Super-Trader

PAPER TRADING ONLY
Last updated 2026-09-04 17:00 EST · data as of 2026-09-03
Portfolio Value
$84,128.76
● LIVE — Alpaca · updated 2026-09-04 5:00 PM EST
Today's P&L
$-1,150.75 (-1.35%)
Total Return (vs $100K)
$-15,871.24 (-15.87%)
Cash Available
$2,091.41

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
94.8%
Memory Rotation 25% · Maple 20% · Earnings Momentum 15% · Bond Rotation 5% · GPU Tilt 5% · Ndx Momentum 5% · Hormuz Carry 5% · BTC Regime Gate 5% · Braided-Delta 5% · Waterhole 5% · DRAM 0% · Cash 5%
Regime/confidence from the latest daily snapshot; percentages shown = canonical allocator targets (hmm_overlay itself is monitor-only, not wired to execution) · updated 2026-09-03 9:30 PM EST

Portfolio Risk Metrics LIVE PAPER

Sharpe
0.56
total vol risk
Sortino
0.77
downside only
Calmar
2.59
CAGR / MaxDD
Max DD
-2.1%
worst drawdown
Total Return
+0.51%
trailing 24 days · incl. live intraday mark
Trade Win Rate
54%
115 wins / 212 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|. Updated hourly from tracked paper-account equity through 2026-09-03.

Cumulative P&L LIVE PAPER

$-15,880.03
212 closed round-trips · net realized P&L, FIFO-matched fills
Realized P&L of each closed round-trip (sell matched to earlier buys, FIFO) summed in exit-date order. Cash-venue round-trips (BIL/SGOV/SHV) and sub-$25 dust trades are excluded, same as the Strategy Summary. Unrealized positions are not included. Not a backtest.

Strategy Summary 80/20 HOLDOUT

Chronological split by exit date · the final holdout is excluded from parameter optimization.
Full Sample 212 closed round-trips
Net Profit
$-15,880.03
all closed trades
Win Rate
54.25%
115 wins / 212 closed
Profit Factor
0.41
gross profit / gross loss
# of Trades
212
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-74.91
mean P&L per trade
Out-of-Sample · Held Back 43 of 212 (20.3% of sample)
Avg S/Trade
$-25.81▲ $61.59
OOS mean P&L
Win Rate
44.19%▼ 12.6pp
19 wins / 43 OOS
Profit Factor
0.19▼ 0.23
OOS gross profit / loss
Drawdown/Profit
N/A— N/A
OOS drawdown / net profit
Total Trades
43▼ 126
held-back round-trips
Edge Decay
▼ 53.94%
profit factor vs in-sample
small sample, deltas may be noisy

