Overview
Estado del laboratorio, mejor estrategia registrada y acceso directo a las piezas principales.
Headline equity
LGBM long onlynet equity
4.071
+3.124 (329.65%)
Sortino
1.72
Snapshot
Runs
24
21 lgbm · 3 ridge
Mejor Sortino
1.72
LGBM long only
Mejor Cum
307.14%
LGBM long only
Mejor IR vs SPY
0.80
LGBM long only
Research workflow
data → signals → strategy → portfolioTop strategies vs SPY
top 3 por SortinoShortlist
top 5 · ordenado por Sortino| Run | Cum | Ann | Sharpe | Sortino | Max DD | IR vs SPY | Hit |
|---|---|---|---|---|---|---|---|
| LGBM long onlylightgbm | 307.14% | 26.78% | 0.87 | 1.72 | -28.23% | 0.80 | 62.0% |
| LGBM 126d fundamental flexible 50 long only uncappedlightgbm | 245.39% | 24.45% | 0.80 | 1.36 | -39.89% | 0.71 | 58.8% |
| LGBM 126d fundamental flexible 50 uncappedlightgbm | 133.71% | 16.16% | 0.73 | 1.20 | -32.37% | 0.09 | 61.8% |
| LGBM 126d fundamental flexible uncappedlightgbm | 79.94% | 10.92% | 0.60 | 0.96 | -28.07% | -0.46 | 64.7% |
| LGBM 126d fundamental flexible 50 sector45lightgbm | 78.66% | 10.78% | 0.59 | 0.96 | -24.55% | -0.53 | 63.2% |