Portfolio
lightgbmLGBM 126d fundamental flexible 50 uncapped· 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
43
gross 110.6%
Short book
19
gross -21.2%
Sectores cubiertos
10
62 posiciones
Sortino del run
1.20
Long book
43 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MPWR | Monolithic Power Systems, Inc. | Technology | 0.238 | 3.92% | — |
| 2 | CDNS | Cadence Design Systems, Inc. | Technology | 0.157 | 3.81% | — |
| 3 | NOW | ServiceNow, Inc. | Technology | 0.188 | 3.80% | — |
| 4 | TDG | TransDigm Group Incorporated | Industrials | 0.198 | 3.75% | — |
| 5 | GRMN | Garmin Ltd. | Technology | 0.154 | 3.71% | — |
| 6 | PANW | Palo Alto Networks, Inc. | Technology | 0.163 | 3.71% | — |
| 7 | INTU | Intuit Inc. | Technology | 0.159 | 3.64% | — |
| 8 | NTAP | NetApp, Inc. | Technology | 0.170 | 3.60% | — |
| 9 | SWKS | Skyworks Solutions, Inc. | Technology | 0.223 | 3.60% | — |
| 10 | OTIS | Otis Worldwide Corporation | Industrials | 0.141 | 3.58% | — |
| 11 | FFIV | F5, Inc. | Technology | 0.104 | 3.52% | — |
| 12 | SNPS | Synopsys, Inc. | Technology | 0.117 | 3.51% | — |
| 13 | CSCO | Cisco Systems, Inc. | Technology | 0.127 | 3.48% | — |
| 14 | MSCI | MSCI Inc. | Financial Services | 0.151 | 3.46% | — |
| 15 | ADSK | Autodesk, Inc. | Technology | 0.113 | 3.45% | — |
| 16 | MA | Mastercard Incorporated | Financial Services | 0.173 | 3.41% | — |
| 17 | AMD | Advanced Micro Devices, Inc. | Technology | 0.128 | 3.38% | — |
| 18 | LRCX | Lam Research Corporation | Technology | 0.118 | 3.32% | — |
| 19 | MCHP | Microchip Technology Incorporated | Technology | 0.224 | 3.18% | — |
| 20 | CRM | Salesforce, Inc. | Technology | 0.083 | 3.13% | — |
| 21 | AON | Aon plc | Financial Services | 0.082 | 3.07% | — |
| 22 | INTC | Intel Corporation | Technology | 0.130 | 3.00% | — |
| 23 | ADBE | Adobe Inc. | Technology | 0.073 | 2.99% | — |
| 24 | ANET | Arista Networks, Inc. | Technology | 0.281 | 2.80% | — |
| 25 | COIN | Coinbase Global, Inc. | Financial Services | 0.190 | 2.72% | — |
| 26 | COST | Costco Wholesale Corporation | Consumer Defensive | 0.173 | 2.69% | — |
| 27 | MTD | Mettler-Toledo International Inc. | Healthcare | 0.110 | 2.63% | — |
| 28 | FTNT | Fortinet, Inc. | Technology | 0.075 | 2.32% | — |
| 29 | MSFT | Microsoft Corporation | Technology | 0.098 | 2.31% | — |
| 30 | WDAY | Workday, Inc. | Technology | 0.252 | 2.19% | — |
| 31 | CFG | Citizens Financial Group, Inc. | Financial Services | 0.082 | 1.96% | — |
| 32 | ISRG | Intuitive Surgical, Inc. | Healthcare | 0.062 | 1.77% | — |
| 33 | ACN | Accenture plc | Technology | 0.043 | 1.55% | — |
| 34 | IDXX | IDEXX Laboratories, Inc. | Healthcare | 0.064 | 1.38% | — |
| 35 | DDOG | Datadog, Inc. | Technology | 0.228 | 1.30% | — |
| 36 | PYPL | PayPal Holdings, Inc. | Financial Services | 0.003 | 1.08% | — |
| 37 | MOS | The Mosaic Company | Basic Materials | -0.094 | 0.75% | — |
| 38 | JKHY | Jack Henry & Associates, Inc. | Technology | 0.021 | 0.74% | — |
| 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% | — |
| 43 | VRSN | VeriSign, Inc. | Technology | 0.034 | 0.43% | — |
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 | DAY | Dayforce Inc | Technology | -0.031 | -1.09% | — |
| 14 | BALL | Ball Corporation | Consumer Cyclical | -0.015 | -0.92% | — |
| 15 | SRE | Sempra | Utilities | -0.014 | -0.91% | — |
| 16 | UNH | UnitedHealth Group Incorporated | Healthcare | 0.000 | -0.85% | — |
| 17 | C | Citigroup Inc. | Financial Services | -0.005 | -0.65% | — |
| 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 | 76.4% | 1.1% | 75.29% | 26 | 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 |