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All portfolios and performance
Portfolio Ref: EQXS25LS1M
Performance in the last:
Follow this Portfolio
1D 1.3 %
1W -1.2 %
2W -0.2 %
1M -7.7 %
3M -28.6 %
6M -24.9 %
9M -13.5 %
1Y -16.1 %
Alpha
-38.5%
Beta
0.71
sharpe-R
-0.53
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 07:54:19
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -33.03%
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
HEES H&E Equipment Services, Inc. Buy 8.95% 10.93%
FIX Comfort Systems USA, Inc. Buy 7.9% 10.21%
CBT Cabot Corporation Buy 8.26% 3.32%
ANF Abercrombie & Fitch Co. Buy 11.74% 13.05%
HWKN Hawkins, Inc. Buy 6.35% 6.81%
APA APA Corporation Buy 7.04% -2.88%
AMPY Amplify Energy Corp. Buy 7.73% -0.74%
TWLO Twilio Inc. Buy 8.24% 5.75%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.12% 4.23%
SJT San Juan Basin Royalty Trust Buy 2.16% 3.35%
CIX CompX International Inc. Buy 7.56% 1.7%
AVGO Broadcom Inc. Buy 7.26% -2.38%
ARCH Arch Resources, Inc. Buy 7.03% -1.45%
ARDX Ardelyx, Inc. Buy 1.74% -3.48%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 6.83% 7.64%
CDXS Codexis, Inc. Buy 12.64% -0.59%
KE Kimball Electronics, Inc. Buy 8.24% 1.51%
ARL American Realty Investors, Inc. Sell -3.44% 7.87%
BGS B&G Foods, Inc. Sell -3.69% 1.14%
HPP Hudson Pacific Properties, Inc. Sell -3.38% -6.44%
CAR Avis Budget Group, Inc. Sell -3.7% 0.83%
DK Delek US Holdings, Inc. Sell -3.58% -0.4%
BOOM DMC Global Inc. Sell -3.73% -4.74%
TSE Trinseo PLC Sell -2.73% 8.07%
ASPN Aspen Aerogels, Inc. Sell -5.77% 0%
The percentage of cash held in the portfolio is: 2.2%
** 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
HEES H&E Equipment Services, Inc. Buy 8.95% 10.93%
FIX Comfort Systems USA, Inc. Buy 7.9% 10.21%
CBT Cabot Corporation Buy 8.26% 3.32%
ANF Abercrombie & Fitch Co. Buy 11.74% 13.05%
HWKN Hawkins, Inc. Buy 6.35% 6.81%
APA APA Corporation Buy 7.04% -2.88%
AMPY Amplify Energy Corp. Buy 7.73% -0.74%
TWLO Twilio Inc. Buy 8.24% 5.75%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.12% 4.23%
SJT San Juan Basin Royalty Trust Buy 2.16% 3.35%
CIX CompX International Inc. Buy 7.56% 1.7%
AVGO Broadcom Inc. Buy 7.26% -2.38%
ARCH Arch Resources, Inc. Buy 7.03% -1.45%
ARDX Ardelyx, Inc. Buy 1.74% -3.48%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 6.83% 7.64%
CDXS Codexis, Inc. Buy 12.64% -0.59%
KE Kimball Electronics, Inc. Buy 8.24% 1.51%
ARL American Realty Investors, Inc. Sell -3.44% 7.87%
BGS B&G Foods, Inc. Sell -3.69% 1.14%
HPP Hudson Pacific Properties, Inc. Sell -3.38% -6.44%
CAR Avis Budget Group, Inc. Sell -3.7% 0.83%
DK Delek US Holdings, Inc. Sell -3.58% -0.4%
BOOM DMC Global Inc. Sell -3.73% -4.74%
TSE Trinseo PLC Sell -2.73% 8.07%
ASPN Aspen Aerogels, Inc. Sell -5.77% 0%
The percentage of cash held in the portfolio is: 2.2%
New Assets Added
  • ASPN
Assets Removed
Asset Action Perf %
OPI Buy All 0.97%
Assets Rebalanced
None
2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
HEES H&E Equipment Services, Inc. Buy 8.91% 10.78%
FIX Comfort Systems USA, Inc. Buy 7.79% 9.05%
CBT Cabot Corporation Buy 8.32% 4.37%
