LGBM 126d

lightgbmlgbm_126d· 2026-05-25

Net equity

Sin datos.

Snapshot

Cum return

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Ann ret

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Sharpe

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Sortino

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Max DD

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Turnover

—

Vs benchmark (SPY)

Beta

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IR

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Alpha anual

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Hit rate vs SPY

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Drawdown

Sin datos de drawdown.

Returns mensuales

net return por rebalanceo

Sin retornos para mostrar.

Heatmap mensual

net return · totales anuales compuestos

Sin retornos mensuales para mostrar.

Contribución long vs short

descomposición del net return

Sin contribuciones para mostrar.

Long book

#	Ticker	Sector	Score	Peso	Ret 63d
Sin posiciones long.

Short book

#	Ticker	Sector	Score	Peso	Ret 63d
Sin posiciones short.

Feature importances

top 20 · media gain entre folds

Feature	Gain
sector	2,209
rd_to_revenue_global_z	1,360
rd_to_revenue_sector_z	1,180
beta_12m_global_z	740
asset_turnover_global_z	726
roa_global_z	633
market_momentum_12m_skip_1m	585
mom_12m_skip_1m_global_z	576
max_drawdown_12m_global_z	565
gross_margin_global_z	504
market_drawdown_6m	453
asset_turnover_sector_z	452
employee_growth_acceleration_yoy_global_z	423
operating_income_growth_yoy_ttm_global_z	412
revenue_per_employee_growth_yoy_global_z	398
sales_to_ev_global_z	383
earnings_yield_global_z	352
employee_growth_acceleration_yoy_sector_z	350
gross_profit_growth_yoy_ttm_global_z	346
gross_margin_sector_z	330

Resumen backtest

periodos—

start—

end—

vol anual—

downside dev—

hit rate—

gross weight—

missing prices—

benchmark—

bench sharpe—

tracking error—

correlation—