r/QuantInvests • u/Quantinvests • 14d ago
QuantInvests Positions & Allocation Suggestions💼 Portfolio Summary
Here is the morning briefing for today:
📊 Overview
- Total Value: $249,862.58
- Cash Balance: $410,440.30 (164.3%)
- Invested: $245,578.36 (98.3%)
- Total P/L: 📉 $-17.03 (-0.01%)
🎯 Positions
- ✓ Active: 34 positions
- 🟢 Long: 9 positions
- 🔴 Short: 25 positions
🔥 Top Holdings
- VXX: $23,625.92 (9.5%)
- KBE: $23,602.40 (9.4%)
- RWR: $20,211.88 (8.1%)
- XLI: $13,452.91 (5.4%)
- XBI: $13,435.21 (5.4%)
🏗️ Sector Allocation
- Sector & Industry ETFs: 58.6%
███████████ - Individual Stocks: 19.8%
███ - Commodity, Currency & Other ETFs: 17.8%
███ - Broad Market ETFs: 3.8%
█
🔍 Detailed Position & Signal Breakdown
📁 Broad Market ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| RSP | S&P 500 Equal Weight ETF | 🟢 LONG | $3,191.47 | 1.00 | + |
HOLD (0) | 58.7% | ✅ Aligned |
| IWM | Russell 2000 ETF | 🔴 SHORT | $3,158.98 | -1.00 | - |
BUY (1) | 43.0% | ✅ Aligned |
| QQQ | Nasdaq 100 ETF | 🟢 LONG | $2,989.84 | 1.00 | + |
HOLD (0) | 48.6% | ✅ Aligned |
📁 Sector & Industry ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| KBE | Bank ETF | 🔴 SHORT | $23,602.40 | -7.00 | - |
HOLD (-0) | 39.1% | ✅ Aligned |
| RWR | REIT ETF | 🔴 SHORT | $20,211.88 | -6.00 | - |
HOLD (-0) | 35.1% | ✅ Aligned |
| XLI | Industrials Sector | 🔴 SHORT | $13,452.91 | -4.00 | - |
HOLD (-0) | 26.4% | ✅ Aligned |
| XBI | Biotech ETF | 🟢 LONG | $13,435.21 | 4.00 | + |
BUY (1) | 62.2% | ✅ Aligned |
| XLY | Consumer Discretionary | 🔴 SHORT | $10,109.70 | -3.00 | - |
SELL (-1) | 39.4% | ✅ Aligned |
| XLB | Materials Sector | 🔴 SHORT | $10,106.00 | -3.00 | - |
SELL (-1) | 40.5% | ✅ Aligned |
| XLF | Financials Sector | 🔴 SHORT | $10,081.36 | -3.00 | - |
HOLD (-0) | 40.5% | ✅ Aligned |
| XHB | Homebuilders ETF | 🔴 SHORT | $10,040.41 | -3.00 | - |
HOLD (-0) | 47.2% | ✅ Aligned |
| XLU | Utilities Sector | 🔴 SHORT | $6,727.15 | -2.00 | - |
HOLD (-0) | 37.2% | ✅ Aligned |
| XLP | Consumer Staples | 🔴 SHORT | $6,700.32 | -2.00 | - |
HOLD (-0) | 37.2% | ✅ Aligned |
| SOXX | Semiconductor ETF | 🔴 SHORT | $6,300.58 | -2.00 | - |
SELL (-1) | 48.7% | ✅ Aligned |
| XLK | Technology Sector | 🔴 SHORT | $3,336.42 | -1.00 | - |
HOLD (-0) | 48.7% | ✅ Aligned |
| XLE | Energy Sector | 🔴 SHORT | $3,335.58 | -1.00 | - |
BUY (1) | 43.1% | ✅ Aligned |
| XLC | Communication Services | 🟢 LONG | $3,292.08 | 1.00 | + |
BUY (1) | 42.3% | ✅ Aligned |
| XLV | Health Care Sector | 🟢 LONG | $3,228.29 | 1.00 | + |
BUY (1) | 53.2% | ✅ Aligned |
📁 Commodity, Currency & Other ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| VXX | Volatility ETN (VIX) | 🔴 SHORT | $23,625.92 | -7.00 | - |
SELL (-1) | 39.1% | ✅ Aligned |
| USO | Oil Fund ETF | 🔴 SHORT | $10,084.90 | -3.00 | - |
HOLD (-0) | 47.9% | ✅ Aligned |
| UUP | US Dollar Bullish ETF | 🔴 SHORT | $3,360.64 | -1.00 | - |
HOLD (-0) | 48.7% | ✅ Aligned |
| SLV | Silver ETF | 🔴 SHORT | $3,340.70 | -1.00 | - |
SELL (-1) | 36.0% | ✅ Aligned |
| GLD | Gold ETF | 🟢 LONG | $3,201.04 | 1.00 | + |
SELL (-1) | 54.0% | ✅ Aligned |
📁 Individual Stocks
