Portfolio Construction Thesis
The basket is deliberately built as a cross-sectional expression of high-attention U.S. equities: AI/software, semiconductors, platform cash-flow, consumer networks, subscription platforms and crypto-linked beta. The central hypothesis is that abnormal news density and RVOL can create a temporary mispricing window around the opening auction, but only when the basket does not collapse into one crowded macro factor.
Score = 0.35×Catalyst + 0.25×RVOL + 0.20×Sentiment + 0.10×Liquidity + 0.10×Risk-adjusted trend
| Ticker | Basket Role | Model Score | Research Note |
|---|---|---|---|
| PLTR | AI/software momentum | 61/100 | The model keeps PLTR because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| AMD | Semiconductor AI beta | 66/100 | The model keeps AMD because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| QCOM | Quality semiconductor ballast | 66/100 | The model keeps QCOM because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| UBER | Platform cash-flow / mobility | 73/100 | The model keeps UBER because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| SHOP | E-commerce and merchant platform beta | 62/100 | The model keeps SHOP because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| HOOD | Retail brokerage / crypto torque | 78/100 | The model keeps HOOD because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| ABNB | Travel-platform consumer beta | 73/100 | The model keeps ABNB because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| DBX | Lower-beta software stabilizer | 58/100 | The model keeps DBX because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| SPOT | Subscription platform growth | 74/100 | The model keeps SPOT because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
| COIN | Crypto market convexity | 65/100 | The model keeps COIN because it expresses a liquid sleeve of the standing Sect catalyst universe. The review overlay forces the position to justify itself through catalyst freshness, RVOL expansion and factor contribution rather than ticker familiarity alone. |
Execution Template
Default research implementation remains equal-weight: $1,000 per sleeve, -8% risk stop, optional OCO +12% target. The post-December model overlay adds a stricter concentration test: crypto-sensitive and high-beta AI names may not dominate the total basket without an explicit hedge or a volatility budget adjustment.