Daily snapshot · allocator targets · 2026-09-16 9:30 PM ET
Portfolio Risk Metrics LIVE PAPER
Sharpe
-4.47
total vol risk
Sortino
-5.63
downside only
Calmar
-8.43
CAGR / MaxDD
Max DD
-4.8%
worst drawdown
Total Return
-4.66%
trailing 23 trading days (Alpaca 1M history window)
Trade Win Rate
45%
186 wins / 411 closed
Alpaca account history · through 2026-09-17
Cumulative P&L LIVE PAPER
$-16,793.45
411 closed round-trips · net realized P&L, FIFO-matched fills
$5.3k−$6.6k−$18.5k
Jun 23 '26Aug 1Sep 1Sep 17 '26
Alpaca fills · FIFO realized · excludes BIL/SGOV/SHV & <$25 dust · not a backtest
Daily P&L Calendar (vs $VOO)
Window total$-3,891.37
Green days10/23
Avg win$345.92
Avg loss$-565.43
Best day
$886.67
Worst day$-1,658.61
Agreement16/22 (73%)
Up-days agreement6/9
Down-days agreement10/13
Correlation r0.518
Mean |delta|0.558%
August 2026
VOO vs P&L · % day move
MonTueWedThuFri
3—+1.46%
4—+1.78%
5—-0.20%
6—-0.11%
7—+0.59%
10—-0.05%
11—-0.31%
12—+0.27%
13—+0.66%
14—-0.18%
17+96.91-0.46%
18-350.76-0.68%
19+93.99+0.21%
20-147.64-0.85%
21+263.45+0.41%
24-513.44-0.28%
25-138.29+0.29%
26-128.66+0.02%
27+327.96+0.68%
28-907.09-0.23%
31+886.67-0.33%
September 2026
VOO vs P&L · % day move
MonTueWedThuFri
1-1208.39-0.67%
2+743.89+0.46%
3+712.99+1.05%
4-1126.22-0.40%
7—·
8-99.68-0.52%
9-1658.61-0.48%
10+147.25-0.59%
11-58.57+0.84%
14+40.47-0.45%
15-462.79-0.44%
16-550.47-0.44%
17+145.66+1.12%
18
21
22
23
24
25
28
29
30
Alpaca get_portfolio_history · rolling 1M broker window (2026-08-17 to 2026-09-17) · VOO from Yahoo Finance daily closes (auto-refreshed each site build) · "·" = no VOO data · correlation on daily % returns · dollar P&L vs index %-move is agreement context, not attribution · Mon–Fri only
Strategy Fleet Inventory
Capital = allocated book value · Growth = since start date, transfers excluded · Data as of 2026-09-16 · 2026-09-17 4:15pm ET · Capital ▼ default sort
Paper sleeves marked "Live · Paper" trade a shared Alpaca paper account (PA3HAIILY8S9) via the executor; Kalshi fleet account is shared with an external actor. "Growth" = equity change since start date excluding transfers (paper sleeves: unit-NAV mark-to-market on fixed notional; live: account P&L on static baseline). "—" = not yet measurable (n too small). Explorations without capital show "—" for capital-derived cells.
Strategy Summary 80/20 HOLDOUT
Exit-date split · holdout excluded from optimization.
