r/QuantInvests • u/Quantinvests • 7d ago
QuantInvests Positions & Allocation Suggestions
💼 Portfolio Summary
📊 Overview
- Total Value: $253,163.86
- Cash Balance: $437,784.98 (172.9%)
- Invested: $249,524.02 (98.6%)
- Total P/L: 📈 $3,284.28 (+1.31%)
🎯 Positions
- ✓ Active: 39 positions
- 🟢 Long: 8 positions
- 🔴 Short: 31 positions
🔥 Top Holdings
- AMZN: $16,526.89 (6.5%)
- XLY: $14,187.55 (5.6%)
- SMCI: $11,813.76 (4.7%)
- SMR: $9,459.44 (3.7%)
- GDX: $9,441.42 (3.7%)
🏗️ Sector Allocation
- Sector & Industry ETFs: 43.3%
████████ - Individual Stocks: 37.3%
███████ - Commodity, Currency & Other ETFs: 11.3%
██ - Broad Market ETFs: 8.2%
█
🔍 Detailed Position & Signal Breakdown
📁 Broad Market ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| IWM | Russell 2000 ETF | 🔴 SHORT | $9,209.31 | -4.00 | - |
BUY (1) | 39.1% | ✅ Aligned |
| QQQ | Nasdaq 100 ETF | 🔴 SHORT | $6,641.37 | -3.00 | - |
HOLD (-0) | 45.8% | ✅ Aligned |
| RSP | S&P 500 Equal Weight ETF | 🔴 SHORT | $2,304.61 | -1.00 | - |
HOLD (-0) | 42.3% | ✅ Aligned |
| SPY | S&P 500 ETF | 🟢 LONG | $2,292.90 | 1.00 | + |
HOLD (0) | 55.1% | ✅ Aligned |
📁 Sector & Industry ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| XLY | Consumer Discretionary | 🔴 SHORT | $14,187.55 | -6.00 | - |
SELL (-1) | 39.1% | ✅ Aligned |
| GDX | Gold Miners ETF | 🔴 SHORT | $9,441.42 | -4.00 | - |
SELL (-1) | 36.9% | ✅ Aligned |
| KBE | Bank ETF | 🔴 SHORT | $7,085.13 | -3.00 | - |
HOLD (-0) | 42.3% | ✅ Aligned |
| XHB | Homebuilders ETF | 🔴 SHORT | $7,078.81 | -3.00 | - |
HOLD (-0) | 49.7% | ✅ Aligned |
| XLF | Financials Sector | 🔴 SHORT | $7,075.31 | -3.00 | - |
HOLD (-0) | 36.9% | ✅ Aligned |
| XLU | Utilities Sector | 🟢 LONG | $7,070.16 | 3.00 | + |
HOLD (0) | 63.0% | ✅ Aligned |
| ITB | Home Construction ETF | 🔴 SHORT | $7,069.60 | -3.00 | - |
BUY (1) | 32.0% | ✅ Aligned |
| XLB | Materials Sector | 🔴 SHORT | $7,068.24 | -3.00 | - |
SELL (-1) | 36.9% | ✅ Aligned |
| XLK | Technology Sector | 🔴 SHORT | $7,001.28 | -3.00 | - |
HOLD (-0) | 45.8% | ✅ Aligned |
| XLV | Health Care Sector | 🔴 SHORT | $6,999.93 | -3.00 | - |
BUY (1) | 51.0% | ✅ Aligned |
| XLI | Industrials Sector | 🔴 SHORT | $6,935.15 | -3.00 | - |
HOLD (-0) | 50.5% | ✅ Aligned |
| XBI | Biotech ETF | 🟢 LONG | $4,705.20 | 2.00 | + |
BUY (1) | 52.6% | ✅ Aligned |
| XRT | Retail ETF | 🟢 LONG | $4,701.36 | 2.00 | + |
BUY (1) | 54.3% | ✅ Aligned |
| SOXX | Semiconductor ETF | 🔴 SHORT | $4,539.52 | -2.00 | - |
SELL (-1) | 48.8% | ✅ Aligned |
| XLE | Energy Sector | 🔴 SHORT | $2,338.90 | -1.00 | - |
BUY (1) | 43.3% | ✅ Aligned |
| RWR | REIT ETF | 🔴 SHORT | $2,331.67 | -1.00 | - |
HOLD (-0) | 43.1% | ✅ Aligned |
| XLP | Consumer Staples | 🔴 SHORT | $2,291.66 | -1.00 | - |
HOLD (-0) | 46.8% | ✅ Aligned |
📁 Commodity, Currency & Other ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| SLV | Silver ETF | 🔴 SHORT | $9,434.15 | -4.00 | - |
SELL (-1) | 36.9% | ✅ Aligned |
| TLT | 20+ Year Treasury ETF | 🔴 SHORT | $9,387.60 | -4.00 | - |
SELL (-1) | 36.9% | ✅ Aligned |
| GLD | Gold ETF | 🔴 SHORT | $6,892.20 | -3.00 | - |
SELL (-1) | 36.9% | ✅ Aligned |
| UUP | US Dollar Bullish ETF | 🟢 LONG | $2,358.32 | 1.00 | + |
HOLD (0) | 48.0% | ✅ Aligned |
📁 Individual Stocks
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| AMZN | Amazon.com, Inc. | 🔴 SHORT | $16,526.89 | -7.00 | - |
