Portfolio

AMZN

Amazon.com, Inc.

OPEN
Weight

2.1%

Return

+0.3%

Avg Cost

$208.56

Current

$209.18

Why This Position Exists

Amazon's thesis assessment classifies the stock as price-below-value with MEDIUM confidence following an 8% decline on $200B capex guidance. The prediction ensemble assigns low probability to the most severe downside scenarios — AWS growth collapse (11%), capex reversal (14%), AWS margin impairment (12%), and credit downgrade (8%) — all with model agreement above 0.82. The primary de-escalation trigger (AWS backlog exceeding $300B) is the most likely outcome at 55%. The price appears to embed a more adverse scenario than the probability-weighted outcomes support.

Trigger: Initial thesis assessment generated 2026-02-09 classifying AMZN as price-below-value with MEDIUM confidence. Eight active forecast markets with consistently high model agreement (0.79-0.95) across the ensemble. This is the first committee evaluation for AMZN.

Key Market Signals

AWS growth below 20% at 11% probability (0.95 agreement, HIGH weight) — strongest de-escalation signal, validates sustained cloud demand
Capex revision downward at 14% probability (0.92 agreement, HIGH weight) — management commitment to $200B appears credible, not aspirational
AWS margin below 28% at 12% probability (0.82 agreement, HIGH weight) — structural margin floor well above stress threshold despite 660bps intra-year volatility
AI efficiency breakthrough at 38% probability (0.91 agreement, HIGH weight) — genuine minority escalation risk, single most important thesis invalidator
AWS backlog exceeding $300B at 55% probability (0.92 agreement, MEDIUM weight) — primary de-escalation trigger, base case outcome
Debt issuance >$20B at 45% probability (0.91 agreement, MEDIUM weight) — near coin-flip on funding stress materialization
EU DMA enforcement at 8% probability (0.79 agreement, MEDIUM weight) — regulatory escalation unlikely in assessment horizon
Credit downgrade at 8% probability (0.95 agreement, LOW weight) — highest conviction that credit standing is not threatened

Committee Verdict

The Portfolio Analyst presents a well-supported case for opening a position: six of eight markets de-escalate the bear narrative with high model agreement, and the price appears to overweight capital risk relative to operational evidence. The Risk Manager's Kelly computation produces a 2.2% position — just above the minimum threshold — which mechanically reflects the MEDIUM confidence and genuine escalation risks. The Devil's Advocate raises two material concerns: the 38% AI efficiency breakthrough probability and the correlated market structure. Both are valid but adequately mitigated by the position sizing. A 2.2% position limits maximum portfolio impact to approximately $2,200 on a $100,000 NAV, making even a thesis-invalidating event manageable. The small size is the right answer for a thesis with strong directional evidence but unprecedented uncertainty on its central assumption.

Devil's Advocate

mixed

The thesis has genuine analytical strength — the ensemble's high model agreement across multiple markets, the cluster of low-probability bear outcomes, and the 55% base case for AWS backlog exceeding $300B all support the price-below-value classification. However, two material concerns prevent a thesis-robust assessment: (1) the 38% AI efficiency breakthrough probability is not adequately captured by a -0.10 tail risk discount in the Kelly framework — this is a genuine minority scenario that could invalidate the entire thesis, and (2) the market set has high narrative correlation around the AWS/capex theme, meaning a single wrong assumption could cascade across multiple markets. The quarter-Kelly sizing to 2.2% provides meaningful protection — this is a toe-in-the-water position that can be expanded if the thesis strengthens. The small size appropriately reflects the genuine uncertainty.

Notable Dissent

The Devil's Advocate raised a substantive concern that the 38% AI efficiency breakthrough probability may be inadequately captured by a -0.10 tail risk discount. This is conceptually valid — a near-2-in-5 chance of thesis invalidation is not a standard tail risk. However, the quarter-Kelly framework already compounds multiple conservative adjustments (0.65 confidence multiplier, 0.25 conservative multiplier, two tail risk discounts), resulting in a position size (2.2%) that provides inherent protection. The Devil's Advocate also correctly identified the correlated market structure around the AWS/capex narrative. This correlation risk is real but partially mitigated by the market design, which probes distinct failure modes across four analytical lenses. The small position size is the appropriate response to these genuine uncertainties — it establishes a portfolio anchor for a well-researched thesis while limiting downside exposure to a level that cannot materially impair the portfolio.

Monitoring Triggers

Re-evaluate immediately if AI efficiency breakthrough market probability exceeds 50% — would indicate thesis invalidation risk is no longer a minority scenario

Re-evaluate on Q1 2026 earnings release (expected late April 2026) — AWS growth rate and margin data will directly test thesis assumptions

Re-evaluate if AWS backlog market resolves NO (backlog fails to reach $300B by Q2 2026 earnings) — primary de-escalation trigger failure

Re-evaluate if debt issuance market resolves YES (>$20B issued) — confirms funding stress scenario

Mandatory review if position return drops below -15%

Mandatory thesis refresh if assessment exceeds 60 days old (by April 10, 2026)

Monitor FTC antitrust trial developments starting February 2027 — structural overhang not captured by active markets

Position Details

Entry Date

Feb 24, 2026

Shares

10

Classification

price-below-value

Confidence

MEDIUM

Sector

Technology

Trades

1

Kelly Sizing Breakdown

EDGE

Classification
0.20
Confidence
×0.65
Data Quality
×0.86
Raw Edge: 0.1118

ODDS

Magnitude
1.5
Tail Risk
-0.20
Direction
×1.00
Adjusted Odds: 1.3000

KELLY

Raw Kelly
8.6%
Quarter-Kelly
×0.25
Conviction
×1.00
Final Weight: 2.1%

Trade History

DateActionSharesPriceWeightRationale
Feb 24, 2026OPEN10$208.560.0% → 2.1%Committee approved OPEN. MEDIUM confidence price-below-value thesis with 8 active markets. Quarter-Kelly sizing at 2.1% reflects moderate edge with AI efficiency breakthrough as key risk.

Full Committee Transcripts (1)

Complete 4-step discourse records — expand each step to see the full reasoning from analyst, risk manager, devil's advocate, and committee chair.

Committee DiscourseFeb 24, 2026
Trigger: thesis assessment
Approved