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All portfolios and performance
Portfolio Ref: EQXS25LS2W
Performance in the last:
Follow this Portfolio
1D 0.8 %
1W -2.4 %
2W -5.0 %
1M -8.8 %
3M -23.4 %
6M -21.0 %
9M -25.5 %
1Y -26.0 %
Alpha
-47.8%
Beta
0.67
sharpe-R
-0.97
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 07:54:15
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -31.71%
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

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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
SJT San Juan Basin Royalty Trust Buy 6.9% 3.35%
PLL Piedmont Lithium Inc. Buy 6.48% -2.9%
TNET TriNet Group, Inc. Buy 6.59% -1.29%
SHAK Shake Shack Inc. Buy 6.58% -1.47%
BLNK Blink Charging Co. Buy 6.91% 3.57%
OLN Olin Corporation Buy 9.82% -1.15%
FWRD Forward Air Corporation Buy 10.6% 6.67%
CIX CompX International Inc. Buy 8.89% 1.7%
AVGO Broadcom Inc. Buy 8.53% -2.38%
ARCH Arch Resources, Inc. Buy 8.04% -1.45%
ARDX Ardelyx, Inc. Buy 3.54% -3.48%
EGHT 8x8, Inc. Buy 3.69% 0.51%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 7.76% 7.64%
CDXS Codexis, Inc. Buy 7.1% -0.59%
KE Kimball Electronics, Inc. Buy 7.45% 1.51%
NXST Nexstar Media Group, Inc. Buy 7.35% 0.19%
NKTR Nektar Therapeutics Buy 11.76% 0%
TSE Trinseo PLC Sell -3.58% 8.22%
CAR Avis Budget Group, Inc. Sell -2.67% 0.83%
DK Delek US Holdings, Inc. Sell -3.72% -0.4%
BOOM DMC Global Inc. Sell -3.89% -4.74%
UCTT Ultra Clean Holdings, Inc. Sell -4.04% -0.89%
MVIS MicroVision, Inc. Sell -3.93% 1.77%
ASPN Aspen Aerogels, Inc. Sell -4.08% 0%
JBHT J.B. Hunt Transport Services, Inc. Sell -4.08% 0%
The percentage of cash held in the portfolio is: 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
SJT San Juan Basin Royalty Trust Buy 6.9% 3.35%
PLL Piedmont Lithium Inc. Buy 6.48% -2.9%
TNET TriNet Group, Inc. Buy 6.59% -1.29%
SHAK Shake Shack Inc. Buy 6.58% -1.47%
BLNK Blink Charging Co. Buy 6.91% 3.57%
OLN Olin Corporation Buy 9.82% -1.15%
FWRD Forward Air Corporation Buy 10.6% 6.67%
CIX CompX International Inc. Buy 8.89% 1.7%
AVGO Broadcom Inc. Buy 8.53% -2.38%
ARCH Arch Resources, Inc. Buy 8.04% -1.45%
ARDX Ardelyx, Inc. Buy 3.54% -3.48%
EGHT 8x8, Inc. Buy 3.69% 0.51%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 7.76% 7.64%
CDXS Codexis, Inc. Buy 7.1% -0.59%
KE Kimball Electronics, Inc. Buy 7.45% 1.51%
NXST Nexstar Media Group, Inc. Buy 7.35% 0.19%
NKTR Nektar Therapeutics Buy 11.76% 0%
TSE Trinseo PLC Sell -3.58% 8.22%
CAR Avis Budget Group, Inc. Sell -2.67% 0.83%
DK Delek US Holdings, Inc. Sell -3.72% -0.4%
BOOM DMC Global Inc. Sell -3.89% -4.74%
UCTT Ultra Clean Holdings, Inc. Sell -4.04% -0.89%
MVIS MicroVision, Inc. Sell -3.93% 1.77%
ASPN Aspen Aerogels, Inc. Sell -4.08% 0%
JBHT J.B. Hunt Transport Services, Inc. Sell -4.08% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ASPN
  • JBHT
  • NKTR
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
SJT San Juan Basin Royalty Trust Buy 6.91% 3.35%
PLL Piedmont Lithium Inc. Buy 6.89% 2.98%
TNET TriNet Group, Inc. Buy 6.56% -1.85%
SHAK Shake Shack Inc. Buy 6.65% -0.53%
BLNK Blink Charging Co. Buy 6.96% 4.08%