Full Sample411 closed round-trips
Net Profit
$-16,793.45
all closed trades
Win Rate
45.26%
186 wins / 411 closed
Profit Factor
0.45
gross profit / gross loss
# of Trades
411
closed round-trips
Max Drawdown
$20,503.67
peak-to-trough decline
Avg Return
$-40.86
mean P&L per trade
Out-of-Sample · Held Back83 of 411 (20.2% of sample)
Avg S/Trade
$-2.52▲ $48.04
OOS mean P&L
Win Rate
37.35%▼ 9.9pp
31 wins / 83 OOS
Profit Factor
0.86▲ 0.43
OOS gross profit / loss
Drawdown/Profit
—— N/A
OOS drawdown / net profit
Total Trades
83▼ 245
held-back round-trips
Edge Decay
▲ 101.40%
profit factor vs in-sample
small sample, deltas may be noisy
Cumulative Equity
In-sampleOut-of-sample
$5.3k−$6.6k−$18.5k
train / test
Jun 23 '26Aug 1Sep 1Sep 17 '26
Current Holdings ● LIVE — Alpaca
Symbol
Strategy
Qty
Avg Entry
Current
Market Value
Unrealized P&L
DIG
Memory Rotation
136.4001
$71.94
$70.68
$9,641.11
$-171.98 (-1.75%)
MSFT
Bilbo Paper
19
$504.69
$496.92
$9,441.48
$-147.63 (-1.54%)
META
Bilbo Paper
12
$669.85
$681.38
$8,176.56
$138.36 (+1.72%)
DIS
Bilbo Paper
71
$106.84
$105.49
$7,489.88
$-95.76 (-1.26%)
BIL
Memory Rotation
25.1988
$91.46
$91.53
$2,306.50
$1.92 (+0.08%)
SCO
Jump Mirror
113.6855
$19.87
$20.28
$2,305.54
$46.61 (+2.06%)
ZSL
Jump Mirror
67.8174
$24.90
$23.80
$1,614.05
$-74.73 (-4.42%)
BNO
Jump Mirror
0.7919
$59.48
$61.00
$48.30
$1.20 (+2.55%)
Alpaca paper · updated 2026-09-17 5:11 PM ET
Position History
Date (ET)
Symbol
Side
Qty
Price
Strategy
2026-09-17 3:57 PM
XLE
SELL
20.8169
$64.45
Memory Rotation
2026-09-17 3:56 PM
XLE
BUY
7.9238
$64.43
Memory Rotation
2026-09-17 1:10 PM
ZSL
BUY
0.7821
$23.44
Jump Mirror
2026-09-17 12:06 PM
XLE
SELL
8
$63.99
Memory Rotation
2026-09-17 12:06 PM
XLE
BUY
20.8931
$64.00
Memory Rotation
2026-09-17 10:35 AM
XLE
SELL
20.9467
$63.82
Memory Rotation
2026-09-17 10:34 AM
XLE
BUY
20.9467
$63.81
Memory Rotation
2026-09-17 10:33 AM
DIG
BUY
0.356
$69.22
Memory Rotation
2026-09-17 10:33 AM
XLE
SELL
20.9628
$63.77
Memory Rotation
2026-09-17 10:32 AM
XLE
BUY
20.9628
$63.77
Memory Rotation
Active Strategies
Allocated Sleeves · LIVE PAPER places paper-account orders; PAPER SIM places no orders
Memory RotationESTLIVE 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
1-min Truth Social poller — NOTIFICATION ONLY: alerts sent, trading disabled 2026-08-20, no orders placed
Pending: SELL GOOGL ($750.00) · REGULAR
Last run 2026-09-17 4:28 PM ET
Inverse CryptoESTACTIVESIGNAL-ONLY · PAPER SIM
7 strategies tested — no alpha after costs
Last run 2026-09-17 12:36 AM ET
DRAMESTPAUSEDSIGNAL-ONLY · PAPER SIM
PAUSED TRADING — signal-only paper simulation continues; Dynamic Regime-Adaptive Momentum with vol-scaled sizing + VIX-adaptive ATR trailing stop
Last run 2026-09-17 8:01 AM ET
VNQ ReversionESTACTIVESIGNAL-ONLY · PAPER SIM
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-17 12:36 AM ET
Earnings MomentumESTACTIVESIGNAL-ONLY · PAPER SIM
Post-earnings momentum — scanner 9:00 PM ET, GTC entries at next bridge pass, 6.5% target / 5.5% stop / 5-session time exit
Last run 2026-09-17 3:40 PM ET
GPU TiltESTACTIVESIGNAL-ONLY · PAPER SIM
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.
Last run 2026-09-17 12:36 AM ET
Braided-DeltaESTACTIVESIGNAL-ONLY · PAPER SIM
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).
Last run 2026-09-17 4:55 PM ET
WaterholeESTACTIVESIGNAL-ONLY · PAPER SIM
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).
Last run 2026-09-17 4:55 PM ET
BTC Regime GateESTACTIVESIGNAL-ONLY · PAPER SIM
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).
