Portfolio
lightgbmLGBM 126d fundamental flexible 50 sector45· rebalanceo 2025-07-31
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
69 rebalanceosSnapshot (histórico)
Long book
42
gross 70.0%
Short book
19
gross -20.7%
Sectores cubiertos
11
61 posiciones
Sortino del run
0.96
Long book
42 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | TDG | TransDigm Group Incorporated | Industrials | 0.198 | 3.75% | — |
| 2 | OTIS | Otis Worldwide Corporation | Industrials | 0.141 | 3.58% | — |
| 3 | MSCI | MSCI Inc. | Financial Services | 0.151 | 3.46% | — |
| 4 | MA | Mastercard Incorporated | Financial Services | 0.173 | 3.41% | — |
| 5 | AON | Aon plc | Financial Services | 0.082 | 3.07% | — |
| 6 | COIN | Coinbase Global, Inc. | Financial Services | 0.190 | 2.72% | — |
| 7 | COST | Costco Wholesale Corporation | Consumer Defensive | 0.173 | 2.69% | — |
| 8 | MTD | Mettler-Toledo International Inc. | Healthcare | 0.110 | 2.63% | — |
| 9 | CFG | Citizens Financial Group, Inc. | Financial Services | 0.082 | 1.96% | — |
| 10 | MPWR | Monolithic Power Systems, Inc. | Technology | 0.238 | 1.83% | — |
| 11 | CDNS | Cadence Design Systems, Inc. | Technology | 0.157 | 1.77% | — |
| 12 | ISRG | Intuitive Surgical, Inc. | Healthcare | 0.062 | 1.77% | — |
| 13 | NOW | ServiceNow, Inc. | Technology | 0.188 | 1.77% | — |
| 14 | GRMN | Garmin Ltd. | Technology | 0.154 | 1.73% | — |
| 15 | PANW | Palo Alto Networks, Inc. | Technology | 0.163 | 1.73% | — |
| 16 | INTU | Intuit Inc. | Technology | 0.159 | 1.70% | — |
| 17 | NTAP | NetApp, Inc. | Technology | 0.170 | 1.68% | — |
| 18 | FFIV | F5, Inc. | Technology | 0.104 | 1.65% | — |
| 19 | SWKS | Skyworks Solutions, Inc. | Technology | 0.223 | 1.65% | — |
| 20 | SNPS | Synopsys, Inc. | Technology | 0.117 | 1.64% | — |
| 21 | CSCO | Cisco Systems, Inc. | Technology | 0.127 | 1.63% | — |
| 22 | ADSK | Autodesk, Inc. | Technology | 0.113 | 1.61% | — |
| 23 | AMD | Advanced Micro Devices, Inc. | Technology | 0.128 | 1.57% | — |
| 24 | LRCX | Lam Research Corporation | Technology | 0.118 | 1.52% | — |
| 25 | CRM | Salesforce, Inc. | Technology | 0.083 | 1.48% | — |
| 26 | ANET | Arista Networks, Inc. | Technology | 0.281 | 1.41% | — |
| 27 | ADBE | Adobe Inc. | Technology | 0.073 | 1.41% | — |
| 28 | MCHP | Microchip Technology Incorporated | Technology | 0.224 | 1.41% | — |
| 29 | IDXX | IDEXX Laboratories, Inc. | Healthcare | 0.064 | 1.38% | — |
| 30 | INTC | Intel Corporation | Technology | 0.130 | 1.34% | — |
| 31 | WDAY | Workday, Inc. | Technology | 0.252 | 1.22% | — |
| 32 | PYPL | PayPal Holdings, Inc. | Financial Services | 0.003 | 1.08% | — |
| 33 | MSFT | Microsoft Corporation | Technology | 0.098 | 1.07% | — |
| 34 | FTNT | Fortinet, Inc. | Technology | 0.075 | 1.05% | — |
| 35 | MOS | The Mosaic Company | Basic Materials | -0.094 | 0.75% | — |
| 36 | ACN | Accenture plc | Technology | 0.043 | 0.73% | — |
| 37 | ENPH | Enphase Energy, Inc. | Energy | -0.113 | 0.64% | — |
| 38 | DDOG | Datadog, Inc. | Technology | 0.228 | 0.56% | — |
| 39 | DLTR | Dollar Tree, Inc. | Consumer Defensive | -0.032 | 0.54% | — |
| 40 | LIN | Linde plc | Basic Materials | 0.028 | 0.50% | — |
| 41 | EW | Edwards Lifesciences Corporation | Healthcare | -0.019 | 0.50% | — |
| 42 | MKTX | MarketAxess Holdings Inc. | Financial Services | -0.002 | 0.46% | — |
Short book
19 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | VZ | Verizon Communications Inc. | Communication Services | -0.154 | -1.62% | — |
| 2 | MRNA | Moderna, Inc. | Healthcare | -0.137 | -1.51% | — |
| 3 | BAX | Baxter International Inc. | Healthcare | -0.117 | -1.49% | — |
| 4 | VRTX | Vertex Pharmaceuticals Incorporated | Healthcare | -0.196 | -1.42% | — |
| 5 | ES | Eversource Energy | Utilities | -0.051 | -1.40% | — |
| 6 | KHC | The Kraft Heinz Company | Consumer Defensive | -0.012 | -1.35% | — |
| 7 | KO | The Coca-Cola Company | Consumer Defensive | -0.172 | -1.30% | — |
| 8 | LKQ | LKQ Corporation | Consumer Cyclical | -0.075 | -1.26% | — |
| 9 | KIM | Kimco Realty Corporation | Real Estate | -0.029 | -1.25% | — |
| 10 | FOX | Fox Corporation | Communication Services | -0.045 | -1.25% | — |
| 11 | VTRS | Viatris Inc. | Healthcare | -0.097 | -1.19% | — |
| 12 | PEG | Public Service Enterprise Group Incorporated | Utilities | -0.032 | -1.12% | — |
| 13 | BALL | Ball Corporation | Consumer Cyclical | -0.015 | -0.92% | — |
| 14 | SRE | Sempra | Utilities | -0.014 | -0.91% | — |
| 15 | UNH | UnitedHealth Group Incorporated | Healthcare | 0.000 | -0.85% | — |
| 16 | C | Citigroup Inc. | Financial Services | -0.005 | -0.65% | — |
| 17 | DAY | Dayforce Inc | Technology | -0.031 | -0.51% | — |
| 18 | SCHW | The Charles Schwab Corporation | Financial Services | 0.007 | -0.33% | — |
| 19 | DLR | Digital Realty Trust, Inc. | Real Estate | 0.025 | -0.32% | — |
Sector exposure en el rebalanceo seleccionado
2025-07-31| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Technology | 35.1% | 0.5% | 34.64% | 24 | 1 |
| Financial Services | 16.2% | 1.0% | 15.18% | 7 | 2 |
| Healthcare | 6.3% | 6.5% | -0.18% | 4 | 5 |
| Industrials | 7.3% | 0.0% | 7.32% | 2 | 0 |
| Consumer Defensive | 3.2% | 2.7% | 0.58% | 2 | 2 |
| Utilities | 0.0% | 3.4% | -3.44% | 0 | 3 |
| Communication Services | 0.0% | 2.9% | -2.86% | 0 | 2 |
| Consumer Cyclical | 0.0% | 2.2% | -2.18% | 0 | 2 |
| Real Estate | 0.0% | 1.6% | -1.58% | 0 | 2 |
| Basic Materials | 1.3% | 0.0% | 1.25% | 2 | 0 |
| Energy | 0.6% | 0.0% | 0.64% | 1 | 0 |