Super-Trader

PAPER TRADING ONLY
Last updated 2026-09-01 01:29 EST · data as of 2026-08-28
Portfolio Value
$85,018.94
● LIVE — Alpaca · updated 2026-09-01 1:29 AM EST
Today's P&L
$874.59 (+1.04%)
Total Return (vs $100K)
$-14,981.06 (-14.98%)
Cash Available
$16,542.90

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
59.9%
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 2026-08-31 9:30 PM EST

Portfolio Risk Metrics LIVE PAPER

Sharpe
1.52
total vol risk
Sortino
2.76
downside only
Calmar
7.18
CAGR / MaxDD
Max DD
-1.8%
worst drawdown
Total Return
+1.04%
trailing 22 days · incl. live intraday mark
Trade Win Rate
61%
86 wins / 141 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|. Updated hourly from tracked paper-account equity through 2026-08-28.

Cumulative P&L LIVE PAPER

$-14,663.07
141 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 141 closed round-trips
Net Profit
$-14,663.07
all closed trades
Win Rate
60.99%
86 wins / 141 closed
Profit Factor
0.42
gross profit / gross loss
# of Trades
141
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-103.99
mean P&L per trade
Out-of-Sample · Held Back 29 of 141 (20.6% of sample)
Avg S/Trade
$25.95▲ $163.59
OOS mean P&L
Win Rate
44.83%▼ 20.4pp
13 wins / 29 OOS
Profit Factor
4.81▲ 4.42
OOS gross profit / loss
Drawdown/Profit
23.91%— N/A
OOS drawdown / net profit
Total Trades
29▼ 83
held-back round-trips
Edge Decay
▲ 1155.34%
profit factor vs in-sample
small sample, deltas may be noisy
⚠ Fewer than 30 out-of-sample trades; results may not be statistically meaningful.

Cumulative Equity

In-sample Out-of-sample
train / test

Current Holdings ● LIVE — Alpaca

SymbolStrategyQtyAvg EntryCurrentMarket ValueUnrealized P&L
MU Memory Rotation 13.0091 $937.67 $957.13 $12,451.35 $253.11 (+2.08%)
BIL Memory Rotation 110.5299 $91.65 $91.40 $10,102.43 $-27.40 (-0.27%)
SOXX GPU Tilt 9.0537 $510.80 $510.50 $4,621.93 $-2.74 (-0.06%)
IBIT BTC Regime Gate 102.1505 $44.22 $44.65 $4,561.02 $43.46 (+0.96%)
BNS Maple 45.5999 $94.31 $91.66 $4,179.69 $-120.95 (-2.81%)
AEM Maple 19.6348 $215.69 $203.11 $3,988.03 $-246.95 (-5.83%)
SPY Bond Rotation 5.1944 $766.10 $766.78 $3,982.93 $3.55 (+0.09%)
WPM Maple 26.2187 $138.80 $150.83 $3,954.57 $315.41 (+8.67%)
DELL — 7.5467 $455.50 $459.46 $3,467.39 $29.88 (+0.87%)
ECAT Earnings Momentum 216.6043 $15.87 $15.36 $3,327.04 $-110.47 (-3.21%)
FIVE — 11.1089 $255.00 $247.05 $2,744.45 $-88.32 (-3.12%)
ADSK — 10.1299 $254.03 $259.01 $2,623.77 $50.43 (+1.96%)
BAH Earnings Momentum 27.0316 $79.01 $75.67 $2,045.48 $-90.29 (-4.23%)
ENB Maple 29.5347 $50.39 $50.67 $1,496.52 $8.30 (+0.56%)
EXLS Earnings Momentum 29.6567 $36.00 $38.20 $1,132.88 $65.24 (+6.11%)
LMT Earnings Momentum 1.748 $610.78 $562.94 $984.01 $-83.63 (-7.83%)
QQQ Bond Rotation 0.932 $714.23 $716.28 $667.54 $1.91 (+0.29%)
CRM — 2.4327 $207.68 $257.49 $626.40 $121.17 (+23.98%)
DG — 4.0531 $124.65 $126.75 $513.73 $8.49 (+1.68%)
VSXY — 5.8087 $86.98 $85.41 $496.12 $-9.12 (-1.80%)
SMH GPU Tilt 0.3738 $554.97 $556.13 $207.90 $0.43 (+0.21%)
RY Maple 0.8333 $208.71 $204.15 $170.12 $-3.80 (-2.19%)
TD Maple 0.8864 $120.55 $120.91 $107.18 $0.31 (+0.29%)
TRP Maple 0.3735 $64.33 $63.00 $23.53 $-0.50 (-2.07%)
Last updated 2026-09-01 1:29 AM EST · live from Alpaca paper account · “(deallocated)” = leftover position from a sleeve no longer allocated capital

