| Year | Strat | MCFTR | Δ |
|---|---|---|---|
| 2026 | +21.1% | +6.3% | +14.8% |
| Period | Strategy | MCFTR | vs index |
|---|---|---|---|
| Day | +0.0% | +0.8% | -0.7% |
| Week | +0.7% | +1.6% | -0.9% |
| Month | +1.2% | +11.3% | -10.1% |
| YTD | +21.1% | +6.3% | +14.8% |
| Holding | Weight | Day |
|---|---|---|
| LKOH multi-thesis conviction; target weight +12%. | 12.0% | +0.0% |
| SBER multi-thesis conviction; target weight +12%. | 12.0% | -0.0% |
| YDEX multi-thesis conviction; target weight +11%. | 11.0% | -0.0% |
| ROSN multi-thesis conviction; target weight +9%. | 9.0% | +0.1% |
| TRNFP multi-thesis conviction; target weight +9%. | 9.0% | +0.0% |
| MOEX multi-thesis conviction; target weight +8%. | 8.0% | +0.1% |
| X5 multi-thesis conviction; target weight +7%. | 7.0% | +0.0% |
| SVCB multi-thesis conviction; target weight +7%. | 7.0% | +0.0% |
| TATN multi-thesis conviction; target weight +6%. | 6.0% | +0.0% |
| IRAO multi-thesis conviction; target weight +5%. | 5.0% | +0.0% |
| OZON multi-thesis conviction; target weight +5%. | 5.0% | +0.1% |
| MRKC multi-thesis conviction; target weight +5%. | 5.0% | +0.1% |
| MSRS multi-thesis conviction; target weight +4%. | 4.0% | -0.2% |
| GAZP multi-thesis conviction; target weight -15%. | -15.0% | -0.1% |
| VTBR multi-thesis conviction; target weight -13%. | -13.0% | +0.0% |
| GMKN multi-thesis conviction; target weight -12%. | -12.0% | -0.1% |
| MGNT multi-thesis conviction; target weight -11%. | -11.0% | +0.0% |
| ALRS multi-thesis conviction; target weight -10%. | -10.0% | -0.0% |
| VKCO multi-thesis conviction; target weight -10%. | -10.0% | +0.0% |
| MAGN multi-thesis conviction; target weight -8%. | -8.0% | +0.1% |
| AFKS multi-thesis conviction; target weight -8%. | -8.0% | +0.0% |
| MTLR multi-thesis conviction; target weight -7%. | -7.0% | -0.0% |
| SGZH multi-thesis conviction; target weight -6%. | -6.0% | +0.0% |
| Rebalance | Signal | Holding | Price (RUB) | Weight | Result |
|---|---|---|---|---|---|
| 16 Jun 2026 initial book | Buy | LKOH Lukoil multi-thesis conviction; target weight +12%. | 4 517 | 12.0% | — |
| Buy | SBER Sberbank multi-thesis conviction; target weight +12%. | 320.28 | 12.0% | — | |
| Buy | YDEX Yandex multi-thesis conviction; target weight +11%. | 4 021 | 11.0% | — | |
| Buy | ROSN Rosneft multi-thesis conviction; target weight +9%. | 339.80 | 9.0% | — | |
| Buy | TRNFP Transneft (pref) multi-thesis conviction; target weight +9%. | 1 386 | 9.0% | — | |
| Buy | MOEX multi-thesis conviction; target weight +8%. | 174.56 | 8.0% | — | |
| Buy | X5 X5 Retail Group multi-thesis conviction; target weight +7%. | 2 384 | 7.0% | — | |
| Buy | SVCB Sovcombank multi-thesis conviction; target weight +7%. | 11.19 | 7.0% | — | |
| Buy | TATN Tatneft multi-thesis conviction; target weight +6%. | 534.40 | 6.0% | — | |
| Buy | IRAO Inter RAO multi-thesis conviction; target weight +5%. | 2.752 | 5.0% | — | |
| Buy | OZON multi-thesis conviction; target weight +5%. | 3 824 | 5.0% | — | |
| Buy | MRKC IDGC Center multi-thesis conviction; target weight +5%. | 0.647 | 5.0% | — | |
| Buy | MSRS Rosseti Moscow Region multi-thesis conviction; target weight +4%. | 1.834 | 4.0% | — | |
| Buy | GAZP Gazprom multi-thesis conviction; target weight -15%. | 111.51 | -15.0% | — | |
| Buy | VTBR Bank VTB multi-thesis conviction; target weight -13%. | 78.55 | -13.0% | — | |
| Buy | GMKN Nornickel multi-thesis conviction; target weight -12%. | 135.64 | -12.0% | — | |
| Buy | MGNT Magnit multi-thesis conviction; target weight -11%. | 2 139 | -11.0% | — | |
| Buy | ALRS Alrosa multi-thesis conviction; target weight -10%. | 25.62 | -10.0% | — | |
| Buy | VKCO VK company multi-thesis conviction; target weight -10%. | 239.60 | -10.0% | — | |
| Buy | MAGN MMK multi-thesis conviction; target weight -8%. | 21.17 | -8.0% | — | |
| … and 3 more names | |||||
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.