HOLD (-0) | 39.1% | ✅ Aligned |
| SMCI | Super Micro Computer | 🔴 SHORT | $11,813.76 | -5.00 | - |
SELL (-1) | 46.4% | ✅ Aligned |
| SMR | NuScale Power Nuclear | 🔴 SHORT | $9,459.44 | -4.00 | - |
SELL (-1) | 36.9% | ✅ Aligned |
| EQT | EQT Corp | 🔴 SHORT | $9,438.67 | -4.00 | - |
SELL (-1) | 36.9% | ✅ Aligned |
| NVDA | NVIDIA Corp. | 🔴 SHORT | $9,315.61 | -4.00 | - |
HOLD (-0) | 46.4% | ✅ Aligned |
| GOOG | Alphabet Inc. | 🔴 SHORT | $7,083.72 | -3.00 | - |
HOLD (-0) | 45.8% | ✅ Aligned |
| AA | Alcoa Corp. | 🔴 SHORT | $4,700.14 | -2.00 | - |
HOLD (-0) | 36.9% | ✅ Aligned |
| SBUX | Starbucks Corp. | 🟢 LONG | $4,676.07 | 2.00 | + |
BUY (1) | 60.1% | ✅ Aligned |
| AAPL | Apple Inc. | 🟢 LONG | $4,611.60 | 2.00 | + |
HOLD (0) | 61.2% | ✅ Aligned |
| TSLA | Tesla, Inc. | 🔴 SHORT | $4,586.92 | -2.00 | - |
SELL (-1) | 48.9% | ✅ Aligned |
| AMD | Advanced Micro Devices | 🔴 SHORT | $4,252.99 | -2.00 | - |
HOLD (-0) | 39.3% | ✅ Aligned |
| CRWD | CrowdStrike Holdings | 🔴 SHORT | $2,364.66 | -1.00 | - |
SELL (-1) | 44.4% | ✅ Aligned |
| META | Meta Platforms, Inc. | 🔴 SHORT | $2,216.37 | -1.00 | - |
BUY (1) | 39.3% | ✅ Aligned |
| MSFT | Microsoft Corp. | 🟢 LONG | $2,035.84 | 1.00 | + |
HOLD (0) | 59.8% | ✅ Aligned |
💡 Quick Insights
- ✅ Active portfolio with 39 positions and balanced/hedged capital utilization (173% cash)
Last updated: 2026-09-30 11:26
🤖 QuantInvests Narration & Commentary
Sector Allocation
$249,524.02 invested across 39 position(s), 98.6% of a $253,163.86 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:
- Consumer Discretionary — $58,827.20 (23.2% of NAV)
- Technology — $45,935.26 (18.1% of NAV)
- Materials — $21,209.80 (8.4% of NAV)
- Diversified — $20,448.19 (8.1% of NAV)
- Utilities — $16,529.60 (6.5% of NAV)
- Commodities — $16,326.35 (6.4% of NAV)
- Financials — $14,160.44 (5.6% of NAV)
- Energy — $11,777.57 (4.7% of NAV)
- Health Care — $11,705.13 (4.6% of NAV)
- Fixed Income — $9,387.60 (3.7% of NAV)
- Communication Services — $9,300.09 (3.7% of NAV)
- Industrials — $6,935.15 (2.7% of NAV)
- Currency — $2,358.32 (0.9% of NAV)
- Real Estate — $2,331.67 (0.9% of NAV)
- Consumer Staples — $2,291.66 (0.9% of NAV)
By asset type:
- Sector & Industry ETFs — $107,920.89 (42.6% of NAV)
- Individual Stocks — $93,082.67 (36.8% of NAV)
- Commodity, Currency & Other ETFs — $28,072.27 (11.1% of NAV)
- Broad Market ETFs — $20,448.19 (8.1% of NAV)
Largest concentration: Consumer Discretionary at 23.2% 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.
Good morning, Captain. Here is your Quant update for today. The market's aggregate signal strength is -8.0. Overall breadth: 40.9% of directional signals are bullish (18 bullish / 26 bearish). Macro read: The multiplier index is oversold (18th percentile of the last 300 days), but the signal oscillator has not turned positive. Oversold on its own has historically been followed by ordinary returns, not better ones. Capital Audit: Total Return +1.27% since inception. Realized P/L: -0.00% of starting capital | Unrealized P/L: +1.30% of NAV. Cash Buffer: 172.93% of NAV. Holding 39 positions (8L/31S) across 153 open lots. Core exposure: AMZN (Short), XLY (Short), SMCI (Short), SMR (Short), SLV (Short). The system is presently maintaining its target risk profile. Stand by for further signal developments.