Cumulative Equity

In-sample Out-of-sample
train / test

Current Holdings ● LIVE — Alpaca

SymbolStrategyQtyAvg EntryCurrentMarket ValueUnrealized P&L
DIG Memory Rotation 175.3068 $70.99 $70.02 $12,274.98 $-170.49 (-1.37%)
BIL Memory Rotation 107.8777 $91.45 $91.45 $9,865.41 $0.08 (+0.00%)
BNS Maple 78.8544 $93.56 $93.82 $7,398.12 $20.51 (+0.28%)
WPM Maple 34.6423 $142.69 $154.98 $5,368.86 $425.76 (+8.61%)
IBIT BTC Regime Gate 109.0868 $44.53 $45.16 $4,926.02 $68.41 (+1.41%)
OLLI — 61.2773 $75.00 $76.56 $4,691.70 $95.90 (+2.09%)
SOXX GPU Tilt 8.6244 $500.42 $518.60 $4,472.60 $156.80 (+3.63%)
SPY Bond Rotation 5.4993 $764.61 $769.45 $4,231.41 $26.64 (+0.63%)
DELL — 7.5467 $455.50 $522.30 $3,941.63 $504.12 (+14.67%)
ENB Maple 66.3119 $50.37 $50.14 $3,324.88 $-15.18 (-0.45%)
ECAT — 216.6043 $15.87 $15.26 $3,305.38 $-132.13 (-3.84%)
FIVE — 11.1089 $255.00 $253.37 $2,814.63 $-18.14 (-0.64%)
ADSK — 10.1299 $254.03 $218.20 $2,210.34 $-363.00 (-14.11%)
BAH Earnings Momentum 27.0316 $79.01 $72.80 $1,967.90 $-167.87 (-7.86%)
TRP Maple 21.1914 $62.98 $62.61 $1,326.79 $-7.93 (-0.59%)
RY Maple 5.7071 $210.84 $210.59 $1,201.85 $-1.43 (-0.12%)
TD Maple 9.3002 $121.95 $121.63 $1,131.19 $-2.96 (-0.26%)
EXLS Earnings Momentum 29.6567 $36.00 $36.63 $1,086.32 $18.68 (+1.75%)
AEM Maple 4.6634 $211.07 $204.84 $955.24 $-29.07 (-2.95%)
LMT Earnings Momentum 1.748 $610.78 $525.71 $918.93 $-148.71 (-13.93%)
SMH GPU Tilt 1.4658 $564.35 $565.76 $829.29 $2.07 (+0.25%)
QQQ Bond Rotation 0.932 $714.23 $717.90 $669.05 $3.42 (+0.51%)
CRM — 2.4327 $207.68 $259.65 $631.66 $126.43 (+25.02%)
DG — 4.0531 $124.65 $133.21 $539.92 $34.68 (+6.86%)
NBIS Ndx Momentum 2 $204.73 $224.78 $449.56 $40.10 (+9.79%)
MRVL Ndx Momentum 2 $206.60 $222.35 $444.70 $31.50 (+7.62%)
WBD Ndx Momentum 14 $28.44 $28.25 $395.56 $-2.60 (-0.65%)
TER Ndx Momentum 1 $341.01 $356.21 $356.21 $15.20 (+4.46%)
LRCX Ndx Momentum 1 $288.03 $307.19 $307.19 $19.16 (+6.65%)
Last updated 2026-09-04 5:00 PM EST · live from Alpaca paper account · “(deallocated)” = leftover position from a sleeve no longer allocated capital

Position History

Date (EST)SymbolSideQtyPriceStrategy
2026-09-04 4:06 PM BIL BUY 0.0313 $91.45 Memory Rotation
2026-09-04 4:06 PM IBIT BUY 4.1139 $45.23 BTC Regime Gate
2026-09-04 4:06 PM BIL BUY 3.0247 $91.45 Memory Rotation
2026-09-04 4:06 PM WPM BUY 1.7858 $154.96 Maple
2026-09-04 4:06 PM TRP BUY 4.324 $64.70 Maple
2026-09-04 4:06 PM ENB BUY 5.5508 $50.40 Maple
2026-09-04 3:56 PM BIL SELL 5.6179 $91.44 Memory Rotation
2026-09-04 3:56 PM SPY BUY 0.0029 $770.21 Bond Rotation
2026-09-04 3:56 PM BIL BUY 2.3283 $91.45 Memory Rotation
2026-09-04 3:56 PM BIL BUY 3.323 $91.45 Memory Rotation