Position History

Date (EST)SymbolSideQtyPriceStrategy
2026-08-31 12:03 PM BIL BUY 0.0628 $91.67 Memory Rotation
2026-08-31 12:03 PM IBIT BUY 0.1502 $44.54 BTC Regime Gate
2026-08-31 12:03 PM SMH BUY 0.0139 $553.26 GPU Tilt
2026-08-31 12:03 PM SOXX BUY 0.0161 $507.48 GPU Tilt
2026-08-31 11:52 AM BIL BUY 0.0923 $91.67 Memory Rotation
2026-08-31 11:52 AM IBIT BUY 0.1729 $44.53 BTC Regime Gate
2026-08-31 11:50 AM BIL BUY 0.0109 $91.67 Memory Rotation
2026-08-31 9:47 AM BIL BUY 0.2408 $91.67 Memory Rotation
2026-08-31 9:47 AM SPY BUY 0.0288 $765.90 Bond Rotation
2026-08-31 9:46 AM SPY BUY 0.0288 $765.90 Bond 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 17.26% · VIX 14.92
OFFENSIVE: DIG above SMA80 with 20d momentum=17.26%. VIX=14.9; vol-scaled weight=52.1% (20d realized vol=48.0%, target=25%); rerisk_gate: 30Y +1.8bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +1.8bp/5d > 0bp, target_vol=25%
Allocation 25% · deployed $22,553.78 (26.5% of equity)
Unrealized P&L: +$225.71
Holdings: MU $12,451.35 · BIL $10,102.43
Updated 2026-08-31 9:30 PM EST
Maple Sleeve LIVE PAPER
Canadian blue-chip dividend diversification sleeve
— → ENB, TRP, RY, TD, BNS, AEM, WPM
Allocation 20% · deployed $13,919.63 (16.4% of equity)
Unrealized P&L: $-48.16
Holdings: BNS $4,179.69 · AEM $3,988.03 · WPM $3,954.57 · ENB $1,496.52 · RY $170.12 · TD $107.18 · TRP $23.53
Updated 2026-08-31 9:30 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 +5.4bp/5d <= +15bp, QQQ unchanged
Allocation 5% · deployed $4,650.47 (5.5% of equity)
Unrealized P&L: +$5.46
Holdings: SPY $3,982.93 · QQQ $667.54
Updated 2026-08-31 9:30 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 → ECAT
Allocation 15% · deployed $7,489.42 (8.8% of equity)
Unrealized P&L: $-219.14
Holdings: ECAT $3,327.04 · BAH $2,045.48 · EXLS $1,132.88 · LMT $984.01
Updated 2026-08-31 9:01 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.
OFFENSIVE → SOXX, SMH
GPU tilt ON: H100 mom=+18.9% Z=+0.77 5d_avg=+0.21% → long semis
Allocation 5% · deployed $4,829.83 (5.7% of equity)
Unrealized P&L: $-2.31
Holdings: SOXX $4,621.93 · SMH $207.90
Updated 2026-08-31 5:31 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).
long → SPY
Holding SPY from 2026-07-28; no frozen exit condition at 2026-08-31 close
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-08-31 4:56 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).
partial → SPY, BIL
Waterhole P<0.5 70% band: P=+0.146; target 70% SPY / 30% BIL at the next open
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-08-31 4:56 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 +206bp) — long IBIT
Allocation 5% · deployed $4,561.02 (5.4% of equity)
Unrealized P&L: +$43.46
Holdings: IBIT $4,561.02
Updated 2026-08-31 4:56 PM EST
Signal-Only Paper · signals generated, no capital deployed
Meme ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 55.55555555555556 · 0 candidates · feeds: reddit, polymarket, kalshi
Last run 2026-08-31 9:31 PM EST
Inverse Meme ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-08-31 9:30 PM EST
Options ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-08-31 9:30 PM EST
Trump Tweet ACTIVE NOTIFICATION ONLY
1-min Truth Social poller — NOTIFICATION ONLY: alerts sent, trading disabled 2026-08-20, no orders placed
No pending trade
Last run 2026-08-31 10:50 PM EST
Inverse Crypto ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-08-31 9:30 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 2026-09-01 1:01 AM EST
VNQ Reversion ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-08-31 9:30 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 2026-08-31 9:15 AM EST

