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Portfolio Ref: EQXS15LS3W
Performance in the last:
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1D 2.6 %
1W 0.3 %
2W 0.1 %
1M -5.9 %
3M -24.3 %
6M -23.9 %
9M -36.7 %
1Y -36.8 %
Alpha
-66.1%
Beta
0.89
sharpe-R
-1.19
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 07:54:11
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -41.21%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 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
APA APA Corporation Buy 10.03% -2.88%
AMPY Amplify Energy Corp. Buy 20.95% -0.74%
OLN Olin Corporation Buy 11.59% -1.15%
FWRD Forward Air Corporation Buy 12.51% 6.67%
CIX CompX International Inc. Buy 11.08% 1.7%
AVGO Broadcom Inc. Buy 10.64% -2.38%
ARCH Arch Resources, Inc. Buy 9.37% -1.45%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 11.09% 7.64%
CDXS Codexis, Inc. Buy 19.9% -0.59%
NKTR Nektar Therapeutics Buy 9.92% 0%
BGS B&G Foods, Inc. Sell -5.78% 1.14%
TSE Trinseo PLC Sell -5.8% 8.22%
BLUE bluebird bio, Inc. Sell -6.32% 0%
CAR Avis Budget Group, Inc. Sell -4.93% 0.83%
DK Delek US Holdings, Inc. Sell -6.25% -0.4%
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 10.03% -2.88%
AMPY Amplify Energy Corp. Buy 20.95% -0.74%
OLN Olin Corporation Buy 11.59% -1.15%
FWRD Forward Air Corporation Buy 12.51% 6.67%
CIX CompX International Inc. Buy 11.08% 1.7%
AVGO Broadcom Inc. Buy 10.64% -2.38%
ARCH Arch Resources, Inc. Buy 9.37% -1.45%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 11.09% 7.64%
CDXS Codexis, Inc. Buy 19.9% -0.59%
NKTR Nektar Therapeutics Buy 9.92% 0%
BGS B&G Foods, Inc. Sell -5.78% 1.14%
TSE Trinseo PLC Sell -5.8% 8.22%
BLUE bluebird bio, Inc. Sell -6.32% 0%
CAR Avis Budget Group, Inc. Sell -4.93% 0.83%
DK Delek US Holdings, Inc. Sell -6.25% -0.4%
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 10.26% -3.16%
AMPY Amplify Energy Corp. Buy 21.3% -1.63%
OLN Olin Corporation Buy 11.65% -3.17%
FWRD Forward Air Corporation Buy 11.6% -3.53%
CIX CompX International Inc. Buy 10.99% -1.7%
AVGO Broadcom Inc. Buy 10.58% -5.36%
ARCH Arch Resources, Inc. Buy 9.64% -1.13%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.85% 2.69%
RDNT RadNet, Inc. Buy 10.59% 0.2%
CDXS Codexis, Inc. Buy 20.53% 0%
BGS B&G Foods, Inc. Sell -5.82% 3.07%
TSE Trinseo PLC Sell -6.56% -1.32%
BLUE bluebird bio, Inc. Sell -6.35% 2.04%
CAR Avis Budget Group, Inc. Sell -4.89% 4.28%
DK Delek US Holdings, Inc. Sell -6.39% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DK
  • CDXS
Assets Removed
Asset Action Perf %
UGI Buy All -4.11%
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 19.55% 9.44%
APA APA Corporation Buy 10.9% 4.05%
AMPY Amplify Energy Corp. Buy 21.96% 2.52%
OLN Olin Corporation Buy 11.79% -0.88%
FWRD Forward Air Corporation Buy 11.26% -5.39%
CIX CompX International Inc. Buy 11.05% -0.07%
AVGO Broadcom Inc. Buy 10.84% -1.96%
ARCH Arch Resources, Inc. Buy 9.73% 0.9%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.45% 0%
RDNT RadNet, Inc. Buy 10.45% 0%
BGS B&G Foods, Inc. Sell -5.49% 7.51%
UGI UGI Corporation Sell -6.04% -1.77%
TSE Trinseo PLC Sell -6.88% -7.4%
BLUE bluebird bio, Inc. Sell -6.54% -2.04%
CAR Avis Budget Group, Inc. Sell -5.05% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CAR
  • ARWR
  • RDNT
Assets Removed
Asset Action Perf %
MYGN Buy All -8.8%
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 12.64% 5.11%
ANF Abercrombie & Fitch Co. Buy 18.09% 0.81%
APA APA Corporation Buy 11.02% 4.68%
AMPY Amplify Energy Corp. Buy 22.02% 2.37%
OLN Olin Corporation Buy 11.67% -2.31%
FWRD Forward Air Corporation Buy 11.3% -5.39%
CIX CompX International Inc. Buy 10.78% -2.91%
AVGO Broadcom Inc. Buy 11.09% -0.14%
ARCH Arch Resources, Inc. Buy 9.69% 0%
NESR National Energy Services Reunited Corp. Buy 9.69% 0%
BGS B&G Foods, Inc. Sell -5.32% 10.81%
UGI UGI Corporation Sell -5.86% 1.69%
TSE Trinseo PLC Sell -6.7% -4.11%
BLUE bluebird bio, Inc. Sell -6.44% 0%
MYGN Myriad Genetics, Inc. Sell -5.69% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MYGN
  • ARCH
  • NESR
Assets Removed
Asset Action Perf %
TGI Buy All -20.79%
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 10.06% -0.26%
FIX Comfort Systems USA, Inc. Buy 12.54% 5.98%
ANF Abercrombie & Fitch Co. Buy 17.5% -0.87%
APA APA Corporation Buy 10.63% 2.61%
AMPY Amplify Energy Corp. Buy 21.73% 2.67%
OLN Olin Corporation Buy 11.48% -2.31%
FWRD Forward Air Corporation Buy 11.27% -4.17%
CIX CompX International Inc. Buy 10.93% 0%
AVGO Broadcom Inc. Buy 10.93% 0%
BGS B&G Foods, Inc. Sell -5.32% 9.33%
UGI UGI Corporation Sell -5.76% 1.73%
TSE Trinseo PLC Sell -6.39% -0.82%
TGI Triumph Group, Inc. Sell -6.31% 0.34%
BLUE bluebird bio, Inc. Sell -6.33% 0%
The percentage of cash held in the portfolio is: 13.04%
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 12.28% 9.59%
CBT Cabot Corporation Buy 9.98% -0.35%
FIX Comfort Systems USA, Inc. Buy 12.29% 4.6%
ANF Abercrombie & Fitch Co. Buy 17.57% 0.19%
APA APA Corporation Buy 10.52% 2.34%
AMPY Amplify Energy Corp. Buy 21.86% 4.01%
OLN Olin Corporation Buy 11.67% 0%
FWRD Forward Air Corporation Buy 11.62% -0.42%
BGS B&G Foods, Inc. Sell -5.45% 6.48%
UGI UGI Corporation Sell -5.69% 2.34%
TSE Trinseo PLC Sell -6.29% 0%
TGI Triumph Group, Inc. Sell -6.29% 0%
BLUE bluebird bio, Inc. Sell -6.29% 0%
The percentage of cash held in the portfolio is: 22.2%
New Assets Added
  • TSE
  • TGI
  • BLUE
Assets Removed
Asset Action Perf %
LXRX Buy All NA
MGNX Buy All NA
KIDS Buy All NA
AMRC Sell All NA
PARR Sell All NA
Assets Rebalanced
None

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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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