Risk Summary
As of 2026-03-20
2026-03-30 2026-03-27 2026-03-26 2026-03-25 2026-03-24 2026-03-23 2026-03-20 2026-03-19
Portfolio Exposure
+94.0%
Gross Long
-109.2%
Gross Short
203.2%
Gross Exposure
Limit: 325%
-15.3%
Net Exposure
Limit: ±30%
Risk Limits Status View full report →
All risk limits within bounds
Full Limits Report →
Top 10 Longs
1 DVN DEVON ENERGY CORP +6.76%
2 APA APA CORP +6.50%
3 MU MICRON TECHNOLOGY INC +5.31%
4 United States Brent Oil Fund LP United States Brent Oil Fund LP +4.20%
5 NEE NEXTERA ENERGY INC +3.84%
6 SIEMENS ENERGY SIEMENS ENERGY +3.79%
7 LNG CHENIERE ENERGY INC +3.62%
8 LRCX LAM RESEARCH CORP +2.64%
9 STX SEAGATE TECHNOLOGY HOLDINGS PLC +2.62%
10 PSX PHILLIPS 66 +2.61%
Top 10 Shorts
1 OIH VANECK OIL SERVICES ETF -7.41%
2 NVDA NVIDIA CORP -7.30%
3 META META PLATFORMS INC -6.55%
4 GEV GE VERNOVA INC -4.92%
5 XLE STATE STREET ENERGY SELECT SECTO -3.72%
6 UBER UBER TECHNOLOGIES INC -3.62%
7 BE BLOOM ENERGY CORPORATION -3.38%
8 ALAB ASTERA LABS INC -3.30%
9 XOP STATE STREET SPDR S&P OIL & GAS -3.28%
10 GOOGL ALPHABET INC -3.23%
Factor Tilts (Net Exposure)
Style Factors Style detail →
Beta
-0.103
Momentum
+0.558
Size
-0.144
Value
+0.009
Growth
-0.406
Residual Volatility
+0.172
Profitability
-0.178
Leverage
+0.057
Liquidity
+0.285
ST Reversal
-0.073
LT Reversal
+0.629
Stock Crowding
-0.153
Earnings Quality
+0.283
Short Interest
+0.032
Earnings Yield
+0.038
Dividend Yield
-0.075
ML Factor
-0.078
Industry Factors Industry detail →
Oil & Gas E&P
+14.366
Internet Software & Services
-11.153
Computers & Electronics
+9.131
Machinery
-8.284
Energy Equipment & Services
-7.383
Chemicals
+6.070
Semiconductors
-5.664
Semiconductors Equipment
+5.566
Oil, Gas & Consumable Fuels
-4.808
Utilities
+4.607
Construction / Containers / Paper
-4.349
Transportation (Non-Airline)
-3.751
Telecommunication Services
-2.377
Retailing
-2.275
Integrated Oil & Gas
-1.785
IT Services & Software
-1.705
Commercial & Professional Services
+0.923
Sector Beta Summary Net β limit: ±0.30
Sector Long β Short β Net β Net Wt Status Detail
Energy +0.327 -0.172 +0.155 +11.3% OK Detail →
Communication Services +0.000 -0.151 -0.151 -11.4% OK
Information Technology +0.454 -0.319 +0.135 +1.9% OK Detail →
Industrials +0.186 -0.319 -0.134 -8.8% OK Detail →
Materials +0.119 -0.066 +0.053 +1.2% OK Detail →
Consumer Discretionary +0.002 -0.025 -0.023 -1.7% OK
Consumer Staples +0.008 -0.003 +0.004 +0.4% OK
Utilities +0.046 -0.048 -0.002 +4.1% OK
Health Care +0.000 -0.001 -0.001 -0.3% OK
Liquidity Watch — Positions ≥ 4% of ADV Limit Full liquidity report →

All positions within ADV limits (limit: 5.0% of ADV)