Last run 2026-09-17 4:55 PM ET
Retired · no allocation, kept for historical context
Maple SleeveESTRETIRED0% ALLOCATION
Canadian blue-chip dividend diversification sleeve
Pre-market gap momentum scanner — allocation removed after live evaluation
Retired · last run 2026-09-17 9:16 AM ET
Meme Sentiment SIGNAL-ONLY / NOT VALIDATED / NO LIVE CAPITAL
Meme Mania
57.9
Feeds Used
reddit, polymarket, kalshi
Feeds Missing
kalshi: OK · polymarket: OK · reddit: OK · twitter: UNAVAILABLE
Ticker
Meme Score
Suggested Weight
No candidates above threshold
Meme signal · 2026-09-16 9:30 PM ET
Earnings Calendar SCANNER
Ticker
Earnings Date
Days Until (at scan)
Decision
Reason
Monday, 2026-09-21
AIR EST
2026-09-21 (Monday)
5 days
NO SETUP
momentum mixed not stable/accelerating; price -13.29% below 50-day MA (trend gate)
BNC EST
2026-09-21 (Monday)
5 days
NO SETUP
Runup 58.9% >= 10% cap (already run up too much); momentum fading not stable/accelerating
MSS EST
2026-09-21 (Monday)
5 days
NO SETUP
momentum mixed not stable/accelerating; price -6.03% below 50-day MA (trend gate)
NCPL EST
2026-09-21 (Monday)
5 days
NO SETUP
momentum mixed not stable/accelerating; price -7.58% below 50-day MA (trend gate)
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-16 9:10 PM ET
Earnings Momentum LIVE PAPER
Trading Days Since Signal EST
8 / 5
Open Legs
0 / 5
Signal
2026-09-07 9:02 PM ET
Symbol
Status
Entry
Target
Stop
Current
Unrealized P&L
CHWY EST
— · no live position confirmed
$23.66 EST
$25.20
$22.36
—
—
BAH EST
— · no live position confirmed
—
—
—
—
—
CMG EST
— · no live position confirmed
—
—
—
—
—
EXLS EST
— · no live position confirmed
—
—
—
—
—
LMT EST
EXITED · time exit
—
—
—
$526.63
—
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 —
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 2026-09-16 5:31 PM ET.
TimesFM-3 (GEPA champion config)
MAE (21d)
$8.83 EST
Dir Hit
74.3% EST
Brier (prob.)
0.1929 EST
CRPS
3.5616 EST
Hybrid v2 (baseline)
MAE (21d)
$9.03 EST
Dir Hit
62.9% EST
Brier (prob.)
0.2069 EST
GEPA champion
(holdout-locked):EST 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
Real-money automated strategies on the Public.com brokerage accounts, one
block per account. Data below comes from the stored Public.com portfolio/transaction snapshot and local strategy state,
as of 5:11pm ET, Sep 17. These are last observed values; a failed refresh can leave an older snapshot.
Each account and strategy carries its own as-of stamp.
Sizing: 15% of account equity per position, floor $400, cap 40% of equity, minimum entry $400; each buy = min(target, spendable funds − 0.65% fee reserve). De-risk ladder: after 2 consecutive losing exits the fraction is halved (f=0.075) until a winning trade. Replaced the $500→$3,000 Tier-2 ratchet on Sep 4, 2026.
Management: Exits: 6-night hold timer (HOLD_DAYS=6; re-trigger resets, higher-sig coin wins) and BTC > EMA100 regime gate (flip → cash). Kill gates ENFORCED in code (pre-registered SCALP_PROMPT.md): −35% drawdown from the ledger high-water mark, trailing-12-month return < −15%, avg execution shortfall > 15bp/side (20-side window, from 10 sides) — a trip refuses new entries, alerts once, and sticks until reviewed. Exactly-once orders (durable intent + zero SDK retries), 8dp raw-POST sells, process lock, same-signal-date guard, data-glitch gate, crypto-only open-order guard. Schedule: 8:01 pm ET trade, 9:15 pm watchdog, 10:31 pm catch-up, 9:30 am liveness, 8:30 am status line. 100% LLM-free.
Position
CASH (USDC)
Days Left
0
Sizing Tier
normal (f=0.15)
Target Notional
$624.09
Next Buy
$624.09 (full target)
Loss Streak
0 losing exits in a row
Ledger P&L
$0.00 realized · DD $0.00 from HWM
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 +0.3639 · ETH +0.3568 · SOL +0.6066
Recent runs
Run (ET)
Target
Trades
Reason
8:01pm ET, Sep 16
—
no trade
no trigger, no position -> cash
8:01pm ET, Sep 15
—
no trade
no trigger, no position -> cash
8:01pm ET, Sep 14
—
no trade
no trigger, no position -> cash
8:01pm ET, Sep 13
—
no trade
no trigger, no position -> cash
8:01pm ET, Sep 12
—
no trade
no trigger, no position -> cash
Entry >1.75σ / 14d · EMA100 gate · 6-day hold / 1 position · backtest — (no artifact)
Executor: Public.com AI Agent 'Conditional SMH Day Trade' (public-side, autonomous) ·
Public-side gate not observed locally · STALE — flag >36h old
Account: Agent Cash Brok 1 - 5OI23198 cash
Sizing: 2.5% of account equity per trade, clamped to $100–$400 (prompt v2, Sep 4, 2026; PASTED into the Public-side agent 2026-09-04 — live).
