Risk Summary
As of 2026-03-27
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
+92.0%
Gross Long
-71.6%
Gross Short
163.6%
Gross Exposure
Limit: 325%
+20.4%
Net Exposure
Limit: ±30%
Risk Limits Status View full report →
All risk limits within bounds
Full Limits Report →
Top 10 Longs
1 ATHABASCA OIL CORP ATHABASCA OIL CORP +4.66%
2 NVDA NVIDIA CORP +4.49%
3 DVN DEVON ENERGY CORP +3.76%
4 MU MICRON TECHNOLOGY INC +3.74%
5 PSX PHILLIPS 66 +3.45%
6 APA APA CORP +3.09%
7 GM GENERAL MOTORS CO +2.87%
8 CAT CATERPILLAR INC +2.84%
9 LNG CHENIERE ENERGY INC +2.82%
10 EQT EQT CORP +2.62%
Top 10 Shorts
1 META META PLATFORMS INC -6.78%
2 XOP STATE STREET SPDR S&P OIL & GAS -5.79%
3 AVGO BROADCOM INC -4.34%
4 XLE STATE STREET ENERGY SELECT SECTO -3.68%
5 TT TRANE TECHNOLOGIES PLC -2.82%
6 ALAB ASTERA LABS INC -2.21%
7 CRWV COREWEAVE INC -2.06%
8 GOOGL ALPHABET INC -2.02%
9 XOM EXXON MOBIL CORPORATION -1.96%
10 GEV GE VERNOVA INC -1.95%
Factor Tilts (Net Exposure)
Style Factors Style detail →
Beta
+0.296
Momentum
+0.492
Size
-0.143
Value
+0.061
Growth
-0.141
Residual Volatility
+0.142
Profitability
-0.115
Leverage
-0.074
Liquidity
+0.351
ST Reversal
-0.153
LT Reversal
+0.491
Stock Crowding
-0.171
Earnings Quality
-0.062
Short Interest
-0.035
Earnings Yield
+0.054
Dividend Yield
-0.220
ML Factor
-0.164
Industry Factors Industry detail →
Internet Software & Services
-11.341
Oil, Gas & Consumable Fuels
+9.264
Oil & Gas E&P
+7.077
Chemicals
+7.001
Computers & Electronics
+5.655
Semiconductors
+5.535
Semiconductors Equipment
+4.625
Construction / Containers / Paper
-4.529
Energy Equipment & Services
+4.074
IT Services & Software
+3.448
Utilities
-2.816
Communications Equipment
+2.471
Telecommunication Services
-2.359
Retailing
-2.233
Diversified Financials
+1.438
Transportation (Non-Airline)
+1.378
Commercial & Professional Services
+1.235
Sector Beta Summary Net β limit: ±0.30
Sector Long β Short β Net β Net Wt Status Detail
Energy +0.328 -0.108 +0.219 +21.9% OK Detail →
Information Technology +0.379 -0.212 +0.167 +9.8% OK Detail →
Communication Services +0.000 -0.163 -0.163 -10.4% OK
Materials +0.132 -0.074 +0.058 +1.3% OK Detail →
Utilities +0.004 -0.051 -0.047 -1.7% OK
Industrials +0.192 -0.169 +0.024 +3.7% OK Detail →
Consumer Discretionary +0.031 -0.025 +0.006 +1.1% OK
Consumer Staples +0.006 -0.004 +0.003 +0.1% 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)