phdaggie · 14:09:14
What's our current NVDA exposure across all sleeves, and how does today's price action compare to consensus targets?
PortfolioManagerAgent
14:09:15
webull.list_positions
finnhub.get_consensus
webull.get_snapshot
Cross-sleeve NVDA exposure summary:
Strategy Qty Avg cost Mkt value % port Target w
Quant 96 $1,116.40 $118,793 4.8% 5.0% (under by 0.2%)
LLM-News 0 — $0 0.0% 0.0%
Hybrid 86 $1,143.20 $106,402 5.2% 5.0% (over by 0.2%)
─────────────────────────────────────────────────────
Total 182 $1,128.20 $225,195 9.0% of total equity
Today NVDA is $1,237.44, +4.5% on heavy volume (141M, 1.6× avg). Sell-side consensus:
analysts 70 (24 Strong Buy · 42 Buy · 4 Hold · 1 Sell · 0 Strong Sell)
target mean $1,418 (+14.6%)
target median $1,400 (+13.1%)
target high $1,750 (+41.4%) Goldman (raised 2026-05-13)
target low $920 (-25.6%) UBS
Read: we're 90% of the way to our quant-sleeve cap on NVDA. The hybrid strategy is 4bp over its 5% cap — ComplianceAgent will queue a trim of 3 shares at next rebalance. Aggressive Goldman target ($1,750) is the outlier; consensus is +14.6%.
phdaggie · 14:11:42
Run DeepResearchAgent on UNH — anything we should know before the trim?
PortfolioManagerAgent
→
DeepResearchAgent
14:12:18
edgar.list_recent_filings
tavily.search
finnhub.get_news
DeepResearchAgent return (32s, 7 search queries, 12 sources):
UNH · last 30 days · material findings
✓ 10-Q filed 2026-04-22 — Q1 revenue $108.5B (+8.4% YoY); medical loss
ratio rose 84.8% → 85.3% (continuing 2025 trend). Mgmt reiterated
full-year guide of $30.50-$31.00 EPS.
⚠ 8-K filed 2026-05-08 — disclosed DOJ civil inquiry expansion into
Medicare Advantage billing practices. Stock fell -3.4% on the news.
✓ Goldman re-iterated BUY 2026-05-12, target $640 (from $620).
✓ Cantor downgraded to HOLD 2026-05-09, target $585 (from $660).
✓ Bernstein 2026-04-30 note: "valuation now compelling at 14× fwd P/E
vs sector 18×; Medicare Advantage overhang priced in."
Consensus 24 Strong Buy / 12 Buy / 6 Hold / 1 Sell / 0 Strong Sell
PT mean $632 (today $601.18 = +5.1% upside)
Recommendation: the DOJ inquiry is a real overhang but priced in (-3.4% pop already absorbed). Cantor's downgrade is offset by 24 Strong Buys. The trim from 6.0% → 5.0% in the hybrid strategy is consistent with quant momentum signal — no DeepResearch flag to block. Caveat: watch for follow-on DOJ filings.
phdaggie · 14:14:08
Backtest a momentum-only quant variant against current Hybrid for the last 18 months. Same universe, monthly rebal.
PortfolioManagerAgent
→
BacktestAgent
14:14:09
cuFOLIO.backtest
cuFOLIO.scenario_gen × 18
cuFOLIO.optimize × 18
Walk-forward backtest 2024-11-14 → 2026-05-13 · 503 symbols · monthly rebal · 5bp txn costs
Strategy CAGR Sharpe Sortino MaxDD Vol Turnover
─────────────────────────────────────────────────────────────────────
★ Hybrid (champion) +27.8% 2.41 3.18 -7.2% 11.5% 13.4%/mo
Momentum-only quant +21.4% 1.91 2.42 -10.1% 11.2% 18.7%/mo
─────────────────────────────────────────────────────────────────────
SPY benchmark +11.1% 0.84 1.04 -13.2% 13.1% —
Total runtime 4.8s on GB10 · 18 cuFOLIO solves averaging 312ms · zero data leakage (walk-forward valid).
Verdict: momentum-only is respectable (Sharpe 1.91) but the Hybrid's predictive overlay + factor blend wins on every metric. Drawdown is materially better (-7.2% vs -10.1%). Turnover is lower too — the LLM-News conviction gate trims churn.
phdaggie · 14:16:32
If I'd allocated $1M paper to Hybrid 18 months ago, what would my P&L attribution by factor look like today?
ReportingAgent
14:16:34
cuFOLIO.attribution
db.audit_log.query
$1.00M → $1.428M (+42.8% total · CAGR +27.8%)
Factor / source Contribution to return % of total
─────────────────────────────────────────────────────────
Momentum 12-1 +$184,200 42.9%
Predictive (XGB v23) +$ 79,400 18.5%
Value (P/B) +$ 61,800 14.4%
Quality (ROE) +$ 48,100 11.2%
Low-Vol 252d +$ 39,700 9.2%
Idiosyncratic +$ 26,500 6.2%
Txn costs / slippage -$ 11,400 -2.7%
─────────────────────────────────────────────────────────
Net +$428,300 100.0%
Top 5 contributing tickers: NVDA +$84,200 · META +$41,300 · MSFT +$22,800 · GOOGL +$19,400 · UNH +$14,800
Note: returns are paper-account simulations using cuFOLIO walk-forward; live paper trading started 2026-05-14.
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