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All portfolios and performance
Portfolio Ref: EQXS15LS2W
Performance in the last:
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1D -1.0 %
1W -3.9 %
2W -3.8 %
1M -2.0 %
3M -28.4 %
6M -34.2 %
9M -35.7 %
1Y -38.0 %
Alpha
-63.4%
Beta
0.76
sharpe-R
-1.21
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 07:54:09
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -43.49%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 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
SJT San Juan Basin Royalty Trust Buy 18% 3.35%
PLL Piedmont Lithium Inc. Buy 16.91% -2.9%
TNET TriNet Group, Inc. Buy 17.19% -1.29%
OLN Olin Corporation Buy 25.96% -1.15%
CIX CompX International Inc. Buy 8.26% 1.7%
AVGO Broadcom Inc. Buy 7.93% -2.38%
CDXS Codexis, Inc. Buy 4.47% -0.59%
KE Kimball Electronics, Inc. Buy 9.64% 1.51%
NXST Nexstar Media Group, Inc. Buy 9.51% 0.19%
NKTR Nektar Therapeutics Buy 10.13% 0%
DK Delek US Holdings, Inc. Sell -3.71% -0.4%
TSE Trinseo PLC Sell -6.36% 8.07%
UCTT Ultra Clean Holdings, Inc. Sell -6.98% -0.89%
MVIS MicroVision, Inc. Sell -6.8% 1.77%
ASPN Aspen Aerogels, Inc. Sell -6.14% 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
SJT San Juan Basin Royalty Trust Buy 18% 3.35%
PLL Piedmont Lithium Inc. Buy 16.91% -2.9%
TNET TriNet Group, Inc. Buy 17.19% -1.29%
OLN Olin Corporation Buy 25.96% -1.15%
CIX CompX International Inc. Buy 8.26% 1.7%
AVGO Broadcom Inc. Buy 7.93% -2.38%
CDXS Codexis, Inc. Buy 4.47% -0.59%
KE Kimball Electronics, Inc. Buy 9.64% 1.51%
NXST Nexstar Media Group, Inc. Buy 9.51% 0.19%
NKTR Nektar Therapeutics Buy 10.13% 0%
DK Delek US Holdings, Inc. Sell -3.71% -0.4%
TSE Trinseo PLC Sell -6.36% 8.07%
UCTT Ultra Clean Holdings, Inc. Sell -6.98% -0.89%
MVIS MicroVision, Inc. Sell -6.8% 1.77%
ASPN Aspen Aerogels, Inc. Sell -6.14% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ASPN
  • NKTR
Assets Removed
Asset Action Perf %
OPI Buy All 0.97%
Assets Rebalanced
None
2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
SJT San Juan Basin Royalty Trust Buy 18.01% 3.35%
PLL Piedmont Lithium Inc. Buy 17.94% 2.98%
TNET TriNet Group, Inc. Buy 17.1% -1.85%
OLN Olin Corporation Buy 25.82% -1.73%
CIX CompX International Inc. Buy 8.24% 1.34%
AVGO Broadcom Inc. Buy 7.73% -4.91%
CDXS Codexis, Inc. Buy 4.67% 3.83%
KE Kimball Electronics, Inc. Buy 9.5% 0%
NXST Nexstar Media Group, Inc. Buy 9.5% 0%
OPI Office Properties Income Trust Sell -5.49% 1.46%
DK Delek US Holdings, Inc. Sell -3.74% -1.1%
TSE Trinseo PLC Sell -6.92% 0%
UCTT Ultra Clean Holdings, Inc. Sell -6.92% 0%
MVIS MicroVision, Inc. Sell -6.92% 0%
The percentage of cash held in the portfolio is: 11.5%
New Assets Added
  • TSE
  • UCTT
  • MVIS
  • KE
  • NXST
Assets Removed
Asset Action Perf %
VAC Buy All -9.15%
BGS Buy All 2.5%
AXSM Buy All -6.9%
AMPY Sell All -2.67%
IRWD Sell All 5.63%
TWLO Sell All 6.19%
Assets Rebalanced
None
2024-10-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMPY Amplify Energy Corp. Buy 9.34% -1.63%
IRWD Ironwood Pharmaceuticals, Inc. Buy 9.78% 3.05%
TWLO Twilio Inc. Buy 10.03% 5.66%
SJT San Juan Basin Royalty Trust Buy 17.46% 1.29%
