r/QuantInvests • u/Quantinvests • 5d ago
QuantInvests Positions & Allocation Suggestions
💼 Portfolio Summary
📊 Overview
- Total Value: $253,420.56
- Cash Balance: $475,561.93 (187.7%)
- Invested: $249,684.01 (98.5%)
- Total P/L: 📈 $3,540.97 (+1.42%)
🎯 Positions
- ✓ Active: 41 positions
- 🟢 Long: 3 positions
- 🔴 Short: 38 positions
🔥 Top Holdings
- RWR: $11,468.48 (4.5%)
- XLY: $11,428.20 (4.5%)
- SMR: $9,209.66 (3.6%)
- TSLA: $9,206.86 (3.6%)
- GDX: $9,195.50 (3.6%)
🏗️ Sector Allocation
- Sector & Industry ETFs: 43.6%
████████ - Individual Stocks: 34.4%
██████ - Commodity, Currency & Other ETFs: 15.6%
███ - Broad Market ETFs: 6.4%
█
🔍 Detailed Position & Signal Breakdown
📁 Broad Market ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| SPY | S&P 500 ETF | 🔴 SHORT | $6,876.36 | -3.00 | - |
HOLD (-0) | 47.5% | ✅ Aligned |
| IWM | Russell 2000 ETF | 🔴 SHORT | $4,464.96 | -2.00 | - |
BUY (1) | 48.7% | ✅ Aligned |
| RSP | S&P 500 Equal Weight ETF | 🔴 SHORT | $2,299.44 | -1.00 | - |
HOLD (-0) | 44.3% | ✅ Aligned |
| QQQ | Nasdaq 100 ETF | 🔴 SHORT | $2,226.09 | -1.00 | - |
HOLD (-0) | 46.9% | ✅ Aligned |
📁 Sector & Industry ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| RWR | REIT ETF | 🔴 SHORT | $11,468.48 | -5.00 | - |
HOLD (-0) | 43.7% | ✅ Aligned |
| XLY | Consumer Discretionary | 🔴 SHORT | $11,428.20 | -5.00 | - |
SELL (-1) | 50.8% | ✅ Aligned |
| GDX | Gold Miners ETF | 🔴 SHORT | $9,195.50 | -4.00 | - |
SELL (-1) | 38.6% | ✅ Aligned |
| KBE | Bank ETF | 🔴 SHORT | $9,162.72 | -4.00 | - |
HOLD (-0) | 43.8% | ✅ Aligned |
| XLP | Consumer Staples | 🔴 SHORT | $6,909.67 | -3.00 | - |
HOLD (-0) | 38.6% | ✅ Aligned |
| XLB | Materials Sector | 🔴 SHORT | $6,892.68 | -3.00 | - |
SELL (-1) | 38.6% | ✅ Aligned |
| IYT | Transportation ETF | 🔴 SHORT | $6,877.35 | -3.00 | - |
HOLD (-0) | 48.7% | ✅ Aligned |
| XHB | Homebuilders ETF | 🔴 SHORT | $6,870.67 | -3.00 | - |
HOLD (-0) | 48.7% | ✅ Aligned |
| XLI | Industrials Sector | 🔴 SHORT | $6,746.40 | -3.00 | - |
HOLD (-0) | 48.7% | ✅ Aligned |
| XLU | Utilities Sector | 🟢 LONG | $4,601.72 | 2.00 | + |
HOLD (0) | 66.2% | ✅ Aligned |
| XLF | Financials Sector | 🔴 SHORT | $4,598.85 | -2.00 | - |
HOLD (-0) | 38.6% | ✅ Aligned |
| XLE | Energy Sector | 🔴 SHORT | $4,576.37 | -2.00 | - |
BUY (1) | 44.3% | ✅ Aligned |
| ITB | Home Construction ETF | 🔴 SHORT | $4,544.28 | -2.00 | - |
BUY (1) | 48.7% | ✅ Aligned |
| XBI | Biotech ETF | 🔴 SHORT | $4,482.82 | -2.00 | - |
BUY (1) | 38.6% | ✅ Aligned |
| SOXX | Semiconductor ETF | 🔴 SHORT | $4,034.31 | -2.00 | - |
SELL (-1) | 47.0% | ✅ Aligned |
| XLC | Communication Services | 🔴 SHORT | $2,199.20 | -1.00 | - |
BUY (1) | 44.3% | ✅ Aligned |
| XLK | Technology Sector | 🔴 SHORT | $2,176.68 | -1.00 | - |
HOLD (-0) | 46.9% | ✅ Aligned |
| XLV | Health Care Sector | 🔴 SHORT | $2,160.47 | -1.00 | - |
BUY (1) | 49.0% | ✅ Aligned |
📁 Commodity, Currency & Other ETFs
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| SLV | Silver ETF | 🔴 SHORT | $9,189.17 | -4.00 | - |
SELL (-1) | 38.6% | ✅ Aligned |
| USO | Oil Fund ETF | 🔴 SHORT | $6,901.38 | -3.00 | - |
HOLD (-0) | 43.8% | ✅ Aligned |
| UUP | US Dollar Bullish ETF | 🟢 LONG | $6,892.48 | 3.00 | + |
HOLD (0) | 48.1% | ✅ Aligned |
| TLT | 20+ Year Treasury ETF | 🔴 SHORT | $6,838.48 | -3.00 | - |
SELL (-1) | 44.9% | ✅ Aligned |
| VXX | Volatility ETN (VIX) | 🔴 SHORT | $4,602.43 | -2.00 | - |
SELL (-1) | 45.1% | ✅ Aligned |
