| Year | Strat | MCFTR | Δ |
|---|---|---|---|
| 2026* | +15.3% | -10.5% | +25.8% |
| Period | Strategy | MCFTR | vs index |
|---|---|---|---|
| Day | +1.6% | +0.6% | +1.0% |
| Week | +1.4% | -0.1% | +1.5% |
| Month | -1.2% | -1.3% | +0.1% |
| # | Holding | Weight | Day |
|---|---|---|---|
| 1 | LKOH multi-thesis conviction; target weight +12%. | 12.0% | -2.7% |
| 2 | SBER multi-thesis conviction; target weight +12%. | 12.0% | -1.3% |
| 3 | YDEX multi-thesis conviction; target weight +11%. | 11.0% | -4.4% |
| 4 | ROSN multi-thesis conviction; target weight +9%. | 9.0% | -3.2% |
| 5 | TRNFP multi-thesis conviction; target weight +9%. | 9.0% | -0.3% |
| 6 | MOEX multi-thesis conviction; target weight +8%. | 8.0% | -1.4% |
| 7 | X5 multi-thesis conviction; target weight +7%. | 7.0% | -4.1% |
| 8 | SVCB multi-thesis conviction; target weight +7%. | 7.0% | -5.7% |
| 9 | TATN multi-thesis conviction; target weight +6%. | 6.0% | -4.3% |
| 10 | IRAO multi-thesis conviction; target weight +5%. | 5.0% | -4.2% |
| 11 | OZON multi-thesis conviction; target weight +5%. | 5.0% | -20.1% |
| 12 | MRKC multi-thesis conviction; target weight +5%. | 5.0% | -2.9% |
| 13 | MSRS multi-thesis conviction; target weight +4%. | 4.0% | -0.9% |
| 14 | GAZP multi-thesis conviction; target weight -15%. | -15.0% | -1.9% |
| 15 | VTBR multi-thesis conviction; target weight -13%. | -13.0% | -3.6% |
| 16 | GMKN multi-thesis conviction; target weight -12%. | -12.0% | -2.2% |
| 17 | MGNT multi-thesis conviction; target weight -11%. | -11.0% | -8.0% |
| 18 | ALRS multi-thesis conviction; target weight -10%. | -10.0% | -4.8% |
| 19 | VKCO multi-thesis conviction; target weight -10%. | -10.0% | -9.6% |
| 20 | MAGN multi-thesis conviction; target weight -8%. | -8.0% | -2.9% |
| 21 | AFKS multi-thesis conviction; target weight -8%. | -8.0% | -12.2% |
| 22 | MTLR multi-thesis conviction; target weight -7%. | -7.0% | -3.2% |
| 23 | SGZH multi-thesis conviction; target weight -6%. | -6.0% | -9.4% |
| 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 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.