Risk Summary
As of 2026-03-25
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
+88.7%
Gross Long
-89.0%
Gross Short
177.7%
Gross Exposure
Limit: 325%
-0.4%
Net Exposure
Limit: ±30%
Risk Limits Status View full report →
🟡 No breaches — 1 warning approaching limits
Full Limits Report →
Top 10 Longs
1 LNG CHENIERE ENERGY INC +6.57%
2 ATHABASCA OIL CORP ATHABASCA OIL CORP +4.39%
3 SIEMENS ENERGY SIEMENS ENERGY +4.22%
4 DVN DEVON ENERGY CORP +3.73%
5 PSX PHILLIPS 66 +3.40%
6 LITE LUMENTUM HOLDINGS +3.38%
7 LRCX LAM RESEARCH CORP +3.13%
8 ROLLS-ROYCE HOLDINGS PLC ROLLS-ROYCE HOLDINGS PLC +2.83%
9 AMAT APPLIED MATERIALS INC +2.78%
10 EQT EQT CORP +2.70%
Top 10 Shorts
1 META META PLATFORMS INC -7.85%
2 GOOGL ALPHABET INC -6.09%
3 AVGO BROADCOM INC -4.71%
4 NVDA NVIDIA CORP -4.07%
5 UBER UBER TECHNOLOGIES INC -3.63%
6 TT TRANE TECHNOLOGIES PLC -3.05%
7 AMD ADVANCED MICRO DEVICES INC -2.80%
8 BE BLOOM ENERGY CORPORATION -2.78%
9 CRWV COREWEAVE INC -2.46%
10 ALAB ASTERA LABS INC -2.42%
Factor Tilts (Net Exposure)
Style Factors Style detail →
Beta
-0.064
Momentum
+0.667
Size
-0.226
Value
+0.049
Growth
-0.316
Residual Volatility
+0.176
Profitability
-0.319
Leverage
+0.010
Liquidity
+0.236
ST Reversal
-0.233
LT Reversal
+0.471
Stock Crowding
-0.319
Earnings Quality
+0.041
Short Interest
+0.044
Earnings Yield
-0.108
Dividend Yield
-0.151
ML Factor
+0.040
Industry Factors Industry detail →
Internet Software & Services
-17.626
Oil, Gas & Consumable Fuels
+10.918
Semiconductors
-10.061
Semiconductors Equipment
+9.984
Oil & Gas E&P
+7.476
Chemicals
+7.072
Communications Equipment
+6.451
Construction / Containers / Paper
-4.794
Energy Equipment & Services
+4.505
Transportation (Non-Airline)
-3.547
Telecommunication Services
-2.407
Retailing
-2.383
Utilities
-1.765
Machinery
+1.382
Commercial & Professional Services
+1.360
Integrated Oil & Gas
-1.278
Diversified Financials
+0.988
Sector Beta Summary Net β limit: ±0.30
Sector Long β Short β Net β Net Wt Status Detail
Communication Services +0.000 -0.202 -0.202 -15.6% OK
Energy +0.276 -0.116 +0.160 +18.5% OK Detail →
Materials +0.134 -0.079 +0.055 +1.1% OK Detail →
Utilities +0.004 -0.051 -0.047 -1.7% OK
Consumer Discretionary +0.012 -0.028 -0.016 -0.8% OK
Information Technology +0.338 -0.352 -0.015 -3.4% OK Detail →
Consumer Staples +0.007 -0.003 +0.003 +0.2% OK
Industrials +0.228 -0.230 -0.002 +1.3% OK Detail →
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)