Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQXS25LS2W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 3.2 %
2W -1.1 %
1M -6.7 %
3M 0.6 %
6M -18.0 %
9M -28.8 %
1Y -37.2 %
Alpha
-47.0%
Beta
0.57
sharpe-R
-1.46
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 07:03:02
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -36.77%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks 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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
4

Do you want to invest in this strategy ?

Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 7.34% 2.05%
HGV Hilton Grand Vacations Inc. Buy 7.46% 3.74%
IRBT iRobot Corporation Buy 8.46% 17.6%
QRTEA Qurate Retail, Inc. Buy 7.39% 2.7%
FTNT Fortinet, Inc. Buy 7.64% 6.25%
CVLT Commvault Systems, Inc. Buy 7.78% 8.13%
BLBD Blue Bird Corporation Buy 2.4% -2.36%
NTGR NETGEAR, Inc. Buy 7.18% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 7.61% -1.76%
EGHT 8x8, Inc. Buy 8.45% 9.09%
IAC IAC/InterActiveCorp Buy 7.97% -1.98%
CHTR Charter Communications, Inc. Buy 8.12% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 8.04% 0%
WNC Wabash National Corporation Sell -2.63% 17.72%
SSRM SSR Mining Inc. Sell -4.74% -0.66%
CECO CECO Environmental Corp. Sell -4.34% 7.68%
CCS Century Communities, Inc. Sell -4.77% -1.34%
PARR Par Pacific Holdings, Inc. Sell -3.59% -1.8%
LWLG Lightwave Logic, Inc. Sell -3.72% -5.63%
The percentage of cash held in the portfolio is: 27.94%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 7.34% 2.05%
HGV Hilton Grand Vacations Inc. Buy 7.46% 3.74%
IRBT iRobot Corporation Buy 8.46% 17.6%
QRTEA Qurate Retail, Inc. Buy 7.39% 2.7%
FTNT Fortinet, Inc. Buy 7.64% 6.25%
CVLT Commvault Systems, Inc. Buy 7.78% 8.13%
BLBD Blue Bird Corporation Buy 2.4% -2.36%
NTGR NETGEAR, Inc. Buy 7.18% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 7.61% -1.76%
EGHT 8x8, Inc. Buy 8.45% 9.09%
IAC IAC/InterActiveCorp Buy 7.97% -1.98%
CHTR Charter Communications, Inc. Buy 8.12% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 8.04% 0%
WNC Wabash National Corporation Sell -2.63% 17.72%
SSRM SSR Mining Inc. Sell -4.74% -0.66%
CECO CECO Environmental Corp. Sell -4.34% 7.68%
CCS Century Communities, Inc. Sell -4.77% -1.34%
PARR Par Pacific Holdings, Inc. Sell -3.59% -1.8%
LWLG Lightwave Logic, Inc. Sell -3.72% -5.63%
The percentage of cash held in the portfolio is: 27.94%
New Assets Added
None
Assets Removed
Asset Action Perf %
TDW Buy All NA
IPGP Buy All NA
Assets Rebalanced
None
2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 7.34% 2.05%
HGV Hilton Grand Vacations Inc. Buy 7.46% 3.74%
IRBT iRobot Corporation Buy 8.46% 17.6%
QRTEA Qurate Retail, Inc. Buy 7.39% 2.7%
FTNT Fortinet, Inc. Buy 7.64% 6.25%
