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All portfolios and performance
Portfolio Ref: EQXS25LS1M
Performance in the last:
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1D 0.0 %
1W 2.2 %
2W 0.7 %
1M -5.8 %
3M -5.4 %
6M -24.2 %
9M -38.2 %
1Y -26.1 %
Alpha
-39.8%
Beta
0.67
sharpe-R
-1.04
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 07:03:06
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -40.47%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 25.

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
METC Ramaco Resources, Inc. Buy 7.58% 3.81%
PBI Pitney Bowes Inc. Buy 9.42% 24.88%
RCL Royal Caribbean Cruises Ltd. Buy 9.41% -2.23%
CWH Camping World Holdings, Inc. Buy 9.33% -3.06%
HGV Hilton Grand Vacations Inc. Buy 7.75% 3.74%
GPI Group 1 Automotive, Inc. Buy 7.55% 2.05%
FTNT Fortinet, Inc. Buy 7.89% 6.25%
QRTEA Qurate Retail, Inc. Buy 7.68% 2.7%
IRBT iRobot Corporation Buy 9.02% 17.6%
NTGR NETGEAR, Inc. Buy 7.75% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 8.33% -1.76%
IAC IAC/InterActiveCorp Buy 6.72% -1.98%
CHTR Charter Communications, Inc. Buy 6.84% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 5.69% 0%
NRC National Research Corporation Sell -4.98% -7.21%
TDW Tidewater Inc. Sell -4.31% -4.06%
WNC Wabash National Corporation Sell -3.12% 17.72%
VLO Valero Energy Corporation Sell -3.43% -1.68%
TUSK Mammoth Energy Services, Inc. Sell -3.36% 0.34%
LWLG Lightwave Logic, Inc. Sell -3.88% -5.63%
ASPN Aspen Aerogels, Inc. Sell -3.53% 4.11%
FTAI FTAI Aviation Ltd. Sell -3.87% -5.25%
The percentage of cash held in the portfolio is: 19.55%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 7.58% 3.81%
PBI Pitney Bowes Inc. Buy 9.42% 24.88%
RCL Royal Caribbean Cruises Ltd. Buy 9.41% -2.23%
CWH Camping World Holdings, Inc. Buy 9.33% -3.06%
HGV Hilton Grand Vacations Inc. Buy 7.75% 3.74%
GPI Group 1 Automotive, Inc. Buy 7.55% 2.05%
FTNT Fortinet, Inc. Buy 7.89% 6.25%
QRTEA Qurate Retail, Inc. Buy 7.68% 2.7%
IRBT iRobot Corporation Buy 9.02% 17.6%
NTGR NETGEAR, Inc. Buy 7.75% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 8.33% -1.76%
IAC IAC/InterActiveCorp Buy 6.72% -1.98%
CHTR Charter Communications, Inc. Buy 6.84% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 5.69% 0%
NRC National Research Corporation Sell -4.98% -7.21%
TDW Tidewater Inc. Sell -4.31% -4.06%
WNC Wabash National Corporation Sell -3.12% 17.72%
VLO Valero Energy Corporation Sell -3.43% -1.68%
TUSK Mammoth Energy Services, Inc. Sell -3.36% 0.34%
LWLG Lightwave Logic, Inc. Sell -3.88% -5.63%
ASPN Aspen Aerogels, Inc. Sell -3.53% 4.11%
FTAI FTAI Aviation Ltd. Sell -3.87% -5.25%
The percentage of cash held in the portfolio is: 19.55%
New Assets Added
  • SBGI
Assets Removed
Asset Action Perf %
CDE Sell All -3.5%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 7.95% 9.69%
PBI Pitney Bowes Inc. Buy 9.28% 23.94%
RCL Royal Caribbean Cruises Ltd. Buy 9.23% -3.34%
CWH Camping World Holdings, Inc. Buy 9.34% -2.21%
