| Год | Стратегия | MCFTR | Δ |
|---|---|---|---|
| 2026* | +16.8% | -5.5% | +22.4% |
| Период | Стратегия | MCFTR | к индексу |
|---|---|---|---|
| За день | +0.0% | +1.7% | -1.7% |
| За неделю | -0.5% | +6.5% | -7.0% |
| За месяц | +1.5% | -1.3% | +2.9% |
| # | Бумага | Вес | За день |
|---|---|---|---|
| 1 | LKOH multi-thesis conviction; target weight +12%. | 12.0% | +0.0% |
| 2 | SBER multi-thesis conviction; target weight +12%. | 12.0% | +0.0% |
| 3 | YDEX multi-thesis conviction; target weight +11%. | 11.0% | +0.0% |
| 4 | ROSN multi-thesis conviction; target weight +9%. | 9.0% | +0.0% |
| 5 | TRNFP multi-thesis conviction; target weight +9%. | 9.0% | +0.0% |
| 6 | MOEX multi-thesis conviction; target weight +8%. | 8.0% | +0.0% |
| 7 | X5 multi-thesis conviction; target weight +7%. | 7.0% | +0.0% |
| 8 | SVCB multi-thesis conviction; target weight +7%. | 7.0% | +0.0% |
| 9 | TATN multi-thesis conviction; target weight +6%. | 6.0% | +0.0% |
| 10 | IRAO multi-thesis conviction; target weight +5%. | 5.0% | +0.0% |
| 11 | OZON multi-thesis conviction; target weight +5%. | 5.0% | +0.0% |
| 12 | MRKC multi-thesis conviction; target weight +5%. | 5.0% | +0.0% |
| 13 | MSRS multi-thesis conviction; target weight +4%. | 4.0% | +0.0% |
| 14 | GAZP multi-thesis conviction; target weight -15%. | -15.0% | +0.0% |
| 15 | VTBR multi-thesis conviction; target weight -13%. | -13.0% | +0.0% |
| 16 | GMKN multi-thesis conviction; target weight -12%. | -12.0% | +0.0% |
| 17 | MGNT multi-thesis conviction; target weight -11%. | -11.0% | +0.0% |
| 18 | ALRS multi-thesis conviction; target weight -10%. | -10.0% | +0.0% |
| 19 | VKCO multi-thesis conviction; target weight -10%. | -10.0% | +0.0% |
| 20 | MAGN multi-thesis conviction; target weight -8%. | -8.0% | +0.0% |
| 21 | AFKS multi-thesis conviction; target weight -8%. | -8.0% | +0.0% |
| 22 | MTLR multi-thesis conviction; target weight -7%. | -7.0% | +0.0% |
| 23 | SGZH multi-thesis conviction; target weight -6%. | -6.0% | +0.0% |
| Ребаланс | Сигнал | Бумага | Цена (RUB) | Вес | Итог |
|---|---|---|---|---|---|
| 16 июн 2026 стартовый портфель | Купить | LKOH Лукойл multi-thesis conviction; target weight +12%. | 4 517 | 12.0% | — |
| Купить | SBER Сбербанк multi-thesis conviction; target weight +12%. | 320.28 | 12.0% | — | |
| Купить | YDEX Яндекс multi-thesis conviction; target weight +11%. | 4 021 | 11.0% | — | |
| Купить | ROSN Роснефть multi-thesis conviction; target weight +9%. | 339.80 | 9.0% | — | |
| Купить | TRNFP Транснефть (прив) multi-thesis conviction; target weight +9%. | 1 386 | 9.0% | — | |
| Купить | MOEX Мосбиржа multi-thesis conviction; target weight +8%. | 174.56 | 8.0% | — | |
| Купить | X5 X5 Retail multi-thesis conviction; target weight +7%. | 2 384 | 7.0% | — | |
| Купить | SVCB Совкомбанк multi-thesis conviction; target weight +7%. | 11.19 | 7.0% | — | |
| Купить | TATN Татнефть multi-thesis conviction; target weight +6%. | 534.40 | 6.0% | — | |
| Купить | IRAO Интер РАО multi-thesis conviction; target weight +5%. | 2.752 | 5.0% | — | |
| Купить | OZON multi-thesis conviction; target weight +5%. | 3 824 | 5.0% | — | |
| Купить | MRKC МРСК Центра multi-thesis conviction; target weight +5%. | 0.647 | 5.0% | — | |
| Купить | MSRS Россети Московский регион multi-thesis conviction; target weight +4%. | 1.834 | 4.0% | — | |
| Купить | GAZP Газпром multi-thesis conviction; target weight -15%. | 111.51 | -15.0% | — | |
| Купить | VTBR ВТБ Банк multi-thesis conviction; target weight -13%. | 78.55 | -13.0% | — | |
| Купить | GMKN Норникель multi-thesis conviction; target weight -12%. | 135.64 | -12.0% | — | |
| Купить | MGNT Магнит multi-thesis conviction; target weight -11%. | 2 139 | -11.0% | — | |
| Купить | ALRS Алроса multi-thesis conviction; target weight -10%. | 25.62 | -10.0% | — | |
| Купить | VKCO VK company multi-thesis conviction; target weight -10%. | 239.60 | -10.0% | — | |
| Купить | MAGN ММК multi-thesis conviction; target weight -8%. | 21.17 | -8.0% | — | |
| … и ещё 3 бумаг | |||||
Цены — зафиксированное закрытие на дату сигнала: по этой цене бумажный портфель начинает (покупка) или прекращает (продажа) держать позицию. Итог продажи — изменение цены от сигнала на покупку этой бумаги, без учёта дивидендов.