ANF Abercrombie & Fitch Co. Buy 11.93% 15.26%
HWKN Hawkins, Inc. Buy 6.34% 7.01%
APA APA Corporation Buy 6.99% -3.35%
AMPY Amplify Energy Corp. Buy 7.56% -2.67%
TWLO Twilio Inc. Buy 8.24% 6.19%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.2% 5.63%
SJT San Juan Basin Royalty Trust Buy 2.15% 3.35%
CIX CompX International Inc. Buy 7.51% 1.34%
AVGO Broadcom Inc. Buy 7.05% -4.91%
ARCH Arch Resources, Inc. Buy 7.14% 0.43%
ARDX Ardelyx, Inc. Buy 1.74% -3.15%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 6.89% 8.99%
CDXS Codexis, Inc. Buy 13.15% 3.83%
KE Kimball Electronics, Inc. Buy 8.09% 0%
ARL American Realty Investors, Inc. Sell -3.46% 6.84%
BGS B&G Foods, Inc. Sell -3.62% 2.5%
OPI Office Properties Income Trust Sell -5.53% 1.46%
HPP Hudson Pacific Properties, Inc. Sell -3.39% -7.36%
CAR Avis Budget Group, Inc. Sell -3.77% -1.48%
DK Delek US Holdings, Inc. Sell -3.59% -1.1%
BOOM DMC Global Inc. Sell -3.68% -3.55%
TSE Trinseo PLC Sell -2.96% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TSE
  • KE
Assets Removed
Asset Action Perf %
RGNX Buy All -14.97%
FOR Sell All 2.88%
Assets Rebalanced
None
2024-10-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 8.34% 1.07%
HEES H&E Equipment Services, Inc. Buy 8.85% 8.35%
FIX Comfort Systems USA, Inc. Buy 7.9% 8.75%
CBT Cabot Corporation Buy 8.26% 2%
ANF Abercrombie & Fitch Co. Buy 11.86% 12.77%
HWKN Hawkins, Inc. Buy 6.37% 5.83%
APA APA Corporation Buy 7.11% -3.16%
AMPY Amplify Energy Corp. Buy 7.76% -1.63%
TWLO Twilio Inc. Buy 8.34% 5.66%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.13% 3.05%
SJT San Juan Basin Royalty Trust Buy 2.14% 1.29%
CIX CompX International Inc. Buy 7.4% -1.7%
AVGO Broadcom Inc. Buy 7.13% -5.36%
ARCH Arch Resources, Inc. Buy 7.15% -1.13%
ARDX Ardelyx, Inc. Buy 1.81% -1.16%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 6.59% 2.69%
CDXS Codexis, Inc. Buy 12.87% 0%
ARL American Realty Investors, Inc. Sell -3.45% 8.54%
BGS B&G Foods, Inc. Sell -3.66% 3.07%
RGNX REGENXBIO Inc. Sell -3.11% -10.16%
OPI Office Properties Income Trust Sell -5.56% 2.43%
HPP Hudson Pacific Properties, Inc. Sell -3.39% -5.52%
CAR Avis Budget Group, Inc. Sell -3.61% 4.28%
DK Delek US Holdings, Inc. Sell -3.61% 0%
BOOM DMC Global Inc. Sell -3.61% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DK
  • BOOM
  • CDXS
Assets Removed
Asset Action Perf %
UGI Buy All -4.11%
MSTR Sell All 29.57%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 8.1% -0.47%
HEES H&E Equipment Services, Inc. Buy 9.03% 12.19%
FIX Comfort Systems USA, Inc. Buy 7.89% 10.22%
CBT Cabot Corporation Buy 8.17% 2.37%
MSTR MicroStrategy Incorporated Buy 9.77% 34.47%
ANF Abercrombie & Fitch Co. Buy 11.34% 9.44%
HWKN Hawkins, Inc. Buy 6.14% 3.61%
APA APA Corporation Buy 7.53% 4.05%
AMPY Amplify Energy Corp. Buy 7.97% 2.52%
TWLO Twilio Inc. Buy 8.31% 6.93%
IRWD Ironwood Pharmaceuticals, Inc. Buy 7.83% 0.7%
SJT San Juan Basin Royalty Trust Buy 2.2% 5.67%
CIX CompX International Inc. Buy 7.42% -0.07%
AVGO Broadcom Inc. Buy 7.28% -1.96%
ARCH Arch Resources, Inc. Buy 7.19% 0.9%
ARDX Ardelyx, Inc. Buy 1.79% -0.83%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 6.33% 0%