Management: Entry: weekdays 3:45 pm ET gate — skip if SMH < 200-day SMA or QQQ 21-day return ≥ +12%; else 3:55 pm ET limit buy at ask + $0.05 (cancel unfilled at close). Exit: sell ALL at 9:30 am ET next day, market. Never short, no stop-loss, never hold past the next open, at most one buy per day. Kill rules (user-enforced): after 60 traded nights must beat the ungated and MA200-only books; stop if drawdown from peak > 35%.
Executor gate
not observed — decided on the Public-side agent
Book
—
Legacy model flag (research cross-check only, not the SMH executor): no-skip · — · as of 6:50pm ET, Sep 16 · 6:50pm ET, Sep 16
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 2.5% of equity ($100–$400; prompt v2 PASTED 2026-09-04) of 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.
Asia-gate London Goldweekdays · 3:00 AM buy → 8:00 AM sell (ET)
Executor: Hermes cron executor (gold_bot.py, 6 phases) — LLM-free ·
Flag as of 5:32pm ET, Sep 16 · last observed
Account: Agent Cash Brok 1 - 5OI23198 cash
Sizing: 2.5% of account equity per session, clamped to $100–$400 (gold_bot.py target_notional, Sep 4, 2026); no partial entry below $90; buy also clamped by the daily funds allocator's headroom on this shared account.
Management: 6-phase weekday schedule (Hermes cron, LLM-free): 8:00 pm ET evening anchor → 2:00 am mark (GREEN if GLD > the 8:00 pm price, else RED) → 3:00 am buy (GREEN + BULL regime flag only; extended-hours LIMIT at ask + 1 tick) → 3:05 am cancel unfilled → 8:00 am sell ALL (LIMIT at bid − 1 tick) → 8:05 am sell fallback (market / marketable limit). Never short, never hold past 8:00 am, no stop-loss. Kill gates in code: after 60 traded sessions must beat always-long GLD; 120-session signal agreement must stay ≥ 51%.
Regime flag (weekly)
BULL
Flag detail
p_up 0.7, 21d median $410.51 vs $391.74 (+4.8%)
Kill gates
not tripped (60-trade vs GLD; 120-trade agreement ≥ 51%)
Weekly BULL/BEAR regime flag (trade only on BULL). Weekdays: 2:00 AM ET — GREEN if GLD now > 8:00 PM ET price; GREEN → buy 2.5% of equity ($100–$400) of 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 / 291 sessions (long 4.5%/0.61). Live 2bp cost: ≈low-teens CAGR. Decaying edge: first ½ +28.4%/4.62 vs second ½ +4.0%/0.55 (London 17.1%→7.5%). Stop: last 60 trades < long GLD; 120-trade 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 4:10pm ET, Sep 8 (ledger.updated_et)
EST
Alpaca Paper SleevesBilbo 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 4:10pm ET, Sep 8 (ledger.updated_et) · STALE — no state update in 36h+
QQQ Sleeve
FLAT
Bilbo Long
5 open (MSFT, TSLA, SMCI, DIS, META)
Bilbo Dual Ledger
primary author-exits + shadow cap-only
Book
Alpaca paper — ~25bp equity risk/trade
Armed compression boxes
Symbol
Box Low
Box High
Grey Bars
Entry
DIS
$103.75
$105.23
9
$107.29
META
$646.21
$654.57
10
$665.59
MSFT
$493.81
$500.73
13
$511.58
SMCI
$36.61
$37.40
21
$37.97
TSLA
$350.36
$356.65
11
$371.97
Recent events
Time (ET)
Sleeve
Event
Detail
4:10pm ET, Sep 17
bilbo
Equity mark
4:10pm ET, Sep 17
bilbo
Carveout reservation
1:56pm ET, Sep 17
bilbo
Capital guard
1:56pm ET, Sep 17
bilbo
Capital guard
12:56pm ET, Sep 17
bilbo
Skipped
TSLA insufficient_cash
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 replication 2021–2026 (fit 86% vs author live; 0 spurious): +64bp/trade primary / +118bp/trade cap-only shadow, PF 1.40, day-cluster t=3.37 (n=1,758), net 1bp/side. Alpaca paper-only, 4-week forward gate.