Active Strategies

Allocated Sleeves · LIVE PAPER places paper-account orders; PAPER SIM places no orders
Memory Rotation LIVE PAPER
Leveraged momentum — SNDK / MU / TQQQ / DIG · Re-risk cap 25%→30% on/after 2026-08-29 only when 30Y 5-day yield change ≤ 0 bp
REBALANCE → DIG · momentum 28.02% · VIX 15.2
OFFENSIVE: DIG above SMA80 with 20d momentum=28.02%. VIX=15.2; vol-scaled weight=57.1% (20d realized vol=43.8%, target=25%); rerisk_gate: 30Y +5.2bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +5.2bp/5d > 0bp, target_vol=25%
Allocation 25% · deployed $22,140.40 (26.3% of equity)
Unrealized P&L: $-170.41
Holdings: DIG $12,274.98 · BIL $9,865.41
Updated 2026-09-03 9:30 PM EST
Maple Sleeve LIVE PAPER
Canadian blue-chip dividend diversification sleeve
— → ENB, TRP, RY, TD, BNS, AEM, WPM
Allocation 20% · deployed $20,706.93 (24.6% of equity)
Unrealized P&L: +$389.70
Holdings: BNS $7,398.12 · WPM $5,368.86 · ENB $3,324.88 · TRP $1,326.79 · RY $1,201.85 · TD $1,131.19 · AEM $955.24
Updated 2026-09-03 9:31 PM EST
Bond Rotation LIVE PAPER
Top-1 126-day momentum · 15% vol target · Yield filter: 10Y 5-day change > +15 bp rotates SPY/QQQ winners to BIL (fail-open)
— → QQQ
Yield filter: 10Y +9bp/5d <= +15bp, QQQ unchanged
Allocation 5% · deployed $4,900.46 (5.8% of equity)
Unrealized P&L: +$30.06
Holdings: SPY $4,231.41 · QQQ $669.05
Updated 2026-09-03 9:31 PM EST
Earnings Momentum LIVE PAPER
Post-earnings momentum — scanner 9:00 PM ET, GTC entries at next bridge pass, 6.5% target / 5.5% stop / 5-session time exit
LONG → LULU
Allocation 15% · deployed $3,973.16 (4.7% of equity)
Unrealized P&L: $-297.89
Holdings: BAH $1,967.90 · EXLS $1,086.32 · LMT $918.93
Updated 2026-09-02 9:02 PM EST
GPU Tilt LIVE PAPER
H100 daily $/GPU-hour (Ornn OCPI) leads semiconductor ETFs by ~1 month (Granger p=0.0017 for SOXX). Z-score gated daily signal — OFFENSIVE=60% SOXX/40% SMH, DEFENSIVE=BIL.
NEUTRAL → SOXX, SMH, BIL
GPU tilt NEUTRAL: H100 mom=+4.1% Z=-0.04 5d_avg=+0.58% → half position
Allocation 5% · deployed $5,301.89 (6.3% of equity)
Unrealized P&L: +$158.87
Holdings: SOXX $4,472.60 · SMH $829.29
Updated 2026-09-03 5:30 PM EST
Braided-Delta LIVE PAPER
LIVE SPY timing sleeve — sector residual-dispersion braid plus breadth and basket confirmation; close signal executes next open. Flipped live 2026-08-30 (user directive; early flip).
cash → BIL
No active Braided-Delta position or entry at 2026-09-04 close; target BIL
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-04 4:55 PM EST
Waterhole LIVE PAPER
LIVE SPY stress ladder — robust SPY volatility/drawdown and TLT-return composite; 0/40/70/100% exposure. Flipped live 2026-08-30 (user directive; early flip).
long → SPY
Waterhole P<0 full-risk band: P=-0.305; target 100% SPY / 0% BIL at the next open
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-04 4:55 PM EST
BTC Regime Gate LIVE PAPER
EMA20d>EMA200d long/cash timing of BTC — OFFENSIVE=IBIT (spot BTC ETF), DEFENSIVE=BIL. Backtest 4.66y (USDT+USDC, 25bp costs): +22.6% CAGR / -32.6% maxDD vs B&H +11.6% / -67.6%; ~1.8 flips/yr. Flipped live 2026-08-30 (user directive; early flip).
OFFENSIVE → IBIT
EMA20d > EMA200d (spread +441bp) — long IBIT
Allocation 5% · deployed $4,926.02 (5.9% of equity)
Unrealized P&L: +$68.41
Holdings: IBIT $4,926.02
Updated 2026-09-04 4:55 PM EST
Signal-Only Paper · signals generated, no capital deployed
Meme ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 0.0 · 0 candidates · feeds: polymarket, kalshi
Last run 2026-09-03 9:31 PM EST
Inverse Meme ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-09-03 9:31 PM EST
Options ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-09-03 9:31 PM EST
Trump Tweet ACTIVE NOTIFICATION ONLY
1-min Truth Social poller — NOTIFICATION ONLY: alerts sent, trading disabled 2026-08-20, no orders placed
Pending: BUY AAPL ($750.00), BUY GOOGL ($750.00) · AFTER_HOURS
Last run 2026-09-04 2:18 PM EST
Inverse Crypto ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-09-03 9:31 PM EST
DRAM PAUSED SIGNAL-ONLY
PAUSED TRADING — signal-only paper simulation continues; Dynamic Regime-Adaptive Momentum with vol-scaled sizing + VIX-adaptive ATR trailing stop
Last run 2026-09-04 8:00 AM EST
VNQ Reversion ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-03 9:31 PM EST
Retired · no allocation, kept for historical context
Shipping RETIRED 0% ALLOCATION
Tanker sector rotation — INSW/NAT/FRO/SBLK/DHT/STNG · 14-day rebalance
Retired — kept for historical context
Geo Reversal RETIRED 0% ALLOCATION
Geopolitical reversal rotation — energy vs broad market on geo-risk score shifts
Retired — kept for historical context
VIX Regime RETIRED 0% ALLOCATION
VIX regime recovery basket — 80% SPY / 20% QQQ when high-vol + low VIX + bull trend
Retired — kept for historical context
Value Dip RETIRED 0% ALLOCATION
NASDAQ-100 worst performers — dynamic sourcing pipeline, 4-condition entry gate
Retired — kept for historical context
Polymarket Weather RETIRED 0% ALLOCATION
Weather prediction market signals (retired/deleted)
Retired — kept for historical context
Pre-Market Momentum RETIRED 0% ALLOCATION
Pre-market gap momentum scanner — allocation removed after live evaluation
Retired · last run 2026-09-04 9:16 AM EST

