Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: CC15LS2WS2
Performance in the last:
Follow this Portfolio
1D -0.2 %
1W -0.4 %
2W -0.4 %
1M -9.5 %
3M -7.7 %
6M -22.8 %
9M 30.7 %
1Y 56.9 %
Alpha
47.1%
Beta
0.13
sharpe-R
1.41
Benchmark
BTCUSD (Bitcoin - USD)
sharpe-R Benchmark
2.26
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 2024-09-18 03:39:10
Launch Date 2021-10-26 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -32.97%
Max. DrawDown Benchmark -26.18%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 15.

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.

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
XDCUSD XDC Network - USD Buy 12.8% 0%
TRXUSD TRON - USD Sell -6.01% 0.14%
HBTCUSD Huobi BTC - USD Sell -5.97% 0.94%
DAOUSD DAO Maker - USD Sell -6.01% 0%
FXUSD Function X - USD Sell -6.01% 0%
WINUSD WINkLink - USD Sell -6.01% 0%
The percentage of cash held in the portfolio is: 117.2%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
XDCUSD XDC Network - USD Buy 12.8% 0%
TRXUSD TRON - USD Sell -6.01% 0.14%
HBTCUSD Huobi BTC - USD Sell -5.97% 0.94%
DAOUSD DAO Maker - USD Sell -6.01% 0%
FXUSD Function X - USD Sell -6.01% 0%
WINUSD WINkLink - USD Sell -6.01% 0%
The percentage of cash held in the portfolio is: 117.2%
New Assets Added
  • DAOUSD
  • FXUSD
  • WINUSD
  • XDCUSD
Assets Removed
Asset Action Perf %
OKBUSD Sell All -4.04%
Assets Rebalanced
None
2024-09-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
OKBUSD OKB - USD Buy 10.22% -1.89%
TRXUSD TRON - USD Sell -5.95% 1.04%
HBTCUSD Huobi BTC - USD Sell -6.01% 0%
The percentage of cash held in the portfolio is: 101.74%
New Assets Added
  • HBTCUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
OKBUSD OKB - USD Buy 10.4% 0%
TRXUSD TRON - USD Sell -6% 0%
The percentage of cash held in the portfolio is: 95.6%
New Assets Added
  • TRXUSD
  • OKBUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-10 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 %
ZECUSD Buy All NA
CROUSD Buy All NA
ACHUSD Buy All NA
CSPRUSD Buy All NA
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZECUSD Zcash - USD Sell -5.16% 20.06%
CROUSD Cronos - USD Sell -5.95% 7.74%
ACHUSD Alchemy Pay - USD Sell -5.54% 14.1%
CSPRUSD Casper - USD Sell -5.57% 13.61%
The percentage of cash held in the portfolio is: 122.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
BTCUSD Sell All -5.06%
Assets Rebalanced
None
2024-09-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
BTCUSD Bitcoin - USD Buy 10.24% -2.34%
ZECUSD Zcash - USD Sell -5.7% 12.45%
CROUSD Cronos - USD Sell -6.22% 4.49%
ACHUSD Alchemy Pay - USD Sell -5.87% 9.87%
CSPRUSD Casper - USD Sell -5.82% 10.51%
The percentage of cash held in the portfolio is: 113.37%
New Assets Added
None
Assets Removed
Asset Action Perf %
ORCUSD Buy All -16.54%
SNTUSD Sell All -8.6%
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
SNTUSD Status - USD Buy 11.45% -4.25%
BTCUSD Bitcoin - USD Buy 10.28% -1.45%
ZECUSD Zcash - USD Sell -6.26% 3.3%
CROUSD Cronos - USD Sell -6.21% 4.04%
ACHUSD Alchemy Pay - USD Sell -6.08% 6.05%
CSPRUSD Casper - USD Sell -5.94% 8.24%
ORCUSD Orbit Chain - USD Sell -5.5% 0%
The percentage of cash held in the portfolio is: 108.28%
New Assets Added
  • ORCUSD
Assets Removed
Asset Action Perf %
DIVIUSD Buy All -4.53%
KNCUSD Sell All -5.5%
OXTUSD Sell All -0.68%
PERPUSD Sell All -0.79%
PUNDIXUSD Sell All -1.9%
SNXUSD Sell All -9.45%
VTHOUSD Sell All -6.43%
IOSTUSD Sell All -9.78%
FLUXUSD Sell All -12.26%
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
PERPUSD Perpetual Protocol - USD Buy 10.2% 6.54%
KNCUSD Kyber Network Crystal v2 - USD Buy 11% 0.45%
VTHOUSD VeThor Token - USD Buy 10.7% -2.28%
SNTUSD Status - USD Buy 11.3% 3.27%
SNXUSD Synthetix Network Token - USD Buy 10.77% -1.63%
OXTUSD Orchid - USD Buy 9.7% 3.66%
PUNDIXUSD Pundi X (New) - USD Buy 9.52% 2.35%
IOSTUSD IOST - USD Buy 10.55% -3.71%
BTCUSD Bitcoin - USD Buy 9.94% 4.14%
FLUXUSD Flux - USD Buy 34.32% 0%
DIVIUSD Divi - USD Sell -6.28% -4.03%
