AI Low-Vol Basket

Thesis

Seeks gains from the three AI-related stocks with the smallest recent daily price swings in a fixed 12-stock universe.

Strategy

• Select: Checks daily and selects three stocks with the lowest standard deviation of available daily log returns within the past 30 days. • Rebuild: Buys on the first run, then closes and rebuilds the basket whenever its three long holdings differ from the selected names. • Size: Splits the allocation equally at each rebuild, targeting 1x total exposure and meeting Hyperliquid's $10 minimum per order.

Exposure

• Holds: Three stock contracts — Long exposure to three of AAPL, AMD, AMZN, AVGO, GOOGL, INTC, META, MSFT, NVDA, ORCL, PLTR and TSM, plus USDC collateral. • Venue: Hyperliquid xyz — Trades stock-linked perpetuals with USDC collateral on Hyperliquid, starting from at least 35 USDC. • Leverage: 1x target — Targets total stock exposure equal to the allocation when rebuilding; weights drift between rebuilds. • Costs: Fees and funding — Pays Hyperliquid trading fees and periodic funding payments. • Data: Circuit — Uses daily stock prices for selection and live contract prices for trading. • On unwind: USDC on Hyperliquid — Closes the stock-price contracts and leaves USDC collateral and settled gains or losses on Hyperliquid.