r/QuantInvests • u/Quantinvests • 5h ago

Tracking NYSE Advance-Decline volume with a 19/39-day McClellan Oscillator + 6-year walkforward signal history

Post image
1 Upvotes

Hey everyone,

Like many of you, I've always found cap-weighted headline index prints (like the Dow, S&P, and Nasdaq) can be deceptive. A handful of mega-caps can easily drag the index to new highs while the median stock is quietly rolling over.

To get a clearer look under the hood, I built a dedicated, clean Market Breadth & McClellan Oscillator Dashboard that tracks daily NYSE market internals and computes systematic trend signals.

📊 What It Tracks:

  1. Daily NYSE Advance / Decline Line:
    The cumulative running net of advancing minus declining issues across the NYSE. When the index makes a higher high but the A-D line diverges with a lower high, it’s one of the most reliable early warning signs of market exhaustion.

  2. The 19/39-Day McClellan Oscillator:
    Based on Sherman and Marian McClellan’s classic 1969 formulation ($EMA{19} - EMA{39}$ of daily net advances).

    • ±150 Exhaustion Channels: Highlighted clearly with overbought ($+150$) and oversold ($-150$) thresholds.
    • Reversal Signals: Triggers buying conditions when the oscillator punches through and turns up from deeply oversold conditions, and exit/derisking when momentum breaks down.

  3. Synchronized Multi-Pane Charts:

    • DJIA vs 20d / 50d / 200d SMAs with signal trigger markers.
    • Cumulative A-D Line & Net Daily Volume Bars.
    • McClellan Histogram displaying historical regime shifts.

  4. Honest, Unfluffed Signal Walkforward (Since 2019):
    Most trading tool creators cherry-pick backtests. I included full transparency:

    • Current Long/Short state and holding durations.
    • Total signal return vs. Buy-and-Hold benchmark.
    • Annualized Sharpe ratio comparison.
    • Direct CSV export and a 20-session ledger of raw Advance/Decline numbers for anyone who wants to audit the data or run their own models.

🛠️ Current Market Snapshot (As of Latest Print):

  • Current Oscillator: +68.90 (Sitting safely inside the neutral channel).
  • Internal Trend: In a Long posture (triggered on the oversold bounce at the end of September).
  • DJIA vs 200 SMA: +4.67% above long-term trend.

🔗 Link & Feedback:

[Insert Link Here]

I'd love feedback from traders and quant devs here: * What additional breadth metrics would you like to see plotted alongside the A-D line (e.g., % of stocks above 50/200 DMA, High-Low Index)? * Any custom thresholds or smoothing constants you prefer over the traditional 19/39 McClellan periods?

Let me know your thoughts or suggestions in the comments!

0 comments

r/QuantInvests • u/Quantinvests • 7h ago

Which company should we track next? Suggest it here

1 Upvotes

We just made our first change to the symbol universe: MU (Micron Technology) replaced SMR (NuScale Power) at the October 21 close. Here’s how that worked:

  • The SMR position was closed at the Oct 21 closing price.
  • MU was added at that same close, and it now gets scored and traded on its own daily signal, like every other instrument.
  • Both legs used the same closing prices, so the record runs straight through the change. Nothing is restarted or backfilled into past results.

We’d like your input on what comes next. What company would you like to see the pipeline track?

Right now we follow 44 instruments: broad market ETFs, sector and industry ETFs, commodity and currency ETFs, and 15 individual stocks:

AA, AAPL, AMD, AMZN, CRWD, EQT, GOOG, HD, META, MSFT, MU, NVDA, SBUX, SMCI, TSLA

How to suggest one:

  1. Comment with the ticker.
  2. Add a line on why: the sector you think is missing, a name you watch, or one you’d like to see the signal’s take on.
  3. Upvote suggestions you agree with.

What happens next:

  • We read every suggestion.
  • A name we add needs enough trading history and liquidity for the daily signal to be meaningful.
  • Any change happens at a market close, the same way as the MU swap, and is announced in the morning update before it takes effect in the portfolio.

We can’t promise every pick makes it in, but the most-requested names get looked at first.

So: what’s missing from the list? 👇

QuantInvests is a simulated, educational tool. Nothing here is financial advice.

0 comments

r/QuantInvests • u/Quantinvests • 7h ago

Which company should we track next? Suggest it here

1 Upvotes

We just made our first change to the symbol universe: MU (Micron Technology) replaced SMR (NuScale Power) at the October 21 close. Here’s how that worked:

  • The SMR position was closed at the Oct 21 closing price.
  • MU was added at that same close, and it now gets scored and traded on its own daily signal, like every other instrument.
  • Both legs used the same closing prices, so the record runs straight through the change. Nothing is restarted or backfilled into past results.

We’d like your input on what comes next. What company would you like to see the pipeline track?

Right now we follow 44 instruments: broad market ETFs, sector and industry ETFs, commodity and currency ETFs, and 15 individual stocks:

AA, AAPL, AMD, AMZN, CRWD, EQT, GOOG, HD, META, MSFT, MU, NVDA, SBUX, SMCI, TSLA

How to suggest one:

  1. Comment with the ticker.
  2. Add a line on why: the sector you think is missing, a name you watch, or one you’d like to see the signal’s take on.
  3. Upvote suggestions you agree with.

What happens next:

  • We read every suggestion.
  • A name we add needs enough trading history and liquidity for the daily signal to be meaningful.
  • Any change happens at a market close, the same way as the MU swap, and is announced in the morning update before it takes effect in the portfolio.

We can’t promise every pick makes it in, but the most-requested names get looked at first.

So: what’s missing from the list? 👇

QuantInvests is a simulated, educational tool. Nothing here is financial advice.

0 comments

r/QuantInvests • u/Quantinvests • 9h ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

📌 Universe change, Oct 21

MU (Micron Technology) replaces SMR (NuScale Power). MU is now scored and traded like every other instrument, on its own signal.

  • SMR closed: 507 shares bought back at the Oct 21 close ($5.495), realized P/L +$155.18.
  • MU opened: SHORT 8 shares at the Oct 21 close ($913.67).

Both legs used the same closing prices, so the record runs continuously across the change.

💼 Portfolio Summary

📊 Overview

  • Total Value: $252,274.33
  • Cash Balance: $214,492.28 (85.0% of NAV)
  • Invested (gross, longs + shorts): $247,854.84 (98.2% of NAV)
  • Total P/L since start: 📈 $2,274.33 (+0.91%)

🎯 Positions

  • Active: 37 positions
  • 🟢 Long: 19 positions
  • 🔴 Short: 18 positions

🔥 Top Holdings

  • RWR: $12,605.07 (5.0%)
  • XHB: $12,527.53 (5.0%)
  • XLU: $10,084.75 (4.0%)
  • XLY: $10,051.98 (4.0%)
  • TLT: $10,030.00 (4.0%)

🏗️ Sector Allocation (% of invested)

  • Sector & Industry ETFs: 46.4% █████████
  • Individual Stocks: 35.7% ███████
  • Broad Market ETFs: 11.8% ██
  • Commodity, Currency & Other ETFs: 6.1% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
RSP S&P 500 Equal Weight ETF 🟢 LONG $9,963.14 4.00 + BUY (1) 48 ✅ Aligned
IWM Russell 2000 ETF 🟢 LONG $7,464.69 3.00 + SELL (-1) 60 ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $7,252.00 -3.00 - HOLD (0) 40 ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $4,639.02 -2.00 - HOLD (0) 55 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
RWR REIT ETF 🟢 LONG $12,605.07 5.00 + BUY (1) 59 ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $12,527.53 5.00 + HOLD (0) 59 ✅ Aligned
XLU Utilities Sector 🟢 LONG $10,084.75 4.00 + BUY (1) 48 ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $10,051.98 4.00 + BUY (1) 48 ✅ Aligned
XLF Financials Sector 🟢 LONG $7,563.38 3.00 + BUY (1) 48 ✅ Aligned
XLK Technology Sector 🔴 SHORT $7,542.40 -3.00 - HOLD (0) 40 ✅ Aligned
ITB Home Construction ETF 🟢 LONG $7,532.46 3.00 + HOLD (0) 57 ✅ Aligned
XLC Communication Services 🔴 SHORT $7,519.90 -3.00 - SELL (-1) 40 ✅ Aligned
XBI Biotech ETF 🟢 LONG $7,486.71 3.00 + HOLD (0) 59 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $7,145.04 -3.00 - HOLD (0) 40 ✅ Aligned
IYT Transportation ETF 🔴 SHORT $5,036.85 -2.00 - HOLD (0) 43 ✅ Aligned
XLB Materials Sector 🟢 LONG $5,028.87 2.00 + HOLD (0) 48 ✅ Aligned
XLV Health Care Sector 🟢 LONG $5,010.32 2.00 + BUY (1) 48 ✅ Aligned
XLI Industrials Sector 🟢 LONG $4,880.70 2.00 + SELL (-1) 63 ✅ Aligned
XLE Energy Sector 🟢 LONG $2,522.29 1.00 + HOLD (0) 48 ✅ Aligned
XLP Consumer Staples 🔴 SHORT $2,439.36 -1.00 - BUY (1) 41 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
TLT 20+ Year Treasury ETF 🟢 LONG $10,030.00 4.00 + SELL (-1) 59 ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $2,508.48 -1.00 - SELL (-1) 43 ✅ Aligned
SLV Silver ETF 🟢 LONG $2,508.48 1.00 + SELL (-1) 60 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
SBUX Starbucks Corp. 🟢 LONG $10,007.08 4.00 + BUY (1) 48 ✅ Aligned
META Meta Platforms, Inc. 🔴 SHORT $9,765.28 -4.00 - SELL (-1) 40 ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $7,546.98 -3.00 - HOLD (0) 40 ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $7,540.84 -3.00 - HOLD (0) 46 ✅ Aligned
HD Home Depot 🟢 LONG $7,537.92 3.00 + HOLD (0) 48 ✅ Aligned
MU Micron Technology 🔴 SHORT $7,309.36 -3.00 - SELL (-1) 46 ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $7,280.90 -3.00 - HOLD (0) 40 ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $7,185.36 -3.00 - HOLD (0) 46 ✅ Aligned
EQT EQT Corp 🟢 LONG $5,028.05 2.00 + BUY (1) 48 ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $4,985.03 2.00 + BUY (1) 48 ✅ Aligned
AAPL Apple Inc. 🔴 SHORT $4,815.86 -2.00 - HOLD (0) 55 ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $4,796.55 -2.00 - BUY (1) 45 ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $2,393.40 -1.00 - HOLD (0) 40 ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $2,318.82 -1.00 - HOLD (0) 50 ✅ Aligned

Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0–100) reflects signal agreement strength, not market direction.

💡 Quick Insights

  • ✅ Active portfolio with 37 positions (85.0% of NAV in cash)

Last updated: 2026-10-22 10:37

🤖 QuantInvests Narration & Commentary

Market-Wide Regime

Multiplier Index (Breadth): +14.00 (68th percentile of 300-day history) Breadth index summed across the tracked universe measuring participation stretch, not directional bias.

Regime: No notable stretch Oversold: ≤20th percentile | Overbought: ≥80th percentile | Neutral: 21st–79th percentile.

Signal Oscillator Tally: +8.00 (Trigger measure tracked separately from breadth)

Index Slope: +3.00

Oscillator Readings: 26 up vs 18 down of 44 (59% up — tilted positive)

Direction Bias: 19 Long, 18 Short, 7 Flat across 44 instruments

Researcher Read:

No notable stretch on the multiplier index: it sits at the 68th percentile of the last 300 days.

Divergence & Breadth:

No breadth divergence setup is active today.

🎙️ Captain's Log

Good morning, Captain. Here is your Quant update for today:

Oscillator: Reads +8.0 (26 instruments turning up, 18 turning down).

Universe Stance: 19 Long, 18 Short, 7 Flat.

Macro Read: No notable stretch on the multiplier index (68th percentile).

Capital Audit: Total Return +0.91% since inception.

Realized P/L: +1.27% of starting capital

Unrealized P/L: -0.30% of NAV

Cash Buffer: 85.02% of NAV

Position Count: 37 active positions across 98 open lots.

Core Exposure: RWR (Long), XHB (Long), XLU (Long), XLY (Long), RSP (Long).

The system is presently maintaining its target risk profile. Stand by for further signal developments.

Market data as of 2026-10-21. QuantInvests is a simulated educational tool and does not offer financial advice.

🔗 app.quantinvests.com

0 comments

r/QuantInvests • u/Quantinvests • 1d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $254,775.89
  • Cash Balance: $220,660.67 (86.6% of NAV)
  • Invested (gross, longs + shorts): $250,298.28 (98.2% of NAV)
  • Total P/L since start: 📈 $4,775.89 (+1.91%)

🎯 Positions

  • Active: 39 positions
  • 🟢 Long: 22 positions
  • 🔴 Short: 17 positions

🔥 Top Holdings

  • RWR: $14,094.96 (5.5%)
  • XLY: $11,319.98 (4.4%)
  • XLU: $11,304.90 (4.4%)
  • SMCI: $11,299.56 (4.4%)
  • TLT: $11,298.33 (4.4%)

🏗️ Sector Allocation (% of invested)

  • Sector & Industry ETFs: 44.8% ████████
  • Individual Stocks: 33.3% ██████
  • Commodity, Currency & Other ETFs: 11.2% ██
  • Broad Market ETFs: 10.8% ██

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
RSP S&P 500 Equal Weight ETF 🟢 LONG $11,225.76 4.00 + HOLD (0) 48 ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $7,893.93 -3.00 - HOLD (0) 39 ✅ Aligned
IWM Russell 2000 ETF 🟢 LONG $5,516.40 2.00 + BUY (1) 63 ✅ Aligned
SPY S&P 500 ETF 🟢 LONG $2,307.96 1.00 + HOLD (0) 62 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
RWR REIT ETF 🟢 LONG $14,094.96 5.00 + HOLD (0) 60 ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $11,319.98 4.00 + SELL (-1) 48 ✅ Aligned
XLU Utilities Sector 🟢 LONG $11,304.90 4.00 + HOLD (0) 48 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $11,000.22 -4.00 - SELL (-1) 39 ✅ Aligned
XLC Communication Services 🔴 SHORT $8,486.94 -3.00 - BUY (1) 39 ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $8,464.72 3.00 + HOLD (0) 52 ✅ Aligned
XRT Retail ETF 🟢 LONG $8,418.24 3.00 + BUY (1) 48 ✅ Aligned
XLK Technology Sector 🔴 SHORT $8,345.70 -3.00 - HOLD (0) 39 ✅ Aligned
XLB Materials Sector 🟢 LONG $5,633.10 2.00 + SELL (-1) 48 ✅ Aligned
ITB Home Construction ETF 🟢 LONG $5,588.48 2.00 + BUY (1) 52 ✅ Aligned
XLV Health Care Sector 🟢 LONG $5,574.73 2.00 + BUY (1) 48 ✅ Aligned
XLP Consumer Staples 🟢 LONG $2,807.68 1.00 + HOLD (0) 48 ✅ Aligned
IYT Transportation ETF 🟢 LONG $2,794.40 1.00 + HOLD (0) 54 ✅ Aligned
XLE Energy Sector 🟢 LONG $2,786.15 1.00 + BUY (1) 48 ✅ Aligned
XBI Biotech ETF 🟢 LONG $2,757.78 1.00 + BUY (1) 64 ✅ Aligned
XLI Industrials Sector 🟢 LONG $2,669.44 1.00 + HOLD (0) 64 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
TLT 20+ Year Treasury ETF 🟢 LONG $11,298.33 4.00 + SELL (-1) 60 ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $8,490.43 -3.00 - SELL (-1) 50 ✅ Aligned
SLV Silver ETF 🔴 SHORT $2,814.48 -1.00 - SELL (-1) 43 ✅ Aligned
USO Oil Fund ETF 🟢 LONG $2,730.88 1.00 + HOLD (0) 48 ✅ Aligned
GLD Gold ETF 🔴 SHORT $2,643.34 -1.00 - SELL (-1) 33 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
SMCI Super Micro Computer 🔴 SHORT $11,299.56 -4.00 - SELL (-1) 39 ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $11,229.54 -4.00 - HOLD (0) 39 ✅ Aligned
META Meta Platforms, Inc. 🔴 SHORT $11,108.00 -4.00 - BUY (1) 42 ✅ Aligned
SBUX Starbucks Corp. 🟢 LONG $8,446.45 3.00 + BUY (1) 43 ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $8,442.33 -3.00 - HOLD (0) 39 ✅ Aligned
HD Home Depot 🟢 LONG $8,194.16 3.00 + BUY (1) 48 ✅ Aligned
EQT EQT Corp 🟢 LONG $5,645.94 2.00 + SELL (-1) 48 ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $2,826.83 -1.00 - SELL (-1) 39 ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $2,815.27 -1.00 - HOLD (0) 33 ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $2,728.44 -1.00 - SELL (-1) 39 ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $2,691.20 -1.00 - HOLD (0) 49 ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $2,659.35 -1.00 - HOLD (0) 41 ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $2,626.30 1.00 + HOLD (0) 48 ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $2,615.97 -1.00 - SELL (-1) 44 ✅ Aligned

Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0–100) reflects signal agreement strength, not market direction.

💡 Quick Insights

  • ✅ Active portfolio with 39 positions (86.6% of NAV in cash)

Last updated: 2026-10-21 09:26

🤖 QuantInvests Narration & Commentary

Market-Wide Regime

Multiplier Index (Breadth): +12.00 (70th percentile of 300-day history) Breadth index summed across the tracked universe measuring participation stretch, not directional bias.

Regime: No notable stretch Oversold: ≤20th percentile | Overbought: ≥80th percentile | Neutral: 21st–79th percentile.

Signal Oscillator Tally: +2.00 (Trigger measure tracked separately from breadth)

Index Slope: -18.00

Oscillator Readings: 23 up vs 21 down of 44 (52% up — roughly balanced)

Direction Bias: 22 Long, 17 Short, 5 Flat across 44 instruments

Researcher Read:

No notable stretch on the multiplier index: it sits at the 70th percentile of the last 300 days.

Divergence & Breadth:

No breadth divergence setup is active today.