OLN Olin Corporation Buy 9.78% -1.73%
FWRD Forward Air Corporation Buy 10% 0.48%
CIX CompX International Inc. Buy 8.87% 1.34%
AVGO Broadcom Inc. Buy 8.33% -4.91%
ARCH Arch Resources, Inc. Buy 8.21% 0.43%
ARDX Ardelyx, Inc. Buy 3.56% -3.15%
EGHT 8x8, Inc. Buy 3.92% 6.63%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 7.87% 8.99%
CDXS Codexis, Inc. Buy 7.43% 3.83%
KE Kimball Electronics, Inc. Buy 7.35% 0%
NXST Nexstar Media Group, Inc. Buy 7.35% 0%
OPI Office Properties Income Trust Sell -3.73% 1.46%
TSE Trinseo PLC Sell -3.9% 0.16%
CAR Avis Budget Group, Inc. Sell -2.74% -1.48%
DK Delek US Holdings, Inc. Sell -3.76% -1.1%
BOOM DMC Global Inc. Sell -3.85% -3.55%
UCTT Ultra Clean Holdings, Inc. Sell -4.01% 0%
MVIS MicroVision, Inc. Sell -4.01% 0%
The percentage of cash held in the portfolio is: 9.35%
New Assets Added
  • UCTT
  • MVIS
  • KE
  • NXST
Assets Removed
Asset Action Perf %
VAC Buy All -9.15%
ARL Buy All 6.84%
AXSM Buy All -6.9%
AMPY Sell All -2.67%
IRWD Sell All 5.63%
TWLO Sell All 6.19%
Assets Rebalanced
None
2024-10-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMPY Amplify Energy Corp. Buy 8.55% -1.63%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.96% 3.05%
TWLO Twilio Inc. Buy 9.18% 5.66%
SJT San Juan Basin Royalty Trust Buy 6.81% 1.29%
PLL Piedmont Lithium Inc. Buy 7.52% 11.81%
TNET TriNet Group, Inc. Buy 6.63% -1.41%
SHAK Shake Shack Inc. Buy 6.75% 0.3%
BLNK Blink Charging Co. Buy 6.9% 2.55%
OLN Olin Corporation Buy 9.7% -3.17%
FWRD Forward Air Corporation Buy 9.66% -3.53%
CIX CompX International Inc. Buy 8.66% -1.7%
AVGO Broadcom Inc. Buy 8.34% -5.36%
ARCH Arch Resources, Inc. Buy 8.13% -1.13%
ARDX Ardelyx, Inc. Buy 3.66% -1.16%
EGHT 8x8, Inc. Buy 3.92% 6.12%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 7.45% 2.69%
CDXS Codexis, Inc. Buy 7.2% 0%
ARL American Realty Investors, Inc. Sell -3.26% 8.54%
AXSM Axsome Therapeutics, Inc. Sell -3.91% -2.7%
OPI Office Properties Income Trust Sell -3.71% 2.43%
TSE Trinseo PLC Sell -3.99% -1.32%
VAC Marriott Vacations Worldwide Corporation Sell -5.07% -3.22%
CAR Avis Budget Group, Inc. Sell -2.6% 4.28%
DK Delek US Holdings, Inc. Sell -3.74% 0%
BOOM DMC Global Inc. Sell -3.74% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • DK
  • BOOM
  • CDXS
Assets Removed
Asset Action Perf %
OMI Buy All -3.1%
UGI Buy All -4.11%
APA Sell All -3.16%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 7.77% 4.05%
AMPY Amplify Energy Corp. Buy 8.8% 2.52%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.64% 0.7%
TWLO Twilio Inc. Buy 9.17% 6.93%
SJT San Juan Basin Royalty Trust Buy 7.02% 5.67%
PLL Piedmont Lithium Inc. Buy 7.45% 12.23%
TNET TriNet Group, Inc. Buy 6.63% -0.17%
SHAK Shake Shack Inc. Buy 6.5% -2.14%
BLNK Blink Charging Co. Buy 6.74% 1.53%
OLN Olin Corporation Buy 9.8% -0.88%
FWRD Forward Air Corporation Buy 9.35% -5.39%
CIX CompX International Inc. Buy 8.69% -0.07%
AVGO Broadcom Inc. Buy 8.53% -1.96%
ARCH Arch Resources, Inc. Buy 8.19% 0.9%
ARDX Ardelyx, Inc. Buy 3.62% -0.83%
EGHT 8x8, Inc. Buy 3.93% 7.65%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 7.17% 0%
UGI UGI Corporation Sell -3.58% -1.77%
