{
 "approved": "2026-09-28",
 "method": "Vol-weighted: equal annualized volatility per position, anchored on a 5.0% Apple short; no beta hedge",
 "window": "63 daily log returns, Hyperliquid perp daily closes, 2026-06-30 to 2026-09-25",
 "positions": {
  "xyz:AAPL short": {
   "vol_63d": 0.285,
   "weight": -0.05,
   "risk": 0.0143
  },
  "xyz:SKHX long": {
   "vol_63d": 1.072,
   "weight": 0.0133,
   "risk": 0.0143
  },
  "ORCLon long (vol from xyz:ORCL)": {
   "vol_63d": 0.565,
   "weight": 0.0252,
   "risk": 0.0143
  }
 },
 "gross": 0.0885,
 "book_vol_of_capital": 0.0338,
 "aapl_qqq_corr_63d_tiingo_2026_09_25": -0.129,
 "raw_candles": [
  "xyz_SKHX.json",
  "xyz_AAPL.json",
  "xyz_ORCL.json"
 ]
}