PORTFOLIO INTELLIGENCE
Combined exposure
Synthetic weights demonstrate the portfolio abstraction; they are not target allocations.
Gross notional$42,800Synthetic
Net notional$8,450Synthetic
Daily PnL+$486Synthetic
Drawdown1.7%Limit 8%
PWOL Factor Candidate Basket10%
PTFT BTC Trend Paper38%
PMMT BTC Market Making36%
SMT Regime Coordinator16%
Common-risk review
BTC directional and market-making exposure share one synthetic risk factor