Portfolio
ridgeRidge macro· rebalanceo 2025-12-31 (último)
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 (live)
Long book
15
gross 50.0%
Short book
15
gross -50.0%
Sectores cubiertos
10
30 posiciones
Sortino del run
-0.33
Realizado en los 63 días posteriores
exposición media por posiciónLong avg
-12.26%
Short avg
2.47%
bajar = bueno para el short
Spread long − short
-14.73%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | IBKR | Interactive Brokers Group, Inc. | Financial Services | 0.171 | 3.33% | 2.15% |
| 2 | ANET | Arista Networks, Inc. | Technology | 0.154 | 3.33% | -5.66% |
| 3 | MA | Mastercard Incorporated | Financial Services | 0.154 | 3.33% | -11.44% |
| 4 | MSCI | MSCI Inc. | Financial Services | 0.150 | 3.33% | -2.94% |
| 5 | FICO | Fair Isaac Corporation | Technology | 0.150 | 3.33% | -40.66% |
| 6 | AAPL | Apple Inc. | Technology | 0.145 | 3.33% | -4.49% |
| 7 | HPE | Hewlett Packard Enterprise Company | Technology | 0.141 | 3.33% | 2.35% |
| 8 | NTAP | NetApp, Inc. | Technology | 0.140 | 3.33% | -4.86% |
| 9 | NVDA | NVIDIA Corporation | Technology | 0.139 | 3.33% | -6.11% |
| 10 | OTIS | Otis Worldwide Corporation | Industrials | 0.127 | 3.33% | -11.85% |
| 11 | MCHP | Microchip Technology Incorporated | Technology | 0.118 | 3.33% | 3.90% |
| 12 | ON | ON Semiconductor Corporation | Technology | 0.114 | 3.33% | 11.31% |
| 13 | FIS | Fidelity National Information Services, Inc. | Technology | 0.113 | 3.33% | -33.20% |
| 14 | IT | Gartner, Inc. | Industrials | 0.111 | 3.33% | -41.95% |
| 15 | APP | AppLovin Corporation | Technology | 0.111 | 3.33% | -40.43% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | CTRA | — | Unknown | -0.131 | -3.33% | 27.21% |
| 2 | DG | Dollar General Corporation | Consumer Defensive | -0.120 | -3.33% | -8.60% |
| 3 | EQT | EQT Corporation | Energy | -0.109 | -3.33% | 12.48% |
| 4 | NEM | Newmont Corporation | Basic Materials | -0.109 | -3.33% | 11.06% |
| 5 | MDLZ | Mondelez International, Inc. | Consumer Defensive | -0.103 | -3.33% | 9.31% |
| 6 | T | AT&T Inc. | Communication Services | -0.100 | -3.33% | 15.40% |
| 7 | WMT | Walmart Inc. | Consumer Defensive | -0.099 | -3.33% | 11.94% |
| 8 | KDP | Keurig Dr Pepper Inc. | Consumer Defensive | -0.097 | -3.33% | -6.73% |
| 9 | COO | The Cooper Companies, Inc. | Healthcare | -0.094 | -3.33% | -14.32% |
| 10 | TSN | Tyson Foods, Inc. | Consumer Defensive | -0.093 | -3.33% | 11.37% |
| 11 | KO | The Coca-Cola Company | Consumer Defensive | -0.090 | -3.33% | 11.76% |
| 12 | WELL | Welltower Inc. | Real Estate | -0.089 | -3.33% | 7.57% |
| 13 | HRL | Hormel Foods Corporation | Consumer Defensive | -0.088 | -3.33% | -5.50% |
| 14 | EL | The Estée Lauder Companies Inc. | Consumer Defensive | -0.088 | -3.33% | -40.61% |
| 15 | EXE | Expand Energy Corporation | Energy | -0.086 | -3.33% | -5.30% |