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All portfolios and performance
Portfolio Ref: EQXS15LS3W
Performance in the last:
Follow this Portfolio
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
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDMO Avid Bioservices, Inc. Buy 11.04% 18.05%
NEOG Neogen Corporation Buy 9.73% 6.97%
PLPC Preformed Line Products Company Buy 10.35% 12.87%
CORT Corcept Therapeutics Incorporated Buy 10.56% 15.44%
IRTC iRhythm Technologies, Inc. Buy 9.66% 7.07%
CVCO Cavco Industries, Inc. Buy 10.01% 2.17%
LEU Centrus Energy Corp. Buy 9.04% -0.27%
TWI Titan International, Inc. Buy 8.98% -0.53%
BKE The Buckle, Inc. Buy 11.95% 0%
COTY Coty Inc. Buy 11.95% 0%
LPG Dorian LPG Ltd. Sell -5.28% 12.08%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BKE
  • COTY
Assets Removed
Asset Action Perf %
NUTX Sell All 51.33%
PTCT Sell All 13.48%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
NUTX Nutex Health Inc. Buy 10.38% 12.45%
PTCT PTC Therapeutics, Inc. Buy 10.5% 14.11%
CDMO Avid Bioservices, Inc. Buy 11.27% 18.24%
NEOG Neogen Corporation Buy 10.61% 14.37%
PLPC Preformed Line Products Company Buy 10.69% 14.42%
CORT Corcept Therapeutics Incorporated Buy 11% 17.98%
IRTC iRhythm Technologies, Inc. Buy 10.04% 9.2%
CVCO Cavco Industries, Inc. Buy 10.51% 5.23%
LEU Centrus Energy Corp. Buy 9.22% -0.19%
TWI Titan International, Inc. Buy 9.21% 0%
LPG Dorian LPG Ltd. Sell -5.43% 11.42%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TWI
Assets Removed
Asset Action Perf %
PRTS Sell All -11.76%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
NUTX Nutex Health Inc. Buy 11.61% 27.16%
PTCT PTC Therapeutics, Inc. Buy 10.25% 12.61%
CDMO Avid Bioservices, Inc. Buy 11.16% 18.34%
NEOG Neogen Corporation Buy 10.39% 13.18%
PLPC Preformed Line Products Company Buy 10.43% 12.83%
CORT Corcept Therapeutics Incorporated Buy 10.98% 19.06%
IRTC iRhythm Technologies, Inc. Buy 9.66% 6.19%
PRTS CarParts.com, Inc. Buy 9.49% -7.84%
CVCO Cavco Industries, Inc. Buy 10.28% 3.99%
LEU Centrus Energy Corp. Buy 9.14% 0%
LPG Dorian LPG Ltd. Sell -5.39% 11.12%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • LEU
Assets Removed
Asset Action Perf %
THRY Sell All -3.3%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
NUTX Nutex Health Inc. Buy 10.39% 9.47%
PTCT PTC Therapeutics, Inc. Buy 10.39% 9.82%
CDMO Avid Bioservices, Inc. Buy 10.39% 5.98%
NEOG Neogen Corporation Buy 10.39% 8.93%
THRY Thryv Holdings, Inc. Buy 10.39% 4.84%
PLPC Preformed Line Products Company Buy 10.39% 8.1%
CORT Corcept Therapeutics Incorporated Buy 10.39% 8.33%
IRTC iRhythm Technologies, Inc. Buy 10.39% 9.9%
PRTS CarParts.com, Inc. Buy 10.39% -2.94%
CVCO Cavco Industries, Inc. Buy 10.39% 1.15%
LPG Dorian LPG Ltd. Sell -5.87% 6.78%
The percentage of cash held in the portfolio is: 2%
New Assets Added
None
Assets Removed
Asset Action Perf %
PTEN Buy All -9.11%
IIIN Buy All -9.24%
LNN Buy All -12.95%
HNRG Buy All -14.22%
Assets Rebalanced
Asset Action Weight
NUTX Sell -1.33%
PTCT Sell -1.37%
PRTS Sell -1.61%
THRY Sell -2.07%
CVCO Sell -2.12%
PLPC Sell -2.46%
NEOG Sell -2.46%
CORT Sell -2.49%
IRTC Sell -2.67%
CDMO Sell -7.71%
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 11.37% 3.94%
NUTX Nutex Health Inc. Buy 11.01% 0.73%
CDMO Avid Bioservices, Inc. Buy 17.75% 1.74%
NEOG Neogen Corporation Buy 12.62% 4.74%
PLPC Preformed Line Products Company Buy 11.99% -1.2%
CORT Corcept Therapeutics Incorporated Buy 12.64% 4.16%
IRTC iRhythm Technologies, Inc. Buy 12.92% 6.43%
THRY Thryv Holdings, Inc. Buy 12.43% 2.35%
PRTS CarParts.com, Inc. Buy 12.63% 0%
CVCO Cavco Industries, Inc. Buy 12.63% 0%
