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Hedge Funds Ramp Up Short Bets Against Equities

hedgeco.net

|February 13, 2026

3.6

Relevance Score

Hedge funds are increasingly tilting portfolios toward short positions and defensive strategies, prioritizing dispersion and tighter risk control over directional bullish bets. The headline and description identify defensive positioning, dispersion, and risk control as overtaking bullishness.

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4.6

Feb 13

Scoring Rationale

Moderate industry relevance and actionable hedging insight, but RSS-only limited source restricts detail and verification.

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Hedge Funds Ramp Up Bets on Shorts vs. Equities
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