Low Turnover Leader Rotation V2 R5
Score 1.091.47
1.43
1.55
0.31
HIVE22.00%FSLR22.00%CLSK22.00%ENPH16.53%SHY10.00%ASTS7.47%
Small-Cap Correlation and Options Review
Review of adaptive small-cap strategies against existing AlphaVault/QSD sleeves, market factors, and OPRA option-chain liquidity. This is research only; no orders were submitted.
Best ValueLow Turnover Leader Rotation V2 R5
Best Eval SharpeSeed Acceleration With Anchors V2 R5
Lowest QSD Corr0.31
Optionable Names14/14
Value Ranking
Hybrid Adaptive Smallcap V2 R5
Score 1.071.53
1.37
1.59
0.40
HIVE20.24%FSLR18.00%ASTS11.60%CLSK8.56%ENPH7.19%RGTI7.00%QS6.61%QQQ5.98%IONQ5.85%TDOC4.71%SHY4.25%
Low Turnover Leader Rotation V2 R2
Score 0.991.06
1.47
1.65
0.32
CLSK22.00%FSLR22.00%HIVE22.00%ENPH18.61%SHY10.00%ASTS5.39%
Seed Acceleration With Anchors V2 R5
Score 0.881.24
1.55
1.69
0.34
RGTI20.00%HIVE20.00%QS18.90%FSLR10.58%CLSK8.75%ENPH8.74%ASTS8.03%SHY5.00%
Correlation Difference
Lower is better for portfolio diversification. These strategies are materially less correlated to the existing AI hedged and QSD power sleeves than the earlier blend strategies.
| Strategy | Max QSD Corr | Max Market Corr | AI Hedged | QSD Power | IWM |
|---|---|---|---|---|---|
| Low Turnover Leader Rotation V2 R5 | 0.31 | 0.18 | 0.31 | 0.25 | 0.18 |
| Low Turnover Leader Rotation V2 R2 | 0.32 | 0.17 | 0.32 | 0.25 | 0.17 |
| Seed Acceleration With Anchors V2 R5 | 0.34 | 0.26 | 0.34 | 0.30 | 0.26 |
| Hybrid Adaptive Smallcap V2 R5 | 0.40 | 0.28 | 0.40 | 0.34 | 0.28 |
Latest Exposure Difference
| Strategy | Seed Weight | Anchor Weight | Latest Positions |
|---|---|---|---|
| Low Turnover Leader Rotation V2 R5 | +22.0% | +78.0% | HIVE22.00%FSLR22.00%CLSK22.00%ENPH16.53%SHY10.00%ASTS7.47% |
| Hybrid Adaptive Smallcap V2 R5 | +33.9% | +66.1% | HIVE20.24%FSLR18.00%ASTS11.60%CLSK8.56%ENPH7.19%RGTI7.00%QS6.61%QQQ5.98%IONQ5.85%TDOC4.71%SHY4.25% |
| Low Turnover Leader Rotation V2 R2 | +22.0% | +78.0% | CLSK22.00%FSLR22.00%HIVE22.00%ENPH18.61%SHY10.00%ASTS5.39% |
| Seed Acceleration With Anchors V2 R5 | +58.9% | +41.1% | RGTI20.00%HIVE20.00%QS18.90%FSLR10.58%CLSK8.75%ENPH8.74%ASTS8.03%SHY5.00% |
Options Viability
Score uses current OPRA chain depth and quoted near-term contracts. It does not prove fills will be good, but it filters out names where option overlays are obviously weak.
| Underlying | Score | Liquid-ish Contracts | Best Near Quotes |
|---|---|---|---|
| ASTS$113.36 | 3/3 | 401 | ASTS260717C00120000 46d C 120.017.6/17.7 spr 0.6%ASTS260717P00150000 46d P 150.045.3/46.05 spr 1.6% |
| FSLR$306.75 | 3/3 | 256 | FSLR260717P00410000 46d P 410.0106.45/109.45 spr 2.8%FSLR260717P00400000 46d P 400.097.7/100.5 spr 2.8% |
| NOW$124.48 | 3/3 | 234 | NOW260717C00110000 46d C 110.019.8/20.0 spr 1.0%NOW260717P00135000 46d P 135.017.5/17.7 spr 1.1% |
| ENPH$68.40 | 3/3 | 169 | ENPH260717P00080000 46d P 80.016.85/17.6 spr 4.4%ENPH260717P00070000 46d P 70.010.05/10.5 spr 4.4% |
| SOFI$18.23 | 3/3 | 168 | SOFI260717C00019000 46d C 19.01.27/1.28 spr 0.8%SOFI260618C00016000 17d C 16.02.48/2.5 spr 0.8% |
| IONQ$72.07 | 3/3 | 161 | IONQ260717C00070000 46d C 70.011.45/11.75 spr 2.6%IONQ260717C00080000 46d C 80.07.8/8.1 spr 3.8% |
| AFRM$73.69 | 3/3 | 154 | AFRM260717C00075000 46d C 75.05.95/6.1 spr 2.5%AFRM260618C00070000 17d C 70.06.1/6.35 spr 4.0% |
| RGTI$25.54 | 3/3 | 141 | RGTI260717C00030000 46d C 30.02.65/2.7 spr 1.9%RGTI260717C00020000 46d C 20.06.9/7.1 spr 2.9% |
| HIMS$26.16 | 3/3 | 111 | HIMS260717C00030000 46d C 30.01.8/1.85 spr 2.7%HIMS260618C00028000 17d C 28.01.28/1.32 spr 3.1% |
| CLSK$18.28 | 3/3 | 82 | CLSK260717C00018000 46d C 18.02.63/2.69 spr 2.3%CLSK260618C00018000 17d C 18.01.72/1.78 spr 3.4% |
| EOSE$8.44 | 3/3 | 60 | EOSE260717P00010000 46d P 10.02.33/2.38 spr 2.1%EOSE260717P00007000 46d P 7.00.62/0.66 spr 6.3% |
| QS$8.98 | 3/3 | 55 | QS260717P00009000 46d P 9.01.15/1.22 spr 5.9%QS260618C00009000 17d C 9.00.78/0.83 spr 6.2% |
| HIVE$4.51 | 2/3 | 17 | HIVE260717C00004000 46d C 4.01.1/1.15 spr 4.4%HIVE260717C00005000 46d C 5.00.75/0.8 spr 6.5% |
| TDOC$7.61 | 2/3 | 16 | TDOC260717P00009000 46d P 9.01.58/1.7 spr 7.3%TDOC260618C00007000 17d C 7.00.8/0.9 spr 11.8% |
Options Strategy Read
Most practical: call spreads or stock-replacement call spreads on liquid, high-conviction signals; covered calls only for cheaper names where 100-share lots fit the account size. For a $5k sleeve, FSLR/NOW/ASTS covered calls are too large, while HIVE/RGTI/QS/SOFI/HIMS/CLSK are more feasible.
Avoid as default: naked long calls on the whole basket. The implied-volatility premium can erase the signal unless the model is very good at timing explosive moves. For this universe, defined-risk verticals or collars are a better first paper experiment.