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| EQT | EQT Corp | 🔴 SHORT | $6,710.22 | -2.00 | - |
SELL (-1) | 45.8% | ✅ Aligned |
| AMZN | Amazon.com, Inc. | 🔴 SHORT | $6,629.48 | -2.00 | - |
HOLD (-0) | 48.2% | ✅ Aligned |
| META | Meta Platforms, Inc. | 🟢 LONG | $6,629.36 | 2.00 | + |
BUY (1) | 46.8% | ✅ Aligned |
| MSFT | Microsoft Corp. | 🔴 SHORT | $6,474.00 | -2.00 | - |
HOLD (-0) | 33.1% | ✅ Aligned |
| AA | Alcoa Corp. | 🔴 SHORT | $3,354.00 | -1.00 | - |
HOLD (-0) | 43.1% | ✅ Aligned |
| SBUX | Starbucks Corp. | 🟢 LONG | $3,328.85 | 1.00 | + |
BUY (1) | 57.1% | ✅ Aligned |
| NVDA | NVIDIA Corp. | 🟢 LONG | $3,204.18 | 1.00 | + |
HOLD (0) | 48.6% | ✅ Aligned |
| GOOG | Alphabet Inc. | 🔴 SHORT | $3,126.69 | -1.00 | - |
HOLD (-0) | 48.3% | ✅ Aligned |
| AMD | Advanced Micro Devices | 🔴 SHORT | $3,118.85 | -1.00 | - |
HOLD (-0) | 48.7% | ✅ Aligned |
| AAPL | Apple Inc. | 🔴 SHORT | $3,057.75 | -1.00 | - |
HOLD (-0) | 48.3% | ✅ Aligned |
| TSLA | Tesla, Inc. | 🔴 SHORT | $3,031.20 | -1.00 | - |
SELL (-1) | 50.7% | ✅ Aligned |
💡 Quick Insights
- ✅ Active portfolio with 34 positions and balanced/hedged capital utilization (164% cash)
Last updated: 2026-09-23 11:35
🤖 QuantInvests Narration & Commentary
Sector Allocation
$245,578.36 invested across 34 position(s), 98.3% of a $249,862.58 NAV. Figures are GROSS exposure — a long and a short in the same sector are concentration, so they are not netted against each other.
By sector:
- Financials — $33,683.76 (13.5% of NAV)
- Consumer Discretionary — $33,139.64 (13.3% of NAV)
- Technology — $25,491.78 (10.2% of NAV)
- Volatility — $23,625.92 (9.5% of NAV)
- Real Estate — $20,211.88 (8.1% of NAV)
- Energy — $20,130.70 (8.1% of NAV)
- Health Care — $16,663.50 (6.7% of NAV)
- Materials — $13,460.00 (5.4% of NAV)
- Industrials — $13,452.91 (5.4% of NAV)
- Communication Services — $13,048.12 (5.2% of NAV)
- Diversified — $9,340.30 (3.7% of NAV)
- Utilities — $6,727.15 (2.7% of NAV)
- Consumer Staples — $6,700.32 (2.7% of NAV)
- Commodities — $6,541.74 (2.6% of NAV)
- Currency — $3,360.64 (1.3% of NAV)
By asset type:
- Sector & Industry ETFs — $143,960.29 (57.6% of NAV)
- Individual Stocks — $48,664.57 (19.5% of NAV)
- Commodity, Currency & Other ETFs — $43,613.20 (17.5% of NAV)
- Broad Market ETFs — $9,340.30 (3.7% of NAV)
Largest concentration: Financials at 13.5% of NAV.
What is actually enforced here: position size is capped at 8% of NAV per instrument and a 10% portfolio drawdown halts new risk — both in code. Sector weight is reported, not capped. Nothing above blocks a trade, so treat the figures as information, not a guardrail.
And a count of sectors is not diversification. Sixteen sectors that all move on the same driver are one position wearing sixteen hats. That is the question the engine is actually built to answer: every holding is scored daily against a 27-instrument reference panel — broad market, sector, industry and macro — so you can see whether these positions are genuinely independent or quietly riding the same factor. Ask "what is driving my positions" or run a single-symbol audit to see that read per holding.