Portfolio
ridgeRidge no sector· 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
11
30 posiciones
Sortino del run
-0.38
Realizado en los 63 días posteriores
exposición media por posiciónLong avg
-3.40%
Short avg
4.44%
bajar = bueno para el short
Spread long − short
-7.84%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | IBKR | Interactive Brokers Group, Inc. | Financial Services | 0.145 | 3.33% | 2.15% |
| 2 | MA | Mastercard Incorporated | Financial Services | 0.126 | 3.33% | -11.44% |
| 3 | MSCI | MSCI Inc. | Financial Services | 0.123 | 3.33% | -2.94% |
| 4 | MGM | MGM Resorts International | Consumer Cyclical | 0.110 | 3.33% | 3.00% |
| 5 | AAPL | Apple Inc. | Technology | 0.101 | 3.33% | -4.49% |
| 6 | COF | Capital One Financial Corporation | Financial Services | 0.099 | 3.33% | -29.33% |
| 7 | NVDA | NVIDIA Corporation | Technology | 0.097 | 3.33% | -6.11% |
| 8 | KKR | KKR & Co. Inc. | Financial Services | 0.094 | 3.33% | -34.58% |
| 9 | HPE | Hewlett Packard Enterprise Company | Technology | 0.094 | 3.33% | 2.35% |
| 10 | GEV | GE Vernova Inc. | Utilities | 0.089 | 3.33% | 27.94% |
| 11 | BX | Blackstone Inc. | Financial Services | 0.086 | 3.33% | -33.54% |
| 12 | MCK | McKesson Corporation | Healthcare | 0.082 | 3.33% | 4.05% |
| 13 | TPL | Texas Pacific Land Corporation | Energy | 0.081 | 3.33% | 41.09% |
| 14 | MCHP | Microchip Technology Incorporated | Technology | 0.081 | 3.33% | 3.90% |
| 15 | V | Visa Inc. | Financial Services | 0.080 | 3.33% | -13.09% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | NEM | Newmont Corporation | Basic Materials | -0.138 | -3.33% | 11.06% |
| 2 | DG | Dollar General Corporation | Consumer Defensive | -0.102 | -3.33% | -8.60% |
| 3 | FISV | Fiserv, Inc. | Technology | -0.097 | -3.33% | -15.24% |
| 4 | MOS | The Mosaic Company | Basic Materials | -0.091 | -3.33% | 6.62% |
| 5 | MOH | Molina Healthcare, Inc. | Healthcare | -0.082 | -3.33% | -21.90% |
| 6 | WDC | Western Digital Corporation | Technology | -0.081 | -3.33% | 48.32% |
| 7 | LW | Lamb Weston Holdings, Inc. | Consumer Defensive | -0.080 | -3.33% | -4.30% |
| 8 | COO | The Cooper Companies, Inc. | Healthcare | -0.079 | -3.33% | -14.32% |
| 9 | WELL | Welltower Inc. | Real Estate | -0.074 | -3.33% | 7.57% |
| 10 | T | AT&T Inc. | Communication Services | -0.072 | -3.33% | 15.40% |
| 11 | APD | Air Products and Chemicals, Inc. | Basic Materials | -0.071 | -3.33% | 16.69% |
| 12 | CI | Cigna Corporation | Healthcare | -0.068 | -3.33% | -0.69% |
| 13 | MDLZ | Mondelez International, Inc. | Consumer Defensive | -0.066 | -3.33% | 9.31% |
| 14 | KVUE | Kenvue Inc. | Consumer Defensive | -0.063 | -3.33% | 1.06% |
| 15 | HII | Huntington Ingalls Industries, Inc. | Industrials | -0.062 | -3.33% | 15.63% |