Son Quant Alpha Fund (SQAF) — Daily Briefing

Date: 2026-06-18 22:00 KST | Target Monthly Return: 20% Virtual AUM: $9,075.64 | Total Return: -9.24% | Cash: $938.36

Sonia 요약

오늘 SQAF는 고변동 중립/박스권 장세로 판단해 신규 매매 없이 리밸런싱 임계값 내 포지션을 유지했습니다. 신호는 모멘텀 50%, 평균회귀 20%, 변동성 필터 30% 조합이며, 현재는 극단적 공포 환경이라 공격적 추격보다 과매도 반등 후보와 변동성 통과 종목 중심으로 노출을 관리하는 구간입니다. Son님, 목표 월 20%는 여전히 매우 공격적이지만 오늘 결정은 “움직이지 않는 것도 운용”인 쪽이 맞습니다.

Dashboard Screenshot

MEDIA:/tmp/agent-browser-h_8d846b097f

Full Trading Report

# Son Quant Alpha Fund (SQAF) — Daily Briefing
**Date:** 2026-06-18 22:00 KST  |  **Target Monthly Return:** 20%
**Virtual AUM:** $9,075.64  |  **Total Return:** -9.24%  |  **Cash:** $938.36

## Market Regime
- SPY 5-day return: -0.08%
- Crypto Fear & Greed: 15/100 (Extreme Fear)

## Trading Strategy Rationale
**Market Regime:** Neutral/Ranging (High Vol)

**Signal Weights:**
- Momentum (12-1m excess return): 50% weight. Captures medium-term trends.
- Mean Reversion (z-score + RSI): 20% weight. Fades short-term extremes.
- Volatility Regime (short vs long vol): 30% weight. Reduces exposure in high-vol chaos.

**Position Sizing Logic:**
- Single-name cap: 8% (equity) / 8% (crypto per name)
- Crypto aggregate cap: 20%
- Rebalance threshold: 3.0% drift
- Transaction fee: 0.10% per trade

**Why these positions?**
- **NFLX**: ensemble +0.37 → oversold bounce, calm regime (vol filter pass)
- **GOOGL**: ensemble +0.27 → calm regime (vol filter pass)
- **META**: ensemble +0.25 → oversold bounce, calm regime (vol filter pass)
- **AMZN**: ensemble +0.23 → oversold bounce, calm regime (vol filter pass)
- **MSFT**: ensemble +0.22 → oversold bounce, calm regime (vol filter pass)

## Top Signals (Ensemble)
| Ticker | Momentum | MeanRev | VolRegime | Ensemble |
|--------|----------|---------|-----------|----------|
| NFLX | +0.00 | +0.64 | +0.82 | +0.37 |
| GOOGL | +0.00 | +0.25 | +0.73 | +0.27 |
| META | +0.00 | +0.49 | +0.50 | +0.25 |
| AMZN | +0.00 | +0.45 | +0.47 | +0.23 |
| MSFT | +0.00 | +0.58 | +0.34 | +0.22 |
| MSTR | +0.00 | +0.38 | +0.46 | +0.21 |
| SHY | +0.00 | +0.41 | +0.44 | +0.21 |
| TSLA | +0.00 | +0.36 | +0.44 | +0.21 |
| GLD | +0.00 | +0.37 | +0.43 | +0.21 |
| NVDA | +0.00 | +0.37 | +0.42 | +0.20 |

## News Sentiment (Sample)
| Ticker | Sentiment |
|--------|-----------|
| SOL-USD | ⚪ +0.00 |
| MSFT | ⚪ +0.00 |
| SPY | ⚪ +0.00 |
| AVGO | ⚪ +0.00 |
| MSTR | ⚪ +0.00 |
| TSLA | ⚪ +0.00 |