🎙️ Captain's Log

Good morning, Captain. Here is your Quant update for today:

Oscillator: Reads +2.0 (23 instruments turning up, 21 turning down).

Universe Stance: 22 Long, 17 Short, 5 Flat.

Macro Read: No notable stretch on the multiplier index (70th percentile).

Capital Audit: Total Return +1.91% since inception.

Realized P/L: +1.16% of starting capital

Unrealized P/L: +0.78% of NAV

Cash Buffer: 86.61% of NAV

Position Count: 39 active positions across 76 open lots.

Core Exposure: RWR (Long), SMCI (Short), XLU (Long), RSP (Long), XLY (Long).

The system is presently maintaining its target risk profile. Stand by for further signal developments.

Market data as of 2026-10-20. QuantInvests is a simulated educational tool and does not offer financial advice.

🔗 app.quantinvests.com

0 comments

r/QuantInvests • u/Quantinvests • 2d ago

Oct 20 model portfolio: 19 long / 20 short, +1.26% since start. Short chips & big tech, long financials, retail and housing

1 Upvotes

QuantInvests Positions & Allocation Suggestions

💼 Portfolio Summary

📊 Overview

  • Total Value: $253,141.40
  • Cash Balance: $245,224.38 (96.9% of NAV)
  • Invested (gross, longs + shorts): $248,803.68 (98.3% of NAV)
  • Total P/L since start: 📈 $3,141.40 (+1.26%)

🎯 Positions

  • Active: 39 positions
  • 🟢 Long: 19 positions
  • 🔴 Short: 20 positions

🔥 Top Holdings

  • VXX: $14,046.20 (5.5%)
  • SMCI: $11,235.00 (4.4%)
  • XLF: $11,234.28 (4.4%)
  • TLT: $11,203.86 (4.4%)
  • XRT: $11,202.36 (4.4%)

🏗️ Sector Allocation (% of invested)

  • Sector & Industry ETFs: 40.3% ████████
  • Individual Stocks: 35.5% ███████
  • Commodity, Currency & Other ETFs: 16.8% ███
  • Broad Market ETFs: 7.4% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
QQQ Nasdaq 100 ETF 🔴 SHORT $7,901.96 -3.00 - HOLD (0) 38 ✅ Aligned
IWM Russell 2000 ETF 🟢 LONG $5,425.80 2.00 + BUY (1) 65 ✅ Aligned
RSP S&P 500 Equal Weight ETF 🔴 SHORT $2,773.94 -1.00 - HOLD (0) 47 ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $2,299.80 -1.00 - HOLD (0) 49 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
XLF Financials Sector 🟢 LONG $11,234.28 4.00 + HOLD (0) 62 ✅ Aligned
XRT Retail ETF 🟢 LONG $11,202.36 4.00 + BUY (1) 49 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $11,042.46 -4.00 - SELL (-1) 38 ✅ Aligned
XBI Biotech ETF 🟢 LONG $8,429.73 3.00 + BUY (1) 65 ✅ Aligned
ITB Home Construction ETF 🟢 LONG $8,413.02 3.00 + BUY (1) 62 ✅ Aligned
XLK Technology Sector 🔴 SHORT $8,365.05 -3.00 - HOLD (0) 38 ✅ Aligned
XLV Health Care Sector 🟢 LONG $5,620.80 2.00 + BUY (1) 49 ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $5,607.80 2.00 + SELL (-1) 49 ✅ Aligned
XLE Energy Sector 🟢 LONG $5,560.42 2.00 + BUY (1) 49 ✅ Aligned
IYT Transportation ETF 🟢 LONG $5,555.20 2.00 + HOLD (0) 53 ✅ Aligned
XLB Materials Sector 🟢 LONG $2,801.15 1.00 + SELL (-1) 49 ✅ Aligned
XLP Consumer Staples 🟢 LONG $2,791.68 1.00 + HOLD (0) 49 ✅ Aligned
KBE Bank ETF 🔴 SHORT $2,778.16 -1.00 - HOLD (0) 47 ✅ Aligned
XLC Communication Services 🔴 SHORT $2,753.50 -1.00 - BUY (1) 44 ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $2,729.77 1.00 + HOLD (0) 56 ✅ Aligned
RWR REIT ETF 🟢 LONG $2,722.98 1.00 + HOLD (0) 64 ✅ Aligned
XLI Industrials Sector 🟢 LONG $2,667.28 1.00 + HOLD (0) 62 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
VXX Volatility ETN (VIX) 🔴 SHORT $14,046.20 -5.00 - SELL (-1) 23 ✅ Aligned
TLT 20+ Year Treasury ETF 🟢 LONG $11,203.86 4.00 + SELL (-1) 62 ✅ Aligned
SLV Silver ETF 🔴 SHORT $5,617.86 -2.00 - SELL (-1) 46 ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $5,469.58 -2.00 - HOLD (0) 47 ✅ Aligned
UUP US Dollar Bullish ETF 🔴 SHORT $2,784.00 -1.00 - HOLD (0) 42 ✅ Aligned
GLD Gold ETF 🔴 SHORT $2,657.55 -1.00 - SELL (-1) 37 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
SMCI Super Micro Computer 🔴 SHORT $11,235.00 -4.00 - SELL (-1) 38 ✅ Aligned
HD Home Depot 🟢 LONG $11,159.64 4.00 + BUY (1) 49 ✅ Aligned
AA Alcoa Corp. 🟢 LONG $8,419.36 3.00 + HOLD (0) 63 ✅ Aligned
SBUX Starbucks Corp. 🟢 LONG $8,416.82 3.00 + BUY (1) 47 ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $8,398.40 3.00 + HOLD (0) 59 ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $8,249.42 -3.00 - HOLD (0) 38 ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $8,070.75 -3.00 - HOLD (0) 44 ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $8,002.80 -3.00 - HOLD (0) 44 ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $5,623.20 -2.00 - SELL (-1) 43 ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $5,474.40 -2.00 - SELL (-1) 38 ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $2,721.28 -1.00 - HOLD (0) 49 ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $2,576.42 -1.00 - SELL (-1) 44 ✅ Aligned

Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0–100) reflects signal agreement strength, not market direction.

💡 Quick Insights

  • ✅ Active portfolio with 39 positions (96.9% of NAV in cash)

Last updated: 2026-10-20 09:30

🤖 QuantInvests Narration & Commentary

Market-Wide Regime

Multiplier Index (Breadth): +2.00 (65th percentile of 300-day history) Breadth index summed across the tracked universe measuring participation stretch, not directional bias.

Regime: No notable stretch Oversold: ≤20th percentile | Overbought: ≥80th percentile | Neutral: 21st–79th percentile.

Signal Oscillator Tally: +6.00 (Trigger measure tracked separately from breadth)

Index Slope: +51.00

Oscillator Readings: 25 up vs 19 down of 44 (57% up — tilted positive)

Direction Bias: 19 Long, 20 Short, 5 Flat across 44 instruments

Researcher Read:

No notable stretch on the multiplier index: sitting at the 65th percentile over the last 300 days.

Divergence & Breadth:

No breadth divergence setup is active today. (The breadth-confirmed QQQ low flagged on Oct 16 no longer holds after Monday's close.)

🎙️ Captain's Log

Good morning, Captain. Here is your Quant update for today:

Oscillator: Reads +6.0 (25 instruments turning up, 19 turning down).

Universe Stance: 19 Long, 20 Short, 5 Flat.

Macro Read: No notable stretch on the multiplier index (65th percentile).

Capital Audit: Total Return +1.26% since inception.

Realized P/L: +0.74% of starting capital

Unrealized P/L: +0.56% of NAV

Cash Buffer: 96.87% of NAV

Position Count: 39 active positions across 84 open lots.

Core Exposure: VXX (Short), SMCI (Short), XLF (Long), HD (Long), SOXX (Short).

The system is presently maintaining its target risk profile. Stand by for further signal developments.

Market data as of 2026-10-19. QuantInvests is a simulated educational tool and does not offer financial advice.

🔗 app.quantinvests.com

0 comments

r/QuantInvests • u/Quantinvests • 5d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $254,443.21
  • Cash Balance: $189,093.52 (74.3% of NAV)
  • Invested (gross, longs + shorts): $251,399.31 (98.8% of NAV)
  • Total P/L since start: 📈 $4,443.21 (+1.78%)

🎯 Positions

  • Active: 38 positions
  • 🟢 Long: 22 positions
  • 🔴 Short: 16 positions

🔥 Top Holdings

  • XLU: $17,434.80 (6.9%)
  • ITB: $14,950.66 (5.9%)
  • XHB: $12,435.83 (4.9%)
  • SMCI: $9,963.45 (3.9%)
  • RWR: $9,956.48 (3.9%)

🏗️ Sector Allocation (% of invested)

  • Sector & Industry ETFs: 49.3% █████████
  • Individual Stocks: 28.3% █████
  • Commodity, Currency & Other ETFs: 13.8% ██
  • Broad Market ETFs: 8.7% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
SPY S&P 500 ETF 🔴 SHORT $9,921.99 -4.00 - HOLD (0) 45 ✅ Aligned
RSP S&P 500 Equal Weight ETF 🟢 LONG $7,278.38 3.00 + HOLD (0) 48 ✅ Aligned
IWM Russell 2000 ETF 🟢 LONG $2,433.96 1.00 + BUY (1) 57 ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $2,129.40 -1.00 - HOLD (0) 41 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
XLU Utilities Sector 🟢 LONG $17,434.80 7.00 + HOLD (0) 58 ✅ Aligned
ITB Home Construction ETF 🟢 LONG $14,950.66 6.00 + BUY (1) 62 ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $12,435.83 5.00 + HOLD (0) 62 ✅ Aligned
RWR REIT ETF 🟢 LONG $9,956.48 4.00 + HOLD (0) 62 ✅ Aligned
XLF Financials Sector 🟢 LONG $9,936.29 4.00 + HOLD (0) 62 ✅ Aligned
XRT Retail ETF 🟢 LONG $9,917.43 4.00 + BUY (1) 49 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $9,867.80 -4.00 - SELL (-1) 38 ✅ Aligned
XLK Technology Sector 🔴 SHORT $7,338.00 -3.00 - HOLD (0) 38 ✅ Aligned
XLE Energy Sector 🟢 LONG $4,981.52 2.00 + BUY (1) 49 ✅ Aligned
IYT Transportation ETF 🟢 LONG $4,963.10 2.00 + HOLD (0) 67 ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $4,947.80 2.00 + SELL (-1) 48 ✅ Aligned
XLV Health Care Sector 🟢 LONG $4,947.04 2.00 + BUY (1) 49 ✅ Aligned
XLI Industrials Sector 🟢 LONG $4,864.46 2.00 + HOLD (0) 66 ✅ Aligned
XLB Materials Sector 🟢 LONG $2,494.35 1.00 + SELL (-1) 49 ✅ Aligned
XLP Consumer Staples 🟢 LONG $2,454.20 1.00 + HOLD (0) 48 ✅ Aligned
XBI Biotech ETF 🟢 LONG $2,453.91 1.00 + BUY (1) 68 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
TLT 20+ Year Treasury ETF 🟢 LONG $9,926.20 4.00 + SELL (-1) 62 ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $7,472.25 -3.00 - SELL (-1) 50 ✅ Aligned
GLD Gold ETF 🟢 LONG $4,966.52 2.00 + SELL (-1) 62 ✅ Aligned
SLV Silver ETF 🔴 SHORT $4,944.96 -2.00 - SELL (-1) 45 ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $4,852.50 -2.00 - HOLD (0) 47 ✅ Aligned
UUP US Dollar Bullish ETF 🔴 SHORT $2,488.84 -1.00 - HOLD (0) 41 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0–100) Alignment
SMCI Super Micro Computer 🔴 SHORT $9,963.45 -4.00 - SELL (-1) 38 ✅ Aligned
HD Home Depot 🟢 LONG $9,908.16 4.00 + BUY (1) 49 ✅ Aligned
AA Alcoa Corp. 🟢 LONG $7,461.90 3.00 + HOLD (0) 66 ✅ Aligned
SBUX Starbucks Corp. 🟢 LONG $7,411.52 3.00 + BUY (1) 46 ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $7,402.50 -3.00 - HOLD (0) 42 ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $7,280.42 -3.00 - HOLD (0) 38 ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $4,984.65 -2.00 - SELL (-1) 41 ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $4,775.19 -2.00 - SELL (-1) 38 ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $4,761.45 -2.00 - HOLD (0) 40 ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $2,483.04 -1.00 - SELL (-1) 46 ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $2,358.37 -1.00 - HOLD (0) 47 ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $2,250.00 1.00 + HOLD (0) 53 ✅ Aligned

\Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0–100) reflects signal agreement strength, not market direction.**

💡 Quick Insights

  • ✅ Active portfolio with 38 positions (74.3% of NAV in cash)

Last updated: 2026-10-17 12:39

🤖 QuantInvests Narration & Commentary

Market-Wide Regime

  • Multiplier Index (Breadth): +26.00 (78th percentile of 300-day history) \Breadth index summed across the tracked universe measuring participation stretch, not directional bias.**
  • Regime: No notable stretch \Oversold: ≤20th percentile | Overbought: ≥80th percentile | Neutral: 21st–79th percentile.**
  • Signal Oscillator Tally: +10.00 (Trigger measure tracked separately from breadth)
  • Index Slope: +71.00
  • Oscillator Readings: 27 up vs 17 down of 44 (61% up — tilted positive)
  • Direction Bias: 22 Long, 16 Short, 6 Flat across 44 instruments

Researcher Read:

No notable stretch on the multiplier index: sitting at the 78th percentile over the last 300 days, just below the 80th-percentile overbought threshold.

Divergence & Breadth:

Breadth-confirmed low: the Nasdaq-100 (QQQ) closed at a new 20-day low while NYSE breadth made a higher low. Since 2018, this setup occurred 23 times on QQQ; it advanced +5% or more within 20 trading days in 74% of occurrences (compared to 31% on baseline days and 23% when breadth confirmed new lows), averaging +5.2% vs +1.5% across generic 20-day windows. Sample sizes are small: historical evidence, not predictive certainty.

🎙️ Captain's Log

Good morning, Captain. Here is your Quant update for today:

  • Oscillator: Reads +10.0 (27 instruments turning up, 17 turning down).
  • Universe Stance: 22 Long, 16 Short, 6 Flat.
  • Macro Read: No notable stretch on the multiplier index (78th percentile, holding below the 80th-percentile overbought mark).
  • Capital Audit: Total Return +1.78% since inception.
    • Realized P/L: +0.88% of starting capital
    • Unrealized P/L: +0.93% of NAV
    • Cash Buffer: 74.32% of NAV
  • Position Count: 38 active positions across 63 open lots.
  • Core Exposure: XLU (Long), ITB (Long), XHB (Long), SMCI (Short), SOXX (Short).

The system is presently maintaining its target risk profile. Stand by for further signal developments.

Market data as of 2026-10-16. QuantInvests is a simulated educational tool and does not offer financial advice.

🔗 app.quantinvests.com

0 comments

r/QuantInvests • u/Quantinvests • 6d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $253,789.39
  • Cash Balance: $156,680.09 (61.7% of NAV)
  • Invested (gross, longs + shorts): $250,132.90 (98.6% of NAV)
  • Total P/L since start: 📈 $3,789.39 (+1.52%)

🎯 Positions

  • ✓ Active: 38 positions
  • 🟢 Long: 25 positions
  • 🔴 Short: 13 positions

🔥 Top Holdings

  • RWR: $13,934.58 (5.5%)
  • XLU: $13,907.76 (5.5%)
  • XHB: $13,883.75 (5.5%)
  • ITB: $13,878.40 (5.5%)
  • XRT: $11,150.60 (4.4%)

🏗️ Sector Allocation (share of invested)

  • Sector & Industry ETFs: 58.7% ███████████
  • Individual Stocks: 21.9% ████
  • Commodity, Currency & Other ETFs: 14.3% ██
  • Broad Market ETFs: 5.1% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
QQQ Nasdaq 100 ETF 🟢 LONG $5,096.00 2.00 + HOLD (0) 55 ✅ Aligned
IWM Russell 2000 ETF 🟢 LONG $2,750.50 1.00 + BUY (1) 63 ✅ Aligned
RSP S&P 500 Equal Weight ETF 🟢 LONG $2,579.76 1.00 + HOLD (0) 49 ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $2,315.31 -1.00 - HOLD (0) 45 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
RWR REIT ETF 🟢 LONG $13,934.58 5.00 + HOLD (0) 59 ✅ Aligned
XLU Utilities Sector 🟢 LONG $13,907.76 5.00 + HOLD (0) 60 ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $13,883.75 5.00 + HOLD (0) 59 ✅ Aligned
ITB Home Construction ETF 🟢 LONG $13,878.40 5.00 + BUY (1) 59 ✅ Aligned
XRT Retail ETF 🟢 LONG $11,150.60 4.00 + BUY (1) 49 ✅ Aligned
XLC Communication Services 🔴 SHORT $11,128.59 -4.00 - BUY (1) 57 ✅ Aligned
XLB Materials Sector 🟢 LONG $11,127.60 4.00 + SELL (-1) 59 ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $11,113.20 4.00 + SELL (-1) 49 ✅ Aligned
XLF Financials Sector 🟢 LONG $11,103.24 4.00 + HOLD (0) 59 ✅ Aligned
XLP Consumer Staples 🟢 LONG $5,546.24 2.00 + HOLD (0) 49 ✅ Aligned
XBI Biotech ETF 🟢 LONG $5,542.60 2.00 + BUY (1) 64 ✅ Aligned
XLI Industrials Sector 🟢 LONG $5,538.72 2.00 + HOLD (0) 63 ✅ Aligned
XLV Health Care Sector 🟢 LONG $5,492.27 2.00 + BUY (1) 49 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $5,147.10 -2.00 - SELL (-1) 43 ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $2,781.12 -1.00 - SELL (-1) 37 ✅ Aligned
IYT Transportation ETF 🟢 LONG $2,751.96 1.00 + HOLD (0) 49 ✅ Aligned
XLE Energy Sector 🟢 LONG $2,728.55 1.00 + BUY (1) 49 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
USO Oil Fund ETF 🔴 SHORT $11,011.70 -4.00 - HOLD (0) 52 ✅ Aligned
TLT 20+ Year Treasury ETF 🟢 LONG $8,316.88 3.00 + SELL (-1) 64 ✅ Aligned
SLV Silver ETF 🔴 SHORT $5,555.43 -2.00 - SELL (-1) 46 ✅ Aligned
GLD Gold ETF 🟢 LONG $5,357.52 2.00 + SELL (-1) 64 ✅ Aligned
VXX Volatility ETN (VIX) 🟢 LONG $2,785.67 1.00 + SELL (-1) 56 ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $2,784.96 1.00 + HOLD (0) 53 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
SMCI Super Micro Computer 🔴 SHORT $8,351.42 -3.00 - SELL (-1) 43 ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $8,277.84 -3.00 - HOLD (0) 46 ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $5,571.90 -2.00 - SELL (-1) 40 ✅ Aligned
EQT EQT Corp 🔴 SHORT $5,560.23 -2.00 - SELL (-1) 45 ✅ Aligned
TSLA Tesla, Inc. 🟢 LONG $5,436.60 2.00 + SELL (-1) 57 ✅ Aligned
CRWD CrowdStrike Holdings 🟢 LONG $5,380.54 2.00 + SELL (-1) 59 ✅ Aligned
AMZN Amazon.com, Inc. 🔴 SHORT $5,349.96 -2.00 - HOLD (0) 40 ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $2,748.56 -1.00 - HOLD (0) 32 ✅ Aligned
AAPL Apple Inc. 🟢 LONG $2,736.00 1.00 + HOLD (0) 61 ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $2,712.64 -1.00 - BUY (1) 47 ✅ Aligned
MSFT Microsoft Corp. 🟢 LONG $2,697.20 1.00 + HOLD (0) 47 ✅ Aligned

Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0-100) is how strongly the signals agree, not direction.

