Basic Materials Returns
About this portfolio
Description
Basic Materials holds up to 6 names from basic materials above $200M: miners, chemicals and metals. Selection weighs the model's positive signal against its negative signal.
Strategy
Equal capital goes into every recommendation. Recommendations are published a few hours before the open and placed as market orders, so buys and sells fill at the opening price. Positions are held for 6 to 8 days. Every position carries a 20% stop-loss: if the price touches it during the day, the position is sold there, at 80% of its entry price. Reported returns are measured from those opening prices and include every stop-loss exit.
- Started with
- $100,000
- Jun 25, 2025
- Worth now
- $243,500
- Sep 25, 2026
Portfolio Value Over Time
- Max drawdown
- −10.10%
- From high
- −1.77%
- Under water
- 41 sessions
- Volatility
- 28.11%
- Sharpe
- 2.81
Return Distributions
How often each size of move has happened, measured between the closes of each session, week and month. Each bar is labelled with the middle of its range: the white bar holds moves nearest to flat, losses sit to its left and gains to its right.