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Portfolio Ref: EQXS15LS2W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 5.8 %
2W 4.1 %
1M -3.9 %
3M 5.7 %
6M -16.1 %
9M -38.4 %
1Y -47.3 %
Alpha
-56.8%
Beta
0.51
sharpe-R
-1.69
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 07:02:56
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -48.5%
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
GPI Group 1 Automotive, Inc. Buy 12.5% 2.05%
HGV Hilton Grand Vacations Inc. Buy 12.7% 3.74%
IRBT iRobot Corporation Buy 14.4% 17.6%
QRTEA Qurate Retail, Inc. Buy 12.57% 2.7%
FTNT Fortinet, Inc. Buy 13.01% 6.25%
ADTN ADTRAN Holdings, Inc. Buy 10.7% 1.84%
IAC IAC/InterActiveCorp Buy 12.7% -1.98%
CHTR Charter Communications, Inc. Buy 12.94% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 12.95% 0%
WNC Wabash National Corporation Sell -4.25% 17.72%
SSRM SSR Mining Inc. Sell -7.23% -0.66%
CECO CECO Environmental Corp. Sell -6.63% 7.68%
PARR Par Pacific Holdings, Inc. Sell -5.75% -1.8%
The percentage of cash held in the portfolio is: 9.4%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 12.5% 2.05%
HGV Hilton Grand Vacations Inc. Buy 12.7% 3.74%
IRBT iRobot Corporation Buy 14.4% 17.6%
QRTEA Qurate Retail, Inc. Buy 12.57% 2.7%
FTNT Fortinet, Inc. Buy 13.01% 6.25%
ADTN ADTRAN Holdings, Inc. Buy 10.7% 1.84%
IAC IAC/InterActiveCorp Buy 12.7% -1.98%
CHTR Charter Communications, Inc. Buy 12.94% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 12.95% 0%
WNC Wabash National Corporation Sell -4.25% 17.72%
SSRM SSR Mining Inc. Sell -7.23% -0.66%
CECO CECO Environmental Corp. Sell -6.63% 7.68%
PARR Par Pacific Holdings, Inc. Sell -5.75% -1.8%
The percentage of cash held in the portfolio is: 9.4%
New Assets Added
None
Assets Removed
Asset Action Perf %
TDW Buy All NA
Assets Rebalanced
None
2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 12.5% 2.05%
HGV Hilton Grand Vacations Inc. Buy 12.7% 3.74%
IRBT iRobot Corporation Buy 14.4% 17.6%
QRTEA Qurate Retail, Inc. Buy 12.57% 2.7%
FTNT Fortinet, Inc. Buy 13.01% 6.25%
ADTN ADTRAN Holdings, Inc. Buy 10.7% 1.84%
IAC IAC/InterActiveCorp Buy 12.7% -1.98%
CHTR Charter Communications, Inc. Buy 12.94% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 12.95% 0%
TDW Tidewater Inc. Sell -5.55% -4.06%
WNC Wabash National Corporation Sell -4.25% 17.72%
SSRM SSR Mining Inc. Sell -7.23% -0.66%
CECO CECO Environmental Corp. Sell -6.63% 7.68%
PARR Par Pacific Holdings, Inc. Sell -5.75% -1.8%
The percentage of cash held in the portfolio is: 14.95%
New Assets Added
  • SBGI
Assets Removed
None
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 12.66% 2.64%
HGV Hilton Grand Vacations Inc. Buy 12.67% 2.72%
IRBT iRobot Corporation Buy 14.28% 15.74%
QRTEA Qurate Retail, Inc. Buy 12.34% 0%
FTNT Fortinet, Inc. Buy 12.91% 4.67%
ADTN ADTRAN Holdings, Inc. Buy 10.94% 3.41%
IAC IAC/InterActiveCorp Buy 13.05% 0%
CHTR Charter Communications, Inc. Buy 13.05% 0%
TDW Tidewater Inc. Sell -5.59% -4.07%
WNC Wabash National Corporation Sell -4.28% 17.72%
SSRM SSR Mining Inc. Sell -7.44% -2.86%
CECO CECO Environmental Corp. Sell -7% 3.27%