PLL Piedmont Lithium Inc. Buy 19.27% 11.81%
TNET TriNet Group, Inc. Buy 17% -1.41%
OLN Olin Corporation Buy 25.17% -3.17%
CIX CompX International Inc. Buy 7.9% -1.7%
AVGO Broadcom Inc. Buy 7.61% -5.36%
CDXS Codexis, Inc. Buy 4.45% 0%
BGS B&G Foods, Inc. Sell -6.87% 3.07%
AXSM Axsome Therapeutics, Inc. Sell -5.66% -2.7%
OPI Office Properties Income Trust Sell -5.38% 2.43%
VAC Marriott Vacations Worldwide Corporation Sell -8.43% -3.22%
DK Delek US Holdings, Inc. Sell -3.66% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DK
  • CDXS
Assets Removed
Asset Action Perf %
OMI Buy All -3.1%
APA Sell All -3.16%
Assets Rebalanced
None
2024-10-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 6.6% 2.61%
AMPY Amplify Energy Corp. Buy 9.47% 2.67%
IRWD Ironwood Pharmaceuticals, Inc. Buy 9.11% -1.17%
TWLO Twilio Inc. Buy 9.61% 4.17%
SJT San Juan Basin Royalty Trust Buy 16.4% -2.06%
PLL Piedmont Lithium Inc. Buy 19.89% 18.79%
TNET TriNet Group, Inc. Buy 16.64% -0.63%
OLN Olin Corporation Buy 24.66% -2.31%
CIX CompX International Inc. Buy 7.81% 0%
AVGO Broadcom Inc. Buy 7.81% 0%
BGS B&G Foods, Inc. Sell -6.24% 9.33%
OMI Owens & Minor, Inc. Sell -5.33% 0.37%
AXSM Axsome Therapeutics, Inc. Sell -5.31% 0.74%
OPI Office Properties Income Trust Sell -5.17% 3.4%
VAC Marriott Vacations Worldwide Corporation Sell -7.94% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VAC
  • CIX
  • AVGO
Assets Removed
Asset Action Perf %
ALDX Buy All 3.33%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 6.74% 2.34%
AMPY Amplify Energy Corp. Buy 9.83% 4.01%
IRWD Ironwood Pharmaceuticals, Inc. Buy 9.21% -2.58%
TWLO Twilio Inc. Buy 9.65% 2.03%
SJT San Juan Basin Royalty Trust Buy 16.55% -3.61%
PLL Piedmont Lithium Inc. Buy 18.37% 7.02%
TNET TriNet Group, Inc. Buy 16.87% -1.71%
OLN Olin Corporation Buy 25.88% 0%
ALDX Aldeyra Therapeutics, Inc. Sell -7.83% 2.78%
BGS B&G Foods, Inc. Sell -6.6% 6.48%
OMI Owens & Minor, Inc. Sell -5.5% -0.29%
AXSM Axsome Therapeutics, Inc. Sell -5.53% -0.78%
OPI Office Properties Income Trust Sell -5.36% 2.43%
The percentage of cash held in the portfolio is: 17.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
TSE Sell All -7.88%
PARR Sell All -8.8%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 6.72% 5.11%
AMPY Amplify Energy Corp. Buy 9.82% 7.12%
TSE Trinseo PLC Buy 8.9% -2.88%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.63% -5.87%
TWLO Twilio Inc. Buy 9.47% 3.31%
PARR Par Pacific Holdings, Inc. Buy 7.14% -3.21%
SJT San Juan Basin Royalty Trust Buy 16.39% -1.55%
PLL Piedmont Lithium Inc. Buy 19.44% 16.77%
TNET TriNet Group, Inc. Buy 16.39% -1.57%
OLN Olin Corporation Buy 25.1% 0%
ALDX Aldeyra Therapeutics, Inc. Sell -7.63% 2.22%
BGS B&G Foods, Inc. Sell -6.4% 6.48%
OMI Owens & Minor, Inc. Sell -5.32% 0%
AXSM Axsome Therapeutics, Inc. Sell -5.32% 0%
OPI Office Properties Income Trust Sell -5.32% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OMI
  • AXSM
  • OPI
  • OLN
Assets Removed
Asset Action Perf %
MATX Sell All -5.25%
Assets Rebalanced
None

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Market Overview

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