CVLT Commvault Systems, Inc. Buy 7.78% 8.13%
BLBD Blue Bird Corporation Buy 2.4% -2.36%
NTGR NETGEAR, Inc. Buy 7.18% -3.16%
TTWO Take-Two Interactive Software, Inc. Buy 7.61% -1.76%
EGHT 8x8, Inc. Buy 8.45% 9.09%
IAC IAC/InterActiveCorp Buy 7.97% -1.98%
CHTR Charter Communications, Inc. Buy 8.12% -0.14%
SBGI Sinclair Broadcast Group, Inc. Buy 8.04% 0%
TDW Tidewater Inc. Sell -3.58% -4.06%
IPGP IPG Photonics Corporation Sell -3.12% 9.46%
WNC Wabash National Corporation Sell -2.63% 17.72%
SSRM SSR Mining Inc. Sell -4.74% -0.66%
CECO CECO Environmental Corp. Sell -4.34% 7.68%
CCS Century Communities, Inc. Sell -4.77% -1.34%
PARR Par Pacific Holdings, Inc. Sell -3.59% -1.8%
LWLG Lightwave Logic, Inc. Sell -3.72% -5.63%
The percentage of cash held in the portfolio is: 34.64%
New Assets Added
  • SBGI
Assets Removed
None
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GPI Group 1 Automotive, Inc. Buy 7.31% 2.64%
HGV Hilton Grand Vacations Inc. Buy 7.31% 2.72%
IRBT iRobot Corporation Buy 8.24% 15.74%
QRTEA Qurate Retail, Inc. Buy 7.12% 0%
FTNT Fortinet, Inc. Buy 7.45% 4.67%
CVLT Commvault Systems, Inc. Buy 7.64% 7.33%
BLBD Blue Bird Corporation Buy 2.37% -2.74%
NTGR NETGEAR, Inc. Buy 7.35% 0.1%
TTWO Take-Two Interactive Software, Inc. Buy 7.58% -1.14%
EGHT 8x8, Inc. Buy 9.3% 21.33%
IAC IAC/InterActiveCorp Buy 8.05% 0%
CHTR Charter Communications, Inc. Buy 8.05% 0%
TDW Tidewater Inc. Sell -3.55% -4.07%
IPGP IPG Photonics Corporation Sell -3.05% 10.39%
WNC Wabash National Corporation Sell -2.6% 17.72%
SSRM SSR Mining Inc. Sell -4.79% -2.86%
CECO CECO Environmental Corp. Sell -4.5% 3.27%
CCS Century Communities, Inc. Sell -4.53% 2.65%
PARR Par Pacific Holdings, Inc. Sell -3.49% 0%
LWLG Lightwave Logic, Inc. Sell -3.49% 0%
The percentage of cash held in the portfolio is: 42.24%
New Assets Added
  • PARR
  • LWLG
  • IAC
  • CHTR
Assets Removed
Asset Action Perf %
CELH Buy All 1.13%
KMT Buy All 3.97%
CDE Sell All 5.4%
MGNI Sell All -7.94%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDE Coeur Mining, Inc. Buy 4.28% 6.42%
GPI Group 1 Automotive, Inc. Buy 7.19% 0.32%
HGV Hilton Grand Vacations Inc. Buy 7.34% 2.4%
IRBT iRobot Corporation Buy 8.1% 13.01%
QRTEA Qurate Retail, Inc. Buy 7.17% 0%
FTNT Fortinet, Inc. Buy 7.35% 2.5%
CVLT Commvault Systems, Inc. Buy 7.48% 4.41%
BLBD Blue Bird Corporation Buy 2.35% -4.14%
NTGR NETGEAR, Inc. Buy 7.4% 0.1%
MGNI Magnite, Inc. Buy 7.16% -3.12%
TTWO Take-Two Interactive Software, Inc. Buy 7.6% -1.57%
EGHT 8x8, Inc. Buy 8.83% 14.34%
TDW Tidewater Inc. Sell -3.51% -2.18%
KMT Kennametal Inc. Sell -3.26% 4.91%
IPGP IPG Photonics Corporation Sell -3.08% 10.26%
WNC Wabash National Corporation Sell -2.67% 16.12%
CELH Celsius Holdings, Inc. Sell -2.95% 7.16%
SSRM SSR Mining Inc. Sell -4.76% -1.54%