PARR Par Pacific Holdings, Inc. Sell -5.69% 0%
The percentage of cash held in the portfolio is: 28.1%
New Assets Added
  • PARR
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
KMT Buy All 3.97%
CDE Sell All 5.4%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDE Coeur Mining, Inc. Buy 4.1% 6.42%
GPI Group 1 Automotive, Inc. Buy 12.56% 0.32%
HGV Hilton Grand Vacations Inc. Buy 12.83% 2.4%
IRBT iRobot Corporation Buy 14.15% 13.01%
QRTEA Qurate Retail, Inc. Buy 12.52% 0%
FTNT Fortinet, Inc. Buy 12.84% 2.5%
ADTN ADTRAN Holdings, Inc. Buy 10.39% -3.32%
TDW Tidewater Inc. Sell -5.58% -2.18%
KMT Kennametal Inc. Sell -5.19% 4.91%
WNC Wabash National Corporation Sell -4.43% 16.12%
SSRM SSR Mining Inc. Sell -7.46% -1.54%
CECO CECO Environmental Corp. Sell -7.18% 2.24%
The percentage of cash held in the portfolio is: 50.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
RCL Sell All -4.75%
CWH Sell All -0.43%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 20.41% -4.62%
CWH Camping World Holdings, Inc. Buy 21.88% 2.26%
CDE Coeur Mining, Inc. Buy 3.91% 1.9%
GPI Group 1 Automotive, Inc. Buy 12.4% -0.66%
HGV Hilton Grand Vacations Inc. Buy 12.56% 0.63%
IRBT iRobot Corporation Buy 14.89% 19.33%
QRTEA Qurate Retail, Inc. Buy 12.14% -2.7%
FTNT Fortinet, Inc. Buy 12.87% 3.1%
ADTN ADTRAN Holdings, Inc. Buy 10.36% -3.23%
TDW Tidewater Inc. Sell -5.71% -5.05%
KMT Kennametal Inc. Sell -5% 7.99%
WNC Wabash National Corporation Sell -4.65% 11.68%
SSRM SSR Mining Inc. Sell -7.32% 0%
CECO CECO Environmental Corp. Sell -7.32% 0%
The percentage of cash held in the portfolio is: 8.58%
New Assets Added
  • SSRM
  • CECO
Assets Removed
Asset Action Perf %
NRC Buy All -6.12%
COHU Buy All 3.5%
SSRM Sell All 11.27%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 22.19% 0.41%
CWH Camping World Holdings, Inc. Buy 21.12% -4.43%
SSRM SSR Mining Inc. Buy 4.43% 11.76%
CDE Coeur Mining, Inc. Buy 4.02% 1.46%
GPI Group 1 Automotive, Inc. Buy 12.91% 0.13%
HGV Hilton Grand Vacations Inc. Buy 13.33% 3.42%
IRBT iRobot Corporation Buy 12.44% -3.47%
QRTEA Qurate Retail, Inc. Buy 12.77% -0.92%
FTNT Fortinet, Inc. Buy 12.85% -0.33%
ADTN ADTRAN Holdings, Inc. Buy 11.06% 0%
NRC National Research Corporation Sell -6.37% -1.88%
COHU Cohu, Inc. Sell -6.51% -4.18%
TDW Tidewater Inc. Sell -5.79% -3.08%
KMT Kennametal Inc. Sell -5.27% 6.11%
WNC Wabash National Corporation Sell -5.16% 4.98%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ADTN
Assets Removed
Asset Action Perf %
EVI Sell All 4.89%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVI EVI Industries, Inc. Buy 10.95% 3.22%
RCL Royal Caribbean Cruises Ltd. Buy 22.03% -0.83%
CWH Camping World Holdings, Inc. Buy 21.64% -2.55%
SSRM SSR Mining Inc. Buy 4.45% 11.64%
CDE Coeur Mining, Inc. Buy 4.13% 3.5%
GPI Group 1 Automotive, Inc. Buy 12.96% 0%
HGV Hilton Grand Vacations Inc. Buy 12.96% 0%
IRBT iRobot Corporation Buy 12.96% 0%
QRTEA Qurate Retail, Inc. Buy 12.96% 0%
FTNT Fortinet, Inc. Buy 12.96% 0%
NRC National Research Corporation Sell -6.43% -2.36%
COHU Cohu, Inc. Sell -6.74% -7.22%
TDW Tidewater Inc. Sell -5.95% -5.36%
KMT Kennametal Inc. Sell -5.47% 3.12%
