Agentic — Risk Lens

Risk Lens

Cross-sectional risk over the combined universe (main-book names + watchlist). Public prices only — no positions or quantities. Research & insight; no orders.

90-day correlation matrix

Green = move together. Ordered by average correlation (tightest clusters first).

Universe table (5d/21d/63d · ann.vol · 6m maxDD · off 52w-high · beta vs SPY · avg corr)

Sym	5d	21d	63d	Vol	MaxDD	Off-high	β	avgρ
AMZN	+1.3%	+3.7%	+6.2%	35%	-17.6%	-7.4%	0.54	0.18
ARM	-8.9%	-15.6%	-19.7%	79%	-48.8%	-47.1%	0.56	0.31
AVGO	-4.4%	-5.1%	-12.2%	46%	-31.7%	-29.5%	0.60	0.28
AXON	-7.1%	-14.0%	-24.7%	62%	-40.4%	-49.3%	0.33	0.12
BE	-12.4%	-13.5%	+1.6%	112%	-52.7%	-33.5%	0.50	0.28
CRWV	-21.2%	-22.3%	-20.6%	96%	-55.9%	-54.8%	0.47	0.29
CVX	+4.1%	+6.8%	+17.1%	24%	-16.0%	-0.5%	-0.32	-0.25
DOCN	-22.3%	-21.5%	-25.2%	88%	-45.6%	-43.7%	0.39	0.29
ELF	+3.8%	+18.4%	+42.9%	66%	-26.0%	-13.3%	0.32	0.15
GOOGL	-2.0%	-1.1%	-0.4%	32%	-21.1%	-14.2%	0.56	0.19
HIMS	-7.0%	+1.8%	-13.0%	89%	-34.7%	-44.5%	0.40	0.27
HOOD	-9.5%	-17.5%	-7.0%	72%	-26.4%	-32.8%	0.57	0.24
META	-5.4%	+5.6%	+9.2%	42%	-20.9%	-9.6%	0.45	0.12
MRVL	-7.7%	+0.4%	+17.9%	80%	-48.4%	-22.5%	0.51	0.31
MSFT	-1.3%	+8.2%	+34.3%	33%	-23.4%	-1.7%	0.39	0.18
MU	-7.0%	-9.5%	-5.3%	81%	-39.1%	-24.2%	0.52	0.24
NBIS	-18.1%	-23.0%	-20.7%	110%	-48.3%	-40.0%	0.45	0.26
NEXT	-6.3%	-8.9%	-14.7%	60%	-34.1%	-31.4%	-0.14	-0.02
NVDA	-3.0%	-1.2%	+5.9%	37%	-19.4%	-8.2%	0.65	0.23
ORCL	-4.9%	-11.5%	+2.9%	57%	-53.7%	-53.9%	0.50	0.31
PLTR	-6.2%	+10.3%	+47.7%	61%	-33.2%	-6.2%	0.42	0.18
PTY	-2.8%	-5.4%	-9.8%	13%	-14.2%	-23.1%	0.39	0.13
RDDT	-3.3%	+2.5%	-16.8%	70%	-30.8%	-40.3%	0.37	0.15
SFTBY	-12.8%	-25.0%	-15.9%	84%	-50.6%	-46.8%	0.51	0.26
SG	+2.0%	+39.2%	+48.0%	76%	-47.2%	-5.2%	0.17	0.04
TE	-20.1%	-38.5%	-58.0%	123%	-78.7%	-78.7%	0.41	0.31
TOST	+0.7%	+6.1%	+3.9%	47%	-24.2%	-19.2%	0.30	0.08
TQQQ	-9.7%	-1.0%	+0.8%	59%	-33.8%	-17.6%	0.92	0.39
TSLA	-2.7%	+0.9%	-3.0%	45%	-33.0%	-25.0%	0.62	0.29
TSLL	-5.9%	-0.8%	-14.9%	90%	-60.0%	-58.5%	0.62	0.28
TSM	-4.3%	-2.2%	+0.1%	39%	-21.5%	-12.5%	0.69	0.31
TTWO	-1.4%	+0.2%	-12.8%	34%	-22.5%	-21.5%	0.24	0.06
U	-12.9%	-1.8%	+36.2%	73%	-17.7%	-17.8%	0.38	0.22
UI	-3.6%	+1.3%	+11.4%	52%	-49.8%	-45.0%	0.40	0.16
UUUU	-15.1%	-29.9%	-33.6%	86%	-65.1%	-70.4%	0.43	0.33
VG	-3.2%	-9.3%	-9.6%	74%	-28.9%	-27.5%	-0.23	-0.11
XIACY	+8.6%	+1.1%	-2.6%	44%	-33.3%	-45.1%	0.28	0.02