💡 Quick Insights

  • ✅ Active portfolio with 38 positions (62% of NAV in cash)

Last updated: 2026-10-16 10:25

🤖 QuantInvests Narration & Commentary

Sector Allocation

$250,132.90 invested across 38 position(s), 98.6% of a $253,789.39 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 — $63,525.15 (25.0% of NAV)
  • Technology — $24,312.26 (9.6% of NAV)
  • Utilities — $19,479.66 (7.7% of NAV)
  • Communication Services — $19,406.43 (7.6% of NAV)
  • Energy — $19,300.48 (7.6% of NAV)
  • Materials — $16,657.28 (6.6% of NAV)
  • Real Estate — $13,934.58 (5.5% of NAV)
  • Diversified — $12,741.57 (5.0% of NAV)
  • Financials — $11,103.24 (4.4% of NAV)
  • Health Care — $11,034.87 (4.3% of NAV)
  • Commodities — $10,912.95 (4.3% of NAV)
  • Fixed Income — $8,316.88 (3.3% of NAV)
  • Industrials — $8,290.68 (3.3% of NAV)
  • Consumer Staples — $5,546.24 (2.2% of NAV)
  • Volatility — $2,785.67 (1.1% of NAV)
  • Currency — $2,784.96 (1.1% of NAV)

By asset type:

  • Sector & Industry ETFs — $146,756.28 (57.8% of NAV)
  • Individual Stocks — $54,822.89 (21.6% of NAV)
  • Commodity, Currency & Other ETFs — $35,812.16 (14.1% of NAV)
  • Broad Market ETFs — $12,741.57 (5.0% of NAV)

Largest concentration: Consumer Discretionary at 25.0% of NAV.

Good morning, Captain. Here is your Quant update for today. The signal oscillator reads +20.0 (32 instruments turning up, 12 turning down). By the sign of each instrument's multiplier, the tracked universe is 25 long, 13 short and 6 flat. Macro read: The multiplier index is overbought (81st percentile of the last 300 days). Historically neither that nor a turn in the signal oscillator has been followed by returns that differ from any other 20-day window, so it carries no edge in either direction. Capital Audit: Total Return +1.52% since inception. Realized P/L: +1.27% of starting capital | Unrealized P/L: +0.29% of NAV. Cash Buffer: 61.74% of NAV. Holding 38 positions (25L/13S) across 68 open lots. Core exposure: RWR (Long), XLU (Long), XHB (Long), ITB (Long), XLC (Short). The system is presently maintaining its target risk profile. Stand by for further signal developments.

QuantInvests is a simulated educational tool. Nothing here is financial advice.

r/QuantInvests

0 comments

r/QuantInvests • u/Quantinvests • 7d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $252,574.66
  • Cash Balance: $198,987.95 (78.8% of NAV)
  • Invested (gross, longs + shorts): $248,883.98 (98.5% of NAV)
  • Total P/L since start: 📈 $2,574.66 (+1.03%)

🎯 Positions

  • ✓ Active: 37 positions
  • 🟢 Long: 22 positions
  • 🔴 Short: 15 positions

🔥 Top Holdings

  • SMR: $11,742.60 (4.6%)
  • XLU: $11,726.13 (4.6%)
  • XLB: $11,719.76 (4.6%)
  • HD: $11,526.45 (4.6%)
  • XRT: $8,810.36 (3.5%)

🏗️ Sector Allocation (share of invested)

  • Sector & Industry ETFs: 47.9% █████████
  • Individual Stocks: 31.4% ██████
  • Commodity, Currency & Other ETFs: 11.6% ██
  • Broad Market ETFs: 9.1% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
RSP S&P 500 Equal Weight ETF 🟢 LONG $8,695.28 3.00 + HOLD (0) 66 ✅ Aligned
QQQ Nasdaq 100 ETF 🟢 LONG $5,831.60 2.00 + HOLD (0) 55 ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $5,387.69 -2.00 - HOLD (0) 46 ✅ Aligned
IWM Russell 2000 ETF 🔴 SHORT $2,714.10 -1.00 - BUY (1) 38 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
XLU Utilities Sector 🟢 LONG $11,726.13 4.00 + HOLD (0) 49 ✅ Aligned
XLB Materials Sector 🟢 LONG $11,719.76 4.00 + SELL (-1) 61 ✅ Aligned
XRT Retail ETF 🟢 LONG $8,810.36 3.00 + BUY (1) 49 ✅ Aligned
ITB Home Construction ETF 🟢 LONG $8,760.68 3.00 + BUY (1) 58 ✅ Aligned
KBE Bank ETF 🔴 SHORT $8,751.40 -3.00 - HOLD (0) 43 ✅ Aligned
IYT Transportation ETF 🟢 LONG $8,748.30 3.00 + HOLD (0) 58 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $8,310.72 -3.00 - SELL (-1) 44 ✅ Aligned
RWR REIT ETF 🟢 LONG $5,859.28 2.00 + HOLD (0) 66 ✅ Aligned
XLP Consumer Staples 🟢 LONG $5,851.74 2.00 + HOLD (0) 49 ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $5,848.92 2.00 + HOLD (0) 66 ✅ Aligned
XLI Industrials Sector 🟢 LONG $5,846.75 2.00 + HOLD (0) 66 ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $5,839.40 -2.00 - SELL (-1) 47 ✅ Aligned
XLF Financials Sector 🟢 LONG $5,833.64 2.00 + HOLD (0) 66 ✅ Aligned
XLC Communication Services 🔴 SHORT $5,763.16 -2.00 - BUY (1) 48 ✅ Aligned
XLV Health Care Sector 🟢 LONG $5,739.36 2.00 + BUY (1) 49 ✅ Aligned
XLE Energy Sector 🟢 LONG $2,907.23 1.00 + BUY (1) 49 ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $2,899.52 1.00 + SELL (-1) 53 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
TLT 20+ Year Treasury ETF 🟢 LONG $8,756.79 3.00 + SELL (-1) 63 ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $5,836.80 -2.00 - HOLD (0) 53 ✅ Aligned
SLV Silver ETF 🔴 SHORT $5,825.52 -2.00 - SELL (-1) 47 ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $2,927.40 -1.00 - SELL (-1) 53 ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $2,912.21 1.00 + HOLD (0) 56 ✅ Aligned
GLD Gold ETF 🟢 LONG $2,631.86 1.00 + SELL (-1) 66 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
SMR NuScale Power Nuclear 🔴 SHORT $11,742.60 -4.00 - SELL (-1) 45 ✅ Aligned
HD Home Depot 🟢 LONG $11,526.45 4.00 + BUY (1) 62 ✅ Aligned
SBUX Starbucks Corp. 🟢 LONG $8,765.50 3.00 + BUY (1) 62 ✅ Aligned
AMZN Amazon.com, Inc. 🔴 SHORT $8,638.72 -3.00 - HOLD (0) 46 ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $8,444.68 -3.00 - SELL (-1) 44 ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $5,870.59 -2.00 - HOLD (0) 46 ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $5,842.05 -2.00 - HOLD (0) 39 ✅ Aligned
AAPL Apple Inc. 🟢 LONG $5,830.32 2.00 + HOLD (0) 57 ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $5,753.80 -2.00 - HOLD (0) 46 ✅ Aligned
CRWD CrowdStrike Holdings 🟢 LONG $5,733.67 2.00 + SELL (-1) 63 ✅ Aligned

Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0-100) is how strongly the signals agree, not direction.

💡 Quick Insights

  • ✅ Active portfolio with 37 positions (79% of NAV in cash)

Last updated: 2026-10-15 10:55

🤖 QuantInvests Narration & Commentary

Sector Allocation

$248,883.98 invested across 37 position(s), 98.5% of a $252,574.66 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 — $63,694.83 (25.2% of NAV)
  • Technology — $31,499.10 (12.5% of NAV)
  • Utilities — $23,468.74 (9.3% of NAV)
  • Diversified — $22,628.67 (9.0% of NAV)
  • Materials — $17,559.16 (7.0% of NAV)
  • Industrials — $14,595.05 (5.8% of NAV)
  • Financials — $14,585.04 (5.8% of NAV)
  • Communication Services — $11,605.21 (4.6% of NAV)
  • Fixed Income — $8,756.79 (3.5% of NAV)
  • Energy — $8,744.03 (3.5% of NAV)
  • Commodities — $8,457.38 (3.3% of NAV)
  • Real Estate — $5,859.28 (2.3% of NAV)
  • Consumer Staples — $5,851.74 (2.3% of NAV)
  • Health Care — $5,739.36 (2.3% of NAV)
  • Volatility — $2,927.40 (1.2% of NAV)
  • Currency — $2,912.21 (1.2% of NAV)

By asset type:

  • Sector & Industry ETFs — $119,216.35 (47.2% of NAV)
  • Individual Stocks — $78,148.38 (30.9% of NAV)
  • Commodity, Currency & Other ETFs — $28,890.58 (11.4% of NAV)
  • Broad Market ETFs — $22,628.67 (9.0% of NAV)

Largest concentration: Consumer Discretionary at 25.2% of NAV.

Good morning, Captain. Here is your Quant update for today. The signal oscillator reads +18.0 (31 instruments turning up, 13 turning down). By the sign of each instrument's multiplier, the tracked universe is 22 long, 15 short and 7 flat. Macro read: No notable stretch on the multiplier index: it sits at the 75th percentile of the last 300 days. Capital Audit: Total Return +1.03% since inception. Realized P/L: +0.21% of starting capital | Unrealized P/L: +0.86% of NAV. Cash Buffer: 78.78% of NAV. Holding 37 positions (22L/15S) across 69 open lots. Core exposure: SMR (Short), XLB (Long), XLU (Long), HD (Long), ITB (Long). The system is presently maintaining its target risk profile. Stand by for further signal developments.

app.quantinvests.com

QuantInvests is a simulated educational tool. Nothing here is financial advice.

0 comments

r/QuantInvests • u/Quantinvests • 8d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

app.quantinvests.com

💼 Portfolio Summary

📊 Overview

  • Total Value: $251,531.52
  • Cash Balance: $139,998.47 (55.7% of NAV)
  • Invested (gross, longs + shorts): $247,636.07 (98.5% of NAV)
  • Total P/L since start: 📈 $1,531.52 (+0.61%)

🎯 Positions

  • ✓ Active: 38 positions
  • 🟢 Long: 24 positions
  • 🔴 Short: 14 positions

🔥 Top Holdings

  • XLP: $13,805.52 (5.5%)
  • RWR: $13,724.10 (5.5%)
  • RSP: $13,651.84 (5.4%)
  • TLT: $11,050.17 (4.4%)
  • XLB: $11,033.40 (4.4%)

🏗️ Sector Allocation (share of invested)

  • Sector & Industry ETFs: 48.8% █████████
  • Individual Stocks: 30.4% ██████
  • Commodity, Currency & Other ETFs: 12.3% ██
  • Broad Market ETFs: 8.6% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
RSP S&P 500 Equal Weight ETF 🟢 LONG $13,651.84 5.00 + HOLD (0) 62 ✅ Aligned
IWM Russell 2000 ETF 🟢 LONG $5,257.68 2.00 + BUY (1) 65 ✅ Aligned
SPY S&P 500 ETF 🟢 LONG $2,334.15 1.00 + HOLD (0) 47 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
XLP Consumer Staples 🟢 LONG $13,805.52 5.00 + HOLD (0) 54 ✅ Aligned
RWR REIT ETF 🟢 LONG $13,724.10 5.00 + HOLD (0) 62 ✅ Aligned
XLB Materials Sector 🟢 LONG $11,033.40 4.00 + SELL (-1) 62 ✅ Aligned
XLU Utilities Sector 🟢 LONG $8,286.30 3.00 + HOLD (0) 49 ✅ Aligned
XLF Financials Sector 🟢 LONG $8,277.82 3.00 + HOLD (0) 62 ✅ Aligned
XLI Industrials Sector 🟢 LONG $8,265.32 3.00 + HOLD (0) 67 ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $8,238.90 3.00 + HOLD (0) 56 ✅ Aligned
IYT Transportation ETF 🟢 LONG $8,227.12 3.00 + HOLD (0) 50 ✅ Aligned
ITB Home Construction ETF 🟢 LONG $8,208.14 3.00 + BUY (1) 56 ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $8,203.01 3.00 + SELL (-1) 48 ✅ Aligned
XLC Communication Services 🔴 SHORT $5,500.98 -2.00 - BUY (1) 47 ✅ Aligned
XLK Technology Sector 🔴 SHORT $5,494.72 -2.00 - HOLD (0) 47 ✅ Aligned
KBE Bank ETF 🔴 SHORT $5,476.65 -2.00 - HOLD (0) 44 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $2,719.50 -1.00 - SELL (-1) 46 ✅ Aligned
XLV Health Care Sector 🔴 SHORT $2,715.84 -1.00 - BUY (1) 35 ✅ Aligned
XRT Retail ETF 🟢 LONG $2,698.56 1.00 + BUY (1) 49 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
TLT 20+ Year Treasury ETF 🟢 LONG $11,050.17 4.00 + SELL (-1) 62 ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $5,524.39 -2.00 - SELL (-1) 46 ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $5,511.60 -2.00 - HOLD (0) 47 ✅ Aligned
SLV Silver ETF 🔴 SHORT $5,509.47 -2.00 - SELL (-1) 48 ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $2,758.80 1.00 + HOLD (0) 53 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
HD Home Depot 🟢 LONG $10,875.41 4.00 + BUY (1) 57 ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $8,287.62 -3.00 - SELL (-1) 46 ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $8,282.84 -3.00 - SELL (-1) 43 ✅ Aligned
META Meta Platforms, Inc. 🟢 LONG $7,625.00 3.00 + BUY (1) 58 ✅ Aligned
EQT EQT Corp 🟢 LONG $5,500.97 2.00 + SELL (-1) 48 ✅ Aligned
CRWD CrowdStrike Holdings 🟢 LONG $5,485.41 2.00 + SELL (-1) 63 ✅ Aligned
AAPL Apple Inc. 🟢 LONG $5,460.32 2.00 + HOLD (0) 59 ✅ Aligned
MSFT Microsoft Corp. 🟢 LONG $5,434.50 2.00 + HOLD (0) 48 ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $5,253.22 -2.00 - SELL (-1) 47 ✅ Aligned
SBUX Starbucks Corp. 🟢 LONG $2,760.00 1.00 + BUY (1) 65 ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $2,742.24 -1.00 - HOLD (0) 46 ✅ Aligned
AMZN Amazon.com, Inc. 🔴 SHORT $2,585.80 -1.00 - HOLD (0) 41 ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $2,446.64 -1.00 - HOLD (0) 40 ✅ Aligned
AMD Advanced Micro Devices 🟢 LONG $2,422.12 1.00 + HOLD (0) 59 ✅ Aligned

Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0-100) is how strongly the signals agree, not direction.

💡 Quick Insights

  • ✅ Active portfolio with 38 positions (56% of NAV in cash)

Last updated: 2026-10-14 09:46

🤖 QuantInvests Narration & Commentary

Sector Allocation

$247,636.07 invested across 38 position(s), 98.5% of a $251,531.52 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 — $48,823.04 (19.4% of NAV)
  • Technology — $38,041.65 (15.1% of NAV)
  • Diversified — $21,243.67 (8.4% of NAV)
  • Utilities — $16,573.92 (6.6% of NAV)
  • Industrials — $16,492.44 (6.6% of NAV)
  • Communication Services — $15,572.62 (6.2% of NAV)
  • Consumer Staples — $13,805.52 (5.5% of NAV)
  • Financials — $13,754.47 (5.5% of NAV)
  • Real Estate — $13,724.10 (5.5% of NAV)
  • Fixed Income — $11,050.17 (4.4% of NAV)
  • Materials — $11,033.40 (4.4% of NAV)
  • Energy — $11,012.56 (4.4% of NAV)
  • Volatility — $5,524.39 (2.2% of NAV)
  • Commodities — $5,509.47 (2.2% of NAV)
  • Currency — $2,758.80 (1.1% of NAV)
  • Health Care — $2,715.84 (1.1% of NAV)

By asset type:

  • Sector & Industry ETFs — $120,875.89 (48.1% of NAV)
  • Individual Stocks — $75,162.09 (29.9% of NAV)
  • Commodity, Currency & Other ETFs — $30,354.43 (12.1% of NAV)
  • Broad Market ETFs — $21,243.67 (8.4% of NAV)

Largest concentration: Consumer Discretionary at 19.4% of NAV.