8-Bot Options Desk ADVISORY · NO ORDERS
Snapshot Sep 17, 10:54 AM ET
Bots live · profiles
8/8EST
Last desk brief · bot08 run
—
Scheduler · execution only
7/8 last-run OKEST
Desk equity snapshot
$3,000.00
Owner cap
$3,000.00
Cap headroom · cap minus equity
$0.00EST
Open reservations · ledger
0EST
Active vetoes / flags · symbols
14EST
Audit findings · fixed / total
12/12 fixed · 0 openEST
DAG E2E · S1–S6
PASSSep 07, 07:39 PM ET
bot01Sep 17, 08:32 AM ET● OKscan
bot02Sep 14, 08:46 AM ET● OKscan
bot03Sep 17, 10:25 AM ET● OKidle
bot04Sep 17, 08:01 AM ET● OKscan
bot05Sep 17, 10:13 AM ET● OKflag
bot06Sep 17, 10:25 AM ET● OKidle
bot07Sep 17, 10:40 AM ET● OKrisk
bot08Sep 17, 10:55 AM ET● FAILbrief
EST counts / headroom · audit A1–A10, C2, bot08 budget
Data stale: completed desk brief unavailable.
ETF CSP Sleeve · 4-Lot Diversified PAPER · NO ORDERS
Candidates sit GATE_PENDING until a locked out-of-sample window exists, then scripts/candidate_gate.py (deflated-Sharpe, novelty, spanning) rules on paper admission. Weekly cycle: Mondays 8:00 AM ET.
Market-Neutral Lab PAPER · READ-ONLY · 5OI24098
short 2 MSTR @ $142.50 · long 9 IBIT @ $45.11 · opened 2026-09-07 EST
marks: MSTR $131.59 · IBIT $43.30 · gross $653 EST
Pair paper P&L
+$6 EST
Net delta drift
+0.4% EST
MSTR vs IBIT (premium residual)
-3.8% EST
Margin est
$424 EST
C4 SPAC carry
IBAC $10.90 · P&L −$30 · gap vs trust -2.08% · extension vote 2026-09-24 EST
NHIC $9.45 · P&L −$119 · gap vs trust -11.44% · redemption 2026-09-15 EST
Sleeve sits in cash (BIL) — no semis exposure while the signal is defensive.
H100 Signal $/GPU-hr
20d Ago
20d Momentum
20d Z-Score
5d Avg Return
$2.5271
$2.9679
-14.8%
-1.76
-2.25%
Z >+0.5 + rising: 60% SOXX / 40% SMH · <−0.5 + falling: 100% BIL · else ½ book · Last signal: Z -1.76 → DEFENSIVE
⚡ VIX for Compute
Ornn daily GPU price observations. Returns and annualized volatility are calculated estimates over the dated history shown; unavailable statistics: —.
Compute VIX (avg)
66.4% EST
H100 last daily index
$2.62
Sep 16, 04:00 PM ET
GPU
Daily $/hr
Observed (ET)
History return
Ann. vol
20-session momentum
History window
A100 SXM4
$1.05
Sep 16, 04:00 PM ET
-16.4% EST
40.0% EST
-0.9% EST
2026-05-25 → 2026-09-16
B200
$7.03
Sep 16, 04:00 PM ET
+31.7% EST
56.1% EST
+13.0% EST
2026-05-25 → 2026-09-16
H100 SXM
$2.62
Sep 16, 04:00 PM ET
-8.1% EST
65.8% EST
-2.2% EST
2026-05-25 → 2026-09-16
H200
$5.27
Sep 16, 04:00 PM ET
+28.2% EST
94.3% EST
+24.1% EST
2026-05-25 → 2026-09-16
RTX 5090
$0.68
Sep 16, 04:00 PM ET
-19.8% EST
75.7% EST
+27.1% EST
2026-05-25 → 2026-09-16
LLM Token Index
$/Mtok (blended)
Observed
Anthropic
$1.541
2026-09-15
Deepseek
$0.083
2026-09-15
Google
$0.507
2026-09-15
Openai
$0.444
2026-09-15
Ornn gpu_history.json / otpi_history.json · historical, not spot
VIX > 40 Episode Alarm ARMED
Advisory only — no orders. Hourly watch: a VIX close above 40 opens an
episode (alert fires once); a close back below 35 re-arms. Signal replicated 2010→2026:
the 17 close-episode starts (2010/2011/2015/2020/2025) marked the best forward-entry windows
of the period. 2018/2024 spikes crossed 40 intraday only — closes are the rule.