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

Meme Mania
55.55555555555556
Feeds Used
reddit, polymarket, kalshi
Feeds Missing
twitter
TickerMeme ScoreSuggested Weight
No candidates above threshold
signal-only; not validated; no live capital · updated 2026-08-31 9:30 PM

Earnings Calendar SCANNER

TickerEarnings DateDays UntilDecisionReason
Tuesday, 2026-09-01
CRDO 2026-09-01 (Tuesday) 1 day NO SETUP Pullback -1.84% and runup -20.02% pass; RSI unavailable; scanner marked no setup
DELL 2026-09-01 (Tuesday) 1 day NO SETUP Pullback -0.86% and runup -4.96% pass; RSI unavailable; scanner marked no setup
Wednesday, 2026-09-02
ECAT 2026-09-02 (Wednesday) 2 days TRIGGERED Pullback -0.54% ≤ 1.5% threshold, runup -0.32% ≤ 10% cap, within 5-day window
AGX 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -3.77% and runup -27.88% pass; RSI unavailable; scanner marked no setup
AI 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 5.73% > 1.5% threshold (price above MA entry zone); Runup 11.55% > 10% cap (already run up too much)
AVGO 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 1.57% > 1.5% threshold (price above MA entry zone)
BCAT 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 0.45% and runup 1.65% pass; RSI unavailable; scanner marked no setup
CAL 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -3.85% and runup -8.28% pass; RSI unavailable; scanner marked no setup
CXM 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 4.59% > 1.5% threshold (price above MA entry zone); Runup 22.54% > 10% cap (already run up too much)
DAKT 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 0.61% and runup -2.06% pass; RSI unavailable; scanner marked no setup
FIVE 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -1.46% and runup 3.47% pass; RSI unavailable; scanner marked no setup
GIII 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -1.97% and runup -3.49% pass; RSI unavailable; scanner marked no setup
Thursday, 2026-09-03
AMBA 2026-09-03 (Thursday) 3 days NO SETUP Pullback -1.33% and runup -11.66% pass; RSI unavailable; scanner marked no setup
ASAN 2026-09-03 (Thursday) 3 days NO SETUP Pullback 3.64% > 1.5% threshold (price above MA entry zone); Runup 16.19% > 10% cap (already run up too much)
BRC 2026-09-03 (Thursday) 3 days NO SETUP Pullback -2.54% and runup -3.83% pass; RSI unavailable; scanner marked no setup
CIEN 2026-09-03 (Thursday) 3 days NO SETUP Pullback -1.99% and runup -14.01% pass; RSI unavailable; scanner marked no setup
CPB 2026-09-03 (Thursday) 3 days NO SETUP Pullback 1.15% and runup 4.41% pass; RSI unavailable; scanner marked no setup
DOCU 2026-09-03 (Thursday) 3 days NO SETUP Pullback 5.55% > 1.5% threshold (price above MA entry zone); Runup 10.78% > 10% cap (already run up too much)
FIZZ 2026-09-03 (Thursday) 3 days NO SETUP Pullback -2.98% and runup 1.93% pass; RSI unavailable; scanner marked no setup
GCO 2026-09-03 (Thursday) 3 days NO SETUP Pullback -0.35% and runup -3.38% pass; RSI unavailable; scanner marked no setup
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-08-31 9:01 PM

Earnings Momentum LIVE PAPER

Trading Days Held
1 / 5
Open Legs
1 / 1
Signal
2026-08-31 9:01 PM
SymbolStatusEntryTargetStopCurrentUnrealized P&L
ECAT OPEN $15.36 (est.) $16.36 $14.52 $15.36 $-110.47 (-3.21%)
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

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: 252d context → 21d horizon. Directional Brier = mean((p_up − actual)²); 0.25 = coin flip. Shadow only — no positions. Last run —.
MAE (21d)
$8.58
Dir Hit
55.3%
Brier (prob.)
0.2509
CRPS
3.4400
MAE (21d)
$12.29
Dir Hit
63.8%
Brier (prob.)
0.2363
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
genuine edge — confirm on rolling basis