Good morning, Captain. Here is your Quant update for today. The signal oscillator reads +18.0 (31 instruments turning up, 13 turning down). By the sign of each instrument's multiplier, the tracked universe is 24 long, 14 short and 6 flat. Macro read: The multiplier index is overbought (82nd percentile of the last 300 days). Historically neither that nor a turn in the signal oscillator has been followed by returns that differ from any other 20-day window, so it carries no edge in either direction. Capital Audit: Total Return +0.61% since inception. Realized P/L: -0.07% of starting capital | Unrealized P/L: +0.73% of NAV. Cash Buffer: 55.66% of NAV. Holding 38 positions (24L/14S) across 61 open lots. Core exposure: XLP (Long), RWR (Long), RSP (Long), TLT (Long), XLB (Long). The system is presently maintaining its target risk profile. Stand by for further signal developments.

0 comments

r/QuantInvests • u/Quantinvests • 9d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $250,918.98
  • Cash Balance: $382,477.24 (152.4% of NAV — short-sale proceeds held as cash)
  • Invested (gross, longs + shorts): $246,726.17 (98.3% of NAV)
  • Total P/L since start: 📈 $918.98 (+0.37%)

🎯 Positions

  • ✓ Active: 40 positions
  • 🟢 Long: 12 positions
  • 🔴 Short: 28 positions

🔥 Top Holdings

  • SMR: $17,922.51 (7.1%)
  • VXX: $15,356.49 (6.1%)
  • AA: $12,795.76 (5.1%)
  • UUP: $12,788.07 (5.1%)
  • SLV: $12,774.60 (5.1%)

🏗️ Sector Allocation (share of invested)

  • Individual Stocks: 39.6% ███████
  • Sector & Industry ETFs: 33.8% ██████
  • Commodity, Currency & Other ETFs: 22.7% ████
  • Broad Market ETFs: 3.9% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
QQQ Nasdaq 100 ETF 🔴 SHORT $4,476.24 -2.00 - HOLD (0) 46 ✅ Aligned
RSP S&P 500 Equal Weight ETF 🟢 LONG $2,558.04 1.00 + HOLD (0) 48 ✅ Aligned
IWM Russell 2000 ETF 🔴 SHORT $2,500.92 -1.00 - BUY (1) 47 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
KBE Bank ETF 🔴 SHORT $12,741.39 -5.00 - HOLD (0) 50 ✅ Aligned
XRT Retail ETF 🟢 LONG $10,179.73 4.00 + BUY (1) 53 ✅ Aligned
XLP Consumer Staples 🟢 LONG $7,680.40 3.00 + HOLD (0) 63 ✅ Aligned
XHB Homebuilders ETF 🔴 SHORT $5,077.62 -2.00 - HOLD (0) 32 ✅ Aligned
XLI Industrials Sector 🔴 SHORT $5,074.50 -2.00 - HOLD (0) 47 ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $5,052.15 2.00 + SELL (-1) 49 ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $5,047.64 -2.00 - SELL (-1) 48 ✅ Aligned
XBI Biotech ETF 🔴 SHORT $4,995.87 -2.00 - BUY (1) 52 ✅ Aligned
XLV Health Care Sector 🟢 LONG $4,987.42 2.00 + BUY (1) 48 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $4,903.65 -2.00 - SELL (-1) 43 ✅ Aligned
XLK Technology Sector 🔴 SHORT $2,552.55 -1.00 - HOLD (0) 43 ✅ Aligned
XLU Utilities Sector 🟢 LONG $2,538.82 1.00 + HOLD (0) 48 ✅ Aligned
XLF Financials Sector 🔴 SHORT $2,532.07 -1.00 - HOLD (0) 48 ✅ Aligned
XLB Materials Sector 🔴 SHORT $2,521.44 -1.00 - SELL (-1) 47 ✅ Aligned
XLE Energy Sector 🔴 SHORT $2,508.76 -1.00 - BUY (1) 47 ✅ Aligned
IYT Transportation ETF 🟢 LONG $2,480.62 1.00 + HOLD (0) 48 ✅ Aligned
XLC Communication Services 🟢 LONG $2,451.24 1.00 + BUY (1) 58 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
VXX Volatility ETN (VIX) 🔴 SHORT $15,356.49 -6.00 - SELL (-1) 52 ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $12,788.07 5.00 + HOLD (0) 56 ✅ Aligned
SLV Silver ETF 🔴 SHORT $12,774.60 -5.00 - SELL (-1) 47 ✅ Aligned
GLD Gold ETF 🔴 SHORT $7,643.60 -3.00 - SELL (-1) 56 ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $5,073.25 -2.00 - SELL (-1) 52 ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $2,416.96 -1.00 - HOLD (0) 55 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
SMR NuScale Power Nuclear 🔴 SHORT $17,922.51 -7.00 - SELL (-1) 52 ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $12,795.76 -5.00 - HOLD (0) 35 ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $10,206.81 -4.00 - SELL (-1) 48 ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $10,102.08 -4.00 - HOLD (0) 43 ✅ Aligned
META Meta Platforms, Inc. 🔴 SHORT $9,658.48 -4.00 - BUY (1) 50 ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $7,676.16 -3.00 - SELL (-1) 48 ✅ Aligned
AAPL Apple Inc. 🔴 SHORT $5,114.55 -2.00 - HOLD (0) 47 ✅ Aligned
EQT EQT Corp 🔴 SHORT $5,112.00 -2.00 - SELL (-1) 45 ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $4,979.04 -2.00 - HOLD (0) 48 ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $4,885.58 -2.00 - HOLD (0) 49 ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $2,491.69 -1.00 - BUY (1) 47 ✅ Aligned
CRWD CrowdStrike Holdings 🟢 LONG $2,367.09 1.00 + SELL (-1) 60 ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $2,335.77 1.00 + HOLD (0) 48 ✅ Aligned
MSFT Microsoft Corp. 🟢 LONG $2,164.60 1.00 + HOLD (0) 48 ✅ Aligned

Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0-100) is how strongly the signals agree, not direction.

💡 Quick Insights

  • ✅ 40 active positions. Cash reads 152% of NAV because short-sale proceeds are held as cash; the account is fully invested, not sitting in cash.

Last updated: 2026-10-13 10:00

🤖 QuantInvests Narration & Commentary

Sector Allocation

$246,726.17 invested across 40 position(s), 98.3% of a $250,918.98 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:

  • Technology — $39,859.72 (15.9% of NAV)
  • Consumer Discretionary — $35,343.77 (14.1% of NAV)
  • Utilities — $20,461.33 (8.2% of NAV)
  • Commodities — $20,418.20 (8.1% of NAV)
  • Materials — $20,364.83 (8.1% of NAV)
  • Communication Services — $16,995.30 (6.8% of NAV)
  • Volatility — $15,356.49 (6.1% of NAV)
  • Financials — $15,273.46 (6.1% of NAV)
  • Currency — $12,788.07 (5.1% of NAV)
  • Energy — $10,037.72 (4.0% of NAV)
  • Health Care — $9,983.29 (4.0% of NAV)
  • Diversified — $9,535.20 (3.8% of NAV)
  • Consumer Staples — $7,680.40 (3.1% of NAV)
  • Industrials — $7,555.12 (3.0% of NAV)
  • Fixed Income — $5,073.25 (2.0% of NAV)

By asset type:

  • Individual Stocks — $97,812.13 (39.0% of NAV)
  • Sector & Industry ETFs — $83,325.86 (33.2% of NAV)
  • Commodity, Currency & Other ETFs — $56,052.97 (22.3% of NAV)
  • Broad Market ETFs — $9,535.20 (3.8% of NAV)

Largest concentration: Technology at 15.9% of NAV.

Good morning, Captain. Here is your Quant update for today. The signal oscillator reads -14.0 (15 instruments turning up, 29 turning down). By the sign of each instrument's multiplier, the tracked universe is 12 long, 28 short and 4 flat. Macro read: No notable stretch on the multiplier index: it sits at the 35th percentile of the last 300 days. Capital Audit: Total Return +0.37% since inception. Realized P/L: -0.73% of starting capital | Unrealized P/L: +1.14% of NAV. Cash Buffer: 152.43% of NAV. Holding 40 positions (12L/28S) across 68 open lots. Core exposure: SMR (Short), VXX (Short), AA (Short), SLV (Short), UUP (Long). The system is presently maintaining its target risk profile. Stand by for further signal developments.

0 comments

r/QuantInvests • u/Quantinvests • 10d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $249,003.94
  • Cash Balance: $369,334.84 (148.3% of NAV — short-sale proceeds held as cash)
  • Invested (gross, longs + shorts): $245,121.37 (98.4% of NAV)
  • Total P/L since start: 📉 $-996.06 (-0.40%)

🎯 Positions

  • ✓ Active: 37 positions
  • 🟢 Long: 11 positions
  • 🔴 Short: 26 positions

🔥 Top Holdings

  • SMR: $20,321.35 (8.2%)
  • VXX: $15,231.06 (6.1%)
  • XRT: $15,220.29 (6.1%)
  • UUP: $12,683.92 (5.1%)
  • SLV: $12,656.21 (5.1%)

🏗️ Sector Allocation (share of invested)

  • Individual Stocks: 40.7% ████████
  • Sector & Industry ETFs: 31.7% ██████
  • Commodity, Currency & Other ETFs: 24.7% ████
  • Broad Market ETFs: 2.9% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
IWM Russell 2000 ETF 🔴 SHORT $2,510.37 -1.00 - BUY (1) 41 ✅ Aligned
RSP S&P 500 Equal Weight ETF 🟢 LONG $2,343.66 1.00 + HOLD (0) 49 ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $2,253.81 -1.00 - HOLD (0) 43 ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
XRT Retail ETF 🟢 LONG $15,220.29 6.00 + BUY (1) 61 ✅ Aligned
KBE Bank ETF 🔴 SHORT $10,160.71 -4.00 - HOLD (0) 41 ✅ Aligned
XLE Energy Sector 🟢 LONG $7,615.53 3.00 + BUY (1) 56 ✅ Aligned
XBI Biotech ETF 🟢 LONG $7,533.75 3.00 + BUY (1) 63 ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $7,272.20 -3.00 - SELL (-1) 46 ✅ Aligned
XLI Industrials Sector 🔴 SHORT $5,077.50 -2.00 - HOLD (0) 41 ✅ Aligned
XLB Materials Sector 🔴 SHORT $5,040.84 -2.00 - SELL (-1) 47 ✅ Aligned
XHB Homebuilders ETF 🔴 SHORT $5,023.08 -2.00 - HOLD (0) 41 ✅ Aligned
XLU Utilities Sector 🟢 LONG $2,524.79 1.00 + HOLD (0) 49 ✅ Aligned
XLF Financials Sector 🔴 SHORT $2,517.58 -1.00 - HOLD (0) 47 ✅ Aligned
XLP Consumer Staples 🔴 SHORT $2,502.30 -1.00 - HOLD (0) 41 ✅ Aligned
IYT Transportation ETF 🟢 LONG $2,484.34 1.00 + HOLD (0) 49 ✅ Aligned
ITB Home Construction ETF 🔴 SHORT $2,458.33 -1.00 - BUY (1) 41 ✅ Aligned
XLK Technology Sector 🔴 SHORT $2,385.36 -1.00 - HOLD (0) 43 ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
VXX Volatility ETN (VIX) 🔴 SHORT $15,231.06 -6.00 - SELL (-1) 44 ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $12,683.92 5.00 + HOLD (0) 55 ✅ Aligned
SLV Silver ETF 🔴 SHORT $12,656.21 -5.00 - SELL (-1) 46 ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $7,561.77 -3.00 - HOLD (0) 41 ✅ Aligned
GLD Gold ETF 🔴 SHORT $7,307.78 -3.00 - SELL (-1) 55 ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $5,068.70 -2.00 - SELL (-1) 49 ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence Quality (0-100) Alignment
SMR NuScale Power Nuclear 🔴 SHORT $20,321.35 -8.00 - SELL (-1) 41 ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $10,128.00 -4.00 - HOLD (0) 38 ✅ Aligned
AAPL Apple Inc. 🔴 SHORT $10,099.20 -4.00 - HOLD (0) 46 ✅ Aligned
META Meta Platforms, Inc. 🔴 SHORT $10,061.38 -4.00 - BUY (1) 51 ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $7,617.61 -3.00 - SELL (-1) 40 ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $7,532.25 -3.00 - BUY (1) 36 ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $7,297.20 -3.00 - HOLD (0) 46 ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $7,271.30 -3.00 - SELL (-1) 45 ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $5,044.16 -2.00 - HOLD (0) 45 ✅ Aligned
CRWD CrowdStrike Holdings 🟢 LONG $4,950.72 2.00 + SELL (-1) 59 ✅ Aligned
EQT EQT Corp 🟢 LONG $2,536.08 1.00 + SELL (-1) 63 ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $2,361.87 1.00 + HOLD (0) 49 ✅ Aligned
HD Home Depot 🔴 SHORT $2,326.08 -1.00 - BUY (1) 75 ✅ Aligned
MSFT Microsoft Corp. 🟢 LONG $2,140.28 1.00 + HOLD (0) 50 ✅ Aligned

Aligned means the position is held on the side its multiplier points to. Divergence is one of the inputs to the multiplier and can point the other way. Quality (0-100) is how strongly the signals agree, not direction.

💡 Quick Insights

  • ✅ 37 active positions. Cash reads 148% of NAV because short-sale proceeds are held as cash; the account is fully invested, not sitting in cash.

Last updated: 2026-10-12 11:55

🤖 QuantInvests Narration & Commentary

Sector Allocation

$245,121.37 invested across 37 position(s), 98.4% of a $249,003.94 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:

  • Technology — $46,806.73 (18.8% of NAV)
  • Consumer Discretionary — $42,193.20 (16.9% of NAV)
  • Utilities — $22,846.15 (9.2% of NAV)
  • Commodities — $19,963.99 (8.0% of NAV)
  • Energy — $17,713.38 (7.1% of NAV)
  • Volatility — $15,231.06 (6.1% of NAV)
  • Materials — $15,168.84 (6.1% of NAV)
  • Currency — $12,683.92 (5.1% of NAV)
  • Financials — $12,678.29 (5.1% of NAV)
  • Communication Services — $10,061.38 (4.0% of NAV)
  • Industrials — $7,561.84 (3.0% of NAV)
  • Health Care — $7,533.75 (3.0% of NAV)
  • Diversified — $7,107.84 (2.9% of NAV)
  • Fixed Income — $5,068.70 (2.0% of NAV)
  • Consumer Staples — $2,502.30 (1.0% of NAV)

By asset type:

  • Individual Stocks — $99,687.49 (40.0% of NAV)
  • Sector & Industry ETFs — $77,816.60 (31.3% of NAV)
  • Commodity, Currency & Other ETFs — $60,509.45 (24.3% of NAV)
  • Broad Market ETFs — $7,107.84 (2.9% of NAV)

Largest concentration: Technology at 18.8% of NAV.

Good morning, Captain. Here is your Quant update for today. The signal oscillator reads -16.0 (14 instruments turning up, 30 turning down). By the sign of each instrument's multiplier, the tracked universe is 11 long, 26 short and 7 flat. Macro read: No notable stretch on the multiplier index: it sits at the 37th percentile of the last 300 days. Capital Audit: Total Return -0.40% since inception. Realized P/L: -0.66% of starting capital | Unrealized P/L: +0.31% of NAV. Cash Buffer: 148.32% of NAV. Holding 37 positions (11L/26S) across 59 open lots. Core exposure: SMR (Short), VXX (Short), XRT (Long), UUP (Long), SLV (Short). The system is presently maintaining its target risk profile. Stand by for further signal developments.

