalanced
None
2024-09-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 14.49% 1.14%
FOR Forestar Group Inc. Buy 12.21% 2.48%
AMRC Ameresco, Inc. Buy 12.39% 4.14%
HEES H&E Equipment Services, Inc. Buy 13.63% 2.11%
LNN Lindsay Corporation Buy 14.36% -0.64%
TPL Texas Pacific Land Corporation Buy 6.94% 2.72%
CBT Cabot Corporation Buy 6.7% -0.87%
FIX Comfort Systems USA, Inc. Buy 13.47% 0.18%
TGI Triumph Group, Inc. Buy 12.85% -4.43%
ANF Abercrombie & Fitch Co. Buy 20.95% 0%
DK Delek US Holdings, Inc. Sell -8.28% 3.34%
POWI Power Integrations, Inc. Sell -8.87% -3.52%
LUV Southwest Airlines Co. Sell -4.58% -3.26%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.33% 3.09%
CELH Celsius Holdings, Inc. Sell -6.26% 4.64%
The percentage of cash held in the portfolio is: 2.32%
New Assets Added
  • ANF
Assets Removed
Asset Action Perf %
MYGN Sell All -1.56%
Assets Rebalanced
None
2024-09-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 14.44% 1.58%
MYGN Myriad Genetics, Inc. Buy 20.99% -0.15%
FOR Forestar Group Inc. Buy 12.36% 4.55%
AMRC Ameresco, Inc. Buy 12.3% 4.25%
HEES H&E Equipment Services, Inc. Buy 13.47% 1.79%
LNN Lindsay Corporation Buy 14.21% -0.85%
TPL Texas Pacific Land Corporation Buy 6.97% 3.98%
CBT Cabot Corporation Buy 6.59% -1.66%
FIX Comfort Systems USA, Inc. Buy 13.34% 0%
TGI Triumph Group, Inc. Buy 13.34% 0%
DK Delek US Holdings, Inc. Sell -8.47% 0.3%
POWI Power Integrations, Inc. Sell -8.63% -1.53%
LUV Southwest Airlines Co. Sell -4.52% -2.85%
LXRX Lexicon Pharmaceuticals, Inc. Sell -2.32% 2.47%
CELH Celsius Holdings, Inc. Sell -6.44% 1.12%
The percentage of cash held in the portfolio is: 2.38%
New Assets Added
  • FIX
  • TGI
Assets Removed
Asset Action Perf %
MBUU Sell All 5.91%
SSP Sell All -14.36%
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.
Cookies Settings