| Year | Strat | MCFTR | Δ |
|---|---|---|---|
| 2026 | +2.7% | +4.1% | -1.4% |
| Period | Strategy | MCFTR | vs index |
|---|---|---|---|
| Day | +0.0% | +0.8% | -0.7% |
| Week | +1.3% | +1.6% | -0.4% |
| Month | +10.2% | +11.3% | -1.1% |
| YTD | +2.7% | +4.1% | -1.4% |
| Holding | Weight | Day |
|---|---|---|
| SBER multi-thesis conviction; target weight 14%. | 14.0% | -0.0% |
| YDEX multi-thesis conviction; target weight 13%. | 13.0% | -0.0% |
| LKOH multi-thesis conviction; target weight 13%. | 13.0% | +0.0% |
| TRNFP multi-thesis conviction; target weight 10%. | 10.0% | +0.0% |
| MOEX multi-thesis conviction; target weight 8%. | 8.0% | +0.1% |
| SVCB multi-thesis conviction; target weight 7%. | 7.0% | +0.0% |
| X5 multi-thesis conviction; target weight 6%. | 6.0% | +0.0% |
| OZON multi-thesis conviction; target weight 6%. | 6.0% | +0.1% |
| IRAO multi-thesis conviction; target weight 5%. | 5.0% | +0.0% |
| MRKC multi-thesis conviction; target weight 5%. | 5.0% | +0.1% |
| MSRS multi-thesis conviction; target weight 5%. | 5.0% | -0.2% |
| MRKU multi-thesis conviction; target weight 4%. | 4.0% | +0.0% |
| TTLK multi-thesis conviction; target weight 4%. | 4.0% | +0.6% |
| Rebalance | Signal | Holding | Price (RUB) | Weight | Result |
|---|---|---|---|---|---|
| 15 Jun 2026 initial book | Buy | SBER Sberbank multi-thesis conviction; target weight 14%. | 324.56 | 14.0% | — |
| Buy | YDEX Yandex multi-thesis conviction; target weight 13%. | 4 058 | 13.0% | — | |
| Buy | LKOH Lukoil multi-thesis conviction; target weight 13%. | 4 776 | 13.0% | — | |
| Buy | TRNFP Transneft (pref) multi-thesis conviction; target weight 10%. | 1 401 | 10.0% | — | |
| Buy | MOEX multi-thesis conviction; target weight 8%. | 178.07 | 8.0% | — | |
| Buy | SVCB Sovcombank multi-thesis conviction; target weight 7%. | 11.45 | 7.0% | — | |
| Buy | X5 X5 Retail Group multi-thesis conviction; target weight 6%. | 2 418 | 6.0% | — | |
| Buy | OZON multi-thesis conviction; target weight 6%. | 3 920 | 6.0% | — | |
| Buy | IRAO Inter RAO multi-thesis conviction; target weight 5%. | 2.765 | 5.0% | — | |
| Buy | MRKC IDGC Center multi-thesis conviction; target weight 5%. | 0.6612 | 5.0% | — | |
| Buy | MSRS Rosseti Moscow Region multi-thesis conviction; target weight 5%. | 1.852 | 5.0% | — | |
| Buy | MRKU IDGC Ural multi-thesis conviction; target weight 4%. | 0.615 | 4.0% | — | |
| Buy | TTLK Tattelecom multi-thesis conviction; target weight 4%. | 0.5915 | 4.0% | — |
Prices are the frozen close on the signal date — the price at which the live model portfolio starts (buy) or stops (sell) holding the position. Sell result is the price change from the position's own buy signal, dividends not included.