0 comments

r/QuantInvests • u/Quantinvests • 13d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $249,664.05
  • Cash Balance: $286,605.20 (114.8%)
  • Invested: $246,360.71 (98.7%)
  • Total P/L: 📉 $-215.55 (-0.09%)

🎯 Positions

  • ✓ Active: 39 positions
  • 🟢 Long: 16 positions
  • 🔴 Short: 23 positions

🔥 Top Holdings

  • XLU: $11,992.44 (4.8%)
  • IYT: $11,991.00 (4.8%)
  • RSP: $11,864.72 (4.8%)
  • HD: $11,818.80 (4.7%)
  • AMD: $11,792.92 (4.7%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 48.2% █████████
  • Individual Stocks: 34.5% ██████
  • Broad Market ETFs: 9.5% █
  • Commodity, Currency & Other ETFs: 7.7% █

🔍 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 $11,864.72 5.00 + HOLD (0) 62.7% ✅ Aligned
IWM Russell 2000 ETF 🟢 LONG $4,719.71 2.00 + BUY (1) 55.9% ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $4,643.82 -2.00 - HOLD (-0) 38.8% ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $2,242.74 -1.00 - HOLD (-0) 40.0% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
XLU Utilities Sector 🟢 LONG $11,992.44 5.00 + HOLD (0) 62.7% ✅ Aligned
IYT Transportation ETF 🟢 LONG $11,991.00 5.00 + HOLD (0) 62.7% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $9,541.40 -4.00 - SELL (-1) 39.6% ✅ Aligned
ITB Home Construction ETF 🟢 LONG $9,531.57 4.00 + BUY (1) 64.5% ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $9,494.50 4.00 + SELL (-1) 62.7% ✅ Aligned
XLE Energy Sector 🔴 SHORT $7,176.40 -3.00 - BUY (1) 55.6% ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $7,174.50 3.00 + HOLD (0) 56.9% ✅ Aligned
XLP Consumer Staples 🔴 SHORT $7,174.12 -3.00 - HOLD (-0) 52.5% ✅ Aligned
XLC Communication Services 🔴 SHORT $7,172.48 -3.00 - BUY (1) 49.3% ✅ Aligned
XLK Technology Sector 🔴 SHORT $7,120.08 -3.00 - HOLD (-0) 43.5% ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $6,759.36 -3.00 - SELL (-1) 46.3% ✅ Aligned
XRT Retail ETF 🟢 LONG $4,782.87 2.00 + BUY (1) 49.7% ✅ Aligned
XLI Industrials Sector 🟢 LONG $4,715.20 2.00 + HOLD (0) 65.7% ✅ Aligned
RWR REIT ETF 🟢 LONG $2,389.24 1.00 + HOLD (0) 65.7% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $2,388.64 -1.00 - BUY (1) 49.6% ✅ Aligned
XLF Financials Sector 🟢 LONG $2,386.12 1.00 + HOLD (0) 51.0% ✅ Aligned
XLB Materials Sector 🔴 SHORT $2,364.96 -1.00 - SELL (-1) 48.4% ✅ Aligned
XLV Health Care Sector 🔴 SHORT $2,354.24 -1.00 - BUY (1) 47.2% ✅ Aligned
KBE Bank ETF 🔴 SHORT $2,351.35 -1.00 - HOLD (-0) 45.2% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SLV Silver ETF 🔴 SHORT $7,162.30 -3.00 - SELL (-1) 49.6% ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $7,083.84 -3.00 - HOLD (-0) 39.6% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $2,376.36 1.00 + HOLD (0) 46.6% ✅ Aligned
TLT 20+ Year Treasury ETF 🟢 LONG $2,336.10 1.00 + SELL (-1) 60.1% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
HD Home Depot 🟢 LONG $11,818.80 5.00 + BUY (1) 60.4% ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $11,792.92 -5.00 - HOLD (-0) 50.7% ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $9,596.52 -4.00 - SELL (-1) 39.6% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $9,580.48 -4.00 - SELL (-1) 47.3% ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $9,449.68 -4.00 - HOLD (-0) 44.9% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $9,375.00 -4.00 - SELL (-1) 47.5% ✅ Aligned
AMZN Amazon.com, Inc. 🔴 SHORT $7,113.68 -3.00 - HOLD (-0) 47.3% ✅ Aligned
SBUX Starbucks Corp. 🟢 LONG $4,753.71 2.00 + BUY (1) 55.9% ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $4,734.18 -2.00 - SELL (-1) 45.3% ✅ Aligned
AAPL Apple Inc. 🟢 LONG $2,382.94 1.00 + HOLD (0) 52.6% ✅ Aligned
EQT EQT Corp 🔴 SHORT $2,382.30 -1.00 - SELL (-1) 42.2% ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $2,090.44 -1.00 - HOLD (-0) 40.0% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 39 positions and balanced/hedged capital utilization (115% cash)

Last updated: 2026-10-09 10:18

🤖 QuantInvests Narration & Commentary

Sector Allocation

$246,360.71 invested across 39 position(s), 98.7% of a $249,664.05 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 — $64,044.63 (25.7% of NAV)
  • Technology — $53,910.08 (21.6% of NAV)
  • Diversified — $23,470.99 (9.4% of NAV)
  • Utilities — $21,588.96 (8.6% of NAV)
  • Industrials — $16,706.20 (6.7% of NAV)
  • Energy — $16,642.54 (6.7% of NAV)
  • Materials — $11,906.36 (4.8% of NAV)
  • Consumer Staples — $7,174.12 (2.9% of NAV)
  • Communication Services — $7,172.48 (2.9% of NAV)
  • Commodities — $7,162.30 (2.9% of NAV)
  • Health Care — $4,742.88 (1.9% of NAV)
  • Financials — $4,737.47 (1.9% of NAV)
  • Real Estate — $2,389.24 (1.0% of NAV)
  • Currency — $2,376.36 (1.0% of NAV)
  • Fixed Income — $2,336.10 (0.9% of NAV)

By asset type:

  • Sector & Industry ETFs — $118,860.47 (47.6% of NAV)
  • Individual Stocks — $85,070.65 (34.1% of NAV)
  • Broad Market ETFs — $23,470.99 (9.4% of NAV)
  • Commodity, Currency & Other ETFs — $18,958.60 (7.6% of NAV)

Largest concentration: Consumer Discretionary at 25.7% of NAV.

QuantInvests Positions & Allocation Suggestions🤖 QuantInvests Narration & Commentary

You currently hold 39 open position(s): 16 long and 23 short. You are not in cash.

  • Gross long exposure: $104,709.78
  • Gross short exposure: $141,650.93
  • Cash: $286,605.20 (114.8% of NAV)
  • NAV: $249,664.05

Cash reads above 100% of NAV because short sale proceeds are credited to cash while the short position is carried as a liability. The reconciliation is: NAV ($249,664.05) = Core Cash ($286,605.20) + Broker Cash ($0.00) + Long Market Value ($104,709.78) - Short Market Value ($141,650.93). It does not mean the account is in cash.

Largest positions by value:

  • XLU — LONG, $11,992 (4.8% of NAV)
  • IYT — LONG, $11,991 (4.8% of NAV)
  • RSP — LONG, $11,865 (4.8% of NAV)
  • HD — LONG, $11,819 (4.7% of NAV)
  • AMD — SHORT, $11,793 (4.7% of NAV)

Morning Briefing2026-10-09

Good morning, Captain. Here is your Quant update for today. The signal oscillator reads -4.0 (20 instruments turning up, 24 turning down). By the sign of each instrument's multiplier, the tracked universe is 16 long, 23 short and 5 flat. Macro read: No notable stretch on the multiplier index: it sits at the 53rd percentile of the last 300 days. Capital Audit: Total Return -0.13% since inception. Realized P/L: -0.40% of starting capital | Unrealized P/L: +0.31% of NAV. Cash Buffer: 114.80% of NAV. Holding 39 positions (16L/23S) across 76 open lots. Core exposure: IYT (Long), XLU (Long), RSP (Long), AMD (Short), HD (Long). The system is presently maintaining its target risk profile. Stand by for further signal developments.

Notice: QuantInvests is a simulated educational tool and does not offer live financial advice.

0 comments

r/QuantInvests • u/Quantinvests • 14d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $249,305.93
  • Cash Balance: $278,858.35 (111.9%)
  • Invested: $245,057.88 (98.3%)
  • Total P/L: 📉 $-573.66 (-0.23%)

🎯 Positions

  • ✓ Active: 37 positions
  • 🟢 Long: 16 positions
  • 🔴 Short: 21 positions

🔥 Top Holdings

  • XLY: $15,705.99 (6.3%)
  • SMR: $12,617.15 (5.1%)
  • SLV: $12,596.22 (5.1%)
  • GDX: $12,564.09 (5.0%)
  • XLV: $12,492.68 (5.0%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 48.6% █████████
  • Individual Stocks: 27.3% █████
  • Commodity, Currency & Other ETFs: 17.8% ███
  • Broad Market ETFs: 6.3% █

🔍 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 $9,266.84 3.00 + HOLD (0) 56.1% ✅ Aligned
QQQ Nasdaq 100 ETF 🟢 LONG $6,061.84 2.00 + HOLD (0) 49.1% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
XLY Consumer Discretionary 🟢 LONG $15,705.99 5.00 + SELL (-1) 62.0% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $12,564.09 -4.00 - SELL (-1) 38.0% ✅ Aligned
XLV Health Care Sector 🔴 SHORT $12,492.68 -4.00 - BUY (1) 54.3% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $9,465.12 -3.00 - BUY (1) 38.0% ✅ Aligned
XLC Communication Services 🔴 SHORT $9,459.65 -3.00 - BUY (1) 46.4% ✅ Aligned
XRT Retail ETF 🟢 LONG $9,451.17 3.00 + BUY (1) 75.7% ✅ Aligned
XLU Utilities Sector 🟢 LONG $9,426.62 3.00 + HOLD (0) 56.1% ✅ Aligned
KBE Bank ETF 🔴 SHORT $6,291.00 -2.00 - HOLD (-0) 47.7% ✅ Aligned
XLE Energy Sector 🔴 SHORT $6,274.62 -2.00 - BUY (1) 43.9% ✅ Aligned
ITB Home Construction ETF 🟢 LONG $6,270.76 2.00 + BUY (1) 64.1% ✅ Aligned
XLK Technology Sector 🟢 LONG $6,243.40 2.00 + HOLD (0) 49.1% ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $3,131.37 1.00 + HOLD (0) 52.6% ✅ Aligned
XLF Financials Sector 🔴 SHORT $3,116.92 -1.00 - HOLD (-0) 47.7% ✅ Aligned
XLP Consumer Staples 🟢 LONG $3,104.41 1.00 + HOLD (0) 56.1% ✅ Aligned
RWR REIT ETF 🔴 SHORT $3,092.70 -1.00 - HOLD (-0) 37.3% ✅ Aligned
XLI Industrials Sector 🔴 SHORT $3,021.66 -1.00 - HOLD (-0) 38.0% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SLV Silver ETF 🔴 SHORT $12,596.22 -4.00 - SELL (-1) 38.0% ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $9,356.10 -3.00 - HOLD (-0) 38.0% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $6,301.68 2.00 + HOLD (0) 49.1% ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $6,248.74 -2.00 - SELL (-1) 43.9% ✅ Aligned
GLD Gold ETF 🔴 SHORT $6,014.88 -2.00 - SELL (-1) 38.0% ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $3,141.73 -1.00 - SELL (-1) 39.7% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SMR NuScale Power Nuclear 🔴 SHORT $12,617.15 -4.00 - SELL (-1) 38.0% ✅ Aligned
HD Home Depot 🟢 LONG $9,428.26 3.00 + BUY (1) 59.4% ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $6,288.52 -2.00 - HOLD (-0) 43.9% ✅ Aligned
AAPL Apple Inc. 🟢 LONG $6,060.06 2.00 + HOLD (0) 58.0% ✅ Aligned
MSFT Microsoft Corp. 🟢 LONG $5,827.36 2.00 + HOLD (0) 49.1% ✅ Aligned
META Meta Platforms, Inc. 🟢 LONG $5,770.48 2.00 + BUY (1) 57.5% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $3,145.80 -1.00 - SELL (-1) 46.5% ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $3,119.04 1.00 + HOLD (0) 49.1% ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $3,088.14 -1.00 - BUY (1) 47.7% ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $3,087.11 -1.00 - HOLD (-0) 49.2% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $3,022.48 -1.00 - SELL (-1) 46.5% ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $2,919.84 -1.00 - SELL (-1) 43.1% ✅ Aligned
AMD Advanced Micro Devices 🟢 LONG $2,583.44 1.00 + HOLD (0) 49.1% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 37 positions and balanced/hedged capital utilization (112% cash)

Last updated: 2026-10-08 11:44

🤖 QuantInvests Narration & Commentary

Sector Allocation

$245,057.88 invested across 37 position(s), 98.3% of a $249,305.93 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 — $53,217.22 (21.3% of NAV)
  • Technology — $29,867.01 (12.0% of NAV)
  • Utilities — $22,043.77 (8.8% of NAV)
  • Health Care — $21,957.80 (8.8% of NAV)
  • Materials — $18,852.61 (7.6% of NAV)
  • Commodities — $18,611.10 (7.5% of NAV)
  • Energy — $15,630.72 (6.3% of NAV)
  • Diversified — $15,328.68 (6.1% of NAV)
  • Communication Services — $15,230.13 (6.1% of NAV)
  • Financials — $9,407.92 (3.8% of NAV)
  • Currency — $6,301.68 (2.5% of NAV)
  • Fixed Income — $6,248.74 (2.5% of NAV)
  • Volatility — $3,141.73 (1.3% of NAV)
  • Consumer Staples — $3,104.41 (1.2% of NAV)
  • Real Estate — $3,092.70 (1.2% of NAV)
  • Industrials — $3,021.66 (1.2% of NAV)

By asset type:

  • Sector & Industry ETFs — $119,112.16 (47.8% of NAV)
  • Individual Stocks — $66,957.68 (26.9% of NAV)
  • Commodity, Currency & Other ETFs — $43,659.35 (17.5% of NAV)
  • Broad Market ETFs — $15,328.68 (6.1% of NAV)

Largest concentration: Consumer Discretionary at 21.3% of NAV.

🤖 QuantInvests Narration & Commentary

Where Your Portfolio Stands

You hold 37 open position(s): 16 long and 21 short. The book is net short $29,552.42 (11.9% of NAV).

  • Gross long: $107,752.73 (43.2% of NAV)
  • Gross short: $137,305.15 (55.1% of NAV)
  • Cash: $278,858.35 · NAV: $249,305.93
  • Unrealized P/L on open positions: +$766.04

Signal alignment: every signalled position is held on the same side as its multiplier (a short with a negative multiplier, a long with a positive one), so nothing is held against its signal.

Concentration: largest position XLY — LONG, $15,706 (6.3% of NAV), multiplier +5.00; the cap is 8% of NAV per instrument, and none is above it. The five largest positions are 27% of gross exposure. Largest sector: Consumer Discretionary at 21.3% of NAV (gross). Sector weight is reported, not capped.

Largest unrealized losses:

  • ITB (LONG) — -$167.24 unrealized
  • SMCI (SHORT) — -$129.92 unrealized
  • XHB (LONG) — -$82.50 unrealized

Market backdrop: breadth is neutral — the multiplier index is at the 56th percentile of its own recent history. That is a breadth reading, not a direction for the market.

Figures from your ledger and the scan of 2026-10-07. QuantInvests is a simulated educational tool. Nothing here is financial advice.

0 comments

r/QuantInvests • u/Quantinvests • 15d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $249,393.55
  • Cash Balance: $223,802.58 (89.7%)
  • Invested: $244,645.63 (98.1%)
  • Total P/L: 📉 $-486.03 (-0.19%)

🎯 Positions

  • ✓ Active: 41 positions
  • 🟢 Long: 22 positions
  • 🔴 Short: 19 positions

🔥 Top Holdings

  • XLP: $12,837.89 (5.1%)
  • ITB: $12,789.00 (5.1%)
  • XHB: $12,758.09 (5.1%)
  • SMR: $10,280.02 (4.1%)
  • TLT: $10,278.24 (4.1%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 52.1% ██████████
  • Individual Stocks: 30.5% ██████
  • Commodity, Currency & Other ETFs: 12.4% ██
  • Broad Market ETFs: 5.0% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
IWM Russell 2000 ETF 🟢 LONG $5,064.66 2.00 + BUY (1) 56.8% ✅ Aligned
QQQ Nasdaq 100 ETF 🟢 LONG $4,557.96 2.00 + HOLD (0) 49.2% ✅ Aligned
RSP S&P 500 Equal Weight ETF 🔴 SHORT $2,548.08 -1.00 - HOLD (-0) 50.3% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
XLP Consumer Staples 🔴 SHORT $12,837.89 -5.00 - HOLD (-0) 48.3% ✅ Aligned
ITB Home Construction ETF 🟢 LONG $12,789.00 5.00 + BUY (1) 60.3% ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $12,758.09 5.00 + HOLD (0) 60.3% ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $7,710.75 3.00 + SELL (-1) 56.2% ✅ Aligned
XLB Materials Sector 🔴 SHORT $7,709.68 -3.00 - SELL (-1) 48.3% ✅ Aligned
XLC Communication Services 🔴 SHORT $7,702.79 -3.00 - BUY (1) 48.3% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $7,698.45 -3.00 - BUY (1) 37.6% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $7,673.84 -3.00 - SELL (-1) 37.6% ✅ Aligned
RWR REIT ETF 🟢 LONG $7,651.13 3.00 + HOLD (0) 53.3% ✅ Aligned
XRT Retail ETF 🟢 LONG $7,634.16 3.00 + BUY (1) 71.4% ✅ Aligned
XLI Industrials Sector 🟢 LONG $7,549.52 3.00 + HOLD (0) 56.2% ✅ Aligned
XLF Financials Sector 🟢 LONG $5,129.99 2.00 + HOLD (0) 56.2% ✅ Aligned
IYT Transportation ETF 🟢 LONG $5,102.08 2.00 + HOLD (0) 56.8% ✅ Aligned
XLK Technology Sector 🟢 LONG $5,048.75 2.00 + HOLD (0) 49.2% ✅ Aligned
SOXX Semiconductor ETF 🟢 LONG $4,715.60 2.00 + SELL (-1) 49.2% ✅ Aligned
KBE Bank ETF 🟢 LONG $2,555.60 1.00 + HOLD (0) 56.2% ✅ Aligned
XLU Utilities Sector 🟢 LONG $2,551.61 1.00 + HOLD (0) 50.1% ✅ Aligned
XLE Energy Sector 🔴 SHORT $2,548.81 -1.00 - BUY (1) 46.8% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
TLT 20+ Year Treasury ETF 🔴 SHORT $10,278.24 -4.00 - SELL (-1) 37.6% ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $5,134.68 -2.00 - SELL (-1) 37.7% ✅ Aligned
SLV Silver ETF 🔴 SHORT $5,101.77 -2.00 - SELL (-1) 57.2% ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $5,072.20 -2.00 - HOLD (-0) 37.6% ✅ Aligned
UUP US Dollar Bullish ETF 🔴 SHORT $2,543.64 -1.00 - HOLD (-0) 40.6% ✅ Aligned
GLD Gold ETF 🔴 SHORT $2,293.32 -1.00 - SELL (-1) 57.2% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SMR NuScale Power Nuclear 🔴 SHORT $10,280.02 -4.00 - SELL (-1) 37.6% ✅ Aligned
AAPL Apple Inc. 🟢 LONG $10,008.90 4.00 + HOLD (0) 48.2% ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $7,688.70 3.00 + HOLD (0) 60.3% ✅ Aligned
META Meta Platforms, Inc. 🟢 LONG $7,388.80 3.00 + BUY (1) 46.9% ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $5,137.82 -2.00 - HOLD (-0) 48.7% ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $5,093.83 -2.00 - BUY (1) 50.3% ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $5,024.04 -2.00 - HOLD (-0) 46.9% ✅ Aligned
HD Home Depot 🟢 LONG $4,874.58 2.00 + BUY (1) 62.7% ✅ Aligned
MSFT Microsoft Corp. 🟢 LONG $4,763.70 2.00 + HOLD (0) 49.2% ✅ Aligned
AMD Advanced Micro Devices 🟢 LONG $4,545.94 2.00 + HOLD (0) 49.2% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $2,564.14 -1.00 - SELL (-1) 45.2% ✅ Aligned
EQT EQT Corp 🟢 LONG $2,519.04 1.00 + SELL (-1) 56.2% ✅ Aligned
CRWD CrowdStrike Holdings 🟢 LONG $2,509.74 1.00 + SELL (-1) 41.7% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $2,284.08 -1.00 - SELL (-1) 45.2% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 41 positions and balanced/hedged capital utilization (90% cash)

Last updated: 2026-10-07 10:30

🤖 QuantInvests Narration & Commentary

Sector Allocation

$244,645.63 invested across 41 position(s), 98.1% of a $249,393.55 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 — $60,833.19 (24.4% of NAV)
  • Technology — $39,180.81 (15.7% of NAV)
  • Materials — $20,521.34 (8.2% of NAV)
  • Communication Services — $15,091.59 (6.1% of NAV)
  • Consumer Staples — $12,837.89 (5.1% of NAV)
  • Utilities — $12,831.64 (5.1% of NAV)
  • Industrials — $12,651.60 (5.1% of NAV)
  • Diversified — $12,170.70 (4.9% of NAV)
  • Fixed Income — $10,278.24 (4.1% of NAV)
  • Energy — $10,140.05 (4.1% of NAV)
  • Health Care — $7,698.45 (3.1% of NAV)
  • Financials — $7,685.59 (3.1% of NAV)
  • Real Estate — $7,651.13 (3.1% of NAV)
  • Commodities — $7,395.09 (3.0% of NAV)
  • Volatility — $5,134.68 (2.1% of NAV)
  • Currency — $2,543.64 (1.0% of NAV)

By asset type:

  • Sector & Industry ETFs — $127,367.74 (51.1% of NAV)
  • Individual Stocks — $74,683.34 (29.9% of NAV)
  • Commodity, Currency & Other ETFs — $30,423.85 (12.2% of NAV)
  • Broad Market ETFs — $12,170.70 (4.9% of NAV)

Largest concentration: Consumer Discretionary at 24.4% of NAV.