LPG Dorian LPG Ltd. Sell -5.82% 9.53%
PTEN Patterson-UTI Energy, Inc. Sell -5.57% 1.28%
IIIN Insteel Industries, Inc. Sell -5.69% -0.95%
LNN Lindsay Corporation Sell -5.8% -2.84%
HNRG Hallador Energy Company Sell -7.11% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HNRG
  • PRTS
  • CVCO
Assets Removed
Asset Action Perf %
DK Buy All 7.87%
Assets Rebalanced
None
2024-11-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 11.61% 2.72%
NUTX Nutex Health Inc. Buy 10.49% -7.17%
CDMO Avid Bioservices, Inc. Buy 18% -0.19%
NEOG Neogen Corporation Buy 12.54% 0.63%
PLPC Preformed Line Products Company Buy 12.55% 0%
CORT Corcept Therapeutics Incorporated Buy 12.55% 0%
IRTC iRhythm Technologies, Inc. Buy 12.55% 0%
THRY Thryv Holdings, Inc. Buy 12.55% 0%
DK Delek US Holdings, Inc. Sell -6.24% 8.27%
LPG Dorian LPG Ltd. Sell -6.35% 4.57%
PTEN Patterson-UTI Energy, Inc. Sell -5.7% 2.31%
IIIN Insteel Industries, Inc. Sell -5.79% 0.8%
LNN Lindsay Corporation Sell -5.87% -0.6%
The percentage of cash held in the portfolio is: 27.1%
New Assets Added
  • PLPC
  • CORT
  • IRTC
  • THRY
Assets Removed
Asset Action Perf %
ARWR Sell All 3.62%
VKTX Sell All -13.77%
Assets Rebalanced
None
2024-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARWR Arrowhead Pharmaceuticals, Inc. Buy 11.16% 0.67%
PTCT PTC Therapeutics, Inc. Buy 11.45% 2.92%
NUTX Nutex Health Inc. Buy 10.13% -8.94%
CDMO Avid Bioservices, Inc. Buy 17.59% -0.87%
VKTX Viking Therapeutics, Inc. Buy 15.2% -0.46%
NEOG Neogen Corporation Buy 12.34% 0.7%
DK Delek US Holdings, Inc. Sell -5.96% 10.93%
LPG Dorian LPG Ltd. Sell -6.35% 3.01%
PTEN Patterson-UTI Energy, Inc. Sell -5.47% 4.75%
IIIN Insteel Industries, Inc. Sell -5.69% 0.87%
LNN Lindsay Corporation Sell -5.82% -1.34%
The percentage of cash held in the portfolio is: 51.41%
New Assets Added
None
Assets Removed
Asset Action Perf %
NMRK Sell All -4.94%
Assets Rebalanced
None
2024-11-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARWR Arrowhead Pharmaceuticals, Inc. Buy 11.11% -0.67%
PTCT PTC Therapeutics, Inc. Buy 11.4% 1.53%
NUTX Nutex Health Inc. Buy 10.09% -10.19%
CDMO Avid Bioservices, Inc. Buy 17.23% -3.86%
VKTX Viking Therapeutics, Inc. Buy 15.27% -0.93%
NMRK Newmark Group, Inc. Buy 15.01% -2.6%
NEOG Neogen Corporation Buy 12.32% -0.42%
DK Delek US Holdings, Inc. Sell -6.13% 9.37%
LPG Dorian LPG Ltd. Sell -6.31% 4.53%
PTEN Patterson-UTI Energy, Inc. Sell -5.7% 1.54%
IIIN Insteel Industries, Inc. Sell -5.68% 1.89%
LNN Lindsay Corporation Sell -5.87% -1.26%
The percentage of cash held in the portfolio is: 37.25%
New Assets Added
None
Assets Removed
Asset Action Perf %
ARCH Sell All 1.52%
Assets Rebalanced
None
2024-10-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARCH Arch Resources, Inc. Buy 10.31% 0.77%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 11.44% 3.2%
PTCT PTC Therapeutics, Inc. Buy 12.03% 8.09%
NUTX Nutex Health Inc. Buy 9.91% -10.96%
CDMO Avid Bioservices, Inc. Buy 17.44% -1.74%
VKTX Viking Therapeutics, Inc. Buy 15.3% 0.18%
NMRK Newmark Group, Inc. Buy 14.79% -3.12%
NEOG Neogen Corporation Buy 12.26% 0%
DK Delek US Holdings, Inc. Sell -6.21% 7.35%
LPG Dorian LPG Ltd. Sell -6.57% -0.43%
PTEN Patterson-UTI Energy, Inc. Sell -5.74% 0%
IIIN Insteel Industries, Inc. Sell -5.74% 0%
LNN Lindsay Corporation Sell -5.74% 0%
The percentage of cash held in the portfolio is: 26.52%
New Assets Added
  • PTEN
  • IIIN
  • LNN
  • NEOG
Assets Removed
Asset Action Perf %
TSE Buy All 18.59%
BLUE Buy All 0%
CAR Buy All -7.62%
NKTR Sell All -12.41%
Assets Rebalanced
None

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Market Overview

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