Son Quant Alpha Fund (SQAF) — Daily Briefing
Date: 2026-06-10 09:00 KST | Target Monthly Return: 20% Virtual AUM: $8,973.14 | Total Return: -10.27% | Cash: $29.28
Market Regime
- SPY 5-day return: -0.07%
- Crypto Fear & Greed: 9/100 (Extreme Fear)
Trading Strategy Rationale
Market Regime: Neutral/Ranging (Low 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?
- GLD: ensemble +0.37 → oversold bounce, calm regime (vol filter pass)
- NFLX: ensemble +0.34 → oversold bounce, calm regime (vol filter pass)
- META: ensemble +0.31 → oversold bounce, calm regime (vol filter pass)
- AMZN: ensemble +0.30 → oversold bounce, calm regime (vol filter pass)
- GOOGL: ensemble +0.30 → oversold bounce, calm regime (vol filter pass)
Top Signals (Ensemble)
| Ticker | Momentum | MeanRev | VolRegime | Ensemble |
|---|---|---|---|---|
| GLD | +0.00 | +0.72 | +0.76 | +0.37 |
| NFLX | +0.00 | +0.54 | +0.79 | +0.34 |
| META | +0.00 | +0.58 | +0.65 | +0.31 |
| AMZN | +0.00 | +0.63 | +0.60 | +0.30 |
| GOOGL | +0.00 | +0.44 | +0.70 | +0.30 |
| AAPL | +0.00 | +0.69 | +0.50 | +0.29 |
| MSTR | +0.00 | +0.58 | +0.52 | +0.27 |
| SPY | +0.00 | +0.37 | +0.63 | +0.26 |
| COIN | +0.00 | +0.53 | +0.52 | +0.26 |
| TSLA | +0.00 | +0.56 | +0.45 | +0.25 |
News Sentiment (Sample)
| Ticker | Sentiment |
|---|---|
| GOOGL | ⚪ +0.00 |
| TQQQ | ⚪ +0.00 |
| AMZN | ⚪ +0.00 |
| AMD | ⚪ +0.00 |
| AVGO | ⚪ +0.00 |
| META | ⚪ +0.00 |
Target Allocation
| Ticker | Target Weight | Type |
|---|---|---|
| GLD | 6.90% | Safe |
| NFLX | 6.37% | Equity/ETF |
| META | 5.75% | Equity/ETF |
| AMZN | 5.64% | Equity/ETF |
| GOOGL | 5.53% | Equity/ETF |
| AAPL | 5.31% | Equity/ETF |
| MSTR | 5.00% | Equity/ETF |
| SPY | 4.87% | Equity/ETF |
| COIN | 4.85% | Equity/ETF |
| TSLA | 4.56% | Equity/ETF |
| ARKK | 4.07% | Equity/ETF |
| SHY | 3.77% | Safe |
| TQQQ | 3.76% | Equity/ETF |
| NVDA | 3.68% | Equity/ETF |
| BTC-USD | 3.57% | Crypto |
| SOL-USD | 3.53% | Crypto |
| QQQ | 3.51% | Equity/ETF |
| MSFT | 3.42% | Equity/ETF |
| PLTR | 3.30% | Equity/ETF |
| AMD | 3.14% | Equity/ETF |
| ETH-USD | 2.96% | Crypto |
| AVGO | 2.78% | Equity/ETF |
| TLT | 2.28% | Safe |
| SOXL | 1.45% | Equity/ETF |
Virtual Trades Executed
| Ticker | Action | Value (USD) | Fee | Est. Shares |
|---|---|---|---|---|
| AMD | BUY | $281.58 | $0.28 | 0.5922 |
Current Portfolio
| Ticker | Shares | Avg Cost | Current Price | P&L | Weight |
|---|---|---|---|---|---|
| AAPL | 1.1089 | $312.51 | $290.55 | $-24.35 | 3.59% |
| AMD | 0.5922 | $475.51 | $475.51 | $+0.00 | 3.14% |
| AMZN | 3.1055 | $264.27 | $244.19 | $-62.36 | 8.45% |
| ARKK | 5.2349 | $78.22 | $75.00 | $-16.86 | 4.38% |
| AVGO | 0.6966 | $385.77 | $392.16 | $+4.45 | 3.04% |
| BTC-USD | 0.0086 | $78864.28 | $61699.22 | $-148.34 | 5.94% |
| COIN | 2.3857 | $191.61 | $155.50 | $-86.14 | 4.13% |
| ETH-USD | 0.1633 | $2243.97 | $1639.19 | $-98.77 | 2.98% |
| GLD | 1.4256 | $424.58 | $390.78 | $-48.18 | 6.21% |
| GOOGL | 1.5206 | $380.34 | $364.26 | $-24.45 | 6.17% |
| META | 0.9874 | $601.05 | $584.59 | $-16.26 | 6.43% |
| MSFT | 0.5963 | $405.19 | $403.41 | $-1.06 | 2.68% |
| MSTR | 4.1924 | $164.63 | $117.02 | $-199.61 | 5.47% |
| NFLX | 7.5220 | $87.19 | $81.41 | $-43.51 | 6.82% |
| NVDA | 1.7267 | $214.25 | $208.19 | $-10.46 | 4.01% |
| PLTR | 1.2345 | $130.93 | $132.07 | $+1.41 | 1.82% |
| QQQ | 0.4078 | $735.60 | $707.83 | $-11.32 | 3.22% |
| SHY | 4.2520 | $82.17 | $81.94 | $-0.96 | 3.88% |
| SOL-USD | 4.8523 | $81.14 | $64.97 | $-78.45 | 3.51% |
| SPY | 0.5060 | $740.61 | $737.05 | $-1.80 | 4.16% |
| TLT | 2.5997 | $84.75 | $85.12 | $+0.95 | 2.47% |
| TQQQ | 4.7422 | $73.05 | $73.72 | $+3.18 | 3.90% |
| TSLA | 0.7403 | $409.99 | $396.68 | $-9.85 | 3.27% |
Risk Metrics
- Portfolio Volatility (proxy): 24.02% annualized
- 95% VaR (daily): -2.61%
- Current Drawdown: -11.34%
- Max Drawdown: -11.79%
- Trade Count: 46
Disclaimer: This is an experimental autonomous quant system for educational purposes only. Not investment advice.