Meme Sentiment SIGNAL-ONLY / NOT VALIDATED / NO LIVE CAPITAL

Meme Mania
0.0
Feeds Used
polymarket, kalshi
Feeds Missing
reddit, twitter
TickerMeme ScoreSuggested Weight
No candidates above threshold
signal-only; not validated; no live capital · updated 2026-09-03 9:31 PM

Earnings Calendar SCANNER

TickerEarnings DateDays UntilDecisionReason
Monday, 2026-09-07
CGNT 2026-09-07 (Monday) 4 days NO SETUP Pullback -3.31% and runup -4.43% pass; RSI unavailable; scanner marked no setup
FCEL 2026-09-07 (Monday) 4 days NO SETUP Pullback -16.07% and runup -29.06% pass; RSI unavailable; scanner marked no setup
GME 2026-09-07 (Monday) 4 days NO SETUP Pullback 2.78% > 1.5% threshold (price above MA entry zone)
SWVL 2026-09-07 (Monday) 4 days NO SETUP Pullback 48.1% > 1.5% threshold (price above MA entry zone); Runup 254.01% > 10% cap (already run up too much)
Tuesday, 2026-09-08
ABM 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -0.66% and runup -1.61% pass; RSI unavailable; scanner marked no setup
AVO 2026-09-08 (Tuesday) 5 days NO SETUP Pullback 0.39% and runup -3.4% pass; RSI unavailable; scanner marked no setup
BRZE 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -2.19% and runup 7.47% pass; RSI unavailable; scanner marked no setup
CASY 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -0.62% and runup -9.87% pass; RSI unavailable; scanner marked no setup
OXM 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -0.83% and runup 6.34% pass; RSI unavailable; scanner marked no setup
TTAN 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -5.21% and runup -3% pass; RSI unavailable; scanner marked no setup
UNFI 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -1.73% and runup -5.09% pass; RSI unavailable; scanner marked no setup
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-03 9:02 PM