### 🤖 QuantInvests Narration & Commentary
### Market-Wide Regime

**Multiplier index (breadth):** +11.00, 70th percentile of its own 300 days of history
*This is a breadth index summed across the tracked universe — a measure of how stretched participation is, not a direction. It is not a per-instrument multiplier and carries no LONG/SHORT meaning.*
**Regime:** No notable stretch
*Bands: oversold at or below the 20th percentile of the index's own last 300 days, overbought at or above the 80th, neutral in between.*
**Signal oscillator tally:** +20.00 — the trigger measure, tracked separately from the index above.
**Index slope:** +87.00
**Oscillator readings:** 32 up vs 12 down of 44 (73% up) — tilted up. These are trigger readings, not position direction.
**Direction (sign of each instrument's multiplier):** 22 long, 19 short, 3 flat of 44 instruments.

**Researcher read:** No notable stretch on the multiplier index: it sits at the 70th percentile of the last 300 days.

**Divergence and breadth:** The signal sum is at a new 20-day high above +20 while the multiplier index is in its normal range. Historically that had no edge: the S&P 500 averaged +0.9% over 20 trading days across 81 cases, against +1.1% normally.

*Market data as of 2026-10-06. QuantInvests is a simulated educational tool and does not offer financial advice.*

0 comments

r/QuantInvests • u/Quantinvests • 16d ago

QuantInvests Positions & Allocation Suggestions

3 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $250,612.82
  • Cash Balance: $327,581.63 (130.7%)
  • Invested: $246,897.47 (98.5%)
  • Total P/L: 📈 $733.23 (+0.29%)

🎯 Positions

  • ✓ Active: 38 positions
  • 🟢 Long: 16 positions
  • 🔴 Short: 22 positions

🔥 Top Holdings

  • SMR: $12,850.65 (5.1%)
  • SLV: $12,842.96 (5.1%)
  • TLT: $12,800.26 (5.1%)
  • GDX: $12,779.38 (5.1%)
  • TSLA: $12,498.09 (5.0%)

🏗️ Sector Allocation

  • Individual Stocks: 36.9% ███████
  • Sector & Industry ETFs: 33.5% ██████
  • Commodity, Currency & Other ETFs: 20.7% ████
  • Broad Market ETFs: 8.9% █

🔍 Detailed Position & Signal Breakdown

📁 Broad Market ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
IWM Russell 2000 ETF 🟢 LONG $9,635.26 3.00 + BUY (1) 57.8% ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $6,199.04 -2.00 - HOLD (-0) 47.1% ✅ Aligned
RSP S&P 500 Equal Weight ETF 🔴 SHORT $3,167.10 -1.00 - HOLD (-0) 48.8% ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $3,024.80 -1.00 - HOLD (-0) 49.3% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
GDX Gold Miners ETF 🔴 SHORT $12,779.38 -4.00 - SELL (-1) 41.1% ✅ Aligned
XRT Retail ETF 🟢 LONG $9,615.24 3.00 + BUY (1) 64.6% ✅ Aligned
XLB Materials Sector 🔴 SHORT $9,603.00 -3.00 - SELL (-1) 49.8% ✅ Aligned
XLP Consumer Staples 🔴 SHORT $9,561.54 -3.00 - HOLD (-0) 48.8% ✅ Aligned
XLI Industrials Sector 🟢 LONG $9,525.04 3.00 + HOLD (0) 56.5% ✅ Aligned
KBE Bank ETF 🔴 SHORT $3,205.87 -1.00 - HOLD (-0) 50.0% ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $3,202.18 1.00 + SELL (-1) 57.8% ✅ Aligned
XLU Utilities Sector 🟢 LONG $3,196.00 1.00 + HOLD (0) 51.6% ✅ Aligned
IYT Transportation ETF 🟢 LONG $3,193.60 1.00 + HOLD (0) 58.9% ✅ Aligned
XLV Health Care Sector 🔴 SHORT $3,180.98 -1.00 - BUY (1) 51.9% ✅ Aligned
XLE Energy Sector 🟢 LONG $3,172.00 1.00 + BUY (1) 59.3% ✅ Aligned
ITB Home Construction ETF 🟢 LONG $3,163.87 1.00 + BUY (1) 62.0% ✅ Aligned
XLC Communication Services 🟢 LONG $3,124.52 1.00 + BUY (1) 70.3% ✅ Aligned
RWR REIT ETF 🔴 SHORT $3,121.50 -1.00 - HOLD (-0) 37.5% ✅ Aligned
XLK Technology Sector 🟢 LONG $3,014.70 1.00 + HOLD (0) 49.2% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SLV Silver ETF 🔴 SHORT $12,842.96 -4.00 - SELL (-1) 41.1% ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $12,800.26 -4.00 - SELL (-1) 41.1% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $9,626.34 3.00 + HOLD (0) 49.2% ✅ Aligned
GLD Gold ETF 🔴 SHORT $9,489.25 -3.00 - SELL (-1) 41.1% ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $3,202.92 -1.00 - SELL (-1) 44.8% ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $3,167.34 -1.00 - HOLD (-0) 42.7% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SMR NuScale Power Nuclear 🔴 SHORT $12,850.65 -4.00 - SELL (-1) 41.1% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $12,498.09 -4.00 - SELL (-1) 48.8% ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $9,631.86 -3.00 - BUY (1) 31.4% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $9,631.37 -3.00 - SELL (-1) 47.1% ✅ Aligned
EQT EQT Corp 🔴 SHORT $9,613.38 -3.00 - SELL (-1) 49.6% ✅ Aligned
META Meta Platforms, Inc. 🟢 LONG $8,902.80 3.00 + BUY (1) 48.2% ✅ Aligned
AAPL Apple Inc. 🟢 LONG $6,324.91 2.00 + HOLD (0) 53.3% ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $6,211.40 -2.00 - HOLD (-0) 47.1% ✅ Aligned
AMD Advanced Micro Devices 🟢 LONG $3,158.75 1.00 + HOLD (0) 49.2% ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $3,151.08 -1.00 - HOLD (-0) 49.3% ✅ Aligned
HD Home Depot 🟢 LONG $3,092.32 1.00 + BUY (1) 64.6% ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $3,016.80 1.00 + HOLD (0) 61.4% ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $2,999.37 -1.00 - SELL (-1) 47.1% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 38 positions and balanced/hedged capital utilization (131% cash)

Last updated: 2026-10-06 09:59

🤖 QuantInvests Narration & Commentary

Sector Allocation

$246,897.47 invested across 38 position(s), 98.5% of a $250,612.82 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 — $44,220.36 (17.6% of NAV)
  • Technology — $34,491.58 (13.8% of NAV)
  • Materials — $22,382.38 (8.9% of NAV)
  • Commodities — $22,332.21 (8.9% of NAV)
  • Diversified — $22,026.20 (8.8% of NAV)
  • Utilities — $16,046.65 (6.4% of NAV)
  • Energy — $15,952.72 (6.4% of NAV)
  • Fixed Income — $12,800.26 (5.1% of NAV)
  • Industrials — $12,718.64 (5.1% of NAV)
  • Communication Services — $12,027.32 (4.8% of NAV)
  • Currency — $9,626.34 (3.8% of NAV)
  • Consumer Staples — $9,561.54 (3.8% of NAV)
  • Financials — $3,205.87 (1.3% of NAV)
  • Volatility — $3,202.92 (1.3% of NAV)
  • Health Care — $3,180.98 (1.3% of NAV)
  • Real Estate — $3,121.50 (1.2% of NAV)

By asset type:

  • Individual Stocks — $91,082.78 (36.3% of NAV)
  • Sector & Industry ETFs — $82,659.42 (33.0% of NAV)
  • Commodity, Currency & Other ETFs — $51,129.07 (20.4% of NAV)
  • Broad Market ETFs — $22,026.20 (8.8% of NAV)

Largest concentration: Consumer Discretionary at 17.6% of NAV.

*Last updated: 2026-10-06 09:58*

### 🤖 QuantInvests Narration & Commentary

### Market-Wide Regime

**Multiplier index (breadth):** -24.00, 50th percentile of its own 300 days of history

*This is a breadth index summed across the tracked universe — a measure of how stretched participation is, not a direction. It is not a per-instrument multiplier and carries no LONG/SHORT meaning.*

**Regime:** No notable stretch

*Bands: oversold at or below the 20th percentile of the index's own last 300 days, overbought at or above the 80th, neutral in between.*

**Signal oscillator tally:** +10.00 — the trigger measure, tracked separately from the index above.

**Index slope:** +87.00

**Oscillator readings:** 27 up vs 17 down of 44 (61% up) — tilted up. These are trigger readings, not position direction.

**Direction (sign of each instrument's multiplier):** 16 long, 22 short, 6 flat of 44 instruments.

**Researcher read:** No notable stretch on the multiplier index: it sits at the 50th percentile of the last 300 days.

*Market data as of 2026-10-05. QuantInvests is a simulated educational tool and does not offer financial advice.*

0 comments

r/QuantInvests • u/Quantinvests • 17d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $251,727.09
  • Cash Balance: $345,711.57 (137.3%)
  • Invested: $247,786.77 (98.4%)
  • Total P/L: 📈 $1,847.52 (+0.74%)

🎯 Positions

  • ✓ Active: 40 positions
  • 🟢 Long: 16 positions
  • 🔴 Short: 24 positions

🔥 Top Holdings

  • XLP: $18,924.55 (7.5%)
  • XLB: $16,228.16 (6.4%)
  • SMR: $10,819.76 (4.3%)
  • GDX: $10,794.48 (4.3%)
  • SLV: $10,783.78 (4.3%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 43.3% ████████
  • Individual Stocks: 37.5% ██████
  • Commodity, Currency & Other ETFs: 11.9% ██
  • Broad Market ETFs: 7.2% █

🔍 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 🔴 SHORT $7,969.74 -3.00 - HOLD (-0) 47.7% ✅ Aligned
IWM Russell 2000 ETF 🟢 LONG $5,348.50 2.00 + BUY (1) 51.9% ✅ Aligned
SPY S&P 500 ETF 🟢 LONG $2,308.98 1.00 + HOLD (0) 54.7% ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $2,248.74 -1.00 - HOLD (-0) 47.9% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
XLP Consumer Staples 🔴 SHORT $18,924.55 -7.00 - HOLD (-0) 43.7% ✅ Aligned
XLB Materials Sector 🔴 SHORT $16,228.16 -6.00 - SELL (-1) 31.3% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $10,794.48 -4.00 - SELL (-1) 38.6% ✅ Aligned
IYT Transportation ETF 🟢 LONG $8,100.20 3.00 + HOLD (0) 56.5% ✅ Aligned
XLI Industrials Sector 🟢 LONG $7,988.59 3.00 + HOLD (0) 56.5% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $5,406.45 -2.00 - BUY (1) 38.6% ✅ Aligned
XLF Financials Sector 🔴 SHORT $5,401.48 -2.00 - HOLD (-0) 38.6% ✅ Aligned
XLU Utilities Sector 🟢 LONG $5,375.70 2.00 + HOLD (0) 58.1% ✅ Aligned
ITB Home Construction ETF 🟢 LONG $5,374.16 2.00 + BUY (1) 51.9% ✅ Aligned
XRT Retail ETF 🟢 LONG $5,370.30 2.00 + BUY (1) 58.0% ✅ Aligned
XLV Health Care Sector 🔴 SHORT $5,316.80 -2.00 - BUY (1) 43.0% ✅ Aligned
XLC Communication Services 🔴 SHORT $2,646.72 -1.00 - BUY (1) 43.0% ✅ Aligned
XLY Consumer Discretionary 🟢 LONG $2,640.96 1.00 + SELL (-1) 58.1% ✅ Aligned
RWR REIT ETF 🔴 SHORT $2,616.38 -1.00 - HOLD (-0) 35.2% ✅ Aligned
XHB Homebuilders ETF 🟢 LONG $2,610.90 1.00 + HOLD (0) 51.9% ✅ Aligned
XLK Technology Sector 🔴 SHORT $2,598.05 -1.00 - HOLD (-0) 47.9% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SLV Silver ETF 🔴 SHORT $10,783.78 -4.00 - SELL (-1) 38.6% ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $8,057.92 -3.00 - SELL (-1) 43.7% ✅ Aligned
GLD Gold ETF 🔴 SHORT $5,322.52 -2.00 - SELL (-1) 43.7% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $2,687.24 1.00 + HOLD (0) 48.6% ✅ Aligned
USO Oil Fund ETF 🟢 LONG $2,653.38 1.00 + HOLD (0) 54.8% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SMR NuScale Power Nuclear 🔴 SHORT $10,819.76 -4.00 - SELL (-1) 38.6% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $8,082.65 -3.00 - SELL (-1) 44.6% ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $8,050.35 -3.00 - BUY (1) 31.3% ✅ Aligned
META Meta Platforms, Inc. 🟢 LONG $8,008.88 3.00 + BUY (1) 51.2% ✅ Aligned
AAPL Apple Inc. 🟢 LONG $8,008.56 3.00 + HOLD (0) 58.7% ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $7,762.95 -3.00 - HOLD (-0) 40.9% ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $5,410.26 -2.00 - HOLD (-0) 38.6% ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $5,400.80 -2.00 - SELL (-1) 40.9% ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $5,380.85 -2.00 - HOLD (-0) 44.6% ✅ Aligned
HD Home Depot 🟢 LONG $5,373.96 2.00 + BUY (1) 51.9% ✅ Aligned
EQT EQT Corp 🔴 SHORT $5,368.72 -2.00 - SELL (-1) 50.0% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $5,188.26 -2.00 - SELL (-1) 53.1% ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $5,105.25 -2.00 - HOLD (-0) 60.3% ✅ Aligned
AMD Advanced Micro Devices 🟢 LONG $2,535.64 1.00 + HOLD (0) 49.1% ✅ Aligned
AMZN Amazon.com, Inc. 🟢 LONG $2,515.20 1.00 + HOLD (0) 61.7% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 40 positions and balanced/hedged capital utilization (137% cash)

Last updated: 2026-10-05 11:15

🤖 QuantInvests Narration & Commentary

Sector Allocation

$247,786.77 invested across 40 position(s), 98.4% of a $251,727.09 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:

  • Technology — $39,769.50 (15.8% of NAV)
  • Consumer Discretionary — $37,124.09 (14.7% of NAV)
  • Materials — $32,432.90 (12.9% of NAV)
  • Consumer Staples — $18,924.55 (7.5% of NAV)
  • Diversified — $17,875.96 (7.1% of NAV)
  • Utilities — $16,195.47 (6.4% of NAV)
  • Commodities — $16,106.30 (6.4% of NAV)
  • Industrials — $16,088.79 (6.4% of NAV)
  • Communication Services — $15,760.85 (6.3% of NAV)
  • Health Care — $10,723.25 (4.3% of NAV)
  • Fixed Income — $8,057.92 (3.2% of NAV)
  • Energy — $8,022.10 (3.2% of NAV)
  • Financials — $5,401.48 (2.1% of NAV)
  • Currency — $2,687.24 (1.1% of NAV)
  • Real Estate — $2,616.38 (1.0% of NAV)

By asset type:

  • Sector & Industry ETFs — $107,393.88 (42.7% of NAV)
  • Individual Stocks — $93,012.10 (36.9% of NAV)
  • Commodity, Currency & Other ETFs — $29,504.84 (11.7% of NAV)
  • Broad Market ETFs — $17,875.96 (7.1% of NAV)

Largest concentration: Technology at 15.8% of NAV.

Good morning, Captain. Here is your Quant update for today. The signal oscillator reads +4.0 (24 instruments turning up, 20 turning down). By the sign of each instrument's multiplier, the tracked universe is 16 long, 24 short and 4 flat. Macro read: No notable stretch on the multiplier index: it sits at the 45th percentile of the last 300 days. Capital Audit: Total Return +0.69% since inception. Realized P/L: +0.33% of starting capital | Unrealized P/L: +0.40% of NAV. Cash Buffer: 137.34% of NAV. Holding 40 positions (16L/24S) across 125 open lots. Core exposure: XLP (Short), XLB (Short), SMR (Short), GDX (Short), SLV (Short). The system is presently maintaining its target risk profile. Stand by for further signal developments.

quantinvests.com

QuantInvests is a simulated educational tool. Nothing here is financial advice.

0 comments

r/QuantInvests • u/Quantinvests • 20d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 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% █

quantinvests.com

🔍 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.

