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Portfolio Ref: EQXS15LS3W
Performance in the last:
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1D 0.8 %
1W -7.2 %
2W -0.7 %
1M -5.5 %
3M -17.1 %
6M -28.8 %
9M -43.4 %
1Y -36.9 %
Alpha
-63.6%
Beta
0.91
sharpe-R
-1.29
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:32:42
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -44.82%
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
PLPC Preformed Line Products Company Buy 10.69% 8.11%
CORT Corcept Therapeutics Incorporated Buy 11.05% 12.05%
CVCO Cavco Industries, Inc. Buy 10.97% 3.87%
BKE The Buckle, Inc. Buy 12.78% -0.82%
TPIC TPI Composites, Inc. Buy 7.48% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Buy 37.4% -0.53%
CWEN Clearway Energy, Inc. Buy 9.16% 1.27%
VTNR Vertex Energy, Inc. Buy 9.7% 0.27%
BLUE bluebird bio, Inc. Sell -5.63% 6.25%
COLL Collegium Pharmaceutical, Inc. Sell -6.09% -1.42%
CMCSA Comcast Corporation Sell -6.02% -0.26%
HPP Hudson Pacific Properties, Inc. Sell -5.27% 12.23%
DLTR Dollar Tree, Inc. Sell -6.97% 0%
The percentage of cash held in the portfolio is: 20.76%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 10.69% 8.11%
CORT Corcept Therapeutics Incorporated Buy 11.05% 12.05%
CVCO Cavco Industries, Inc. Buy 10.97% 3.87%
BKE The Buckle, Inc. Buy 12.78% -0.82%
TPIC TPI Composites, Inc. Buy 7.48% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Buy 37.4% -0.53%
CWEN Clearway Energy, Inc. Buy 9.16% 1.27%
VTNR Vertex Energy, Inc. Buy 9.7% 0.27%
BLUE bluebird bio, Inc. Sell -5.63% 6.25%
COLL Collegium Pharmaceutical, Inc. Sell -6.09% -1.42%
CMCSA Comcast Corporation Sell -6.02% -0.26%
HPP Hudson Pacific Properties, Inc. Sell -5.27% 12.23%
DLTR Dollar Tree, Inc. Sell -6.97% 0%
The percentage of cash held in the portfolio is: 20.76%
New Assets Added
  • DLTR
Assets Removed
Asset Action Perf %
RGEN Buy All -11.36%
IRTC Sell All -9.45%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 10.53% 6.5%
CORT Corcept Therapeutics Incorporated Buy 10.7% 8.49%
IRTC iRhythm Technologies, Inc. Buy 9.01% -7.33%
CVCO Cavco Industries, Inc. Buy 10.88% 2.98%
BKE The Buckle, Inc. Buy 12.79% -0.76%
TPIC TPI Composites, Inc. Buy 7.56% -15.13%
CLMT Calumet Specialty Products Partners, L.P. Buy 37.38% -0.62%
CWEN Clearway Energy, Inc. Buy 9.12% 0.76%
VTNR Vertex Energy, Inc. Buy 9.68% 0%
BLUE bluebird bio, Inc. Sell -5.73% 4.66%
RGEN Repligen Corporation Sell -6.19% -3.01%
COLL Collegium Pharmaceutical, Inc. Sell -6.05% -0.57%
CMCSA Comcast Corporation Sell -5.93% 1.31%
HPP Hudson Pacific Properties, Inc. Sell -5.44% 9.51%
The percentage of cash held in the portfolio is: 11.68%
New Assets Added
  • VTNR
Assets Removed
Asset Action Perf %
NEOG Sell All 5.23%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 10.48% 6%
PLPC Preformed Line Products Company Buy 10.5% 5.38%
CORT Corcept Therapeutics Incorporated Buy 10.45% 5.11%
IRTC iRhythm Technologies, Inc. Buy 9.25% -5.62%
CVCO Cavco Industries, Inc. Buy 10.84% 1.82%
BKE The Buckle, Inc. Buy 13.04% 0.36%
TPIC TPI Composites, Inc. Buy 7.77% -13.45%
CLMT Calumet Specialty Products Partners, L.P. Buy 37.27% -1.67%
CWEN Clearway Energy, Inc. Buy 9.12% 0%
BLUE bluebird bio, Inc. Sell -6.25% -3.13%
RGEN Repligen Corporation Sell -5.99% 1.06%
COLL Collegium Pharmaceutical, Inc. Sell -5.98% 1.22%
CMCSA Comcast Corporation Sell -6.07% -0.28%
HPP Hudson Pacific Properties, Inc. Sell -5.55% 8.42%
The percentage of cash held in the portfolio is: 11.12%
New Assets Added
  • CWEN
Assets Removed
Asset Action Perf %
HNRG Sell All -2.89%
COTY Sell All -5.35%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 9.97% 1.81%
PLPC Preformed Line Products Company Buy 10.6% 7.37%
CORT Corcept Therapeutics Incorporated Buy 10.2% 3.54%
IRTC iRhythm Technologies, Inc. Buy 9.59% -1.22%
CVCO Cavco Industries, Inc. Buy 10.72% 1.65%
BKE The Buckle, Inc. Buy 12.95% 0.65%
COTY Coty Inc. Buy 12.4% -3.61%
HNRG Hallador Energy Company Buy 5.91% -2.13%
TPIC TPI Composites, Inc. Buy 8.11% -8.82%
CLMT Calumet Specialty Products Partners, L.P. Buy 37.55% 0%
BLUE bluebird bio, Inc. Sell -6% 0%
RGEN Repligen Corporation Sell -6% 0%
COLL Collegium Pharmaceutical, Inc. Sell -6% 0%
CMCSA Comcast Corporation Sell -6% 0%
HPP Hudson Pacific Properties, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BLUE
  • RGEN
  • COLL
  • CMCSA
  • HPP
  • CLMT
Assets Removed
Asset Action Perf %
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 9.61% 2.09%
PLPC Preformed Line Products Company Buy 10.42% 9.9%
CORT Corcept Therapeutics Incorporated Buy 10.35% 9.45%
IRTC iRhythm Technologies, Inc. Buy 9.55% 2.46%
CVCO Cavco Industries, Inc. Buy 10.29% 1.58%
LEU Centrus Energy Corp. Buy 8.11% -13.54%
BKE The Buckle, Inc. Buy 12.65% 2.37%
COTY Coty Inc. Buy 12.56% 1.61%
HNRG Hallador Energy Company Buy 5.91% 1.9%
TPIC TPI Composites, Inc. Buy 8.54% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
TWI Sell All -8.84%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 9.83% 5.86%
PLPC Preformed Line Products Company Buy 10.42% 11.41%
CORT Corcept Therapeutics Incorporated Buy 10.53% 12.76%
IRTC iRhythm Technologies, Inc. Buy 9.85% 6.99%
CVCO Cavco Industries, Inc. Buy 10.18% 1.85%
LEU Centrus Energy Corp. Buy 8.23% -11.07%
TWI Titan International, Inc. Buy 8.69% -5.67%
BKE The Buckle, Inc. Buy 12.5% 2.5%
COTY Coty Inc. Buy 12.05% -1.2%
HNRG Hallador Energy Company Buy 5.73% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HNRG
Assets Removed
Asset Action Perf %
LPG Buy All 9.46%
CDMO Sell All 17.76%
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

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