VIX last close
14.5
Status
Quiet — no open episode
1-yr forward after episode start (median / worst)
+31% / +18%
Episodes since 2010
17
Alarm cron 65bfb9709462 · health blind_hours=0 (data OK at last hourly check) ·
alert posts to the trading chat; never a trade order. Updated 2026-09-09 6:55 PM ET
ATR SPY Put Credit Spread ESTLIVE PAPER
Weekly −1·ATR SPY 10-wide put credit spread, 1 lot, same-week Friday expiry.
Sell short strike at prior weekly close − 1.0×ATR14; skip unless natural credit ≥ $0.20.
Fill-confirmed entries only; one re-quote budget per week. Account PA3HAIILY8S9.
Realized P&L (void-adjusted)
$0.50
Max Risk / Lot
$1,000
Swan Breaches (13wk)
0/13w
Week
Strikes
Expiry
Credit
Status
2026-W36
750/740
2026-09-04
$0.00
skipped_credit natural credit 0.00 < gate 0.20
2026-W37
755/745
2026-09-11
$0.69
entered
EST: sleeve-book estimate from state ledger, void-unfilled corrections applied; broker-verified fills only count. Updated 2026-09-10 2:42 PM ET
Kalshi Perps — Live Account & Shadow Books LIVE
Real Kalshi Prime margin account (dedicated FCM subaccount, $2,500 funded 9/15).
Real book is positioned:
metals-carry gate is 0/3 positive funding prints, and the NDX daily up/down study
has not seen a QQQ EMA21 signal day yet. Shadow books below are paper verdicts, not trades.
Account Equity (real)
$3,247
Available / Resting
$0 · 0 orders
Dailies Wallet (event_contract)
$$23.24
Carry Gate (3× positive prints)
0/3
Carry Shadow P&L (always-short / follow)
$0.00 /
$0.00
Perp
Implied Spot
Funding /8h
Funding %/yr
KXAAVEPERP
125.86
0.0000%
+0.0%
KXADAPERP
0.202
-0.0117%
-12.8%
KXBCHPERP
233.02
0.0000%
+0.0%
KXBNBPERP
728.2
0.0000%
+0.0%
KXBTCPERP
76686.0
0.0127%
+13.9%
KXDOGEPERP
0.0818
0.0000%
+0.0%
KXETHPERP
2469.3
0.0000%
+0.0%
KXGOLDPERP
4369.3
0.0000%
+0.0%
KXHYPEPERP
82.2
0.0000%
+0.0%
KXKSHIBPERP
0.0052
0.0000%
+0.0%
KXLINKPERP
11.3892
0.0000%
+0.0%
KXLTCPERP
53.731
0.0000%
+0.0%
KXNEARPERP
2.897
0.0000%
+0.0%
KXSILVERPERP
65.848
0.0000%
+0.0%
KXSOLPERP
101.235
0.0193%
+21.1%
KXSUIPERP
0.7353
0.0000%
+0.0%
KXVVVPERP
24.338
0.0000%
+0.0%
KXWLDPERP
0.3752
-0.0196%
-21.4%
KXXRPPERP
1.3061
0.0000%
+0.0%
KXZECPERP
1476.92
-0.0540%
-59.2%
NDX Daily Up/Down (real book — dailies trade on the event_contract wallet; perps on margined)
No dailies position
NDX Daily Up/Down Shadow (parallel-arm study for the QQQ EMA21 sleeve — equity route stays primary)
QQQ vs EMA21 (signal at −5.0%)
-1.1%
Signal day?
no
Today's market
active
Baseline up-rate / break-even taker price
63.2% / 0.62
Real account last order activity: KXBTCPERP ask @ 7.6528 · Trade · 2026-09-17 8:11 AM ET.
