my portfolio tilt is turning a bit green the past few days.

what's interesting is the disparity between the net notional sizing which is -82% short and the net vol adjusted sizing which is 7.8% long.
meaning that although my portfolio is tilted slightly net long, on a vol adjusted basis, the short side asset's vol is much lower than the long side vol, taking much larger notional weight.
what could hurt me is if this thing were to flip and a lot of this trash that im short began getting attention, and everything started pumping together, i'd be in for a pretty nasty few days, and the longs I currently carry wouldn't make up for it.
but I guess that's the problem with a rough estimate of future volatility, i just got surf the waves.