## Target Allocation
| Ticker | Target Weight | Type |
|--------|---------------|------|
| NFLX | 8.15% | Equity/ETF |
| GOOGL | 7.13% | Equity/ETF |
| META | 6.63% | Equity/ETF |
| AMZN | 6.13% | Equity/ETF |
| MSFT | 5.80% | Equity/ETF |
| MSTR | 5.71% | Equity/ETF |
| SHY | 5.70% | Safe |
| TSLA | 5.48% | Equity/ETF |
| GLD | 5.47% | Safe |
| NVDA | 5.39% | Equity/ETF |
| COIN | 5.35% | Equity/ETF |
| AAPL | 5.20% | Equity/ETF |
| SPY | 4.57% | Equity/ETF |
| PLTR | 4.41% | Equity/ETF |
| ARKK | 2.86% | Equity/ETF |
| AMD | 2.83% | Equity/ETF |
| TQQQ | 2.79% | Equity/ETF |
| AVGO | 2.72% | Equity/ETF |
| QQQ | 2.29% | Equity/ETF |
| TLT | 2.26% | Safe |
| BTC-USD | 1.75% | Crypto |
| SOXL | 0.95% | Equity/ETF |
| ETH-USD | 0.27% | Crypto |
| SOL-USD | 0.16% | Crypto |

## Virtual Trades Executed
No trades executed. Portfolio within rebalance threshold.

## Current Portfolio
| Ticker | Shares | Avg Cost | Current Price | P&L | Weight |
|--------|--------|----------|---------------|-----|--------|
| AAPL | 2.0969 | $304.93 | $295.95 | $-18.83 | 6.84% |
| AMD | 0.5922 | $475.51 | $512.48 | $+21.90 | 3.34% |
| AMZN | 1.9782 | $264.27 | $237.50 | $-52.96 | 5.18% |
| ARKK | 5.2349 | $78.22 | $78.49 | $+1.41 | 4.53% |
| AVGO | 0.6966 | $385.77 | $392.90 | $+4.97 | 3.02% |
| BTC-USD | 0.0036 | $78864.28 | $64301.01 | $-53.03 | 2.58% |
| COIN | 2.3857 | $191.61 | $164.92 | $-63.66 | 4.34% |
| ETH-USD | 0.0002 | $2243.97 | $1748.65 | $-0.08 | 0.00% |
| GLD | 1.4256 | $424.58 | $388.60 | $-51.29 | 6.10% |
| GOOGL | 1.5206 | $380.34 | $363.79 | $-25.17 | 6.10% |
| META | 0.9874 | $601.05 | $567.58 | $-33.05 | 6.18% |
| MSFT | 1.4213 | $402.04 | $378.91 | $-32.87 | 5.93% |
| MSTR | 4.1924 | $164.63 | $116.56 | $-201.54 | 5.38% |
| NFLX | 7.5220 | $87.19 | $76.96 | $-76.99 | 6.38% |
| NVDA | 1.7267 | $214.25 | $204.65 | $-16.58 | 3.89% |
| PLTR | 3.4947 | $129.03 | $130.63 | $+5.60 | 5.03% |
| QQQ | 0.0007 | $735.60 | $722.51 | $-0.01 | 0.01% |
| SHY | 4.2520 | $82.17 | $81.88 | $-1.21 | 3.84% |
| SOL-USD | 0.5827 | $81.14 | $71.52 | $-5.60 | 0.46% |
| SPY | 0.5060 | $740.61 | $740.96 | $+0.18 | 4.13% |
| TLT | 2.5997 | $84.75 | $86.33 | $+4.09 | 2.47% |
| TQQQ | 0.8278 | $73.05 | $77.54 | $+3.72 | 0.71% |
| TSLA | 0.7403 | $409.99 | $396.38 | $-10.08 | 3.23% |

## Risk Metrics
- Portfolio Volatility (proxy): 24.68% annualized
- 95% VaR (daily): -2.34%
- Current Drawdown: -10.33%
- Max Drawdown: -13.21%
- Trade Count: 55

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*Disclaimer: This is an experimental autonomous quant system for educational purposes only. Not investment advice.*