CDE Coeur Mining, Inc. Buy 2.88% 5.4%
HGV Hilton Grand Vacations Inc. Buy 7.61% 2.72%
GPI Group 1 Automotive, Inc. Buy 7.53% 2.64%
FTNT Fortinet, Inc. Buy 7.72% 4.67%
QRTEA Qurate Retail, Inc. Buy 7.41% 0%
IRBT iRobot Corporation Buy 8.81% 15.74%
NTGR NETGEAR, Inc. Buy 7.94% 0.1%
TTWO Take-Two Interactive Software, Inc. Buy 8.31% -1.14%
IAC IAC/InterActiveCorp Buy 6.8% 0%
CHTR Charter Communications, Inc. Buy 6.8% 0%
NRC National Research Corporation Sell -4.99% -8.24%
TDW Tidewater Inc. Sell -4.28% -4.07%
WNC Wabash National Corporation Sell -3.1% 17.72%
VLO Valero Energy Corporation Sell -3.3% 1.57%
TUSK Mammoth Energy Services, Inc. Sell -3.39% -1.37%
LWLG Lightwave Logic, Inc. Sell -3.65% 0%
ASPN Aspen Aerogels, Inc. Sell -3.65% 0%
FTAI FTAI Aviation Ltd. Sell -3.65% 0%
The percentage of cash held in the portfolio is: 22.4%
New Assets Added
  • LWLG
  • ASPN
  • FTAI
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
KMT Buy All 3.97%
SPCE Buy All 5.11%
NKTR Buy All -26.96%
MGNI Sell All -7.94%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 7.67% 5.98%
PBI Pitney Bowes Inc. Buy 8.6% 15.09%
RCL Royal Caribbean Cruises Ltd. Buy 9.08% -4.75%
CWH Camping World Holdings, Inc. Buy 9.49% -0.43%
CDE Coeur Mining, Inc. Buy 2.9% 6.42%
HGV Hilton Grand Vacations Inc. Buy 7.57% 2.4%
GPI Group 1 Automotive, Inc. Buy 7.35% 0.32%
FTNT Fortinet, Inc. Buy 7.54% 2.5%
QRTEA Qurate Retail, Inc. Buy 7.4% 0%
IRBT iRobot Corporation Buy 8.59% 13.01%
NTGR NETGEAR, Inc. Buy 7.93% 0.1%
MGNI Magnite, Inc. Buy 7.68% -3.12%
TTWO Take-Two Interactive Software, Inc. Buy 8.26% -1.57%
NRC National Research Corporation Sell -4.81% -4.48%
KMT Kennametal Inc. Sell -3.9% 4.91%
TDW Tidewater Inc. Sell -4.2% -2.18%
WNC Wabash National Corporation Sell -3.15% 16.12%
SPCE Virgin Galactic Holdings, Inc. Sell -2.95% 8.89%
NKTR Nektar Therapeutics Sell -3.37% -4.14%
VLO Valero Energy Corporation Sell -3.29% 1.63%
TUSK Mammoth Energy Services, Inc. Sell -3.24% 3.08%
The percentage of cash held in the portfolio is: 28.84%
New Assets Added
None
Assets Removed
Asset Action Perf %
AXGN Sell All -2.52%
BJRI Sell All -5.2%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXGN AxoGen, Inc. Buy 7.18% -4%
METC Ramaco Resources, Inc. Buy 7.64% 4.95%
PBI Pitney Bowes Inc. Buy 7.75% 3.07%
RCL Royal Caribbean Cruises Ltd. Buy 9.15% -4.62%
CWH Camping World Holdings, Inc. Buy 9.81% 2.26%
BJRI BJ's Restaurants, Inc. Buy 9.18% -4.27%
CDE Coeur Mining, Inc. Buy 2.79% 1.9%
HGV Hilton Grand Vacations Inc. Buy 7.49% 0.63%
GPI Group 1 Automotive, Inc. Buy 7.32% -0.66%
FTNT Fortinet, Inc. Buy 7.63% 3.1%
QRTEA Qurate Retail, Inc. Buy 7.25% -2.7%
IRBT iRobot Corporation Buy 9.12% 19.33%
NTGR NETGEAR, Inc. Buy 8.38% 5.17%
MGNI Magnite, Inc. Buy 7.61% -4.49%
TTWO Take-Two Interactive Software, Inc. Buy 8.35% -1.21%
NRC National Research Corporation Sell -4.91% -6.12%
KMT Kennametal Inc. Sell -3.8% 7.99%
TDW Tidewater Inc. Sell -4.34% -5.05%
WNC Wabash National Corporation Sell -3.34% 11.68%