Verdicts stay shadow until gates pass (carry: persistent positive funding + paper beat vs baseline; dailies: ≤0.62 pricing with depth on a signal day). Updated 2026-09-17 12:10 PM ET
SMH Overnight API ESTLIVE
API-native migration of the paused SMH in-app agent. Weekdays 3:55pm ET:
gated BUY 1 SMH LIMIT ask+$0.05 as a BRACKET with a broker-side disaster stop
(limit − 1.5×ATR14); DAY/CORE dies unexecuted at the close. Exit: market sell 9:31am ET;
stop child as backstop. Gates: SMH > 200-session SMA and QQQ 21-session return < +12%.
Account 5OI24098.
Status
GATE ON
Round Trips
0/60
Sleeve P&L (realized)
$+0.00
Ungated O/N Benchmark
—
QQQ 21-Session
-3.6%
Equity DD (halt −35%)
+0.0%
Holding 0 sh · last entry 2026-09-15 · $542.70 · benchmark compounds
the same per-trade capital every weekday, gated or not. Kill gate at 60 round trips vs
benchmark — lose to it and the sleeve halts. EST: sleeve ledger from Public API state;
updated 2026-09-15 04:53 PM EDT.
MN Carry (Kalshi×IBIT) ESTLIVE
Delta-neutral funding-carry: SHORT KXBTCPERP + LONG IBIT (Public
5OI23198 — hedge account per 9/16 directive). Gate M5 T0.5 X0.5 C2 (Astra-frozen round-3):
enter when the trailing 5-print funding mean ≥ 0.5bp, exit on 2 consecutive cold means;
every settled print re-evaluates it (12am/8am/4pm ET). A 1-minute deterministic watchdog
flattens on kill (−$50/8d or 3 negative days) and auto re-enters on HOT — no agent in the
trade path. Optimization rounds: R4 (Pareto 450 configs / TimesFM-3 forecast layer / GEPA
121-call evolution) = NO-GO — none beat the frozen gate on holdout; round-3 retained.
Review passes 8:05am/4:05pm ET.
Status
FLAT
Sleeve P&L
$+0.00
Perp leg
$+0.00
Hedge leg
$+0.00
Gate (5-print mean)
+1.19bp HOT
Open incidents
0
Perp 0 ct @ — (notional
≈ $0) · hedge 0 IBIT · est. carry at hot pace ≈ $0.00/day
while gate stays HOT · watchdog 1-min, kills armed · snapshot 9/17 5:11pm ET · mark-based
P&L is an estimate (EST) — broker ledger reconciles at exits.
Hormuz carry EVENT-ARMED (freight confirm): ShippingWatch alert 37h old (Tue Sep 15, 6:47am ET); Jump short Brent $11.2M as of Wed Sep 16, 7:33pm ET — freight premium confirms the strait risk (BWET 20d mom 97.77% > 20% floor) without Jump long-Brent; tranche-limited book
1 alert(s) demoted as de-escalation pleas
Daily signal · 5:30pm ET cron · 2026-09-16 7:40 PM ET · EST estimate: armed sleeve signal targets, not confirmed holdings.
Live Paper Trading Performance LIVE PAPER
23 trading days · Alpaca 1M window · through 2026-09-17
Trailing Days
23
Total Return
-4.66%
Sharpe
-4.47
Sortino
-5.63
Calmar
-8.43
Max DD
-4.83%
Trade Win Rate
29%
Profit Factor
0.56
Expectancy
$-5
Closed Trades
665
Strategy
Equity
Return
Sharpe
Sortino
Calmar
Max DD
Daily Up %
Best Day
Days
Ndx Momentum EST
$2,023
+9.33%
12.89
1352.91
38145.17
-0.1%
60%
+5.0%
6
Shipping EST
$1,791
+5.82%
19.69
—
—
0.0%
75%
+2.8%
5
Hormuz Carry EST
$2,407
+4.89%
23.56
—
—
0.0%
75%
+1.8%
5
Jump Mirror EST
$4,271
+4.07%
3.00
7.62
85.23
-2.9%
43%
+6.7%
8
Value Dip EST
$3,513
+1.06%
5.84
—
136.19
-0.5%
50%
+1.2%
5
BTC Regime Gate EST