WNC Wabash National Corporation Sell -5.38% 1.53%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GPI
  • HGV
  • IRBT
  • QRTEA
  • FTNT
Assets Removed
None
Assets Rebalanced
None
2025-02-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVI EVI Industries, Inc. Buy 10.76% 0.75%
RCL Royal Caribbean Cruises Ltd. Buy 21.91% -2.04%
CWH Camping World Holdings, Inc. Buy 21.99% -1.66%
SSRM SSR Mining Inc. Buy 4.03% 0.37%
CDE Coeur Mining, Inc. Buy 4.06% 1.02%
NRC National Research Corporation Sell -6.24% 1.39%
COHU Cohu, Inc. Sell -6.58% -4%
TDW Tidewater Inc. Sell -5.97% -5.09%
KMT Kennametal Inc. Sell -5.7% -0.26%
WNC Wabash National Corporation Sell -5.5% 0%
The percentage of cash held in the portfolio is: 67.25%
New Assets Added
  • WNC
Assets Removed
Asset Action Perf %
CLNE Buy All -11.29%
METC Sell All 2.68%
BCO Sell All -2.16%
Assets Rebalanced
None
2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 10.08% -2.58%
BCO The Brink's Company Buy 10.63% -2.73%
EVI EVI Industries, Inc. Buy 10.81% 0.52%
RCL Royal Caribbean Cruises Ltd. Buy 21.83% -3.06%
CWH Camping World Holdings, Inc. Buy 21.42% -4.89%
SSRM SSR Mining Inc. Buy 3.98% -1.47%
CDE Coeur Mining, Inc. Buy 4% -1.02%
NRC National Research Corporation Sell -6.32% 0.91%
COHU Cohu, Inc. Sell -6.51% -2.09%
TDW Tidewater Inc. Sell -5.73% 0%
CLNE Clean Energy Fuels Corp. Sell -5.73% 0%
KMT Kennametal Inc. Sell -5.73% 0%
The percentage of cash held in the portfolio is: 47.24%
New Assets Added
  • TDW
  • CLNE
  • KMT
Assets Removed
Asset Action Perf %
AVNW Buy All -6.37%
SIGA Sell All -9.55%
FF Sell All -12.92%
FUL Sell All -4.18%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 9.7% -0.62%
BCO The Brink's Company Buy 10.48% 1.61%
SIGA SIGA Technologies, Inc. Buy 9.74% -3.6%
EVI EVI Industries, Inc. Buy 10.4% 2.41%
FF FutureFuel Corp. Buy 12.64% -2.12%
FUL H.B. Fuller Company Buy 12.76% -1.2%
RCL Royal Caribbean Cruises Ltd. Buy 21.7% 2.12%
CWH Camping World Holdings, Inc. Buy 21.34% 0.43%
SSRM SSR Mining Inc. Buy 3.81% 0%
CDE Coeur Mining, Inc. Buy 3.81% 0%
NRC National Research Corporation Sell -6.09% -1.27%
COHU Cohu, Inc. Sell -6.19% -2.91%
AVNW Aviat Networks, Inc. Sell -6.12% -1.69%
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%
CHRS Buy All -21.62%
CASS Sell All 4.2%
SXI Sell All 0.05%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
CASS Cass Information Systems, Inc. Buy 10.31% 3.25%
SXI Standex International Corporation Buy 9.89% -0.71%
METC Ramaco Resources, Inc. Buy 9.91% 1.65%
BCO The Brink's Company Buy 10.22% -0.76%
SIGA SIGA Technologies, Inc. Buy 9.89% -2.03%
EVI EVI Industries, Inc. Buy 10.05% -0.86%
FF FutureFuel Corp. Buy 12.63% -2.12%
FUL H.B. Fuller Company Buy 12.63% -2.13%
RCL Royal Caribbean Cruises Ltd. Buy 21.23% 0%
CWH Camping World Holdings, Inc. Buy 21.23% 0%
NESR National Energy Services Reunited Corp. Sell -6.4% -4.1%
CHRS Coherus BioSciences, Inc. Sell -6.6% -9.91%
NRC National Research Corporation Sell -5.94% 1.09%
COHU Cohu, Inc. Sell -6.13% -2.09%
AVNW Aviat Networks, Inc. Sell -5.91% 1.63%
The percentage of cash held in the portfolio is: 2.99%
New Assets Added
  • RCL
  • CWH
