Portfolio
lightgbmLGBM no sector· rebalanceo 2025-11-28
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
9
30 posiciones
Sortino del run
-0.71
Realizado en los 63 días posteriores
exposición media por posiciónLong avg
-6.42%
Short avg
13.56%
bajar = bueno para el short
Spread long − short
-19.98%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | GOOG | Alphabet Inc. | Communication Services | 0.029 | 3.33% | -3.71% |
| 2 | GOOGL | Alphabet Inc. | Communication Services | 0.029 | 3.33% | -3.74% |
| 3 | IBKR | Interactive Brokers Group, Inc. | Financial Services | 0.028 | 3.33% | 8.57% |
| 4 | KKR | KKR & Co. Inc. | Financial Services | 0.028 | 3.33% | -26.22% |
| 5 | META | Meta Platforms, Inc. | Communication Services | 0.027 | 3.33% | 4.19% |
| 6 | PLTR | Palantir Technologies Inc. | Technology | 0.025 | 3.33% | -8.92% |
| 7 | AIG | American International Group, Inc. | Financial Services | 0.024 | 3.33% | 2.70% |
| 8 | EG | Everest Re Group, Ltd. | Financial Services | 0.023 | 3.33% | 6.82% |
| 9 | CRWD | CrowdStrike Holdings, Inc. | Technology | 0.023 | 3.33% | -21.24% |
| 10 | HOOD | Robinhood Markets, Inc. | Financial Services | 0.022 | 3.33% | -40.49% |
| 11 | AXON | Axon Enterprise, Inc. | Industrials | 0.021 | 3.33% | 6.64% |
| 12 | COF | Capital One Financial Corporation | Financial Services | 0.020 | 3.33% | -11.43% |
| 13 | LLY | Eli Lilly and Company | Healthcare | 0.020 | 3.33% | -5.10% |
| 14 | APO | Apollo Global Management, Inc. | Financial Services | 0.019 | 3.33% | -17.55% |
| 15 | ABNB | Airbnb, Inc. | Consumer Cyclical | 0.019 | 3.33% | 13.18% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | APP | AppLovin Corporation | Technology | -0.027 | -3.33% | -25.59% |
| 2 | APH | Amphenol Corporation | Technology | -0.023 | -3.33% | -4.56% |
| 3 | BA | The Boeing Company | Industrials | -0.019 | -3.33% | 19.81% |
| 4 | INCY | Incyte Corporation | Healthcare | -0.018 | -3.33% | -3.17% |
| 5 | GILD | Gilead Sciences, Inc. | Healthcare | -0.018 | -3.33% | 18.24% |
| 6 | KO | The Coca-Cola Company | Consumer Defensive | -0.016 | -3.33% | 8.20% |
| 7 | NEM | Newmont Corporation | Basic Materials | -0.014 | -3.33% | 26.44% |
| 8 | UBER | Uber Technologies, Inc. | Technology | -0.014 | -3.33% | -12.17% |
| 9 | GLW | Corning Incorporated | Technology | -0.014 | -3.33% | 55.98% |
| 10 | GIS | General Mills, Inc. | Consumer Defensive | -0.013 | -3.33% | -6.33% |
| 11 | NOC | Northrop Grumman Corporation | Industrials | -0.013 | -3.33% | 32.67% |
| 12 | TPL | Texas Pacific Land Corporation | Energy | -0.012 | -3.33% | 63.45% |
| 13 | IP | International Paper Company | Consumer Cyclical | -0.012 | -3.33% | 9.28% |
| 14 | CHD | Church & Dwight Co., Inc. | Consumer Defensive | -0.011 | -3.33% | 19.48% |
| 15 | NVDA | NVIDIA Corporation | Technology | -0.011 | -3.33% | 1.72% |
Sector exposure en el rebalanceo seleccionado
2025-11-28| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Financial Services | 23.3% | 0.0% | 23.33% | 7 | 0 |
| Technology | 6.7% | 16.7% | -10.00% | 2 | 5 |
| Communication Services | 10.0% | 0.0% | 10.00% | 3 | 0 |
| Consumer Defensive | 0.0% | 10.0% | -10.00% | 0 | 3 |
| Healthcare | 3.3% | 6.7% | -3.33% | 1 | 2 |
| Industrials | 3.3% | 6.7% | -3.33% | 1 | 2 |
| Consumer Cyclical | 3.3% | 3.3% | 0.00% | 1 | 1 |
| Basic Materials | 0.0% | 3.3% | -3.33% | 0 | 1 |
| Energy | 0.0% | 3.3% | -3.33% | 0 | 1 |