Portfolio
lightgbmLGBM 126d sector market cap 25 25· 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
35
gross 47.3%
Short book
33
gross -46.0%
Sectores cubiertos
10
68 posiciones
Sortino del run
-0.45
Long book
35 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | AXON | Axon Enterprise, Inc. | Industrials | 0.176 | 2.72% | — |
| 2 | EA | Electronic Arts Inc. | Communication Services | 0.019 | 2.37% | — |
| 3 | LEN | Lennar Corporation | Consumer Cyclical | 0.135 | 2.36% | — |
| 4 | PHM | PulteGroup, Inc. | Consumer Cyclical | 0.180 | 2.36% | — |
| 5 | LYV | Live Nation Entertainment, Inc. | Communication Services | 0.135 | 2.36% | — |
| 6 | COST | Costco Wholesale Corporation | Consumer Defensive | 0.168 | 2.15% | — |
| 7 | EG | Everest Re Group, Ltd. | Financial Services | 0.217 | 1.96% | — |
| 8 | NOW | ServiceNow, Inc. | Technology | 0.172 | 1.61% | — |
| 9 | MPWR | Monolithic Power Systems, Inc. | Technology | 0.200 | 1.61% | — |
| 10 | CDNS | Cadence Design Systems, Inc. | Technology | 0.133 | 1.61% | — |
| 11 | ANET | Arista Networks, Inc. | Technology | 0.141 | 1.60% | — |
| 12 | AVGO | Broadcom Inc. | Technology | 0.218 | 1.60% | — |
| 13 | SWKS | Skyworks Solutions, Inc. | Technology | 0.233 | 1.60% | — |
| 14 | MCHP | Microchip Technology Incorporated | Technology | 0.248 | 1.58% | — |
| 15 | ABBV | AbbVie Inc. | Healthcare | 0.123 | 1.55% | — |
| 16 | WDAY | Workday, Inc. | Technology | 0.224 | 1.54% | — |
| 17 | CRWD | CrowdStrike Holdings, Inc. | Technology | 0.236 | 1.48% | — |
| 18 | MA | Mastercard Incorporated | Financial Services | 0.175 | 1.47% | — |
| 19 | HCA | HCA Healthcare, Inc. | Healthcare | 0.112 | 1.46% | — |
| 20 | GOOG | Alphabet Inc. | Communication Services | -0.036 | 1.40% | — |
| 21 | NFLX | Netflix, Inc. | Communication Services | 0.001 | 1.19% | — |
| 22 | CAH | Cardinal Health, Inc. | Healthcare | 0.199 | 1.07% | — |
| 23 | COIN | Coinbase Global, Inc. | Financial Services | 0.088 | 1.06% | — |
| 24 | MET | MetLife, Inc. | Financial Services | 0.174 | 1.05% | — |
| 25 | APA | APA Corporation | Energy | 0.156 | 0.95% | — |
| 26 | DDOG | Datadog, Inc. | Technology | 0.209 | 0.89% | — |
| 27 | OTIS | Otis Worldwide Corporation | Industrials | 0.150 | 0.84% | — |
| 28 | PRU | Prudential Financial, Inc. | Financial Services | 0.100 | 0.72% | — |
| 29 | CEG | Constellation Energy Corporation | Utilities | -0.020 | 0.64% | — |
| 30 | MAA | Mid-America Apartment Communities, Inc. | Real Estate | 0.125 | 0.49% | — |
| 31 | DLTR | Dollar Tree, Inc. | Consumer Defensive | 0.014 | 0.45% | — |
| 32 | CBRE | CBRE Group, Inc. | Real Estate | 0.067 | 0.43% | — |
| 33 | PSX | Phillips 66 | Energy | 0.035 | 0.42% | — |
| 34 | NRG | NRG Energy, Inc. | Utilities | 0.086 | 0.35% | — |
| 35 | TER | Teradyne, Inc. | Technology | 0.102 | 0.32% | — |
Short book
33 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | C | Citigroup Inc. | Financial Services | 0.009 | -3.01% | — |
| 2 | VZ | Verizon Communications Inc. | Communication Services | -0.136 | -2.75% | — |
| 3 | WBD | Warner Bros. Discovery, Inc. | Communication Services | -0.215 | -2.58% | — |
| 4 | IP | International Paper Company | Consumer Cyclical | -0.134 | -2.25% | — |
| 5 | KO | The Coca-Cola Company | Consumer Defensive | -0.167 | -1.87% | — |
| 6 | BAX | Baxter International Inc. | Healthcare | -0.111 | -1.84% | — |
| 7 | BRK-B | Berkshire Hathaway Inc. | Financial Services | -0.050 | -1.83% | — |
| 8 | NCLH | Norwegian Cruise Line Holdings Ltd. | Consumer Cyclical | -0.175 | -1.81% | — |
| 9 | TKO | TKO Group Holdings, Inc. | Communication Services | -0.205 | -1.75% | — |
| 10 | MRNA | Moderna, Inc. | Healthcare | -0.145 | -1.71% | — |
| 11 | BA | The Boeing Company | Industrials | -0.153 | -1.70% | — |
| 12 | MU | Micron Technology, Inc. | Technology | -0.122 | -1.59% | — |
| 13 | SMCI | Super Micro Computer, Inc. | Technology | 0.050 | -1.59% | — |
| 14 | WDC | Western Digital Corporation | Technology | -0.069 | -1.56% | — |
| 15 | APH | Amphenol Corporation | Technology | -0.094 | -1.50% | — |
| 16 | HPE | Hewlett Packard Enterprise Company | Technology | 0.054 | -1.50% | — |
| 17 | JBL | Jabil Inc. | Technology | 0.040 | -1.46% | — |
| 18 | STX | Seagate Technology Holdings plc | Technology | -0.027 | -1.46% | — |
| 19 | CTSH | Cognizant Technology Solutions Corporation | Technology | 0.014 | -1.39% | — |
| 20 | NVDA | NVIDIA Corporation | Technology | -0.121 | -1.39% | — |
| 21 | TFC | Truist Financial Corporation | Financial Services | 0.043 | -1.30% | — |
| 22 | DOV | Dover Corporation | Industrials | 0.008 | -1.23% | — |
| 23 | GEN | Gen Digital Inc. | Technology | 0.018 | -0.89% | — |
| 24 | ESS | Essex Property Trust, Inc. | Real Estate | -0.076 | -0.79% | — |
| 25 | FANG | Diamondback Energy, Inc. | Energy | -0.182 | -0.74% | — |
| 26 | DAY | Dayforce Inc | Technology | — | -0.70% | — |
| 27 | PODD | Insulet Corporation | Healthcare | -0.086 | -0.66% | — |
| 28 | MKC | McCormick & Company, Incorporated | Consumer Defensive | -0.105 | -0.64% | — |
| 29 | FSLR | First Solar, Inc. | Energy | 0.008 | -0.62% | — |
| 30 | NI | NiSource Inc. | Utilities | -0.192 | -0.59% | — |
| 31 | BALL | Ball Corporation | Consumer Cyclical | -0.026 | -0.55% | — |
| 32 | ATO | Atmos Energy Corporation | Utilities | -0.124 | -0.40% | — |
| 33 | CARR | Carrier Global Corporation | Industrials | 0.056 | -0.39% | — |