SPCE Virgin Galactic Holdings, Inc. Sell -2.97% 8.89%
NKTR Nektar Therapeutics Sell -3.07% 5.85%
VLO Valero Energy Corporation Sell -3.46% -2.86%
TUSK Mammoth Energy Services, Inc. Sell -3.41% -1.37%
The percentage of cash held in the portfolio is: 12.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
SSRM Sell All 11.27%
CVI Sell All 2.96%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 7.57% 1.69%
AXGN AxoGen, Inc. Buy 7.32% -2.9%
METC Ramaco Resources, Inc. Buy 7.63% 3.92%
PBI Pitney Bowes Inc. Buy 7.88% 4.01%
RCL Royal Caribbean Cruises Ltd. Buy 9.38% -2.95%
CWH Camping World Holdings, Inc. Buy 9.57% -1.06%
BJRI BJ's Restaurants, Inc. Buy 9.38% -3.04%
SSRM SSR Mining Inc. Buy 3.12% 12.87%
CDE Coeur Mining, Inc. Buy 2.84% 2.63%
HGV Hilton Grand Vacations Inc. Buy 7.52% 0.29%
GPI Group 1 Automotive, Inc. Buy 7.32% -1.45%
FTNT Fortinet, Inc. Buy 7.78% 4.26%
QRTEA Qurate Retail, Inc. Buy 7.31% -2.7%
IRBT iRobot Corporation Buy 8.74% 13.38%
NTGR NETGEAR, Inc. Buy 8.3% 3.27%
MGNI Magnite, Inc. Buy 7.83% -2.6%
TTWO Take-Two Interactive Software, Inc. Buy 8.52% 0%
NRC National Research Corporation Sell -4.87% -4.42%
KMT Kennametal Inc. Sell -3.94% 5.34%
TDW Tidewater Inc. Sell -4.45% -6.83%
WNC Wabash National Corporation Sell -3.39% 11.15%
SPCE Virgin Galactic Holdings, Inc. Sell -3.13% 4.67%
NKTR Nektar Therapeutics Sell -3.28% 0.14%
VLO Valero Energy Corporation Sell -3.49% -2.8%
TUSK Mammoth Energy Services, Inc. Sell -3.45% -1.71%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TTWO
Assets Removed
Asset Action Perf %
INSM Sell All 13.33%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 7.32% -3.22%
AXGN AxoGen, Inc. Buy 7.55% -1.59%
INSM Insmed Incorporated Buy 8.9% 15.99%
METC Ramaco Resources, Inc. Buy 7.39% -0.93%
PBI Pitney Bowes Inc. Buy 7.83% 1.65%
RCL Royal Caribbean Cruises Ltd. Buy 9.66% -1.73%
CWH Camping World Holdings, Inc. Buy 9.46% -3.79%
BJRI BJ's Restaurants, Inc. Buy 9.7% -1.31%
SSRM SSR Mining Inc. Buy 3.1% 10.42%
CDE Coeur Mining, Inc. Buy 2.84% 1.02%
HGV Hilton Grand Vacations Inc. Buy 7.72% 1.21%
GPI Group 1 Automotive, Inc. Buy 7.52% -0.43%
FTNT Fortinet, Inc. Buy 7.78% 2.47%
QRTEA Qurate Retail, Inc. Buy 7.43% -2.7%
IRBT iRobot Corporation Buy 7.45% -4.96%
NTGR NETGEAR, Inc. Buy 8.17% 0%
MGNI Magnite, Inc. Buy 8.17% 0%
NRC National Research Corporation Sell -4.8% -1.09%
KMT Kennametal Inc. Sell -4.03% 4.79%
TDW Tidewater Inc. Sell -4.35% -2.83%
WNC Wabash National Corporation Sell -3.5% 9.75%
SPCE Virgin Galactic Holdings, Inc. Sell -3.18% 4.67%
NKTR Nektar Therapeutics Sell -3.24% 3%
VLO Valero Energy Corporation Sell -3.45% 0%
TUSK Mammoth Energy Services, Inc. Sell -3.45% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VLO
  • TUSK
  • NTGR
  • MGNI
Assets Removed
Asset Action Perf %
FCEL Buy All 36.08%
WOLF Buy All 9.66%
AORT Sell All 1.06%
GTLS Sell All -7.92%
Assets Rebalanced
None

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Market Overview

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