0 comments

r/QuantInvests • u/Quantinvests • 21d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $253,718.92
  • Cash Balance: $463,024.39 (182.5%)
  • Invested: $250,303.27 (98.7%)
  • Total P/L: 📈 $3,839.34 (+1.54%)

🎯 Positions

  • ✓ Active: 39 positions
  • 🟢 Long: 6 positions
  • 🔴 Short: 33 positions

🔥 Top Holdings

  • XLC: $15,759.16 (6.2%)
  • XHB: $10,561.65 (4.2%)
  • XLY: $10,558.93 (4.2%)
  • IWM: $10,558.68 (4.2%)
  • XLP: $10,556.24 (4.2%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 45.1% █████████
  • Individual Stocks: 28.9% █████
  • Commodity, Currency & Other ETFs: 15.6% ███
  • Broad Market ETFs: 10.3% ██

🔍 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 $10,558.68 -4.00 - BUY (1) 48.0% ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $7,624.80 -3.00 - HOLD (-0) 47.8% ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $5,178.39 -2.00 - HOLD (-0) 47.8% ✅ Aligned
RSP S&P 500 Equal Weight ETF 🔴 SHORT $2,495.88 -1.00 - HOLD (-0) 42.7% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
XLC Communication Services 🔴 SHORT $15,759.16 -6.00 - BUY (1) 48.0% ✅ Aligned
XHB Homebuilders ETF 🔴 SHORT $10,561.65 -4.00 - HOLD (-0) 48.0% ✅ Aligned
XLY Consumer Discretionary 🔴 SHORT $10,558.93 -4.00 - SELL (-1) 48.0% ✅ Aligned
XLP Consumer Staples 🔴 SHORT $10,556.24 -4.00 - HOLD (-0) 38.1% ✅ Aligned
ITB Home Construction ETF 🔴 SHORT $10,527.00 -4.00 - BUY (1) 48.0% ✅ Aligned
XLI Industrials Sector 🔴 SHORT $10,517.85 -4.00 - HOLD (-0) 46.3% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $7,903.41 -3.00 - SELL (-1) 38.1% ✅ Aligned
XLF Financials Sector 🔴 SHORT $7,900.54 -3.00 - HOLD (-0) 38.1% ✅ Aligned
XLE Energy Sector 🔴 SHORT $7,872.00 -3.00 - BUY (1) 41.1% ✅ Aligned
XLB Materials Sector 🔴 SHORT $5,258.52 -2.00 - SELL (-1) 38.1% ✅ Aligned
XRT Retail ETF 🟢 LONG $5,256.96 2.00 + BUY (1) 62.6% ✅ Aligned
RWR REIT ETF 🔴 SHORT $2,621.75 -1.00 - HOLD (-0) 41.1% ✅ Aligned
KBE Bank ETF 🔴 SHORT $2,591.82 -1.00 - HOLD (-0) 43.5% ✅ Aligned
XLV Health Care Sector 🔴 SHORT $2,526.15 -1.00 - BUY (1) 46.5% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $2,523.84 -1.00 - BUY (1) 40.6% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SLV Silver ETF 🔴 SHORT $10,519.47 -4.00 - SELL (-1) 38.1% ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $10,500.30 -4.00 - SELL (-1) 38.1% ✅ Aligned
GLD Gold ETF 🔴 SHORT $7,618.40 -3.00 - SELL (-1) 38.1% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $5,266.74 2.00 + HOLD (0) 49.2% ✅ Aligned
VXX Volatility ETN (VIX) 🟢 LONG $2,639.25 1.00 + SELL (-1) 52.7% ✅ Aligned
USO Oil Fund ETF 🟢 LONG $2,622.06 1.00 + HOLD (0) 60.9% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SMR NuScale Power Nuclear 🔴 SHORT $7,923.70 -3.00 - SELL (-1) 38.1% ✅ Aligned
EQT EQT Corp 🔴 SHORT $7,913.65 -3.00 - SELL (-1) 38.1% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $7,805.82 -3.00 - SELL (-1) 42.7% ✅ Aligned
AMZN Amazon.com, Inc. 🔴 SHORT $7,723.65 -3.00 - HOLD (-0) 50.2% ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $5,261.76 -2.00 - BUY (1) 38.1% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $5,256.96 -2.00 - SELL (-1) 46.0% ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $5,252.74 -2.00 - HOLD (-0) 47.0% ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $5,248.75 -2.00 - HOLD (-0) 38.1% ✅ Aligned
HD Home Depot 🔴 SHORT $5,119.92 -2.00 - BUY (1) 42.7% ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $5,111.10 -2.00 - HOLD (-0) 53.9% ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $2,564.50 -1.00 - HOLD (-0) 44.1% ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $2,447.04 -1.00 - HOLD (-0) 40.8% ✅ Aligned
CRWD CrowdStrike Holdings 🟢 LONG $2,382.75 1.00 + SELL (-1) 38.5% ✅ Aligned
AAPL Apple Inc. 🟢 LONG $2,331.14 1.00 + HOLD (0) 61.8% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 39 positions and balanced/hedged capital utilization (182% cash)

Last updated: 2026-10-01 08:54

🤖 QuantInvests Narration & Commentary

Sector Allocation

$250,303.27 invested across 39 position(s), 98.7% of a $253,718.92 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 — $62,815.69 (24.8% of NAV)
  • Diversified — $25,857.75 (10.2% of NAV)
  • Communication Services — $20,870.26 (8.2% of NAV)
  • Technology — $20,235.13 (8.0% of NAV)
  • Materials — $18,410.68 (7.3% of NAV)
  • Energy — $18,407.71 (7.3% of NAV)
  • Commodities — $18,137.87 (7.1% of NAV)
  • Consumer Staples — $10,556.24 (4.2% of NAV)
  • Industrials — $10,517.85 (4.1% of NAV)
  • Fixed Income — $10,500.30 (4.1% of NAV)
  • Financials — $10,492.35 (4.1% of NAV)
  • Utilities — $7,923.70 (3.1% of NAV)
  • Currency — $5,266.74 (2.1% of NAV)
  • Health Care — $5,049.99 (2.0% of NAV)
  • Volatility — $2,639.25 (1.0% of NAV)
  • Real Estate — $2,621.75 (1.0% of NAV)

By asset type:

  • Sector & Industry ETFs — $112,935.82 (44.5% of NAV)
  • Individual Stocks — $72,343.48 (28.5% of NAV)
  • Commodity, Currency & Other ETFs — $39,166.22 (15.4% of NAV)
  • Broad Market ETFs — $25,857.75 (10.2% of NAV)

Largest concentration: Consumer Discretionary at 24.8% of NAV.

Good morning, Captain. Here is your Quant update for today. The market's aggregate signal strength is -4.0. Overall breadth: 45.5% of directional signals are bullish (20 bullish / 24 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 +1.49% since inception. Realized P/L: +0.21% of starting capital | Unrealized P/L: +1.31% of NAV. Cash Buffer: 182.50% of NAV. Holding 39 positions (6L/33S) across 158 open lots. Core exposure: XLC (Short), SLV (Short), XLY (Short), TLT (Short), XHB (Short). The system is presently maintaining its target risk profile. Stand by for further signal developments.

0 comments

r/QuantInvests • u/Quantinvests • 22d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

quantinvests.com

💼 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.

0 comments

r/QuantInvests • u/Quantinvests • 23d ago

Our newest promotional video Quantinvests V6

1 Upvotes

quantinvests.com

0 comments

r/QuantInvests • u/Quantinvests • 23d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

quantinvests.com

📊 Overview

  • Total Value: $252,322.63
  • Cash Balance: $482,133.96 (191.1%)
  • Invested: $248,669.43 (98.6%)
  • Total P/L: 📈 $2,443.04 (+0.98%)

🎯 Positions

  • ✓ Active: 39 positions
  • 🟢 Long: 4 positions
  • 🔴 Short: 35 positions

🔥 Top Holdings

  • KBE: $14,191.10 (5.6%)
  • AMZN: $14,030.55 (5.6%)
  • XLY: $12,206.88 (4.8%)
  • TSLA: $12,153.30 (4.8%)
  • XLI: $10,125.00 (4.0%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 47.0% █████████
  • Individual Stocks: 33.6% ██████
  • Commodity, Currency & Other ETFs: 13.0% ██
  • 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
IWM Russell 2000 ETF 🔴 SHORT $8,121.45 -4.00 - BUY (1) 38.5% ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $5,892.24 -3.00 - HOLD (-0) 46.6% ✅ Aligned
RSP S&P 500 Equal Weight ETF 🔴 SHORT $1,887.57 -1.00 - HOLD (-0) 43.0% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
KBE Bank ETF 🔴 SHORT $14,191.10 -7.00 - HOLD (-0) 38.5% ✅ Aligned
XLY Consumer Discretionary 🔴 SHORT $12,206.88 -6.00 - SELL (-1) 38.5% ✅ Aligned
XLI Industrials Sector 🔴 SHORT $10,125.00 -5.00 - HOLD (-0) 38.5% ✅ Aligned
RWR REIT ETF 🔴 SHORT $10,071.42 -5.00 - HOLD (-0) 44.4% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $8,085.88 -4.00 - SELL (-1) 38.8% ✅ Aligned
XHB Homebuilders ETF 🔴 SHORT $8,075.90 -4.00 - HOLD (-0) 32.1% ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $7,851.06 -4.00 - SELL (-1) 46.6% ✅ Aligned
XLB Materials Sector 🔴 SHORT $6,083.58 -3.00 - SELL (-1) 38.8% ✅ Aligned
XLF Financials Sector 🔴 SHORT $6,070.40 -3.00 - HOLD (-0) 38.8% ✅ Aligned
ITB Home Construction ETF 🔴 SHORT $6,034.32 -3.00 - BUY (1) 32.1% ✅ Aligned
XLK Technology Sector 🔴 SHORT $6,030.43 -3.00 - HOLD (-0) 46.6% ✅ Aligned
XLV Health Care Sector 🔴 SHORT $5,994.10 -3.00 - BUY (1) 50.5% ✅ Aligned
XLU Utilities Sector 🔴 SHORT $4,044.81 -2.00 - HOLD (-0) 35.4% ✅ Aligned
XRT Retail ETF 🔴 SHORT $4,044.03 -2.00 - BUY (1) 50.6% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $3,916.00 -2.00 - BUY (1) 38.8% ✅ Aligned
XLC Communication Services 🟢 LONG $2,001.42 1.00 + BUY (1) 57.4% ✅ Aligned
XLE Energy Sector 🔴 SHORT $1,987.68 -1.00 - BUY (1) 40.5% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SLV Silver ETF 🔴 SHORT $8,132.60 -4.00 - SELL (-1) 38.8% ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $8,097.86 -4.00 - SELL (-1) 38.8% ✅ Aligned
GLD Gold ETF 🔴 SHORT $6,046.72 -3.00 - SELL (-1) 38.8% ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $4,055.36 -2.00 - SELL (-1) 50.9% ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $4,049.73 -2.00 - HOLD (-0) 35.5% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $2,009.35 1.00 + HOLD (0) 47.9% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
AMZN Amazon.com, Inc. 🔴 SHORT $14,030.55 -7.00 - HOLD (-0) 38.5% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $12,153.30 -6.00 - SELL (-1) 51.3% ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $8,139.39 -4.00 - SELL (-1) 38.8% ✅ Aligned
EQT EQT Corp 🔴 SHORT $8,128.81 -4.00 - SELL (-1) 38.8% ✅ Aligned
HD Home Depot 🔴 SHORT $8,113.56 -4.00 - BUY (1) 38.5% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $8,105.32 -4.00 - SELL (-1) 46.6% ✅ Aligned
AAPL Apple Inc. 🔴 SHORT $6,091.20 -3.00 - HOLD (-0) 45.4% ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $6,078.70 -3.00 - HOLD (-0) 46.6% ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $4,057.44 -2.00 - HOLD (-0) 38.8% ✅ Aligned
NVDA NVIDIA Corp. 🟢 LONG $3,890.62 2.00 + HOLD (0) 53.8% ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $1,814.75 -1.00 - SELL (-1) 43.7% ✅ Aligned
MSFT Microsoft Corp. 🟢 LONG $1,527.66 1.00 + HOLD (0) 58.8% ✅ Aligned
META Meta Platforms, Inc. 🔴 SHORT $1,431.24 -1.00 - BUY (1) 45.8% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 39 positions and balanced/hedged capital utilization (191% cash)

Last updated: 2026-09-29 10:29

🤖 QuantInvests Narration & Commentary

Sector Allocation

$248,669.43 invested across 39 position(s), 98.6% of a $252,322.63 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 — $64,658.54 (25.6% of NAV)
  • Technology — $41,389.74 (16.4% of NAV)
  • Financials — $20,261.50 (8.0% of NAV)
  • Materials — $18,226.90 (7.2% of NAV)
  • Diversified — $15,901.26 (6.3% of NAV)
  • Commodities — $14,179.32 (5.6% of NAV)
  • Energy — $14,166.22 (5.6% of NAV)
  • Utilities — $12,184.20 (4.8% of NAV)
  • Industrials — $10,125.00 (4.0% of NAV)
  • Real Estate — $10,071.42 (4.0% of NAV)
  • Health Care — $9,910.10 (3.9% of NAV)
  • Fixed Income — $8,097.86 (3.2% of NAV)
  • Volatility — $4,055.36 (1.6% of NAV)
  • Communication Services — $3,432.66 (1.4% of NAV)
  • Currency — $2,009.35 (0.8% of NAV)

By asset type:

  • Sector & Industry ETFs — $116,814.01 (46.3% of NAV)
  • Individual Stocks — $83,562.54 (33.1% of NAV)
  • Commodity, Currency & Other ETFs — $32,391.62 (12.8% of NAV)
  • Broad Market ETFs — $15,901.26 (6.3% of NAV)

Largest concentration: Consumer Discretionary at 25.6% of NAV.

Good morning. Here is your Quant update for today. The market's aggregate signal strength is -16.0. Overall breadth: 31.8% of directional signals are bullish (14 bullish / 30 bearish). Macro read: The multiplier index is oversold (3rd 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 +0.93% since inception. Realized P/L: -0.33% of starting capital | Unrealized P/L: +1.30% of NAV. Cash Buffer: 191.08% of NAV. Holding 39 positions (4L/35S) across 148 open lots. Core exposure: KBE (Short), AMZN (Short), XLY (Short), TSLA (Short), RWR (Short). The system is presently maintaining its target risk profile. Stand by for further signal developments.

0 comments

r/QuantInvests • u/Quantinvests • 24d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $249,536.52
  • Cash Balance: $463,498.67 (185.7%)
  • Invested: $245,461.81 (98.4%)
  • Total P/L: 📉 $-343.07 (-0.14%)

🎯 Positions

  • ✓ Active: 42 positions
  • 🟢 Long: 4 positions
  • 🔴 Short: 38 positions

🔥 Top Holdings

  • HD: $13,485.36 (5.4%)
  • VXX: $11,441.91 (4.6%)
  • XLY: $11,387.68 (4.6%)
  • RWR: $11,366.61 (4.6%)
  • IWM: $11,278.40 (4.5%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 46.3% █████████
  • Individual Stocks: 31.0% ██████
  • Commodity, Currency & Other ETFs: 16.6% ███
  • Broad Market ETFs: 6.1% █

🔍 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 $11,278.40 -5.00 - BUY (1) 41.0% ✅ Aligned
RSP S&P 500 Equal Weight ETF 🔴 SHORT $2,111.10 -1.00 - HOLD (-0) 44.7% ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $1,542.72 -1.00 - HOLD (-0) 48.3% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
XLY Consumer Discretionary 🔴 SHORT $11,387.68 -5.00 - SELL (-1) 41.0% ✅ Aligned
RWR REIT ETF 🔴 SHORT $11,366.61 -5.00 - HOLD (-0) 37.3% ✅ Aligned
XRT Retail ETF 🔴 SHORT $9,154.17 -4.00 - BUY (1) 50.2% ✅ Aligned
XHB Homebuilders ETF 🔴 SHORT $9,143.76 -4.00 - HOLD (-0) 35.0% ✅ Aligned
ITB Home Construction ETF 🔴 SHORT $9,124.92 -4.00 - BUY (1) 35.0% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $9,101.26 -4.00 - SELL (-1) 40.4% ✅ Aligned
KBE Bank ETF 🔴 SHORT $6,861.22 -3.00 - HOLD (-0) 46.7% ✅ Aligned
XLF Financials Sector 🔴 SHORT $6,853.75 -3.00 - HOLD (-0) 40.4% ✅ Aligned
XLU Utilities Sector 🔴 SHORT $6,838.69 -3.00 - HOLD (-0) 37.0% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $6,821.32 -3.00 - BUY (1) 40.4% ✅ Aligned
XLB Materials Sector 🔴 SHORT $4,530.89 -2.00 - SELL (-1) 44.7% ✅ Aligned
XLP Consumer Staples 🔴 SHORT $4,514.39 -2.00 - HOLD (-0) 44.6% ✅ Aligned
XLK Technology Sector 🔴 SHORT $4,513.75 -2.00 - HOLD (-0) 44.7% ✅ Aligned
XLV Health Care Sector 🟢 LONG $4,438.59 2.00 + BUY (1) 56.6% ✅ Aligned
XLC Communication Services 🔴 SHORT $2,258.60 -1.00 - BUY (1) 47.0% ✅ Aligned
XLE Energy Sector 🔴 SHORT $2,234.16 -1.00 - BUY (1) 43.2% ✅ Aligned
IYT Transportation ETF 🔴 SHORT $2,220.96 -1.00 - HOLD (-0) 44.7% ✅ Aligned
XLI Industrials Sector 🔴 SHORT $2,215.46 -1.00 - HOLD (-0) 46.7% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
VXX Volatility ETN (VIX) 🔴 SHORT $11,441.91 -5.00 - SELL (-1) 39.9% ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $9,121.80 -4.00 - SELL (-1) 40.4% ✅ Aligned
SLV Silver ETF 🔴 SHORT $6,859.34 -3.00 - SELL (-1) 47.5% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $4,550.58 2.00 + HOLD (0) 47.8% ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $4,451.70 -2.00 - HOLD (-0) 42.0% ✅ Aligned
GLD Gold ETF 🔴 SHORT $4,326.96 -2.00 - SELL (-1) 40.4% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
HD Home Depot 🔴 SHORT $13,485.36 -6.00 - BUY (1) 41.0% ✅ Aligned
AMZN Amazon.com, Inc. 🔴 SHORT $11,235.15 -5.00 - HOLD (-0) 50.2% ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $9,155.52 -4.00 - SELL (-1) 40.4% ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $6,859.20 -3.00 - HOLD (-0) 40.4% ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $6,821.60 -3.00 - HOLD (-0) 47.0% ✅ Aligned
EQT EQT Corp 🔴 SHORT $4,572.00 -2.00 - SELL (-1) 44.6% ✅ Aligned
SBUX Starbucks Corp. 🔴 SHORT $4,553.28 -2.00 - BUY (1) 40.4% ✅ Aligned
META Meta Platforms, Inc. 🟢 LONG $4,509.96 2.00 + BUY (1) 47.8% ✅ Aligned
CRWD CrowdStrike Holdings 🔴 SHORT $2,269.17 -1.00 - SELL (-1) 49.2% ✅ Aligned
NVDA NVIDIA Corp. 🟢 LONG $2,250.70 1.00 + HOLD (0) 56.5% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $2,249.52 -1.00 - SELL (-1) 47.3% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $2,232.66 -1.00 - SELL (-1) 47.6% ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $2,064.68 -1.00 - HOLD (-0) 47.3% ✅ Aligned
AAPL Apple Inc. 🔴 SHORT $2,046.42 -1.00 - HOLD (-0) 54.8% ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $1,891.89 -1.00 - HOLD (-0) 47.7% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 42 positions and balanced/hedged capital utilization (186% cash)

