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All portfolios and performance
Portfolio Ref: EQXS5LO2W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W -12.4 %
2W -11.0 %
1M -17.4 %
3M -21.5 %
6M -30.6 %
9M -36.1 %
1Y -39.5 %
Alpha
-63.9%
Beta
0.81
sharpe-R
-1.51
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:32:23
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -40.36%
Max. DrawDown Benchmark -8.41%

This Long Only 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 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
TPIC TPI Composites, Inc. Buy 16.36% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Buy 17.73% -0.53%
CWEN Clearway Energy, Inc. Buy 21.46% 1.27%
VTNR Vertex Energy, Inc. Buy 21.25% 0.27%
The percentage of cash held in the portfolio is: 23.2%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPIC TPI Composites, Inc. Buy 16.52% -15.13%
CLMT Calumet Specialty Products Partners, L.P. Buy 17.72% -0.62%
CWEN Clearway Energy, Inc. Buy 21.36% 0.76%
VTNR Vertex Energy, Inc. Buy 21.2% 0%
The percentage of cash held in the portfolio is: 23.2%
New Assets Added
  • VTNR
Assets Removed
None
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPIC TPI Composites, Inc. Buy 16.86% -13.45%
CLMT Calumet Specialty Products Partners, L.P. Buy 17.53% -1.67%
CWEN Clearway Energy, Inc. Buy 21.2% 0%
The percentage of cash held in the portfolio is: 44.41%
New Assets Added
  • CWEN
Assets Removed
Asset Action Perf %
PLPC Sell All 5.38%
CORT Sell All 5.11%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 23.04% 7.37%
CORT Corcept Therapeutics Incorporated Buy 22.22% 3.54%
TPIC TPI Composites, Inc. Buy 17.53% -8.82%
CLMT Calumet Specialty Products Partners, L.P. Buy 17.6% 0%
The percentage of cash held in the portfolio is: 19.6%
New Assets Added
  • CLMT
Assets Removed
Asset Action Perf %
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 22.34% 9.9%
CORT Corcept Therapeutics Incorporated Buy 22.25% 9.45%
LEU Centrus Energy Corp. Buy 16.99% -13.54%
TPIC TPI Composites, Inc. Buy 18.21% 0%
The percentage of cash held in the portfolio is: 20.21%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
TWI Sell All -8.84%
ZEUS Sell All -6.76%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 21.43% 14.42%
CORT Corcept Therapeutics Incorporated Buy 22.1% 17.98%
ZEUS Olympic Steel, Inc. Buy 19.7% 0.98%
LEU Centrus Energy Corp. Buy 18.08% -0.19%
TWI Titan International, Inc. Buy 16.69% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TWI
Assets Removed
Asset Action Perf %
PRTS Sell All -11.76%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 21.11% 12.83%
CORT Corcept Therapeutics Incorporated Buy 22.28% 19.06%
PRTS CarParts.com, Inc. Buy 17.41% -7.84%
ZEUS Olympic Steel, Inc. Buy 19.11% -1.96%
LEU Centrus Energy Corp. Buy 18.09% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • LEU
Assets Removed
Asset Action Perf %
THRY Sell All -3.3%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 20.24% 8.1%
CORT Corcept Therapeutics Incorporated Buy 20.28% 8.33%
THRY Thryv Holdings, Inc. Buy 19.63% 4.84%
PRTS CarParts.com, Inc. Buy 18.35% -2.94%
ZEUS Olympic Steel, Inc. Buy 19.5% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ZEUS
Assets Removed
Asset Action Perf %
CDMO Sell All 5.98%
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDMO Avid Bioservices, Inc. Buy 19.41% 1.74%
PLPC Preformed Line Products Company Buy 19.11% -1.2%
CORT Corcept Therapeutics Incorporated Buy 20.15% 4.16%
THRY Thryv Holdings, Inc. Buy 19.8% 2.35%
PRTS CarParts.com, Inc. Buy 19.53% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PRTS
Assets Removed
Asset Action Perf %
PTCT Sell All 3.94%
Assets Rebalanced
None
2024-11-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 19.65% 2.72%
CDMO Avid Bioservices, Inc. Buy 19.35% -0.19%
PLPC Preformed Line Products Company Buy 19.67% 0%
CORT Corcept Therapeutics Incorporated Buy 19.67% 0%
THRY Thryv Holdings, Inc. Buy 19.67% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PLPC
  • CORT
  • THRY
Assets Removed
Asset Action Perf %
VKTX Sell All -13.77%
Assets Rebalanced
None
2024-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 19.21% 2.92%
CDMO Avid Bioservices, Inc. Buy 18.75% -0.87%
VKTX Viking Therapeutics, Inc. Buy 18.84% -0.46%
The percentage of cash held in the portfolio is: 43.19%
New Assets Added
None
Assets Removed
Asset Action Perf %
NMRK Sell All -4.94%
Assets Rebalanced
None
2024-10-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 19.29% 3.41%
CDMO Avid Bioservices, Inc. Buy 18.52% -2.03%
VKTX Viking Therapeutics, Inc. Buy 18.53% -2.01%
NMRK Newmark Group, Inc. Buy 18.48% -2.27%
The percentage of cash held in the portfolio is: 25.18%
New Assets Added
None
Assets Removed
Asset Action Perf %
NXST Sell All 3.73%
Assets Rebalanced
None
2024-10-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
NXST Nexstar Media Group, Inc. Buy 22.01% -1.4%
PTCT PTC Therapeutics, Inc. Buy 19.61% 5.29%
CDMO Avid Bioservices, Inc. Buy 18.61% -1.45%
VKTX Viking Therapeutics, Inc. Buy 18.89% 0%
NMRK Newmark Group, Inc. Buy 18.89% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VKTX
  • NMRK
Assets Removed
None
Assets Rebalanced
None
2024-10-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
NXST Nexstar Media Group, Inc. Buy 21.78% -1.73%
PTCT PTC Therapeutics, Inc. Buy 19.98% 8.04%
CDMO Avid Bioservices, Inc. Buy 18.75% 0%
The percentage of cash held in the portfolio is: 39.49%
New Assets Added
  • CDMO
Assets Removed
Asset Action Perf %
AVGO Sell All -6.69%
CDXS Sell All -9.73%
PLUG Sell All -12.24%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
AVGO Broadcom Inc. Buy 18.05% -3.53%
CDXS Codexis, Inc. Buy 20.48% -2.65%
NXST Nexstar Media Group, Inc. Buy 21.5% -0.94%
PLUG Plug Power Inc. Buy 19.84% -6.33%
PTCT PTC Therapeutics, Inc. Buy 18.12% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PTCT
Assets Removed
Asset Action Perf %
CIX Sell All -3.3%
Assets Rebalanced
None
2024-10-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 17.51% -5.49%
AVGO Broadcom Inc. Buy 17.93% -3.21%
CDXS Codexis, Inc. Buy 20.21% -2.95%
NXST Nexstar Media Group, Inc. Buy 21.37% -0.56%
PLUG Plug Power Inc. Buy 20.97% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PLUG
Assets Removed
Asset Action Perf %
KE Sell All -2.7%
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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