Portfolio
lightgbmLGBM 126d fundamental flexible 50 long only uncapped· rebalanceo 2025-09-30 (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
69 rebalanceosSnapshot (live)
Long book
54
gross 137.6%
Short book
0
gross 0.0%
Sectores cubiertos
7
54 posiciones
Sortino del run
1.36
Long book
54 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MA | Mastercard Incorporated | Financial Services | 0.175 | 3.36% | — |
| 2 | OTIS | Otis Worldwide Corporation | Industrials | 0.150 | 3.35% | — |
| 3 | MSCI | MSCI Inc. | Financial Services | 0.157 | 3.34% | — |
| 4 | MPWR | Monolithic Power Systems, Inc. | Technology | 0.200 | 3.32% | — |
| 5 | TDG | TransDigm Group Incorporated | Industrials | 0.239 | 3.31% | — |
| 6 | SWKS | Skyworks Solutions, Inc. | Technology | 0.233 | 3.27% | — |
| 7 | MCHP | Microchip Technology Incorporated | Technology | 0.248 | 3.26% | — |
| 8 | NOW | ServiceNow, Inc. | Technology | 0.172 | 3.23% | — |
| 9 | QCOM | QUALCOMM Incorporated | Technology | 0.148 | 3.17% | — |
| 10 | PANW | Palo Alto Networks, Inc. | Technology | 0.155 | 3.14% | — |
| 11 | NTAP | NetApp, Inc. | Technology | 0.166 | 3.14% | — |
| 12 | GRMN | Garmin Ltd. | Technology | 0.148 | 3.12% | — |
| 13 | CDNS | Cadence Design Systems, Inc. | Technology | 0.133 | 3.11% | — |
| 14 | KEYS | Keysight Technologies, Inc. | Technology | 0.152 | 3.09% | — |
| 15 | INTU | Intuit Inc. | Technology | 0.110 | 3.09% | — |
| 16 | COST | Costco Wholesale Corporation | Consumer Defensive | 0.168 | 3.05% | — |
| 17 | WDAY | Workday, Inc. | Technology | 0.224 | 3.00% | — |
| 18 | ORCL | Oracle Corporation | Technology | 0.104 | 2.97% | — |
| 19 | ANET | Arista Networks, Inc. | Technology | 0.141 | 2.95% | — |
| 20 | SNPS | Synopsys, Inc. | Technology | 0.138 | 2.93% | — |
| 21 | AMD | Advanced Micro Devices, Inc. | Technology | 0.127 | 2.93% | — |
| 22 | FFIV | F5, Inc. | Technology | 0.131 | 2.90% | — |
| 23 | FICO | Fair Isaac Corporation | Technology | 0.116 | 2.88% | — |
| 24 | EG | Everest Re Group, Ltd. | Financial Services | 0.217 | 2.86% | — |
| 25 | TER | Teradyne, Inc. | Technology | 0.102 | 2.83% | — |
| 26 | AON | Aon plc | Financial Services | 0.105 | 2.80% | — |
| 27 | CSCO | Cisco Systems, Inc. | Technology | 0.063 | 2.78% | — |
| 28 | ADSK | Autodesk, Inc. | Technology | 0.113 | 2.77% | — |
| 29 | INTC | Intel Corporation | Technology | 0.106 | 2.75% | — |
| 30 | LRCX | Lam Research Corporation | Technology | 0.098 | 2.74% | — |
| 31 | VRSK | Verisk Analytics, Inc. | Technology | 0.146 | 2.68% | — |
| 32 | MTD | Mettler-Toledo International Inc. | Healthcare | 0.099 | 2.62% | — |
| 33 | AMAT | Applied Materials, Inc. | Technology | 0.123 | 2.62% | — |
| 34 | PRU | Prudential Financial, Inc. | Financial Services | 0.100 | 2.57% | — |
| 35 | CRM | Salesforce, Inc. | Technology | 0.089 | 2.55% | — |
| 36 | ADBE | Adobe Inc. | Technology | 0.123 | 2.54% | — |
| 37 | AAPL | Apple Inc. | Technology | 0.122 | 2.45% | — |
| 38 | EPAM | EPAM Systems, Inc. | Technology | 0.083 | 2.42% | — |
| 39 | MSFT | Microsoft Corporation | Technology | 0.113 | 2.34% | — |
| 40 | DDOG | Datadog, Inc. | Technology | 0.209 | 2.25% | — |
| 41 | AVGO | Broadcom Inc. | Technology | 0.218 | 2.25% | — |
| 42 | LULU | Lululemon Athletica Inc. | Consumer Cyclical | 0.080 | 2.19% | — |
| 43 | ISRG | Intuitive Surgical, Inc. | Healthcare | 0.091 | 2.11% | — |
| 44 | CFG | Citizens Financial Group, Inc. | Financial Services | 0.082 | 1.97% | — |
| 45 | TXN | Texas Instruments Incorporated | Technology | 0.068 | 1.96% | — |
| 46 | PAYC | Paycom Software, Inc. | Technology | 0.092 | 1.93% | — |
| 47 | ULTA | Ulta Beauty, Inc. | Consumer Cyclical | 0.046 | 1.85% | — |
| 48 | IDXX | IDEXX Laboratories, Inc. | Healthcare | 0.094 | 1.79% | — |
| 49 | FTNT | Fortinet, Inc. | Technology | 0.058 | 1.64% | — |
| 50 | ACN | Accenture plc | Technology | 0.050 | 1.18% | — |
| 51 | JKHY | Jack Henry & Associates, Inc. | Technology | 0.075 | 1.04% | — |
| 52 | PYPL | PayPal Holdings, Inc. | Financial Services | 0.022 | 0.47% | — |
| 53 | STX | Seagate Technology Holdings plc | Technology | -0.027 | 0.44% | — |
| 54 | MOS | The Mosaic Company | Basic Materials | -0.109 | 0.34% | — |
Short book
0 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| Sin posiciones short. | ||||||