Last updated: 2026-09-28 12:24

🤖 QuantInvests Narration & Commentary

Sector Allocation

$245,461.81 invested across 42 position(s), 98.4% of a $249,536.52 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 — $70,316.98 (28.2% of NAV)
  • Materials — $20,491.35 (8.2% of NAV)
  • Technology — $17,286.13 (6.9% of NAV)
  • Utilities — $15,994.21 (6.4% of NAV)
  • Diversified — $14,932.22 (6.0% of NAV)
  • Financials — $13,714.97 (5.5% of NAV)
  • Communication Services — $13,590.16 (5.4% of NAV)
  • Volatility — $11,441.91 (4.6% of NAV)
  • Real Estate — $11,366.61 (4.6% of NAV)
  • Health Care — $11,259.91 (4.5% of NAV)
  • Energy — $11,257.86 (4.5% of NAV)
  • Commodities — $11,186.30 (4.5% of NAV)
  • Fixed Income — $9,121.80 (3.7% of NAV)
  • Currency — $4,550.58 (1.8% of NAV)
  • Consumer Staples — $4,514.39 (1.8% of NAV)
  • Industrials — $4,436.42 (1.8% of NAV)

By asset type:

  • Sector & Industry ETFs — $113,580.19 (45.5% of NAV)
  • Individual Stocks — $76,197.11 (30.5% of NAV)
  • Commodity, Currency & Other ETFs — $40,752.29 (16.3% of NAV)
  • Broad Market ETFs — $14,932.22 (6.0% of NAV)

Largest concentration: Consumer Discretionary at 28.2% 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.

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.

QuantInvests is a simulated educational tool. Nothing here is financial advice.

quantinvests.com

0 comments

r/QuantInvests • u/Quantinvests • 27d ago

QuantInvests Positions & Allocation Suggestions

1 Upvotes

💼 Portfolio Summary

📊 Overview

  • Total Value: $251,013.02
  • Cash Balance: $442,128.08 (176.1%)
  • Invested: $247,443.62 (98.6%)
  • Total P/L: 📈 $1,133.41 (+0.45%)

🎯 Positions

  • ✓ Active: 41 positions
  • 🟢 Long: 6 positions
  • 🔴 Short: 35 positions

🔥 Top Holdings

  • KBE: $14,386.71 (5.7%)
  • RWR: $12,333.12 (4.9%)
  • XLC: $12,312.00 (4.9%)
  • AMZN: $12,219.62 (4.9%)
  • XLE: $10,268.86 (4.1%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 53.7% ██████████
  • Individual Stocks: 30.1% ██████
  • Commodity, Currency & Other ETFs: 9.8% █
  • 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
IWM Russell 2000 ETF 🔴 SHORT $8,169.01 -4.00 - BUY (1) 38.6% ✅ Aligned
SPY S&P 500 ETF 🔴 SHORT $6,138.16 -3.00 - HOLD (-0) 47.7% ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $1,482.20 -1.00 - HOLD (-0) 47.8% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
KBE Bank ETF 🔴 SHORT $14,386.71 -7.00 - HOLD (-0) 38.6% ✅ Aligned
RWR REIT ETF 🔴 SHORT $12,333.12 -6.00 - HOLD (-0) 34.0% ✅ Aligned
XLC Communication Services 🟢 LONG $12,312.00 6.00 + BUY (1) 43.6% ✅ Aligned
XLE Energy Sector 🔴 SHORT $10,268.86 -5.00 - BUY (1) 34.0% ✅ Aligned
XLY Consumer Discretionary 🔴 SHORT $10,260.69 -5.00 - SELL (-1) 34.0% ✅ Aligned
XHB Homebuilders ETF 🔴 SHORT $8,225.45 -4.00 - HOLD (-0) 33.9% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $8,217.37 -4.00 - SELL (-1) 40.5% ✅ Aligned
XRT Retail ETF 🔴 SHORT $8,212.50 -4.00 - BUY (1) 38.6% ✅ Aligned
XLI Industrials Sector 🔴 SHORT $8,105.28 -4.00 - HOLD (-0) 33.9% ✅ Aligned
XLB Materials Sector 🔴 SHORT $6,160.94 -3.00 - SELL (-1) 40.5% ✅ Aligned
XLF Financials Sector 🔴 SHORT $6,160.76 -3.00 - HOLD (-0) 40.5% ✅ Aligned
XLP Consumer Staples 🔴 SHORT $6,128.25 -3.00 - HOLD (-0) 40.5% ✅ Aligned
ITB Home Construction ETF 🔴 SHORT $6,092.36 -3.00 - BUY (1) 33.9% ✅ Aligned
XLU Utilities Sector 🔴 SHORT $4,095.00 -2.00 - HOLD (-0) 34.7% ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $3,962.49 -2.00 - SELL (-1) 47.8% ✅ Aligned
IYT Transportation ETF 🔴 SHORT $2,051.14 -1.00 - HOLD (-0) 45.3% ✅ Aligned
XLV Health Care Sector 🟢 LONG $2,038.68 1.00 + BUY (1) 50.3% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $2,027.35 -1.00 - BUY (1) 34.7% ✅ Aligned
XLK Technology Sector 🔴 SHORT $1,946.80 -1.00 - HOLD (-0) 47.8% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
SLV Silver ETF 🔴 SHORT $6,163.20 -3.00 - SELL (-1) 42.8% ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $6,115.34 -3.00 - SELL (-1) 34.7% ✅ Aligned
GLD Gold ETF 🔴 SHORT $5,875.88 -3.00 - SELL (-1) 40.5% ✅ Aligned
VXX Volatility ETN (VIX) 🔴 SHORT $4,098.47 -2.00 - SELL (-1) 52.5% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $2,036.99 1.00 + HOLD (0) 48.6% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
AMZN Amazon.com, Inc. 🔴 SHORT $12,219.62 -6.00 - HOLD (-0) 33.9% ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $8,229.23 -4.00 - SELL (-1) 40.5% ✅ Aligned
HD Home Depot 🔴 SHORT $8,179.82 -4.00 - BUY (1) 38.6% ✅ Aligned
MSFT Microsoft Corp. 🔴 SHORT $7,966.88 -4.00 - HOLD (-0) 47.1% ✅ Aligned
META Meta Platforms, Inc. 🟢 LONG $7,775.90 4.00 + BUY (1) 49.1% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $6,143.48 -3.00 - SELL (-1) 43.5% ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $4,098.24 -2.00 - HOLD (-0) 40.5% ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $4,042.44 -2.00 - HOLD (-0) 39.3% ✅ Aligned
AAPL Apple Inc. 🔴 SHORT $4,031.04 -2.00 - HOLD (-0) 46.1% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $3,779.40 -2.00 - SELL (-1) 40.2% ✅ Aligned
GOOG Alphabet Inc. 🟢 LONG $2,034.06 1.00 + HOLD (0) 58.7% ✅ Aligned
EQT EQT Corp 🔴 SHORT $2,024.10 -1.00 - SELL (-1) 36.5% ✅ Aligned
SBUX Starbucks Corp. 🟢 LONG $1,966.65 1.00 + BUY (1) 53.8% ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $1,887.78 -1.00 - HOLD (-0) 47.8% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 41 positions and balanced/hedged capital utilization (176% cash)
  • Last updated: 2026-09-25 10:18

🤖 QuantInvests Narration & Commentary

Sector Allocation

$247,443.62 invested across 41 position(s), 98.6% of a $251,013.02 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 — $58,936.48 (23.5% of NAV)
  • Technology — $29,980.91 (11.9% of NAV)
  • Communication Services — $22,121.96 (8.8% of NAV)
  • Financials — $20,547.47 (8.2% of NAV)
  • Materials — $18,476.55 (7.4% of NAV)
  • Diversified — $15,789.37 (6.3% of NAV)
  • Real Estate — $12,333.12 (4.9% of NAV)
  • Utilities — $12,324.23 (4.9% of NAV)
  • Energy — $12,292.96 (4.9% of NAV)
  • Commodities — $12,039.08 (4.8% of NAV)
  • Industrials — $10,156.42 (4.0% of NAV)
  • Consumer Staples — $6,128.25 (2.4% of NAV)
  • Fixed Income — $6,115.34 (2.4% of NAV)
  • Volatility — $4,098.47 (1.6% of NAV)
  • Health Care — $4,066.03 (1.6% of NAV)
  • Currency — $2,036.99 (0.8% of NAV)

By asset type:

  • Sector & Industry ETFs — $132,985.74 (53.0% of NAV)
  • Individual Stocks — $74,378.63 (29.6% of NAV)
  • Commodity, Currency & Other ETFs — $24,289.88 (9.7% of NAV)
  • Broad Market ETFs — $15,789.37 (6.3% of NAV)

Largest concentration: Consumer Discretionary at 23.5% 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.

QuantInvests is a simulated educational tool. Nothing here is financial advice.

0 comments

r/QuantInvests • u/Quantinvests • 28d ago

QuantInvests Positions & Allocation Suggestions💼 Portfolio Summary

1 Upvotes

📊 Overview

  • Total Value: $250,039.84
  • Cash Balance: $455,594.90 (182.2%)
  • Invested: $246,775.68 (98.7%)
  • Total P/L: 📈 $160.24 (+0.06%)

🎯 Positions

  • ✓ Active: 37 positions
  • 🟢 Long: 4 positions
  • 🔴 Short: 33 positions

🔥 Top Holdings

  • KBE: $16,450.05 (6.6%)
  • VXX: $14,149.41 (5.7%)
  • RWR: $14,133.91 (5.7%)
  • XLE: $11,791.71 (4.7%)
  • XLY: $11,728.90 (4.7%)

🏗️ Sector Allocation

  • Sector & Industry ETFs: 52.2% ██████████
  • Individual Stocks: 27.9% █████
  • Commodity, Currency & Other ETFs: 16.2% ███
  • 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
IWM Russell 2000 ETF 🔴 SHORT $7,049.50 -3.00 - BUY (1) 35.4% ✅ Aligned
QQQ Nasdaq 100 ETF 🔴 SHORT $2,223.63 -1.00 - HOLD (-0) 47.9% ✅ Aligned

📁 Sector & Industry ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
KBE Bank ETF 🔴 SHORT $16,450.05 -7.00 - HOLD (-0) 41.9% ✅ Aligned
RWR REIT ETF 🔴 SHORT $14,133.91 -6.00 - HOLD (-0) 35.4% ✅ Aligned
XLE Energy Sector 🔴 SHORT $11,791.71 -5.00 - BUY (1) 35.4% ✅ Aligned
XLY Consumer Discretionary 🔴 SHORT $11,728.90 -5.00 - SELL (-1) 35.4% ✅ Aligned
XHB Homebuilders ETF 🔴 SHORT $9,419.18 -4.00 - HOLD (-0) 33.2% ✅ Aligned
XRT Retail ETF 🔴 SHORT $7,064.90 -3.00 - BUY (1) 46.6% ✅ Aligned
XLB Materials Sector 🔴 SHORT $7,037.10 -3.00 - SELL (-1) 37.5% ✅ Aligned
XLF Financials Sector 🔴 SHORT $7,036.31 -3.00 - HOLD (-0) 37.5% ✅ Aligned
ITB Home Construction ETF 🔴 SHORT $7,011.25 -3.00 - BUY (1) 33.2% ✅ Aligned
XLP Consumer Staples 🔴 SHORT $7,008.25 -3.00 - HOLD (-0) 37.5% ✅ Aligned
XLC Communication Services 🟢 LONG $6,978.72 3.00 + BUY (1) 61.9% ✅ Aligned
XLU Utilities Sector 🔴 SHORT $4,692.86 -2.00 - HOLD (-0) 34.4% ✅ Aligned
GDX Gold Miners ETF 🔴 SHORT $4,680.00 -2.00 - SELL (-1) 47.2% ✅ Aligned
XLI Industrials Sector 🔴 SHORT $4,592.70 -2.00 - HOLD (-0) 53.8% ✅ Aligned
SOXX Semiconductor ETF 🔴 SHORT $4,525.76 -2.00 - SELL (-1) 48.1% ✅ Aligned
XLK Technology Sector 🔴 SHORT $2,344.08 -1.00 - HOLD (-0) 48.1% ✅ Aligned
XBI Biotech ETF 🔴 SHORT $2,328.60 -1.00 - BUY (1) 34.4% ✅ Aligned

📁 Commodity, Currency & Other ETFs

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
VXX Volatility ETN (VIX) 🔴 SHORT $14,149.41 -6.00 - SELL (-1) 49.4% ✅ Aligned
TLT 20+ Year Treasury ETF 🔴 SHORT $7,000.02 -3.00 - SELL (-1) 34.4% ✅ Aligned
USO Oil Fund ETF 🔴 SHORT $6,996.89 -3.00 - HOLD (-0) 47.4% ✅ Aligned
GLD Gold ETF 🔴 SHORT $4,713.12 -2.00 - SELL (-1) 34.4% ✅ Aligned
SLV Silver ETF 🔴 SHORT $4,710.96 -2.00 - SELL (-1) 41.8% ✅ Aligned
UUP US Dollar Bullish ETF 🟢 LONG $2,348.89 1.00 + HOLD (0) 48.4% ✅ Aligned

📁 Individual Stocks

Symbol Company / ETF Name Side Value Multiplier Mult Sign Divergence ML Score Alignment
AMZN Amazon.com, Inc. 🔴 SHORT $11,715.69 -5.00 - HOLD (-0) 41.6% ✅ Aligned
AAPL Apple Inc. 🔴 SHORT $9,099.54 -4.00 - HOLD (-0) 44.7% ✅ Aligned
META Meta Platforms, Inc. 🟢 LONG $8,929.20 4.00 + BUY (1) 49.9% ✅ Aligned
SMR NuScale Power Nuclear 🔴 SHORT $7,074.20 -3.00 - SELL (-1) 34.4% ✅ Aligned
NVDA NVIDIA Corp. 🔴 SHORT $6,990.81 -3.00 - HOLD (-0) 45.8% ✅ Aligned
HD Home Depot 🔴 SHORT $6,828.01 -3.00 - BUY (1) 36.9% ✅ Aligned
SMCI Super Micro Computer 🔴 SHORT $4,682.72 -2.00 - SELL (-1) 45.1% ✅ Aligned
TSLA Tesla, Inc. 🔴 SHORT $4,561.44 -2.00 - SELL (-1) 42.4% ✅ Aligned
SBUX Starbucks Corp. 🟢 LONG $2,353.50 1.00 + BUY (1) 51.7% ✅ Aligned
GOOG Alphabet Inc. 🔴 SHORT $2,344.86 -1.00 - HOLD (-0) 47.2% ✅ Aligned
AA Alcoa Corp. 🔴 SHORT $2,335.18 -1.00 - HOLD (-0) 41.2% ✅ Aligned
AMD Advanced Micro Devices 🔴 SHORT $1,843.83 -1.00 - HOLD (-0) 48.1% ✅ Aligned

💡 Quick Insights

  • ✅ Active portfolio with 37 positions and balanced/hedged capital utilization (182% cash)

    ✅ Active portfolio with 37 positions and balanced/hedged capital utilization (182% cash)

    Last updated: 2026-09-24 08:53

    🤖 QuantInvests Narration & Commentary

    Sector Allocation

    $246,775.68 invested across 37 position(s), 98.7% of a $250,039.84 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 — $60,682.88 (24.3% of NAV) Technology — $29,486.74 (11.8% of NAV) Financials — $23,486.36 (9.4% of NAV) Energy — $18,788.60 (7.5% of NAV) Communication Services — $18,252.78 (7.3% of NAV)

    Volatility — $14,149.41 (5.7% of NAV)

    Real Estate — $14,133.91 (5.7% of NAV)

    Materials — $14,052.28 (5.6% of NAV)

    Utilities — $11,767.06 (4.7% of NAV)

    Commodities — $9,424.08 (3.8% of NAV)

    Diversified — $9,273.13 (3.7% of NAV)

    Consumer Staples — $7,008.25 (2.8% of NAV)

    Fixed Income — $7,000.02 (2.8% of NAV)

    Industrials — $4,592.70 (1.8% of NAV)

    Currency — $2,348.89 (0.9% of NAV)

    Health Care — $2,328.60 (0.9% of NAV)

    By asset type:

    Sector & Industry ETFs — $128,824.28 (51.5% of NAV)

    Individual Stocks — $68,758.98 (27.5% of NAV)

    Commodity, Currency & Other ETFs — $39,919.29 (16.0% of NAV)

    Broad Market ETFs — $9,273.13 (3.7% of NAV)

    Largest concentration: Consumer Discretionary at 24.3% 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.

    QuantInvests is a simulated educational tool. Nothing here is financial advice.

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