Crowding Risk
Crowding fragility, exposure compression and per-name drivers (§9)
NORMALCrowding data—
Portfolio Crowding State
§9.2
Weighted Avg CFI
Regime
NORMAL
Exp CFI>60
0.00%
Exp CFI>75
0.00%
Exp CFI>85
0.00%
Positions Capped
0
Total Cap Redux
0.00%
Interpretation
Crowding is NORMAL. Weighted-average CFI is 0.0 with limited exposure (0.0% of gross) in highly crowded names. Caps have removed 0.0% of intended gross. No portfolio-level crowding action is required.
Largest cluster: —
Weighted Avg CFI — last 20d
No CFI history available.
0.0
Exposure Compression
§9.3 — model weight → dynamic cap → final weight
Gross Before Caps
0.00%
Gross After Caps
0.00%
Cap Reduction
0.00%
Names Reduced
0
Largest Single Redux
—
Dynamic Cap Gross
0.00%
Top Crowding Drivers
§9.4 — top 10 names by CFI
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Crowding Heatmap
§9.5 — components by name (top 25 by CFI)
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Crowding Table
§9.6 — 0 of 0 names
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