Earnings Momentum LIVE PAPER

Trading Days Held
2 / 5
Open Legs
0 / 1
Signal
2026-09-02 9:02 PM
SymbolStatusEntryTargetStopCurrentUnrealized P&L
LULU ORDER PENDING $121.55 $129.45 $114.86 — —
6.5% target · 5.5% stop · 5-session time exit · exit monitor 9:40 AM / 11:40 AM / 1:40 PM / 3:40 PM ET · last check 2026-09-04 3:40 AM

TimesFM-3 Shadow Research GLD · 21dPAPER / RESEARCH

Zero-shot 330M foundation model (Google, non-commercial checkpoint) vs the forecast_v2 hybrid Monte-Carlo baseline. Walk-forward: 504d context → 21d horizon. Directional Brier = mean((p_up − actual)²); 0.25 = coin flip. Shadow only — no positions. Last run 2026-09-03 5:31 PM.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.06
Dir Hit
62.9%
Brier (prob.)
0.2386
CRPS
3.5561
Hybrid v2 (baseline)
MAE (21d)
$8.90
Dir Hit
68.6%
Brier (prob.)
0.2239
GEPA champion (holdout-locked): selection Brier 0.2233 over 21 windows · holdout Brier 0.2043 over 14 locked windows · dir 71.4% · ctx 504 · cov QQQ+DXY+GDX · method median_binary
promising — passed holdout bar on a small adaptive sample; confirm on rolling basis before any weight