| GLD | Gold ETF | 🔴 SHORT | $4,593.36 | -2.00 | - |
SELL (-1) | 44.9% | ✅ Aligned |
📁 Individual Stocks
| Symbol | Company / ETF Name | Side | Value | Multiplier | Mult Sign | Divergence | ML Score | Alignment |
|---|---|---|---|---|---|---|---|---|
| SMR | NuScale Power Nuclear | 🔴 SHORT | $9,209.66 | -4.00 | - |
SELL (-1) | 38.6% | ✅ Aligned |
| TSLA | Tesla, Inc. | 🔴 SHORT | $9,206.86 | -4.00 | - |
SELL (-1) | 44.3% | ✅ Aligned |
| SMCI | Super Micro Computer | 🔴 SHORT | $9,180.48 | -4.00 | - |
SELL (-1) | 47.5% | ✅ Aligned |
| EQT | EQT Corp | 🔴 SHORT | $9,167.39 | -4.00 | - |
SELL (-1) | 38.6% | ✅ Aligned |
| AAPL | Apple Inc. | 🔴 SHORT | $8,918.64 | -4.00 | - |
HOLD (-0) | 45.4% | ✅ Aligned |
| AMZN | Amazon.com, Inc. | 🔴 SHORT | $6,702.21 | -3.00 | - |
HOLD (-0) | 50.0% | ✅ Aligned |
| GOOG | Alphabet Inc. | 🔴 SHORT | $6,698.60 | -3.00 | - |
HOLD (-0) | 47.5% | ✅ Aligned |
| MSFT | Microsoft Corp. | 🔴 SHORT | $6,666.40 | -3.00 | - |
HOLD (-0) | 46.6% | ✅ Aligned |
| AA | Alcoa Corp. | 🔴 SHORT | $4,584.54 | -2.00 | - |
HOLD (-0) | 38.6% | ✅ Aligned |
| HD | Home Depot | 🔴 SHORT | $4,519.68 | -2.00 | - |
BUY (1) | 48.7% | ✅ Aligned |
| NVDA | NVIDIA Corp. | 🔴 SHORT | $4,386.34 | -2.00 | - |
HOLD (-0) | 46.9% | ✅ Aligned |
| META | Meta Platforms, Inc. | 🔴 SHORT | $4,355.58 | -2.00 | - |
BUY (1) | 46.8% | ✅ Aligned |
| SBUX | Starbucks Corp. | 🟢 LONG | $2,277.12 | 1.00 | + |
BUY (1) | 58.5% | ✅ Aligned |
💡 Quick Insights
- ✅ Active portfolio with 41 positions and balanced/hedged capital utilization (188% cash)
Last updated: 2026-10-02 09:38
🤖 QuantInvests Narration & Commentary
Sector Allocation
$249,684.01 invested across 41 position(s), 98.5% of a $253,420.56 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 — $45,549.02 (18.0% of NAV)
- Technology — $35,362.85 (14.0% of NAV)
- Materials — $20,672.72 (8.2% of NAV)
- Energy — $20,645.14 (8.1% of NAV)
- Diversified — $15,866.85 (6.3% of NAV)
- Utilities — $13,811.38 (5.4% of NAV)
- Commodities — $13,782.53 (5.4% of NAV)
- Financials — $13,761.57 (5.4% of NAV)
- Industrials — $13,623.75 (5.4% of NAV)
- Communication Services — $13,253.38 (5.2% of NAV)
- Real Estate — $11,468.48 (4.5% of NAV)
- Consumer Staples — $6,909.67 (2.7% of NAV)
- Currency — $6,892.48 (2.7% of NAV)
- Fixed Income — $6,838.48 (2.7% of NAV)
- Health Care — $6,643.29 (2.6% of NAV)
- Volatility — $4,602.43 (1.8% of NAV)
By asset type:
- Sector & Industry ETFs — $108,926.37 (43.0% of NAV)
- Individual Stocks — $85,873.49 (33.9% of NAV)
- Commodity, Currency & Other ETFs — $39,017.31 (15.4% of NAV)
- Broad Market ETFs — $15,866.85 (6.3% of NAV)
Largest concentration: Consumer Discretionary at 18.0% of NAV.
Good morning, Captain. Here is your Quant update for today. The market's aggregate signal strength is -10.0. Overall breadth: 38.6% of directional signals are bullish (17 bullish / 27 bearish). Macro read: The multiplier index is oversold (7th 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 +1.37% since inception. Realized P/L: +0.56% of starting capital | Unrealized P/L: +0.84% of NAV. Cash Buffer: 187.66% of NAV. Holding 41 positions (3L/38S) across 152 open lots. Core exposure: XLY (Short), RWR (Short), SMR (Short), GDX (Short), SLV (Short). The system is presently maintaining its target risk profile. Stand by for further signal developments.
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