Sector exposure
Research portfolio
Portfolio construction · Separate PM layer
Model long/short portfolio
A portfolio-level view of sizing, exposures, concentration, attribution, drawdown, liquidity, and the rules that connect security research to book-level risk.
Coverage Universe companies are real. Flagship research, prices, estimates, performance and research claims shown in sample sections remain fictional placeholders used to demonstrate the research architecture.
01
Risk / exposure dashboard
Gross exposure
68%
Net exposure
18%
Long exposure
43%
Short exposure
−25%
Beta
0.34
Top sector
18%
Top 5 concentration
21%
Current drawdown
−1.4%
Model volatility
8.6%
Long contribution
+2.4%
Short contribution
+0.8%
Positions
12
Demo figures only. No actual capital, performance, or market exposure is represented.
02
Active positions
| Company | Ticker | L/S | Initial date | Entry | Reference | Target | Weight | P&L | Catalyst | Conviction |
|---|---|---|---|---|---|---|---|---|---|---|
| Northstar Technologies | NSTX | LONG | 12 Jun 2026 | $44 | $48 | $63 | 3.0% | +0.27% | FY27 margin guide | High |
| Redwood Consumer | RWDC | SHORT | 02 Jul 2026 | $76 | $72 | $54 | −2.0% | +0.11% | Guide reset | Medium |
| Meridian Logistics | MRDN | LONG | 21 Jul 2026 | $31 | $33 | $40 | 2.0% | +0.13% | Contract renewals | Medium |
| Atlas Home | ATLS | SHORT | 09 Aug 2026 | $58 | $61 | $45 | −1.5% | −0.08% | Inventory normalization | Medium |
03
Exposure & performance
Demo · % NAV
Portfolio performance
Cumulative model return
Factor exposure
Quality +0.22 · Momentum −0.08
Concentration
Top position 3.0% · Top 5 21%
Drawdown
Current −1.4% · Max demo −2.3%
P&L attribution
Long +2.4% · Short +0.8%
04
Portfolio construction framework
Position sizing
Base weights reflect thesis confidence, expected asymmetry, catalyst timing, liquidity, and correlation.
Risk budgeting
Single-name loss limits and scenario-weighted downside constrain initial and maximum sizing.
Correlation & concentration
Theme, sector, factor, and catalyst overlap matter alongside nominal position count.
Hedging framework
Index, sector, and factor hedges are separated from alpha shorts and reviewed for basis risk.
Liquidity & exits
Sizing is bounded by realistic time-to-exit; add, trim, and kill rules are explicit before entry.
Add rules
- Variant evidence strengthens
- Expected return expands
- Portfolio correlation remains acceptable
Trim rules
- Target gap compresses
- Risk concentration rises
- Catalyst timing extends
Exit rules
- Kill criterion is met
- Thesis is fully priced
- Superior use of risk emerges
05
Portfolio post-mortem
Outcome
Sample portfolio remains open
Attribution
Separate selection, sizing, factor, and timing
Process review
Record avoidable concentration and hedge errors
Changes
Translate lessons into explicit portfolio rules