Public.com Live Trading account 5OI23198 (Brokerage 2)● LIVE — Public.com

Real-money automated strategies on the Public.com brokerage account. Data below is read live from Public.com (portfolio, transactions) and from each strategy's local state at site render time — as of 5:00 PM ET, Sep 4. Every source carries its own as-of stamp; stale sources are flagged red.
Equity
$3,942.61
Cash
$1,331.81
Buying Power
$231.81
Open positions
SymbolQuantityMarket ValueType
BTC0.03019362$2,407.23CRYPTO
SMH0.3596$203.57EQUITY
Transaction history (most recent first)
Time (ET)TypeDescriptionNet
3:55 PM ET, Sep 1TRADE / TRADEBUY 0.18334 SMH at 545.4339$-100.00
8:08 PM ET, Sep 1MONEY_MOVEMENT / DEPOSITDeposit $1000.00$1,000.00
3:55 PM ET, Sep 2TRADE / TRADEBUY 0.18176 SMH at 550.155$-100.00
4:15 PM ET, Sep 2MONEY_MOVEMENT / DEPOSITDeposit $100.00$100.00
8:06 PM ET, Sep 2MONEY_MOVEMENT / DEPOSITDeposit $200.00$200.00
8:49 PM ET, Sep 2TRADE / TRADEBUY 0.00025955 BTC at 77053.54$-20.12
8:50 PM ET, Sep 2TRADE / TRADEBUY 0.00025954 BTC at 77057.55$-20.12
8:50 PM ET, Sep 2TRADE / TRADESELL 0.00025 BTC at 77057.54$19.14
Strategies
BURST-XS3 Crypto Momentum BTC/ETH/SOL · daily 8:01 PM ET
Executor: Hermes cron bot (bot.py) — 8:01 PM ET nightly · Last run 8:01 PM ET, Sep 3 · State healthy
Position
BTC (crypto)
Days Left
6
Notional / Trade
$3,000.00 target (Tier-2 active, sticky). Each buy = min($3,000, spendable funds − 0.65% fee reserve), floor $500. Next buy now: BLOCKED — spendable $231.81 funds < $500 floor
Fee Tier
0.60%/side (120bp RT; Public API tier for < $10k monthly crypto volume). 0.50% applies only in months with >= $10k volume — the backtest reaches that in 4 of 14 OOS months; NOT assumed by the bot (reserve 0.65%).
Regime Gate
ON (BTC > EMA100)
Sig (last close)
BTC +1.9135 · ETH +1.5205 · SOL +0.9277
Recent runs
Run (ET)TargetTradesReason
8:01 PM ET, Sep 3—buy BTC ($2453.31)trigger: BTC sig=1.9135 > 1.75
11:48 AM ET, Sep 3USDCno tradeno trigger, no position -> cash
11:48 AM ET, Sep 3USDCno tradeno trigger, no position -> cash
11:12 AM ET, Sep 3USDCno tradeno trigger, no position -> cash
9:24 PM ET, Sep 2USDCno tradeno trigger, no position -> cash
σ-burst continuation (entry >1.75σ of 14d vol), EMA100 regime gate, 6-day hold, one position. OOS at live fees: +1.4% CAGR (marginal); full-window +48.8% (est., EST-tagged).
Overnight Alpha — SMH weekdays · 3:55 PM ET buy → next-open sell
Executor: Public.com AI Agent 'Conditional SMH Day Trade' (public-side, autonomous) · Flag as of 12:34 PM ET, Sep 1 · STALE — flag >36h old
Tonight (local cross-check)
SKIP — forecast-tail (edge 7.41% >= 5.0%)
Book
flat tonight
First live trade: 3:55 PM ET, Sep 1 — SMH limit buy $100.00 @ $545.47 limit; FILLED 0.18334 sh @ $545.43, $0.00 fees (valid until Nov 30, 2026)
Weekdays 3:45 PM ET: skip if SMH < 200-day SMA or QQQ 4-week return >= +12%; else buy $100 SMH at 3:55 PM ET (limit at ask +$0.05, cancel unfilled at close); sell ALL next morning at 9:30 AM ET market. Never short, no stop-loss, never hold past next open.
Holdout 2022-04→2026-08: +39.8% CAGR / Sharpe 1.80 / −13.5% maxDD (reference only)
Asia-gate London Gold weekdays · 3:00 AM buy → 8:00 AM sell (ET)
Executor: Public.com AI Agent 'Asia London gold' (public-side, autonomous) · Flag as of 5:31 PM ET, Sep 3 · current
Regime (weekly ask)
BULL
Flag detail
p_up 0.7, 21d median $439.37 vs $410.22 (+7.1%)
Weekly BULL/BEAR regime ask (trade only on BULL). Weekdays: 2:00 AM ET — GREEN if GLD now > 8:00 PM ET price; GREEN → buy ~$100 GLD at 3:00 AM ET (extended-hours limit near ask; cancel unfilled at 3:05 AM); sell ALL at 8:00 AM ET (limit near bid; aggressive fallback if unfilled). RED/flat/incomplete → do nothing. Never short, never hold overnight, no stop-loss — the 8:00 AM exit is the exit.
2y net @0.6bp (GC=F basis): +13.8% CAGR / Sharpe 1.98 / −4.4% maxDD / 59.8% win over 291 sessions (vs 4.5%/0.61 always-long). At live-venue 2bp cost: ≈low-teens CAGR. STABILITY CAVEAT: edge decays — first half +28.4%/4.62 vs second half +4.0%/0.55 (London leg 17.1%→7.5%). Kill rules: stop if trailing 60 trades lose to always-long GLD, or 120-trade signal agreement <51%.

