| Year | Strat | MCFTR | Δ |
|---|---|---|---|
| 2026* | -10.5% | -12.3% | +1.9% |
| Period | Strategy | MCFTR | vs index |
|---|---|---|---|
| Day | -3.6% | +0.6% | -4.2% |
| Week | -4.6% | -0.1% | -4.5% |
| Month | -1.1% | -1.3% | +0.2% |
| # | Holding | Weight | Day |
|---|---|---|---|
| 1 | SBER multi-thesis conviction; target weight 14%. | 14.0% | -1.3% |
| 2 | YDEX multi-thesis conviction; target weight 13%. | 13.0% | -4.4% |
| 3 | LKOH multi-thesis conviction; target weight 13%. | 13.0% | -2.7% |
| 4 | TRNFP multi-thesis conviction; target weight 10%. | 10.0% | -0.3% |
| 5 | MOEX multi-thesis conviction; target weight 8%. | 8.0% | -1.4% |
| 6 | SVCB multi-thesis conviction; target weight 7%. | 7.0% | -5.7% |
| 7 | X5 multi-thesis conviction; target weight 6%. | 6.0% | -4.1% |
| 8 | OZON multi-thesis conviction; target weight 6%. | 6.0% | -20.1% |
| 9 | IRAO multi-thesis conviction; target weight 5%. | 5.0% | -4.2% |
| 10 | MRKC multi-thesis conviction; target weight 5%. | 5.0% | -2.9% |
| 11 | MSRS multi-thesis conviction; target weight 5%. | 5.0% | -0.9% |
| 12 | MRKU multi-thesis conviction; target weight 4%. | 4.0% | -3.4% |
| 13 | TTLK multi-thesis conviction; target weight 4%. | 4.0% | +1.3% |
| 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 paper-book starts (buy) or stops (sell) holding the position. Sell result is the price change from the position's own buy signal, dividends not included.