Portfolio
lightgbmLGBM 126d fundamental flexible sector45· 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
27
gross 60.4%
Short book
19
gross -20.5%
Sectores cubiertos
10
46 posiciones
Sortino del run
0.79
Long book
27 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | TDG | TransDigm Group Incorporated | Industrials | 0.239 | 3.86% | — |
| 2 | MA | Mastercard Incorporated | Financial Services | 0.175 | 3.62% | — |
| 3 | MSCI | MSCI Inc. | Financial Services | 0.157 | 3.61% | — |
| 4 | OTIS | Otis Worldwide Corporation | Industrials | 0.150 | 3.61% | — |
| 5 | COST | Costco Wholesale Corporation | Consumer Defensive | 0.168 | 3.30% | — |
| 6 | MPWR | Monolithic Power Systems, Inc. | Technology | 0.200 | 2.54% | — |
| 7 | NOW | ServiceNow, Inc. | Technology | 0.172 | 2.47% | — |
| 8 | SWKS | Skyworks Solutions, Inc. | Technology | 0.233 | 2.43% | — |
| 9 | PANW | Palo Alto Networks, Inc. | Technology | 0.155 | 2.40% | — |
| 10 | NTAP | NetApp, Inc. | Technology | 0.166 | 2.40% | — |
| 11 | GRMN | Garmin Ltd. | Technology | 0.148 | 2.38% | — |
| 12 | INTU | Intuit Inc. | Technology | 0.110 | 2.36% | — |
| 13 | ISRG | Intuitive Surgical, Inc. | Healthcare | 0.091 | 2.28% | — |
| 14 | AMD | Advanced Micro Devices, Inc. | Technology | 0.127 | 2.24% | — |
| 15 | FFIV | F5, Inc. | Technology | 0.131 | 2.22% | — |
| 16 | CSCO | Cisco Systems, Inc. | Technology | 0.063 | 2.13% | — |
| 17 | CFG | Citizens Financial Group, Inc. | Financial Services | 0.082 | 2.12% | — |
| 18 | INTC | Intel Corporation | Technology | 0.106 | 2.11% | — |
| 19 | CRM | Salesforce, Inc. | Technology | 0.089 | 1.95% | — |
| 20 | IDXX | IDEXX Laboratories, Inc. | Healthcare | 0.094 | 1.94% | — |
| 21 | ADBE | Adobe Inc. | Technology | 0.123 | 1.94% | — |
| 22 | MSFT | Microsoft Corporation | Technology | 0.113 | 1.78% | — |
| 23 | ANET | Arista Networks, Inc. | Technology | 0.141 | 1.69% | — |
| 24 | FTNT | Fortinet, Inc. | Technology | 0.058 | 1.25% | — |
| 25 | ACN | Accenture plc | Technology | 0.050 | 0.90% | — |
| 26 | PYPL | PayPal Holdings, Inc. | Financial Services | 0.022 | 0.48% | — |
| 27 | MOS | The Mosaic Company | Basic Materials | -0.109 | 0.34% | — |
Short book
19 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MRNA | Moderna, Inc. | Healthcare | -0.145 | -1.66% | — |
| 2 | VZ | Verizon Communications Inc. | Communication Services | -0.136 | -1.64% | — |
| 3 | BAX | Baxter International Inc. | Healthcare | -0.111 | -1.55% | — |
| 4 | KO | The Coca-Cola Company | Consumer Defensive | -0.167 | -1.49% | — |
| 5 | VTRS | Viatris Inc. | Healthcare | -0.142 | -1.41% | — |
| 6 | LKQ | LKQ Corporation | Consumer Cyclical | -0.058 | -1.36% | — |
| 7 | PEG | Public Service Enterprise Group Incorporated | Utilities | -0.089 | -1.33% | — |
| 8 | VRTX | Vertex Pharmaceuticals Incorporated | Healthcare | 0.044 | -1.23% | — |
| 9 | KIM | Kimco Realty Corporation | Real Estate | -0.014 | -1.21% | — |
| 10 | BALL | Ball Corporation | Consumer Cyclical | -0.026 | -1.07% | — |
| 11 | SRE | Sempra | Utilities | -0.020 | -1.07% | — |
| 12 | ES | Eversource Energy | Utilities | -0.087 | -0.93% | — |
| 13 | UNH | UnitedHealth Group Incorporated | Healthcare | 0.002 | -0.91% | — |
| 14 | C | Citigroup Inc. | Financial Services | 0.009 | -0.89% | — |
| 15 | DLR | Digital Realty Trust, Inc. | Real Estate | -0.010 | -0.70% | — |
| 16 | KHC | The Kraft Heinz Company | Consumer Defensive | 0.099 | -0.61% | — |
| 17 | IP | International Paper Company | Consumer Cyclical | -0.134 | -0.57% | — |
| 18 | FOX | Fox Corporation | Communication Services | -0.089 | -0.56% | — |
| 19 | DAY | Dayforce Inc | Technology | — | -0.33% | — |