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Portfolio Ref: CC10LO1WS2
Performance in the last:
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1D 0.0 %
1W 0.0 %
2W -4.2 %
1M 12.4 %
3M 0.9 %
6M 3.8 %
9M 89.3 %
1Y 135.0 %
Alpha
118.2%
Beta
0.14
sharpe-R
3.52
Benchmark
BTCUSD (Bitcoin - USD)
sharpe-R Benchmark
2.31
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 2024-10-15 03:39:07
Launch Date 2021-10-26 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -18.11%
Max. DrawDown Benchmark -26.18%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 10.

The assets selection in this portfolio is based on: Pattern-Driven Strategy.
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
3
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

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-06 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
HBTCUSD Sell All 11.69%
TRXUSD Sell All -0.95%
Assets Rebalanced
None
2024-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
HBTCUSD Huobi BTC - USD Buy 10.95% 11.56%
TRXUSD TRON - USD Buy 9.98% 1.64%
The percentage of cash held in the portfolio is: 79.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
XRPUSD Sell All -15.1%
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
HBTCUSD Huobi BTC - USD Buy 9.71% -1%
XRPUSD Ripple - USD Buy 9.75% -0.54%
TRXUSD TRON - USD Buy 9.86% 0.55%
The percentage of cash held in the portfolio is: 70.68%
New Assets Added
None
Assets Removed
Asset Action Perf %
FILUSD Sell All NA
Assets Rebalanced
None
2024-10-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
FILUSD Filecoin - USD Buy 9.37% -3.28%
HBTCUSD Huobi BTC - USD Buy 9.71% -1%
XRPUSD Ripple - USD Buy 9.75% -0.54%
TRXUSD TRON - USD Buy 9.86% 0.55%
The percentage of cash held in the portfolio is: 61.31%
New Assets Added
None
Assets Removed
Asset Action Perf %
KLAYUSD Sell All -7.73%
QNTUSD Sell All -5.97%
XYOUSD Sell All -11.43%
FXSUSD Sell All -7.47%
SFUNDUSD Sell All -6.32%
Assets Rebalanced
None
2024-09-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
QNTUSD Quant - USD Buy 8.71% -2.03%
FILUSD Filecoin - USD Buy 9.65% 3.63%
XYOUSD XYO - USD Buy 9.26% -1.81%
KLAYUSD Klaytn - USD Buy 9.29% -1.47%
HBTCUSD Huobi BTC - USD Buy 9.29% -1.47%
FXSUSD Frax Share - USD Buy 9.09% -3.58%
XRPUSD Ripple - USD Buy 9.84% 4.42%
TRXUSD TRON - USD Buy 9.51% 0.91%
SFUNDUSD Seedify.fund - USD Buy 9.38% -0.49%
The percentage of cash held in the portfolio is: 15.99%
New Assets Added
None
Assets Removed
Asset Action Perf %
FTTUSD Sell All 58.38%
Assets Rebalanced
None
2024-09-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
QNTUSD Quant - USD Buy 9.25% -0.69%
FTTUSD FTX Token - USD Buy 9.38% 0.75%
FILUSD Filecoin - USD Buy 10.22% 4.76%
XYOUSD XYO - USD Buy 9.88% 0%
KLAYUSD Klaytn - USD Buy 9.88% 0%
HBTCUSD Huobi BTC - USD Buy 9.88% 0%
FXSUSD Frax Share - USD Buy 9.88% 0%
XRPUSD Ripple - USD Buy 9.88% 0%
TRXUSD TRON - USD Buy 9.88% 0%
SFUNDUSD Seedify.fund - USD Buy 9.88% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • XYOUSD
  • KLAYUSD
  • HBTCUSD
  • FXSUSD
  • XRPUSD
  • TRXUSD
  • SFUNDUSD
Assets Removed
Asset Action Perf %
WINUSD Sell All 2.17%
Assets Rebalanced
None

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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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