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All portfolios and performance
Portfolio Ref: EQXS5LO1W
Performance in the last:
Follow this Portfolio
1D 1.4 %
1W -1.1 %
2W -1.2 %
1M -8.7 %
3M -18.7 %
6M -20.2 %
9M -27.5 %
1Y -29.6 %
Alpha
-56.2%
Beta
0.75
sharpe-R
-1.1
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 07:53:53
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -30.63%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 5.

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.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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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
ARDX Ardelyx, Inc. Buy 19.13% -3.48%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 20.08% 7.64%
KE Kimball Electronics, Inc. Buy 19.75% 1.51%
NXST Nexstar Media Group, Inc. Buy 19.49% 0.19%
NKTR Nektar Therapeutics Buy 19.54% 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
ARDX Ardelyx, Inc. Buy 19.13% -3.48%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 20.08% 7.64%
KE Kimball Electronics, Inc. Buy 19.75% 1.51%
NXST Nexstar Media Group, Inc. Buy 19.49% 0.19%
NKTR Nektar Therapeutics Buy 19.54% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NKTR
Assets Removed
Asset Action Perf %
ARCH Sell All -1.45%
Assets Rebalanced
None
2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARCH Arch Resources, Inc. Buy 19.84% 0.43%
ARDX Ardelyx, Inc. Buy 19.13% -3.15%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 20.26% 8.99%
KE Kimball Electronics, Inc. Buy 19.39% 0%
NXST Nexstar Media Group, Inc. Buy 19.39% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • KE
  • NXST
Assets Removed
Asset Action Perf %
CIX Sell All 1.34%
AVGO Sell All -4.91%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 19.9% -0.07%
AVGO Broadcom Inc. Buy 19.52% -1.96%
ARCH Arch Resources, Inc. Buy 20.09% 0.9%
ARDX Ardelyx, Inc. Buy 19.75% -0.83%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 18.74% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ARWR
Assets Removed
Asset Action Perf %
NESR Sell All -5.98%
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 20.05% 1.67%
AVGO Broadcom Inc. Buy 19.25% -2.4%
ARCH Arch Resources, Inc. Buy 19.89% 0.86%
NESR National Energy Services Reunited Corp. Buy 19.08% -3.26%
ARDX Ardelyx, Inc. Buy 19.73% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ARDX
Assets Removed
None
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 19.14% -2.91%
AVGO Broadcom Inc. Buy 19.69% -0.14%
ARCH Arch Resources, Inc. Buy 19.72% 0%
NESR National Energy Services Reunited Corp. Buy 19.72% 0%
The percentage of cash held in the portfolio is: 21.72%
New Assets Added
  • ARCH
  • NESR
Assets Removed
None
Assets Rebalanced
None
2024-10-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 19.6% 0%
AVGO Broadcom Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
  • CIX
  • AVGO
Assets Removed
Asset Action Perf %
AMPY Sell All 2.67%
IRWD Sell All -1.17%
TWLO Sell All 4.17%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMPY Amplify Energy Corp. Buy 20.5% 4.01%
IRWD Ironwood Pharmaceuticals, Inc. Buy 19.2% -2.58%
TWLO Twilio Inc. Buy 20.11% 2.03%
The percentage of cash held in the portfolio is: 40.2%
New Assets Added
None
Assets Removed
Asset Action Perf %
TSE Sell All -7.88%
APA Sell All 2.34%
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 19.56% 0.39%
AMPY Amplify Energy Corp. Buy 19.61% 0%
TSE Trinseo PLC Buy 19.61% 0%
IRWD Ironwood Pharmaceuticals, Inc. Buy 19.61% 0%
TWLO Twilio Inc. Buy 19.61% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • AMPY
  • TSE
  • IRWD
  • TWLO
Assets Removed
Asset Action Perf %
MODG Sell All -6.01%
MATX Sell All -1.95%
Assets Rebalanced
None
2024-10-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
MATX Matson, Inc. Buy 20.97% -1.18%
MODG Topgolf Callaway Brands Corp. Buy 19.01% -2.73%
APA APA Corporation Buy 19.34% 0%
The percentage of cash held in the portfolio is: 40.68%
New Assets Added
  • APA
Assets Removed
Asset Action Perf %
ANF Sell All -4.48%
TER Sell All -6.13%
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
ANF Abercrombie & Fitch Co. Buy 21.16% -1.55%
MATX Matson, Inc. Buy 20.77% -0.12%
TER Teradyne, Inc. Buy 17.77% -2.53%
MODG Topgolf Callaway Brands Corp. Buy 19.15% 0%
The percentage of cash held in the portfolio is: 21.15%
New Assets Added
  • MODG
Assets Removed
Asset Action Perf %
FIX Sell All 0.74%
RMNI Sell All -9.31%
Assets Rebalanced
None
2024-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIX Comfort Systems USA, Inc. Buy 21.64% 2.41%
ANF Abercrombie & Fitch Co. Buy 20.43% -2.93%
MATX Matson, Inc. Buy 20.21% -0.76%
RMNI Rimini Street, Inc. Buy 17.86% 0%
TER Teradyne, Inc. Buy 17.86% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RMNI
  • TER
Assets Removed
Asset Action Perf %
TPL Sell All -4.56%
CBT Sell All 0.39%
Assets Rebalanced
None
2024-09-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPL Texas Pacific Land Corporation Buy 18.4% 1.32%
CBT Cabot Corporation Buy 17.69% -2.61%
FIX Comfort Systems USA, Inc. Buy 21.32% 1.33%
ANF Abercrombie & Fitch Co. Buy 20.32% -3.08%
MATX Matson, Inc. Buy 20.28% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MATX
Assets Removed
Asset Action Perf %
HEES Sell All 0.49%
Assets Rebalanced
None
2024-09-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
HEES H&E Equipment Services, Inc. Buy 20.32% 2.11%
TPL Texas Pacific Land Corporation Buy 18.41% 2.72%
CBT Cabot Corporation Buy 17.77% -0.87%
FIX Comfort Systems USA, Inc. Buy 20.8% 0.18%
ANF Abercrombie & Fitch Co. Buy 20.69% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ANF
Assets Removed
Asset Action Perf %
AMRC Sell All 4.14%
Assets Rebalanced
None
2024-09-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMRC Ameresco, Inc. Buy 20.72% 4.25%
HEES H&E Equipment Services, Inc. Buy 20.25% 1.79%
TPL Texas Pacific Land Corporation Buy 18.64% 3.98%
CBT Cabot Corporation Buy 17.63% -1.66%
FIX Comfort Systems USA, Inc. Buy 20.77% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FIX
Assets Removed
Asset Action Perf %
FOR Sell All 4.55%
Assets Rebalanced
None
2024-09-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 21.55% 7.77%
AMRC Ameresco, Inc. Buy 19.71% -1.41%
HEES H&E Equipment Services, Inc. Buy 20.68% 3.31%
TPL Texas Pacific Land Corporation Buy 18.03% 0%
CBT Cabot Corporation Buy 18.03% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TPL
  • CBT
Assets Removed
Asset Action Perf %
HE Sell All -10.31%
MPW Sell All -9.42%
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.
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