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
OFFENSIVE
Target Book
SOXX 60% / SMH 40%
Signal
2026-08-31 5:31 PM
GPU tilt ON: H100 mom=+18.9% Z=+0.77 5d_avg=+0.21% → long semis
H100 Current $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$3.0083 $2.53 +18.9% +0.77 +0.21%
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 +0.77 → OFFENSIVE

⚡ 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)
65.5%
annualized, all GPUs
H100 Spot
$2.97
/GPU-hour
3-Mo Trend
H100 daily index
GPUDaily Index $/hrLive Spot3-Mo ReturnAnn. Vol20D Momentum
A100 SXM4$1.02$1.02-19.3%37.9%-5.9%
B200$6.07$6.07+13.7%58.2%+6.3%
H100 SXM$2.97$2.97+4.2%65.3%+11.3%
H200$4.42$4.42+7.6%94.5%-1.5%
RTX 5090$0.54$0.54-36.9%71.6%+7.3%
LLM Token Index$/Mtok (blended)Updated
Anthropic$1.4392026-08-30
Openai$0.2412026-08-30
Google$0.4912026-08-30
Deepseek$0.0842026-08-30
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 21 trading days (Alpaca 1M history window) LIVE PAPER

Last updated August 28, 2026 · page generated September 1, 2026 at 01:29 AM ET
Trailing Days
22
Total Return
+1.04%
Sharpe
1.52
Sortino
2.76
Calmar
7.18
Max DD
-1.75%
Trade Win Rate
61%
StrategyEquityReturnSharpeSortinoCalmarMax DDDaily Up %Best DayDays
Hormuz Carry EST $795 +34.69% 3.43 7.01 401.73 -26.9% 50% +25.8% 16
BTC Regime Gate EST $4,484 +23.18% 6.47 15.94 310.98 -3.2% 55% +6.2% 22
Unattributed EST $3,749 +22.55% 3.54 8.21 74.23 -12.5% 45% +9.9% 22
Maple EST $5,002 +20.27% 4.96 4.05 98.59 -7.4% 68% +8.2% 22
Shipping EST $1,787 +7.04% 3.27 8.23 42.76 -5.6% 57% +4.4% 14
Bond Rotation EST $4,931 +5.00% 3.07 4.83 14.96 -5.0% 50% +3.0% 22
Memory Rotation EST $10,531 +4.33% 1.24 1.58 4.56 -13.7% 45% +5.5% 22
Earnings Momentum EST $3,278 +2.78% 1.26 1.76 4.42 -8.3% 55% +5.6% 22
Value Dip EST $3,942 +0.55% 0.41 0.65 1.22 -5.8% 40% +3.4% 20
Trump Tweet EST $1,804 -1.89% -0.85 -0.74 -3.02 -8.6% 50% +3.1% 16
DRAM EST $22,153 -2.37% -1.96 -1.97 -6.82 -4.9% 40% +2.6% 15
GPU Tilt EST $1,407 -2.91% -0.56 -0.69 -2.33 -12.3% 55% +6.8% 22
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 August 28, 2026. Not a backtest.

Capital Allocation · No Margin

Memory Rotation
25%
$22,553.78
Bond Rotation
5%
$4,650.47
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$13,919.63
Earnings Momentum
15%
$7,489.42
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$0.00
GPU Tilt
5%
$4,829.83
BTC Regime Gate
5%
$4,561.02
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $16,542.90 Total Deployed: $68,476.04 / $85,018.94
Zero-allocation/deallocated positions (pending liquidation): $10,471.88

Trading Discipline SCORE 35

35 BREACH
score, last 2 session(s)
✓ Max Daily Loss worst day -1.07% vs -2.0% limit
✓ Max Drawdown -1.75% vs -8.0% limit
✗ Guard Hygiene 5 active alert(s): SINGLE_NAME_OVER_10PCT_BIL_11.9pct, SINGLE_NAME_OVER_5PCT_IBIT_5.3pct, SINGLE_NAME_OVER_10PCT_MU_14.7pct…
✓ Active Trading Days 20 of last 21 sessions vs 16 minimum
✗ Beat the Market book +0.00% vs SPY +3.22% same window; alpha -3.22pp vs >= +1.0pp
✓ No Margin buying power $10,658 vs cash $16,543
✗ 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 2026-09-01 01:29 EST