ARL American Realty Investors, Inc. Sell -3.32% 5.45%
OMI Owens & Minor, Inc. Sell -3.77% -0.29%
AXSM Axsome Therapeutics, Inc. Sell -3.81% -1.5%
OPI Office Properties Income Trust Sell -3.68% 1.94%
TSE Trinseo PLC Sell -4.17% -7.4%
VAC Marriott Vacations Worldwide Corporation Sell -4.99% -2.88%
CAR Avis Budget Group, Inc. Sell -2.68% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CAR
  • ARWR
Assets Removed
Asset Action Perf %
MYGN Buy All -8.8%
NESR Sell All -5.98%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 7.78% 5.49%
AMPY Amplify Energy Corp. Buy 8.85% 4.45%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.47% 0%
TWLO Twilio Inc. Buy 8.97% 5.86%
SJT San Juan Basin Royalty Trust Buy 7.05% 7.47%
PLL Piedmont Lithium Inc. Buy 7.97% 21.56%
TNET TriNet Group, Inc. Buy 6.51% -0.71%
SHAK Shake Shack Inc. Buy 6.42% -2.01%
BLNK Blink Charging Co. Buy 6.66% 1.53%
OLN Olin Corporation Buy 9.65% -1.15%
FWRD Forward Air Corporation Buy 9.52% -2.47%
CIX CompX International Inc. Buy 8.73% 1.67%
AVGO Broadcom Inc. Buy 8.38% -2.4%
ARCH Arch Resources, Inc. Buy 8.08% 0.86%
NESR National Energy Services Reunited Corp. Buy 7.75% -3.26%
ARDX Ardelyx, Inc. Buy 3.61% 0%
EGHT 8x8, Inc. Buy 3.61% 0%
UGI UGI Corporation Sell -3.51% -1.11%
ARL American Realty Investors, Inc. Sell -3.3% 4.85%
OMI Owens & Minor, Inc. Sell -3.71% 0%
AXSM Axsome Therapeutics, Inc. Sell -3.86% -4.04%
OPI Office Properties Income Trust Sell -3.69% 0.49%
TSE Trinseo PLC Sell -4.11% -7.07%
VAC Marriott Vacations Worldwide Corporation Sell -4.85% -1.32%
MYGN Myriad Genetics, Inc. Sell -3.62% -4.38%
The percentage of cash held in the portfolio is: 2.65%
New Assets Added
  • ARDX
  • EGHT
Assets Removed
Asset Action Perf %
HWKN Sell All 4.1%
TSLA Sell All -12.91%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
HWKN Hawkins, Inc. Buy 2.13% 2.54%
APA APA Corporation Buy 7.75% 4.68%
AMPY Amplify Energy Corp. Buy 8.7% 2.37%
IRWD Ironwood Pharmaceuticals, Inc. Buy 8.4% -1.17%
TWLO Twilio Inc. Buy 8.98% 5.57%
SJT San Juan Basin Royalty Trust Buy 6.7% 1.8%
PLL Piedmont Lithium Inc. Buy 7.82% 18.79%
TNET TriNet Group, Inc. Buy 6.48% -1.57%
SHAK Shake Shack Inc. Buy 6.57% -0.11%
BLNK Blink Charging Co. Buy 6.24% -5.1%
TSLA Tesla, Inc. Buy 6.34% -3.61%
OLN Olin Corporation Buy 9.57% -2.31%
FWRD Forward Air Corporation Buy 9.27% -5.39%
CIX CompX International Inc. Buy 8.37% -2.91%
AVGO Broadcom Inc. Buy 8.6% -0.14%
ARCH Arch Resources, Inc. Buy 8.04% 0%
NESR National Energy Services Reunited Corp. Buy 8.04% 0%
UGI UGI Corporation Sell -3.42% 1.69%
ARL American Realty Investors, Inc. Sell -3.3% 5.09%
OMI Owens & Minor, Inc. Sell -3.71% 0.37%
AXSM Axsome Therapeutics, Inc. Sell -3.67% 1.28%
OPI Office Properties Income Trust Sell -3.6% 3.4%
TSE Trinseo PLC Sell -4.01% -4.11%
VAC Marriott Vacations Worldwide Corporation Sell -4.8% 0%
MYGN Myriad Genetics, Inc. Sell -3.48% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MYGN
  • ARCH
  • NESR
Assets Removed
Asset Action Perf %
TGI Buy All -20.79%
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

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.
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