Sampleregime · risk-on ← Site
AI brief · 30 May

Risk-on tape; breadth firm. Memory / HBM crossed confirmation overnight — three laggards now flagged. New high-conviction Core buy in MP on a fresh export-control catalyst. AAOI downgraded to sell as the optical trade looks crowded and sentiment rolled over. One kill-criteria breach to review. Net exposure tilt: constructive, concentrated in power materials and optical.

New calls
7
Hit rate · 90d
31%
Paper YTD
+18.4%
Alpha vs SPY
+6.1%
Calibration
0.18
Max DD
−9.2%

Conviction movers

today
New buys
MPbuy+0.21
ONTObuy+0.14
Downgrades
AAOIsell−0.19
LWLGhold−0.11
Kill-criteria
AAOIsentiment rolled
1 thesis to review

Conviction book

ranked · core horizon
TickerCallConvConfΔ1d30d expThemeCatalyst
COHR Coherentbuy0.8174+.04+11%opticalJun 12 · earnings
MP MP Materialsbuy0.7769+.21+14%rare earthJun 4 · investor day
ONTO Onto Innov.buy0.7266+.14+9%metrologyJun 2 · earnings
FIX Comfort Sys.buy0.6864+7%DC labour
SNDK SanDiskhold0.5555−.06+3%memoryJun 18 · earnings
AAOI Applied Opto.sell0.3138−.19−8%opticalcrowded

Regime

circuit breaker
Risk-on
breadth firm · spreads tight · sizing 100%

Smart-money flow

verified
MP — cluster insider buy, CFO + 2 dirs
Form 4 · 2d lag · rep score 0.71
ONTO — 13D activist position opened
SC 13D · 9d lag
COHR — short interest −2.1pp
FINRA · bi-monthly
FIX — unusual call volume, EOD
options · end-of-day only

Themes inflecting

narrative velocity · breadth
Memory / HBMconfirming · 78
Rare-earth supplyconfirming · 71
Quantum computingemerging · 41
Liquid coolingwatch · 28

Catalysts

next 7 days
ONTO · earningsJun 2
FOMC minutesJun 5
MP · investor dayJun 4
Russell rebalanceJun 6
COHR · earningsJun 12

Book exposure

tilt by theme
Optical
34%
Rare earth
22%
Metrology
18%
DC labour
14%
Net beta0.71
Top-5 concentration62%

Theme laggards

Memory / HBM
WDCflat vs theme +14% · adjacency strong
AMKR+3% · packaging derivative
SIMO−1% · controller exposure
rotation candidates3 →

Signal monitor

firing · live IC
Export-control catalyst0.11
Insider cluster buys0.09
Estimate revisions0.08
Social velocitywatch
Options flow (EOD)0.03

Macro inputs

regime drivers
Market breadth68% > 50d
Credit spreads (HY)tight · 312bp
2s10s curve+38bp
Volatility (VIX)17.4 · normal
Circuit breakeroff · sizing 100%

Recently resolved

decision journal
CLF catalyst+19% win
IDCC licensing+8% win
ERII variance−6% loss
BELFB signal retired−11% loss

Data health

pipeline
SEC EDGARfresh
FINRA short interest3d
Prices · 2 sourcesreconciled
GDELT news41m
Estimate feedstale 2d
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