CECO CECO Environmental Corp. Sell -4.58% 2.24%
CCS Century Communities, Inc. Sell -4.54% 3.18%
The percentage of cash held in the portfolio is: 47.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
RCL Sell All -4.75%
CWH Sell All -0.43%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 11.36% -4.62%
CWH Camping World Holdings, Inc. Buy 12.18% 2.26%
CDE Coeur Mining, Inc. Buy 4.12% 1.9%
GPI Group 1 Automotive, Inc. Buy 7.17% -0.66%
HGV Hilton Grand Vacations Inc. Buy 7.26% 0.63%
IRBT iRobot Corporation Buy 8.61% 19.33%
QRTEA Qurate Retail, Inc. Buy 7.02% -2.7%
FTNT Fortinet, Inc. Buy 7.44% 3.1%
CVLT Commvault Systems, Inc. Buy 7.53% 4.4%
BLBD Blue Bird Corporation Buy 2.44% -0.99%
NTGR NETGEAR, Inc. Buy 7.82% 5.17%
MGNI Magnite, Inc. Buy 7.1% -4.49%
TTWO Take-Two Interactive Software, Inc. Buy 7.67% -1.21%
EGHT 8x8, Inc. Buy 8.07% 3.85%
TDW Tidewater Inc. Sell -3.63% -5.05%
KMT Kennametal Inc. Sell -3.18% 7.99%
IPGP IPG Photonics Corporation Sell -3.14% 9.19%
WNC Wabash National Corporation Sell -2.83% 11.68%
CELH Celsius Holdings, Inc. Sell -3.08% 3.84%
SSRM SSR Mining Inc. Sell -4.72% 0%
CECO CECO Environmental Corp. Sell -4.72% 0%
CCS Century Communities, Inc. Sell -4.72% 0%
The percentage of cash held in the portfolio is: 24.21%
New Assets Added
  • SSRM
  • CECO
  • CCS
Assets Removed
Asset Action Perf %
NRC Buy All -6.12%
COHU Buy All 3.5%
RIOT Buy All -1.74%
SSRM Sell All 11.27%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 11.69% -2.95%
CWH Camping World Holdings, Inc. Buy 11.92% -1.06%
SSRM SSR Mining Inc. Buy 4.62% 12.87%
CDE Coeur Mining, Inc. Buy 4.2% 2.63%
GPI Group 1 Automotive, Inc. Buy 7.19% -1.45%
HGV Hilton Grand Vacations Inc. Buy 7.32% 0.29%
IRBT iRobot Corporation Buy 8.27% 13.38%
QRTEA Qurate Retail, Inc. Buy 7.1% -2.7%
FTNT Fortinet, Inc. Buy 7.6% 4.26%
CVLT Commvault Systems, Inc. Buy 7.65% 4.85%
BLBD Blue Bird Corporation Buy 2.57% 2.9%
NTGR NETGEAR, Inc. Buy 7.77% 3.27%
MGNI Magnite, Inc. Buy 7.33% -2.6%
TTWO Take-Two Interactive Software, Inc. Buy 7.86% 0%
EGHT 8x8, Inc. Buy 7.86% 0%
NRC National Research Corporation Sell -4.15% -4.42%
COHU Cohu, Inc. Sell -3.93% 1.09%
RIOT Riot Blockchain, Inc. Sell -4.22% -6.21%
TDW Tidewater Inc. Sell -3.73% -6.83%
KMT Kennametal Inc. Sell -3.3% 5.34%
IPGP IPG Photonics Corporation Sell -3.35% 3.95%
WNC Wabash National Corporation Sell -2.88% 11.15%
CELH Celsius Holdings, Inc. Sell -3.06% 5.41%
The percentage of cash held in the portfolio is: 17.71%
New Assets Added
  • TTWO
  • EGHT
Assets Removed
Asset Action Perf %
BJRI Sell All -2.91%
Assets Rebalanced
None

Load more previous compositions

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

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.
Cookies Settings