ARL American Realty Investors, Inc. Sell -3.52% 5.45%
BGS B&G Foods, Inc. Sell -3.44% 7.51%
UGI UGI Corporation Sell -3.79% -1.77%
RGNX REGENXBIO Inc. Sell -3.03% -9.09%
OPI Office Properties Income Trust Sell -5.51% 1.94%
HPP Hudson Pacific Properties, Inc. Sell -3.27% -3.45%
CAR Avis Budget Group, Inc. Sell -3.72% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CAR
  • ARWR
Assets Removed
Asset Action Perf %
LXRX Buy All -10.49%
NESR Sell All -5.98%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 8.03% -0.78%
HEES H&E Equipment Services, Inc. Buy 8.84% 10.38%
FIX Comfort Systems USA, Inc. Buy 7.78% 9.31%
CBT Cabot Corporation Buy 8.02% 1.1%
MSTR MicroStrategy Incorporated Buy 10.25% 41.76%
ANF Abercrombie & Fitch Co. Buy 10.86% 5.38%
HWKN Hawkins, Inc. Buy 6.14% 4.1%
APA APA Corporation Buy 7.59% 5.49%
AMPY Amplify Energy Corp. Buy 8.08% 4.45%
TWLO Twilio Inc. Buy 8.18% 5.86%
IRWD Ironwood Pharmaceuticals, Inc. Buy 7.73% 0%
SJT San Juan Basin Royalty Trust Buy 2.23% 7.47%
CIX CompX International Inc. Buy 7.5% 1.67%
AVGO Broadcom Inc. Buy 7.2% -2.4%
ARCH Arch Resources, Inc. Buy 7.14% 0.86%
NESR National Energy Services Reunited Corp. Buy 6.85% -3.26%
ARDX Ardelyx, Inc. Buy 1.79% 0%
LXRX Lexicon Pharmaceuticals, Inc. Sell -3.96% -7.41%
ARL American Realty Investors, Inc. Sell -3.52% 4.85%
BGS B&G Foods, Inc. Sell -3.37% 8.87%
UGI UGI Corporation Sell -3.74% -1.11%
RGNX REGENXBIO Inc. Sell -2.92% -5.78%
OPI Office Properties Income Trust Sell -5.56% 0.49%
HPP Hudson Pacific Properties, Inc. Sell -3.14% 0.23%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ARDX
Assets Removed
Asset Action Perf %
MGNX Buy All -23.03%
TSLA Sell All -10.71%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 8.03% -1.82%
HEES H&E Equipment Services, Inc. Buy 8.88% 9.72%
FIX Comfort Systems USA, Inc. Buy 7.7% 7.11%
CBT Cabot Corporation Buy 7.99% -0.38%
TSLA Tesla, Inc. Buy 7.11% -1.18%
MSTR MicroStrategy Incorporated Buy 8.93% 22.25%
ANF Abercrombie & Fitch Co. Buy 10.5% 0.81%
HWKN Hawkins, Inc. Buy 6.11% 2.54%
APA APA Corporation Buy 7.62% 4.68%
AMPY Amplify Energy Corp. Buy 8% 2.37%
TWLO Twilio Inc. Buy 8.25% 5.57%
IRWD Ironwood Pharmaceuticals, Inc. Buy 7.72% -1.17%
SJT San Juan Basin Royalty Trust Buy 2.13% 1.8%
CIX CompX International Inc. Buy 7.24% -2.91%
AVGO Broadcom Inc. Buy 7.45% -0.14%
ARCH Arch Resources, Inc. Buy 7.16% 0%
NESR National Energy Services Reunited Corp. Buy 7.16% 0%
LXRX Lexicon Pharmaceuticals, Inc. Sell -3.89% -4.32%
MGNX MacroGenics, Inc. Sell -4.15% -11.14%
ARL American Realty Investors, Inc. Sell -3.55% 5.09%
BGS B&G Foods, Inc. Sell -3.34% 10.81%
UGI UGI Corporation Sell -3.68% 1.69%
RGNX REGENXBIO Inc. Sell -2.76% 1.18%
OPI Office Properties Income Trust Sell -5.45% 3.4%
HPP Hudson Pacific Properties, Inc. Sell -3.18% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HPP
  • ARCH
  • NESR
Assets Removed
Asset Action Perf %
CELH Buy All -5.25%
AMRC Sell All -8.36%
LNN Sell All -3.72%
Assets Rebalanced
None

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Market Overview

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