Portfolio
ridgeRidge macro· rebalanceo 2025-02-28
Run
LGBM long only1.72LGBM 126d fundamental flexible 50 long only uncapped1.36LGBM 126d fundamental flexible 50 uncapped1.20LGBM 126d fundamental flexible uncapped0.96LGBM 126d fundamental flexible 50 sector450.96LGBM short filter0.81LGBM 126d flexible 50 beta600.81LGBM 126d fundamental flexible sector450.79LGBM 126d fundamental flexible0.64LGBM 126d flexible 50 beta400.51LGBM0.29LGBM buffer-0.04LGBM macro-0.26Ridge macro-0.33Ridge-0.33LGBM dual tail macro-0.37Ridge no sector-0.38LGBM 126d sector market cap 25 25-0.45LGBM beta neutral buffer-0.50LGBM dual tail-0.62LGBM no sector-0.71LGBM 126d—LGBM 21d—LGBM 252d—
Línea temporal
72 rebalanceosSnapshot (histórico)
Long book
15
gross 50.0%
Short book
15
gross -50.0%
Sectores cubiertos
9
30 posiciones
Sortino del run
-0.33
Realizado en los 63 días posteriores
exposición media por posiciónLong avg
6.10%
Short avg
-0.84%
bajar = bueno para el short
Spread long − short
6.95%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MCHP | Microchip Technology Incorporated | Technology | 0.184 | 3.33% | 4.25% |
| 2 | INTC | Intel Corporation | Technology | 0.181 | 3.33% | -14.15% |
| 3 | OTIS | Otis Worldwide Corporation | Industrials | 0.173 | 3.33% | -6.25% |
| 4 | CRWD | CrowdStrike Holdings, Inc. | Technology | 0.168 | 3.33% | 22.47% |
| 5 | SMCI | Super Micro Computer, Inc. | Technology | 0.149 | 3.33% | 13.30% |
| 6 | AMD | Advanced Micro Devices, Inc. | Technology | 0.146 | 3.33% | 15.44% |
| 7 | CAH | Cardinal Health, Inc. | Healthcare | 0.141 | 3.33% | 18.75% |
| 8 | LRCX | Lam Research Corporation | Technology | 0.138 | 3.33% | 8.76% |
| 9 | ANET | Arista Networks, Inc. | Technology | 0.136 | 3.33% | 4.29% |
| 10 | MPWR | Monolithic Power Systems, Inc. | Technology | 0.136 | 3.33% | 14.68% |
| 11 | MA | Mastercard Incorporated | Financial Services | 0.133 | 3.33% | 1.25% |
| 12 | AAPL | Apple Inc. | Technology | 0.130 | 3.33% | -16.43% |
| 13 | CDNS | Cadence Design Systems, Inc. | Technology | 0.129 | 3.33% | 19.07% |
| 14 | KLAC | KLA Corporation | Technology | 0.126 | 3.33% | 10.06% |
| 15 | MSCI | MSCI Inc. | Financial Services | 0.125 | 3.33% | -3.95% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | RCL | Royal Caribbean Cruises Ltd. | Consumer Cyclical | -0.142 | -3.33% | 8.63% |
| 2 | FOX | Fox Corporation | Communication Services | -0.127 | -3.33% | -5.01% |
| 3 | CTRA | — | Unknown | -0.126 | -3.33% | -2.98% |
| 4 | FOXA | Fox Corporation | Communication Services | -0.125 | -3.33% | -2.89% |
| 5 | WMT | Walmart Inc. | Consumer Defensive | -0.121 | -3.33% | 2.73% |
| 6 | KR | The Kroger Co. | Consumer Defensive | -0.115 | -3.33% | 8.59% |
| 7 | FSLR | First Solar, Inc. | Energy | -0.107 | -3.33% | 15.92% |
| 8 | TSN | Tyson Foods, Inc. | Consumer Defensive | -0.105 | -3.33% | -8.71% |
| 9 | BKR | Baker Hughes Company | Energy | -0.104 | -3.33% | -14.91% |
| 10 | KMI | Kinder Morgan, Inc. | Energy | -0.103 | -3.33% | 6.50% |
| 11 | MDT | Medtronic plc | Healthcare | -0.102 | -3.33% | -11.10% |
| 12 | KO | The Coca-Cola Company | Consumer Defensive | -0.100 | -3.33% | 0.30% |
| 13 | CCL | Carnival Corporation & plc | Consumer Cyclical | -0.100 | -3.33% | 1.21% |
| 14 | T | AT&T Inc. | Communication Services | -0.098 | -3.33% | 1.81% |
| 15 | OMC | Omnicom Group Inc. | Communication Services | -0.098 | -3.33% | -12.72% |
Sector exposure en el rebalanceo seleccionado
2025-02-28| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Technology | 36.7% | 0.0% | 36.67% | 11 | 0 |
| Communication Services | 0.0% | 13.3% | -13.33% | 0 | 4 |
| Consumer Defensive | 0.0% | 13.3% | -13.33% | 0 | 4 |
| Energy | 0.0% | 10.0% | -10.00% | 0 | 3 |
| Consumer Cyclical | 0.0% | 6.7% | -6.67% | 0 | 2 |
| Financial Services | 6.7% | 0.0% | 6.67% | 2 | 0 |
| Healthcare | 3.3% | 3.3% | 0.00% | 1 | 1 |
| Industrials | 3.3% | 0.0% | 3.33% | 1 | 0 |
| Unknown | 0.0% | 3.3% | -3.33% | 0 | 1 |