Runs
Registro completo de artefactos: alpha models, portfolio construction y backtests.
Registry
24 runs · 14 variantes| Run | id | Cum | Sharpe | Sortino | IR | Actualizado |
|---|---|---|---|---|---|---|
| lgbm | 29.00% | 0.18 | 0.29 | -0.58 | 2026-05-25 | |
| lgbm_126d | — | — | — | — | 2026-05-25 | |
| lgbm_126d_flexible_50_beta40 | 37.92% | 0.32 | 0.51 | -0.72 | 2026-05-25 | |
| lgbm_126d_flexible_50_beta60 | 62.67% | 0.50 | 0.81 | -0.60 | 2026-05-25 | |
| lgbm_126d_fundamental_flexible | 44.74% | 0.41 | 0.64 | -0.77 | 2026-05-25 | |
| lgbm_126d_fundamental_flexible_50_long_only_uncapped | 245.39% | 0.80 | 1.36 | 0.71 | 2026-05-25 | |
| lgbm_126d_fundamental_flexible_50_sector45 | 78.66% | 0.59 | 0.96 | -0.53 | 2026-05-25 | |
| lgbm_126d_fundamental_flexible_50_uncapped | 133.71% | 0.73 | 1.20 | 0.09 | 2026-05-25 | |
| lgbm_126d_fundamental_flexible_sector45 | 59.49% | 0.50 | 0.79 | -0.67 | 2026-05-25 | |
| lgbm_126d_fundamental_flexible_uncapped | 79.94% | 0.60 | 0.96 | -0.46 | 2026-05-25 | |
| lgbm_126d_sector_market_cap_25_25 | 4.07% | -0.33 | -0.45 | -0.81 | 2026-05-25 | |
| lgbm_21d | — | — | — | — | 2026-05-25 | |
| lgbm_252d | — | — | — | — | 2026-05-25 | |
| lgbm_beta_neutral_buffer | -14.62% | -0.40 | -0.50 | -0.80 | 2026-05-25 | |
| lgbm_buffer | 10.84% | -0.03 | -0.04 | -0.72 | 2026-05-25 | |
| lgbm_dual_tail | -18.46% | -0.52 | -0.62 | -0.95 | 2026-05-25 | |
| lgbm_dual_tail_macro | -0.61% | -0.29 | -0.37 | -0.89 | 2026-05-25 | |
| lgbm_long_only | 307.14% | 0.87 | 1.72 | 0.80 | 2026-05-25 | |
| lgbm_macro | -10.53% | -0.19 | -0.26 | -0.86 | 2026-05-25 | |
| lgbm_no_sector | -21.15% | -0.53 | -0.71 | -1.11 | 2026-05-25 | |
| lgbm_short_filter | 59.00% | 0.45 | 0.81 | -0.37 | 2026-05-25 | |
| ridge | -11.89% | -0.27 | -0.33 | -0.77 | 2026-05-25 | |
| ridge_macro | -11.58% | -0.26 | -0.33 | -0.77 | 2026-05-25 | |
| ridge_no_sector | -2.16% | -0.28 | -0.38 | -0.80 | 2026-05-25 |