Portfolio
ridgeRidge macro· rebalanceo 2025-09-30
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
0.61%
Short avg
1.62%
bajar = bueno para el short
Spread long − short
-1.00%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MA | Mastercard Incorporated | Financial Services | 0.164 | 3.33% | -0.37% |
| 2 | FICO | Fair Isaac Corporation | Technology | 0.159 | 3.33% | 11.12% |
| 3 | OTIS | Otis Worldwide Corporation | Industrials | 0.154 | 3.33% | -5.11% |
| 4 | MSCI | MSCI Inc. | Financial Services | 0.147 | 3.33% | 4.07% |
| 5 | AAPL | Apple Inc. | Technology | 0.147 | 3.33% | 6.32% |
| 6 | MCHP | Microchip Technology Incorporated | Technology | 0.143 | 3.33% | 0.29% |
| 7 | FIS | Fidelity National Information Services, Inc. | Technology | 0.141 | 3.33% | 0.53% |
| 8 | NTAP | NetApp, Inc. | Technology | 0.140 | 3.33% | -9.69% |
| 9 | KLAC | KLA Corporation | Technology | 0.124 | 3.33% | 7.53% |
| 10 | NVDA | NVIDIA Corporation | Technology | 0.124 | 3.33% | -0.39% |
| 11 | ON | ON Semiconductor Corporation | Technology | 0.119 | 3.33% | 11.33% |
| 12 | ANET | Arista Networks, Inc. | Technology | 0.116 | 3.33% | -13.03% |
| 13 | ADBE | Adobe Inc. | Technology | 0.115 | 3.33% | 1.81% |
| 14 | MPWR | Monolithic Power Systems, Inc. | Technology | 0.113 | 3.33% | -0.88% |
| 15 | WTW | Willis Towers Watson Public Limited Company | Financial Services | 0.113 | 3.33% | -4.33% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | CTRA | — | Unknown | -0.129 | -3.33% | 10.27% |
| 2 | EQT | EQT Corporation | Energy | -0.116 | -3.33% | -4.37% |
| 3 | KR | The Kroger Co. | Consumer Defensive | -0.104 | -3.33% | -5.72% |
| 4 | BKR | Baker Hughes Company | Energy | -0.100 | -3.33% | -5.53% |
| 5 | KO | The Coca-Cola Company | Consumer Defensive | -0.097 | -3.33% | 5.28% |
| 6 | FOX | Fox Corporation | Communication Services | -0.093 | -3.33% | 14.88% |
| 7 | TAP | Molson Coors Beverage Company | Consumer Defensive | -0.092 | -3.33% | 2.43% |
| 8 | TSN | Tyson Foods, Inc. | Consumer Defensive | -0.092 | -3.33% | 8.22% |
| 9 | FOXA | Fox Corporation | Communication Services | -0.092 | -3.33% | 16.60% |
| 10 | KMI | Kinder Morgan, Inc. | Energy | -0.091 | -3.33% | -1.76% |
| 11 | T | AT&T Inc. | Communication Services | -0.090 | -3.33% | -9.27% |
| 12 | OKE | ONEOK, Inc. | Energy | -0.090 | -3.33% | 2.26% |
| 13 | HRL | Hormel Foods Corporation | Consumer Defensive | -0.090 | -3.33% | -3.28% |
| 14 | WMT | Walmart Inc. | Consumer Defensive | -0.088 | -3.33% | 9.07% |
| 15 | IP | International Paper Company | Consumer Cyclical | -0.087 | -3.33% | -14.84% |
Sector exposure en el rebalanceo seleccionado
2025-09-30| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Technology | 36.7% | 0.0% | 36.67% | 11 | 0 |
| Consumer Defensive | 0.0% | 20.0% | -20.00% | 0 | 6 |
| Energy | 0.0% | 13.3% | -13.33% | 0 | 4 |
| Communication Services | 0.0% | 10.0% | -10.00% | 0 | 3 |
| Financial Services | 10.0% | 0.0% | 10.00% | 3 | 0 |
| Consumer Cyclical | 0.0% | 3.3% | -3.33% | 0 | 1 |
| Industrials | 3.3% | 0.0% | 3.33% | 1 | 0 |
| Unknown | 0.0% | 3.3% | -3.33% | 0 | 1 |