Portfolio
ridgeRidge no sector· rebalanceo 2025-10-31
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
72 rebalanceosSnapshot (histórico)
Long book
15
gross 50.0%
Short book
15
gross -50.0%
Sectores cubiertos
10
30 posiciones
Sortino del run
-0.38
Realizado en los 63 días posteriores
exposición media por posiciónLong avg
4.16%
Short avg
12.72%
bajar = bueno para el short
Spread long − short
-8.56%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MA | Mastercard Incorporated | Financial Services | 0.138 | 3.33% | 1.87% |
| 2 | MSCI | MSCI Inc. | Financial Services | 0.124 | 3.33% | -1.44% |
| 3 | MGM | MGM Resorts International | Consumer Cyclical | 0.120 | 3.33% | 13.92% |
| 4 | LYB | LyondellBasell Industries N.V. | Basic Materials | 0.105 | 3.33% | 23.85% |
| 5 | NVDA | NVIDIA Corporation | Technology | 0.105 | 3.33% | -17.20% |
| 6 | MCHP | Microchip Technology Incorporated | Technology | 0.104 | 3.33% | 23.49% |
| 7 | MTD | Mettler-Toledo International Inc. | Healthcare | 0.099 | 3.33% | -1.23% |
| 8 | OTIS | Otis Worldwide Corporation | Industrials | 0.097 | 3.33% | 0.67% |
| 9 | EXPE | Expedia Group, Inc. | Consumer Cyclical | 0.094 | 3.33% | 9.41% |
| 10 | AAPL | Apple Inc. | Technology | 0.093 | 3.33% | 2.82% |
| 11 | GEV | GE Vernova Inc. | Utilities | 0.092 | 3.33% | 25.06% |
| 12 | KKR | KKR & Co. Inc. | Financial Services | 0.089 | 3.33% | -11.42% |
| 13 | LYV | Live Nation Entertainment, Inc. | Communication Services | 0.085 | 3.33% | -5.05% |
| 14 | NTAP | NetApp, Inc. | Technology | 0.084 | 3.33% | -14.63% |
| 15 | PSX | Phillips 66 | Energy | 0.083 | 3.33% | 12.33% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | NEM | Newmont Corporation | Basic Materials | -0.118 | -3.33% | 36.17% |
| 2 | FISV | Fiserv, Inc. | Technology | -0.114 | -3.33% | -8.69% |
| 3 | MOH | Molina Healthcare, Inc. | Healthcare | -0.092 | -3.33% | 19.14% |
| 4 | WDC | Western Digital Corporation | Technology | -0.082 | -3.33% | 53.43% |
| 5 | HRL | Hormel Foods Corporation | Consumer Defensive | -0.080 | -3.33% | 17.62% |
| 6 | MOS | The Mosaic Company | Basic Materials | -0.078 | -3.33% | 6.46% |
| 7 | CI | Cigna Corporation | Healthcare | -0.073 | -3.33% | 5.50% |
| 8 | STX | Seagate Technology Holdings plc | Technology | -0.073 | -3.33% | 45.78% |
| 9 | DG | Dollar General Corporation | Consumer Defensive | -0.070 | -3.33% | 41.31% |
| 10 | ORCL | Oracle Corporation | Technology | -0.069 | -3.33% | -56.15% |
| 11 | AWK | American Water Works Company, Inc. | Utilities | -0.069 | -3.33% | -0.70% |
| 12 | KDP | Keurig Dr Pepper Inc. | Consumer Defensive | -0.067 | -3.33% | 7.39% |
| 13 | KR | The Kroger Co. | Consumer Defensive | -0.066 | -3.33% | 5.69% |
| 14 | KVUE | Kenvue Inc. | Consumer Defensive | -0.066 | -3.33% | 12.26% |
| 15 | MDLZ | Mondelez International, Inc. | Consumer Defensive | -0.064 | -3.33% | 5.66% |
Sector exposure en el rebalanceo seleccionado
2025-10-31| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Technology | 13.3% | 13.3% | 0.00% | 4 | 4 |
| Consumer Defensive | 0.0% | 20.0% | -20.00% | 0 | 6 |
| Basic Materials | 3.3% | 6.7% | -3.33% | 1 | 2 |
| Financial Services | 10.0% | 0.0% | 10.00% | 3 | 0 |
| Healthcare | 3.3% | 6.7% | -3.33% | 1 | 2 |
| Consumer Cyclical | 6.7% | 0.0% | 6.67% | 2 | 0 |
| Utilities | 3.3% | 3.3% | 0.00% | 1 | 1 |
| Communication Services | 3.3% | 0.0% | 3.33% | 1 | 0 |
| Energy | 3.3% | 0.0% | 3.33% | 1 | 0 |
| Industrials | 3.3% | 0.0% | 3.33% | 1 | 0 |