Alpaca Paper Sleeves Alpaca paper (separate broker)● PAPER — Alpaca

Paper-trading sleeves on the Alpaca paper account — a different broker from Public.com, tracked separately. Hermes cron bilbo_paper — hourly 9:55am–3:55pm ET + 4:10pm ET reconcile · State as of 4:25 PM ET, Sep 4
Alpaca Paper Sleeves Bilbo v2 hourly · 9:55am–3:55pm ET
Executor: Hermes cron bilbo_paper — hourly 9:55am–3:55pm ET + 4:10pm ET reconcile · State as of 4:25 PM ET, Sep 4 · current
QQQ Sleeve
FLAT
Bilbo Long
3 open (MSFT, TSLA, SMCI)
Bilbo Dual Ledger
primary author-exits + shadow cap-only
Book
Alpaca paper — ~25bp equity risk/trade
Armed compression boxes
SymbolBox LowBox HighGrey BarsEntry
MSFT$493.81$500.7313$511.58
SMCI$36.61$37.4021$37.97
TSLA$350.36$356.6511$371.97
Recent events
No paper trades yet.
Bilbo hourly (Megacap 20, v2 faithful): confirmed hourly close above the 5-grey-candle compression box, RTH closes only, trend gate vs prior-day daily EMA21; buy shares at next 5-min bar open; exits keyed to the stock — 5-min close below box low, or after a +1.0 daily-ATR run a trail giving back 75% of peak, or 10-trading-day cap. Dual ledger: primary author rules + shadow 10-day-cap-only on the same entries. Risk ~25bp equity/trade at the box-low stop, max 8 concurrent. QQQ EMA21 reversion: buy $500 QQQ at next open when QQQ close <= 0.95×EMA21, sell at the open 5 sessions later.
Bilbo v2 stock replication 2021–2026 (calibrated 86% vs author's live log, zero spurious signals): +64bp/trade primary, +118bp/trade shadow cap-only, PF 1.40, day-clustered t=3.37 (n=1,758), net 1bp/side. Paper-only (Alpaca), 4-week forward record gates promotion.

GPU Tilt LIVE PAPER

H100 daily $/GPU-hour (Ornn OCPI) leads semiconductor ETFs by ~1 month (Granger p=0.0017 for SOXX). Z-score gated daily signal — OFFENSIVE=60% SOXX/40% SMH, DEFENSIVE=BIL. Pricing source: Ornn Data OCPI.
Mode
NEUTRAL
Target Book
SOXX 30% / SMH 20% / BIL 50%
Signal
2026-09-03 5:30 PM
GPU tilt NEUTRAL: H100 mom=+4.1% Z=-0.04 5d_avg=+0.58% → half position
H100 Current $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$2.8317 $2.72 +4.1% -0.04 +0.58%
Z-score above +0.5 with rising H100 → offensive (60% SOXX / 40% SMH) · below −0.5 with falling H100 → defensive (100% BIL) · otherwise neutral half book · Today: Z -0.04 → NEUTRAL

⚡ VIX for Compute

GPU compute price index from Ornn Data — the "OCPI" measures real $/GPU-hour pricing across the spot market. Annualized volatility is our computed "VIX" for compute. Also live on Bloomberg Terminal.
Compute VIX (avg)
66.3%
annualized, all GPUs
H100 Spot
$2.92
/GPU-hour
3-Mo Trend
H100 daily index
GPUDaily Index $/hrLive Spot3-Mo ReturnAnn. Vol20D Momentum
A100 SXM4$1.01$1.06-19.5%38.4%-2.5%
B200$6.28$6.40+17.7%58.4%+4.7%
H100 SXM$2.92$2.89+2.4%65.3%+4.6%
H200$4.59$4.63+11.8%93.3%-5.5%
RTX 5090$0.63$0.63-25.8%76.1%+26.1%
LLM Token Index$/Mtok (blended)Updated
Anthropic$1.5302026-09-02
Openai$0.1962026-09-02
Google$0.4742026-09-02
Deepseek$0.0932026-09-02
Source: Ornn Data API (free tier, daily grain) · H100 volatility index announced Aug 25, 2026 · Updated daily by cron · Paper trading context only

Live Paper Trading Performance — trailing 23 trading days (Alpaca 1M history window) LIVE PAPER