Reads

Tightest clusters (ρ>0.85): TSLA/TSLL 1.00
Best diversifiers (lowest pairwise ρ): CVX/TQQQ -0.52 · CVX/HIMS -0.48 · ARM/CVX -0.44 · CVX/TE -0.43 · CVX/TSM -0.42
Highest beta vs SPY: TQQQ TSM NVDA TSLA TSLL
Deepest below 52w high: TE UUUU TSLL CRWV ORCL

If the largest weight sits inside one tight cluster, drawdowns arrive together — hedge the cluster, not the single name.

Effective bets (weight-aware concentration, equity book)

Positions

Effective bets

5.0

Naive 1/HHI

5.3

Top-3 weight

69%

Sym	Weight	Risk contrib
TSLA	29.0%	38.3%
HOOD	25.6%	27.0%
TSLL	14.8%	19.6%
AMZN	9.8%	6.3%
CRWV	4.9%	3.2%
NBIS	4.5%	2.7%
UI	3.0%	1.6%
MRVL	1.1%	0.8%
NVDA	1.1%	0.8%
ORCL	0.1%	0.1%

Risk contribution = w(Cw)/w'Cw on the 90d correlation matrix. If effective bets is far below the position count, the book is fewer bets than the roster suggests.

Stress test (equity book $386,088 MV — what a gap does, not a forecast)

Sym	Weight	-5% gap	-10% gap	1σ day	Next earnings
TSLA	29.0%	$5,603	$11,206	$3,176	Oct 21 in 2d
HOOD	25.6%	$4,944	$9,887	$4,470	Oct 27 in 8d
TSLL	14.8%	$2,866	$5,733	$3,238	—
AMZN	9.8%	$1,888	$3,777	$826	Oct 29 in 10d
CRWV	4.9%	$948	$1,896	$1,150	Nov 09 in 21d
NBIS	4.5%	$860	$1,721	$1,191	Nov 10 in 22d
VG	4.0%	$765	$1,530	$716	Nov 10 in 22d
UI	3.0%	$588	$1,177	$389	Nov 06 in 18d
NEXT	1.3%	$250	$500	$189	Oct 29 in 10d
NVDA	1.1%	$220	$439	$104	Nov 18 in 30d
MRVL	1.1%	$219	$437	$221	Dec 01 in 43d
AVGO	0.2%	$32	$65	$19	—

1σ day = weight × MV × ann.vol/√252 from the last year of closes. Lots as of 2026-10-05 — quantities refresh when the broker link is back.

Earnings event radar (next 21 days, held names)

Sym	Date	When	Weight	Est. move / $ swing
TSLA	Wed Oct 21	in 2d	29.0%	7.1% / $7,940
HOOD	Tue Oct 27	in 8d	25.6%	11.3% / $11,175
AMZN	Thu Oct 29	in 10d	9.8%	5.5% / $2,064
CRWV	Mon Nov 09	in 21d	4.9%	15.2% / $2,875
UI	Fri Nov 06	in 18d	3.0%	8.3% / $973
NEXT	Thu Oct 29	in 10d	1.3%	9.4% / $472
U	Thu Nov 05	in 17d	0.1%	11.4% / $47
BE	Thu Oct 22	in 3d	0.1%	17.6% / $40
TTWO	Mon Nov 09	in 21d	0.1%	5.3% / $11
RDDT	Thu Oct 29	in 10d	0.0%	11.1% / $17
GOOGL	Wed Oct 28	in 9d	0.0%	5.0% / $6
TOST	Tue Nov 03	in 15d	0.0%	7.4% / $2

Est. earnings move ≈ 2.5× daily σ (heuristic, not guidance). Amber ≤7d: harvest / profit-taking windows land here — pair with the tax lens before acting.

Prices: Yahoo Finance 1y daily · cache hit · built Oct 19 20:20 UTC