Portfolio
ridgeRidge macro· rebalanceo 2025-04-30
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
8
30 posiciones
Sortino del run
-0.33
Realizado en los 63 días posteriores
exposición media por posiciónLong avg
11.81%
Short avg
0.15%
bajar = bueno para el short
Spread long − short
11.66%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MA | Mastercard Incorporated | Financial Services | 0.181 | 3.33% | 2.53% |
| 2 | DAY | Dayforce Inc | Technology | 0.155 | 3.33% | -5.88% |
| 3 | MSCI | MSCI Inc. | Financial Services | 0.144 | 3.33% | 2.37% |
| 4 | OTIS | Otis Worldwide Corporation | Industrials | 0.143 | 3.33% | -12.23% |
| 5 | MCHP | Microchip Technology Incorporated | Technology | 0.142 | 3.33% | 37.45% |
| 6 | ANET | Arista Networks, Inc. | Technology | 0.141 | 3.33% | 29.15% |
| 7 | CAH | Cardinal Health, Inc. | Healthcare | 0.126 | 3.33% | 7.25% |
| 8 | NTAP | NetApp, Inc. | Technology | 0.122 | 3.33% | 12.42% |
| 9 | V | Visa Inc. | Financial Services | 0.116 | 3.33% | -0.75% |
| 10 | NVDA | NVIDIA Corporation | Technology | 0.116 | 3.33% | 44.24% |
| 11 | KLAC | KLA Corporation | Technology | 0.115 | 3.33% | 27.32% |
| 12 | AAPL | Apple Inc. | Technology | 0.112 | 3.33% | -5.13% |
| 13 | CDNS | Cadence Design Systems, Inc. | Technology | 0.112 | 3.33% | 17.48% |
| 14 | PLTR | Palantir Technologies Inc. | Technology | 0.111 | 3.33% | 28.34% |
| 15 | ADBE | Adobe Inc. | Technology | 0.106 | 3.33% | -7.43% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | K | Kellanova | Consumer Defensive | -0.136 | -3.33% | -2.85% |
| 2 | T | AT&T Inc. | Communication Services | -0.119 | -3.33% | 1.39% |
| 3 | TSN | Tyson Foods, Inc. | Consumer Defensive | -0.114 | -3.33% | -13.42% |
| 4 | WMT | Walmart Inc. | Consumer Defensive | -0.112 | -3.33% | 1.34% |
| 5 | KMI | Kinder Morgan, Inc. | Energy | -0.110 | -3.33% | 7.66% |
| 6 | BKR | Baker Hughes Company | Energy | -0.109 | -3.33% | 19.05% |
| 7 | KO | The Coca-Cola Company | Consumer Defensive | -0.106 | -3.33% | -2.77% |
| 8 | FOXA | Fox Corporation | Communication Services | -0.105 | -3.33% | 12.08% |
| 9 | FOX | Fox Corporation | Communication Services | -0.104 | -3.33% | 10.07% |
| 10 | KR | The Kroger Co. | Consumer Defensive | -0.104 | -3.33% | -0.66% |
| 11 | STE | STERIS plc | Healthcare | -0.103 | -3.33% | 2.30% |
| 12 | MDLZ | Mondelez International, Inc. | Consumer Defensive | -0.099 | -3.33% | -5.28% |
| 13 | TTWO | Take-Two Interactive Software, Inc. | Communication Services | -0.098 | -3.33% | -6.40% |
| 14 | CTRA | — | Unknown | -0.098 | -3.33% | -4.03% |
| 15 | TAP | Molson Coors Beverage Company | Consumer Defensive | -0.097 | -3.33% | -16.28% |
Sector exposure en el rebalanceo seleccionado
2025-04-30| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Technology | 33.3% | 0.0% | 33.33% | 10 | 0 |
| Consumer Defensive | 0.0% | 23.3% | -23.33% | 0 | 7 |
| Communication Services | 0.0% | 13.3% | -13.33% | 0 | 4 |
| Financial Services | 10.0% | 0.0% | 10.00% | 3 | 0 |
| Energy | 0.0% | 6.7% | -6.67% | 0 | 2 |
| 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 |