Overview
Comparativa entre runs registrados, equity y métricas clave.
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 lab
data → features → alpha → portfolio → backtestEquity comparativa
top 4 por Sortino + SPYLeaderboard
21 runs · 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% |
| LGBM short filterlightgbm | 59.00% | 8.15% | 0.45 | 0.81 | -15.43% | -0.37 | 54.9% |
| LGBM 126d flexible 50 beta60lightgbm | 62.67% | 8.97% | 0.50 | 0.81 | -22.36% | -0.60 | 55.9% |
| LGBM 126d fundamental flexible sector45lightgbm | 59.49% | 8.59% | 0.50 | 0.79 | -25.08% | -0.67 | 61.8% |
| LGBM 126d fundamental flexiblelightgbm | 44.74% | 6.74% | 0.41 | 0.64 | -21.88% | -0.77 | 61.8% |
| LGBM 126d flexible 50 beta40lightgbm | 37.92% | 5.84% | 0.32 | 0.51 | -20.76% | -0.72 | 51.5% |
| LGBMlightgbm | 29.00% | 4.40% | 0.18 | 0.29 | -21.45% | -0.58 | 56.3% |
| LGBM bufferlightgbm | 10.84% | 1.76% | -0.03 | -0.04 | -25.24% | -0.72 | 54.9% |
| LGBM macrolightgbm | -10.53% | -1.86% | -0.19 | -0.26 | -41.16% | -0.86 | 49.3% |
| Ridge macroridge | -11.58% | -2.06% | -0.26 | -0.33 | -44.34% | -0.77 | 56.3% |
| Ridgeridge | -11.89% | -2.12% | -0.27 | -0.33 | -44.34% | -0.77 | 56.3% |
| LGBM dual tail macrolightgbm | -0.61% | -0.10% | -0.29 | -0.37 | -18.41% | -0.89 | 53.5% |
| Ridge no sectorridge | -2.16% | -0.37% | -0.28 | -0.38 | -29.34% | -0.80 | 47.9% |
| LGBM 126d sector market cap 25 25lightgbm | 4.07% | 0.71% | -0.33 | -0.45 | -10.59% | -0.81 | 51.5% |
| LGBM beta neutral bufferlightgbm | -14.62% | -2.64% | -0.40 | -0.50 | -29.92% | -0.80 | 47.9% |
| LGBM dual taillightgbm | -18.46% | -3.39% | -0.52 | -0.62 | -32.70% | -0.95 | 50.7% |
| LGBM no sectorlightgbm | -21.15% | -3.94% | -0.53 | -0.71 | -34.10% | -1.11 | 45.1% |