$4,483
-0.99%
-0.57
-1.40
-5.00
-4.9%
38%
+5.8%
9
Bond Rotation EST
$9,676
-1.98%
-2.20
-2.94
-6.44
-3.8%
35%
+1.8%
18
Earnings Momentum EST
$6,305
-3.05%
-2.42
-3.77
-6.42
-4.7%
48%
+1.9%
22
Trump Tweet EST
$2,236
-5.58%
-9.54
-8.51
-16.94
-5.6%
0%
0.0%
5
Bilbo Paper EST
$1,535
-21.49%
-2.85
-2.72
-3.26
-28.3%
9%
+9.9%
24
Maple EST
$3,015
-29.08%
-2.61
-2.78
-2.37
-41.8%
47%
+11.1%
18
Unattributed EST
$2,319
-35.95%
-4.24
-5.02
-2.50
-39.9%
35%
+10.5%
18
GPU Tilt EST
$214
-53.29%
4.43
30.45
-0.98
-101.9%
45%
+1326.4%
12
Benchmark Core EST
$-1
-121.71%
-4.48
-3.88
-0.14+0.00j
-725.1%
17%
+302.8%
24
8-Bot Options Desk EST
$3,000
—
—
—
—
—
—
—
12
Trade Quality (FIFO round-trips)
Strategy
Closed Trades
Win Rate
Profit Factor
Expectancy
W/L Ratio
Trades/wk
Ndx Momentum
5
80%
29.68
$35
7.42
1.1
Jump Mirror
15
60%
2.20
$13
1.47
3.3
BTC Regime Gate
20
40%
0.46
$-2
0.69
4.3
Bond Rotation
25
20%
0.67
$-1
2.68
5.4
Earnings Momentum
5
20%
0.45
$-40
1.79
1.1
Maple
188
28%
0.35
$-7
0.88
40.9
Unattributed
11
27%
0.38
$-102
1.02
2.4
GPU Tilt
285
25%
0.67
$-1
1.98
62.0
Benchmark Core
5
40%
0.86
$-1
1.30
1.1
FIFO-matched Alpaca fills · excludes cash venues & dust · what a quant checks before trusting a Sharpe
Alpaca get_portfolio_history · EST fill-timeline × closes · not a backtest
EST P&L residual $-36.52 (-0.04% NAV) · BIL/SHV 0%
EST equity gap $35,630.63 (43.63% NAV) · desk allocation $3,000.00 · account NAV through 2026-09-17 · desk through 2026-09-17
Since First Live Session LIVE PAPER
Portfolio vs $VOO vs $GOOG — all indexed to 100 on 2026-08-10 (first live paper session, post-reset $100k account). Benchmarks: split-adjusted closes, same calendar dates.
Cumulative % Return
Portfolio$VOO$GOOG
+3%-3%-9%
Aug 10 '26Sep 1Sep 17 '26
Latest: Portfolio -3.1% · $VOO -1.3% · $GOOG -3.4% · touch or drag a finger across the chart to inspect any date · sources: Alpaca account history + Yahoo Finance daily closes
Capital Allocation · No Margin
Memory Rotation
15%
$11,947.61 EST
Bond Rotation
0%
$0.00 EST
DRAM
0%
$0.00 EST
VNQ Reversion
0%
$0.00 EST
Maple
0%
$0.00 EST
Earnings Momentum
0%
$0.00 EST
Hormuz Carry
10%
$0.00 EST
Ndx Momentum
0%
$0.00 EST
GPU Tilt
0%
$0.00 EST
BTC Regime Gate
0%
$0.00 EST
Braided-Delta
0%
$0.00 EST
Waterhole
0%
$0.00 EST
Benchmark Core
0%
$0.00 EST
Bilbo Paper
25%
$25,107.92 EST
Jump Mirror
5%
$3,967.90 EST
Available Cash: $40,695.39Total Deployed: $41,023.43 / $81,718.83
Trading Discipline ESTSCORE 44
score, last 18 session(s)
✓Max Daily Loss ESTworst day -1.97% vs -2.0% limit
✓Max Drawdown EST-4.83% vs -8.0% limit
✗Guard Hygiene EST6 active alert(s): LEVERAGED_NAME_OVER_5PCT_DIG_10.7pct, SINGLE_NAME_OVER_10PCT_DIG_10.7pct, SINGLE_NAME_OVER_5PCT_DIS_9.3pct…
✓Active Trading Days EST22 of last 23 sessions vs 16 minimum
✗Beat the Market ESTbook -4.66% vs SPY -1.30% same window; alpha -3.35pp
✓No Margin ESTcash balance $40,695.39; negative cash indicates a debit
✗Allocation Drift EST2 sleeve(s) beyond ±2.5pp of target
EST · Score covers 7/7 objectives · account through 2026-09-17 · risk 2026-09-16 9:30 PM ET