Assets Removed
Asset Action Perf %
GTLS Sell All -3.66%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GTLS Chart Industries, Inc. Buy 9.54% -3.58%
CASS Cass Information Systems, Inc. Buy 10.2% 2.88%
SXI Standex International Corporation Buy 9.92% 0.26%
METC Ramaco Resources, Inc. Buy 9.46% -2.37%
BCO The Brink's Company Buy 10.27% 0.41%
SIGA SIGA Technologies, Inc. Buy 9.73% -2.97%
EVI EVI Industries, Inc. Buy 10.32% 2.41%
FF FutureFuel Corp. Buy 12.41% -3.19%
FUL H.B. Fuller Company Buy 12.54% -2.18%
NESR National Energy Services Reunited Corp. Sell -6.13% -0.33%
CHRS Coherus BioSciences, Inc. Sell -5.97% 0%
NRC National Research Corporation Sell -5.97% 0%
COHU Cohu, Inc. Sell -5.97% 0%
AVNW Aviat Networks, Inc. Sell -5.97% 0%
The percentage of cash held in the portfolio is: 35.61%
New Assets Added
  • CHRS
  • NRC
  • COHU
  • AVNW
Assets Removed
Asset Action Perf %
HAL Sell All -5.5%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAL Halliburton Company Buy 9.75% -3.37%
GTLS Chart Industries, Inc. Buy 9.26% -4.79%
CASS Cass Information Systems, Inc. Buy 10.09% 3.58%
SXI Standex International Corporation Buy 9.75% 0.33%
METC Ramaco Resources, Inc. Buy 9.51% -0.1%
BCO The Brink's Company Buy 10.06% 0.1%
SIGA SIGA Technologies, Inc. Buy 9.78% -0.78%
EVI EVI Industries, Inc. Buy 10.6% 7.13%
FF FutureFuel Corp. Buy 12.59% 0%
FUL H.B. Fuller Company Buy 12.59% 0%
NESR National Energy Services Reunited Corp. Sell -6% 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%
CVI Sell All -0.88%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 9.8% 1.42%
HAL Halliburton Company Buy 9.8% -1.42%
GTLS Chart Industries, Inc. Buy 9.8% 2.31%
CASS Cass Information Systems, Inc. Buy 9.8% 2.09%
SXI Standex International Corporation Buy 9.8% 2.34%
NESR National Energy Services Reunited Corp. Buy 9.8% 2.81%
METC Ramaco Resources, Inc. Buy 9.8% 4.54%
BCO The Brink's Company Buy 9.8% -1.06%
SIGA SIGA Technologies, Inc. Buy 9.8% 0.94%
EVI EVI Industries, Inc. Buy 9.8% 0.52%
The percentage of cash held in the portfolio is: 2%
New Assets Added
None
Assets Removed
Asset Action Perf %
QRTEA Buy All -11.43%
Assets Rebalanced
Asset Action Weight
GTLS Sell -2.17%
HAL Sell -3.19%
CVI Sell -4.32%
CASS Sell -4.68%
SXI Sell -4.72%
NESR Sell -4.78%
SIGA Sell -6.99%
METC Buy 7.47%
BCO Buy 7.59%
EVI Buy 7.65%
2025-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 14.44% 4.31%
HAL Halliburton Company Buy 12.99% -0.82%
GTLS Chart Industries, Inc. Buy 11.78% 1.24%
NESR National Energy Services Reunited Corp. Buy 14.39% 2.05%
SXI Standex International Corporation Buy 14.39% 2.05%
CASS Cass Information Systems, Inc. Buy 14.52% 2.98%
METC Ramaco Resources, Inc. Buy 2.33% 5.05%
BCO The Brink's Company Buy 2.17% -2.17%
SIGA SIGA Technologies, Inc. Buy 16.74% 1.25%
EVI EVI Industries, Inc. Buy 2.13% 0%
QRTEA Qurate Retail, Inc. Sell -7.9% -8.57%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • EVI
Assets Removed
Asset Action Perf %
ERII Sell All -3.31%
Assets Rebalanced
None

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Market Overview

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