Last updated September 3, 2026 · page generated September 4, 2026 at 05:00 PM ET
Trailing Days
24
Total Return
+0.51%
Sharpe
0.56
Sortino
0.77
Calmar
2.59
Max DD
-2.13%
Trade Win Rate
54%
StrategyEquityReturnSharpeSortinoCalmarMax DDDaily Up %Best DayDays
BTC Regime Gate EST $593 +85.03% 3.18 6.90 2324.80 -27.5% 54% +89.0% 24
Memory Rotation EST $11,825 +18.38% 3.38 10.20 59.63 -8.2% 54% +11.7% 24
Shipping EST $1,787 +11.05% 5.54 16.62 124.10 -4.5% 57% +4.4% 14
Hormuz Carry EST $3,006 +9.52% 4.93 9.05 90.67 -4.6% 50% +4.3% 14
Maple EST $11,164 +9.14% 2.76 3.76 12.66 -11.9% 54% +5.6% 24
Value Dip EST $3,982 +2.93% 1.57 2.12 7.72 -4.6% 50% +3.4% 24
Ndx Momentum EST $1,867 +0.95% 8.22 — 1687.90 -0.1% 33% +1.0% 3
Bond Rotation EST $10,911 -0.47% -0.34 -0.55 -1.22 -4.0% 42% +2.0% 24
DRAM EST $22,153 -2.37% -1.96 -1.97 -6.82 -4.9% 40% +2.6% 15
Earnings Momentum EST $6,340 -2.51% -2.37 -3.53 -9.57 -4.1% 46% +1.9% 13
Unattributed EST $3,435 -2.60% 0.12 0.19 -1.11 -21.9% 42% +12.2% 24
Trump Tweet EST $1,804 -4.49% -2.53 -2.23 -6.54 -8.6% 43% +3.1% 14
GPU Tilt EST $77 -83.38% 0.89 1.18 -1.05 -95.1% 46% +141.0% 24
Headline metrics: actual Alpaca paper-account equity (round-trips to ~flat over this window). Strategy rows tagged EST: P&L attributed per sleeve from the real Alpaca fill timeline × daily closes (realized + unrealized, BIL/SHV cash at 0%) — fill-timing attribution, hence estimates. Through September 3, 2026. Not a backtest.

Capital Allocation · No Margin

Memory Rotation
25%
$22,140.40
Bond Rotation
5%
$4,900.46
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$20,706.93
Earnings Momentum
15%
$3,973.16
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$1,953.22
GPU Tilt
5%
$5,301.89
BTC Regime Gate
5%
$4,926.02
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $2,091.41 Total Deployed: $82,037.35 / $84,128.76
Zero-allocation/deallocated positions (pending liquidation): $18,135.26

Trading Discipline SCORE 65

65 ATTENTION
score, last 5 session(s)
✓ Max Daily Loss worst day -1.42% vs -2.0% limit
✓ Max Drawdown -2.13% vs -8.0% limit
✗ Guard Hygiene 8 active alert(s): LEVERAGED_NAME_OVER_5PCT_DIG_14.8pct, SINGLE_NAME_OVER_10PCT_BIL_13.2pct, SINGLE_NAME_OVER_5PCT_BNS_7.7pct…
✓ Active Trading Days 22 of last 23 sessions vs 16 minimum
✓ Beat the Market book +1.89% vs SPY -0.80% same window; alpha +2.69pp vs >= +1.0pp
✓ No Margin buying power $1,259 vs cash $2,091
✗ Allocation Drift 6 sleeve(s) beyond ±2.5pp of target
Score = 100 minus severity-weighted penalties (daily loss, drawdown, guard alerts, idle sessions, profit shortfall, margin use, allocation drift). Objectives shown "—" are unscored pending data. Built 2026-08-31.

Dram vs Memory Rotation — Backtest Comparison

DRAM is positioned as a capital-preservation variant: lowest drawdown of any risk-taking strategy. Universe selection bias applies (see signals/dynamic_regime.py). Bond Rotation is backtested over its own full 2007+ history (research/bond_rotation_backtest.py); backtest windows differ per row.
StrategyCAGRSharpeMax DDCalmarPeriod
DRAM85.5%2.25-13.4%6.391.5y
Memory Rotation687.6%2.90-35.3%19.481.5y
B&H QQQ27.4%1.17-22.8%1.201.5y
B&H BIL3.9%17.61-0.0%358.471.5y
Backtest comparison (research/dynamic_backtest_results.json). The live DRAM strategy trades a different universe and rebalances on different triggers. This is a research comparison, not a live performance record.
All trading is PAPER ONLY — no real capital at risk.
Generated 2026-09-04 17:00 EST