The basket (10× $1,000)
| Ticker | Company | Why now | Catalyst window | Guards |
|---|---|---|---|---|
| PLTR | Palantir Technologies | High attention flow; recent product/go-to-market cadence supports 3–5D drift when RVOL ≥ 2×. | Customer/contract headlines & gov’t awards cadence. | Do not chase > +1.5× ATR gap; hard −8% stop. |
| AMD | Advanced Micro Devices | Follow-through potential on data-center narrative; neighbor set positive when IV term-structure is flat. | Semis newsflow; peer read-throughs. | Half-size if IV front/2nd week > 1.25 and rising. |
| QCOM | Qualcomm | Improved handset mix + RF; residual momentum stable, lower crowding than megacaps. | OEM launches / supply chain updates. | Skip if open gap > +2× 20D ATR; −8% stop. |
| UBER | Uber Technologies | Take-rate/margin debate creates dispersion; neighbors show post-event grind when RVOL confirms. | Regulatory & mobility data points. | Ex-post shock rule: if first 15m VWAP < open, cut to half. |
| SHOP | Shopify | Seasonal e-com attention; options flow tends to amplify early-week moves. | GMV datapoints / partner updates. | Skip chase > +1.5× ATR; −8% stop. |
| HOOD | Robinhood Markets | Retail activity beta; RVOL spikes around product/crypto changes. | Crypto/tax-lot features; rate headlines. | Size awareness (higher vol): abide −8% stop strictly. |
| ABNB | Airbnb | Booking curve & inventory updates; neighbor drift often clean post-print. | Travel demand catalysts; regulatory chatter. | Half-size if macro tape weak (rates ↑, travel beta hit). |
| DBX | Dropbox | Under-owned, cash-flow story; tends to trend on RVOL-confirmed headlines. | Capital return / AI features cadence. | −8% stop; no chase if > +1.2× ATR at open. |
| SPOT | Spotify | Pricing & margin narrative; attention-led RVOL supports early-week drift. | MAU/pricing updates; content deals. | Trail to −1× ATR once +2× ATR in profit. |
| COIN | Coinbase | Crypto beta with structural liquidity tailwinds; strong RVOL sensitivity. | ETF/flow headlines; chain activity. | Position as volatility sleeve; obey −8% hard stop. |
Execution blueprint
- Entry: Submit buys between 09:30–09:35 ET, favoring the first-10-minute VWAP. Stand down if a name opens > +1.5× 20D ATR above prior close (replace with highest-ranked alternate if needed).
- Sizing: Exactly **$1,000** notional per name (10 names = $10,000 total). No intraday add-ons.
- Stops: GTC **−8%** from entry (hard). Optional OCO **+12%** profit-take.
- Time stop: Exit all at **Friday close**; no carry unless explicitly re-authorized.
- Ex-post shock rule: If within 15 minutes price < open and VWAP is falling, cut the position to half-size immediately.
Why these, not others (CFA/PM rationale)
The portfolio construction objective is a **weekly target return of +10% at the basket level** through dispersion capture, not factor timing. We maximize the chance of a large single-name outlier while capping left-tail risk via hard stops and cross-exposure limits. Each selected name historically exhibits higher **event-proximal elasticity**—measured as the slope of 3–5 day returns vs. a one-sigma surprise proxy in attention (headline count × source-quality weight) and options volume (p/c-adjusted). We exclude crowded mega-caps where implied-to-realized volatility spreads are elevated and where our neighbor sets (k-nearest sequences by state: 5/10/20D returns, EWMA vol, kurtosis, proximity to prior catalyst) show poor drift quality or high reversal probability.
Alternatives screened out this week failed one of: (i) RVOL leadership (≥2× daily or ≥1.3× in the first hour) with clean tape, (ii) acceptable front/second-week IV slope (≤1.25 and stable), or (iii) portfolio correlation constraints (we cap Tech at three, crypto-beta at two). The resulting basket mixes **growth attention** (PLTR, SPOT), **quality Tech with catalysts** (AMD, QCOM, SHOP), **consumer & travel dispersion** (ABNB, UBER), **platform/fintech beta** (HOOD, COIN), and one **cash-flow/value tilt** (DBX). The **expected hit rate** need not exceed 40–50% when the right tail is protected by the +12% OCO and the left tail is fixed at −8%.