ZECUSD Zcash - USD Sell -5.93% 0%
CROUSD Cronos - USD Sell -5.93% 0%
ACHUSD Alchemy Pay - USD Sell -5.93% 0%
CSPRUSD Casper - USD Sell -5.93% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ZECUSD
  • CROUSD
  • ACHUSD
  • CSPRUSD
  • FLUXUSD
Assets Removed
Asset Action Perf %
AAVEUSD Sell All -8.16%
Assets Rebalanced
None
2024-08-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
PERPUSD Perpetual Protocol - USD Buy 10.39% 16.06%
AAVEUSD Aave - USD Buy 10% -2.32%
KNCUSD Kyber Network Crystal v2 - USD Buy 10.83% 5.81%
VTHOUSD VeThor Token - USD Buy 10.9% 6.48%
SNTUSD Status - USD Buy 10.91% 6.56%
SNXUSD Synthetix Network Token - USD Buy 11.04% 7.84%
OXTUSD Orchid - USD Buy 9.74% 11.24%
PUNDIXUSD Pundi X (New) - USD Buy 9.36% 7.56%
IOSTUSD IOST - USD Buy 10.84% 5.87%
BTCUSD Bitcoin - USD Buy 9.49% 6.29%
DIVIUSD Divi - USD Sell -5.89% -4.22%
The percentage of cash held in the portfolio is: 2.39%
New Assets Added
None
Assets Removed
Asset Action Perf %
KP3RUSD Buy All -16.05%
Assets Rebalanced
Asset Action Weight
BTCUSD Sell -1.4%
PUNDIXUSD Sell -1.65%
OXTUSD Sell -1.65%
PERPUSD Sell -2.37%
2024-08-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
PERPUSD Perpetual Protocol - USD Buy 12.86% 9.45%
PUNDIXUSD Pundi X (New) - USD Buy 10.88% -0.53%
VTHOUSD VeThor Token - USD Buy 10.73% -1.91%
SNTUSD Status - USD Buy 10.8% -1.28%
AAVEUSD Aave - USD Buy 10.59% -3.2%
KNCUSD Kyber Network Crystal v2 - USD Buy 11% 0.55%
SNXUSD Synthetix Network Token - USD Buy 10.74% -1.79%
OXTUSD Orchid - USD Buy 11.13% 1.74%
BTCUSD Bitcoin - USD Buy 10.94% 0%
IOSTUSD IOST - USD Buy 10.94% 0%
KP3RUSD Keep3rV1 - USD Sell -6.34% -5.14%
DIVIUSD Divi - USD Sell -6.24% -3.48%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BTCUSD
  • IOSTUSD
Assets Removed
None
Assets Rebalanced
None
2024-08-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
PERPUSD Perpetual Protocol - USD Buy 12.75% 9.37%
PUNDIXUSD Pundi X (New) - USD Buy 10.86% 0%
VTHOUSD VeThor Token - USD Buy 10.86% 0%
SNTUSD Status - USD Buy 10.86% 0%
AAVEUSD Aave - USD Buy 10.86% 0%
KNCUSD Kyber Network Crystal v2 - USD Buy 10.86% 0%
SNXUSD Synthetix Network Token - USD Buy 10.86% 0%
OXTUSD Orchid - USD Buy 10.86% 0%
KP3RUSD Keep3rV1 - USD Sell -6.2% -3.52%
DIVIUSD Divi - USD Sell -6.26% -4.53%
The percentage of cash held in the portfolio is: 23.71%
New Assets Added
  • PUNDIXUSD
  • VTHOUSD
  • SNTUSD
  • AAVEUSD
  • KNCUSD
  • SNXUSD
  • OXTUSD
Assets Removed
Asset Action Perf %
UOSUSD Buy All -11.72%
ORCUSD Sell All -12.11%
TRXUSD Sell All 13.77%
Assets Rebalanced
None
2024-08-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORCUSD Orbit Chain - USD Buy 11% -0.22%
PERPUSD Perpetual Protocol - USD Buy 11.7% 0%
TRXUSD TRON - USD Buy 11.7% 0%
KP3RUSD Keep3rV1 - USD Sell -5.77% 3.99%
DIVIUSD Divi - USD Sell -6.2% -3.17%
UOSUSD Ultra - USD Sell -6.36% -3.45%
The percentage of cash held in the portfolio is: 83.93%
New Assets Added
  • PERPUSD
  • TRXUSD
Assets Removed
None
Assets Rebalanced
None
2024-08-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORCUSD Orbit Chain - USD Buy 11.21% 2.42%
KP3RUSD Keep3rV1 - USD Sell -5.52% 7.55%
DIVIUSD Divi - USD Sell -6.18% -3.48%
UOSUSD Ultra - USD Sell -6.1% 0%
The percentage of cash held in the portfolio is: 106.59%
New Assets Added
  • UOSUSD
Assets Removed
None
Assets Rebalanced
None
2024-08-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORCUSD Orbit Chain - USD Buy 11% 0%
KP3RUSD Keep3rV1 - USD Sell -6% 0%
DIVIUSD Divi - USD Sell -6% 0%
The percentage of cash held in the portfolio is: 101%
New Assets Added
  • KP3RUSD
  • DIVIUSD
  • ORCUSD
Assets Removed
Asset Action Perf %
QNTUSD Buy All 5.77%
AMPUSD Buy All 13.45%
Assets Rebalanced
None
2024-08-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
QNTUSD Quant - USD Sell -6.23% 4.14%
AMPUSD Amp - USD Sell -5.49% 15.39%
The percentage of cash held in the portfolio is: 111.72%
New Assets Added
None
Assets Removed
Asset Action Perf %
MANAUSD Buy All 15.75%
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