Daily snapshot · allocator targets · 2026-09-22 9:30 PM ET
Portfolio Risk Metrics LIVE PAPER
Sharpe
-5.81
total vol risk
Sortino
-6.40
downside only
Calmar
-7.82
CAGR / MaxDD
Max DD
-7.7%
worst drawdown
Total Return
-7.38%
trailing 21 trading days (Alpaca 1M history window)
Trade Win Rate
39%
303 wins / 769 closed
Alpaca account history · through 2026-09-22
Cumulative P&L LIVE PAPER
$-19,618.19
769 closed round-trips · net realized P&L, FIFO-matched fills
$5.5k−$8.0k−$21.5k
Jun 23 '26Aug 1Sep 1Sep 23 '26
Alpaca fills · FIFO realized · excludes BIL/SGOV/SHV & <$25 dust · not a backtest
Daily P&L Calendar (vs $VOO)
Window total$-6,787.23
Green days7/21
Avg win$440.79
Avg loss$-705.20
Best day
$886.67
Worst day$-2,641.02
Agreement12/20 (60%)
Up-days agreement4/9
Down-days agreement8/11
Correlation r0.355
Mean |delta|0.805%
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—-0.46%
18—-0.68%
19—+0.21%
20—-0.85%
21—+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+226.31+1.12%
18-2641.02+0.13%
21-69.93+1.55%
22-309.61-0.01%
23—-0.77%
24
25
28
29
30
Alpaca get_portfolio_history · rolling 1M broker window (2026-08-24 to 2026-09-22) · 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 Sample769 closed round-trips
Net Profit
$-19,618.19
all closed trades
Win Rate
39.40%
303 wins / 769 closed
Profit Factor
0.43
gross profit / gross loss
# of Trades
769
closed round-trips
Max Drawdown
$23,245.23
peak-to-trough decline
Avg Return
$-25.51
mean P&L per trade
Out-of-Sample · Held Back154 of 769 (20.0% of sample)
Avg S/Trade
$-5.57▲ $24.94
OOS mean P&L
Win Rate
27.92%▼ 14.4pp
43 wins / 154 OOS
Profit Factor
0.30▼ 0.14
OOS gross profit / loss
Drawdown/Profit
—— N/A
OOS drawdown / net profit
Total Trades
154▼ 461
held-back round-trips
Edge Decay
▼ 31.26%
profit factor vs in-sample
small sample, deltas may be noisy
Cumulative Equity
In-sampleOut-of-sample
$5.5k−$8.0k−$21.5k
train / test
Jun 23 '26Aug 1Sep 1Sep 23 '26
Current Holdings ● LIVE — Alpaca
Symbol
Strategy
Qty
Avg Entry
Current
Market Value
Unrealized P&L
MSFT
Bilbo Paper
19
$504.69
$499.68
$9,493.92
$-95.19 (-0.99%)
DIG
—
120.8418
$71.64
$66.48
$8,033.56
$-623.88 (-7.21%)
BIL
Memory Rotation
25.1988
$91.46
$91.58
$2,307.83
$3.25 (+0.14%)
STNG
Hormuz Carry
6.2002
$88.25
$82.21
$509.72
$-37.45 (-6.84%)
INSW
Hormuz Carry
3.7193
$110.00
$102.87
$382.60
$-26.52 (-6.48%)
SBLK
Benchmark Core
1
$32.02
$30.53
$30.53
$-1.49 (-4.66%)
Alpaca paper · updated 2026-09-23 1:11 PM ET
Position History
Date (ET)
Symbol
Side
Qty
Price
Strategy
2026-09-23 12:27 PM
SBLK
SELL
10
$30.64
Benchmark Core
2026-09-23 10:24 AM
NATH
SELL
3
$97.00
Benchmark Core
2026-09-23 10:11 AM
ZIM
SELL
11
$30.51
Benchmark Core
2026-09-23 10:11 AM
VOO
SELL
35
$709.34
Benchmark Core
2026-09-22 12:56 PM
GOOGL
SELL
5
$351.01
Bilbo Paper
2026-09-22 10:10 AM
ZIM
BUY
2
$30.15
Benchmark Core
2026-09-22 10:10 AM
VOO
BUY
7
$713.29
Benchmark Core
2026-09-22 10:10 AM
SBLK
BUY
3
$30.91
Benchmark Core
2026-09-22 10:10 AM
NATH
BUY
1
$98.44
Benchmark Core
2026-09-21 12:11 PM
BNO
SELL
0.7919
$58.34
Jump Mirror
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: BUY LMT ($750.00) · REGULAR
Last run 2026-09-23 10:28 AM ET
Inverse CryptoESTACTIVESIGNAL-ONLY · PAPER SIM
7 strategies tested — no alpha after costs
Last run 2026-09-22 9:31 PM 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 2026-09-23 8:00 AM ET
VNQ ReversionESTACTIVESIGNAL-ONLY · PAPER SIM
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-22 9:31 PM 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 2026-09-23 11:40 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 2026-09-23 8:00 AM 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 2026-09-23 8:00 AM 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 2026-09-23 8:00 AM 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 2026-09-23 9:19 AM ET
Meme Sentiment SIGNAL-ONLY / NOT VALIDATED / NO LIVE CAPITAL
Meme Mania
59.1
Feeds Used
reddit, polymarket, kalshi, twitter
Feeds Missing
kalshi: OK · polymarket: OK · reddit: OK · twitter: OK
Ticker
Meme Score
Suggested Weight
No candidates above threshold
Meme signal · 2026-09-22 9:32 PM ET
Earnings Calendar SCANNER
Ticker
Earnings Date
Days Until (at scan)
Decision
Reason
Wednesday, 2026-09-23
CBRL EST
2026-09-23 (Wednesday)
1 day
NO SETUP
momentum mixed not stable/accelerating; price -15.06% below 50-day MA (trend gate)
CTAS EST
2026-09-23 (Wednesday)
1 day
NO SETUP
momentum mixed not stable/accelerating; price -1.64% below 50-day MA (trend gate)
FUL EST
2026-09-23 (Wednesday)
1 day
NO SETUP
price -9.08% below 50-day MA (trend gate)
MANU EST
2026-09-23 (Wednesday)
1 day
NO SETUP
Pullback 2.04% > 1.5% threshold (price above MA entry zone); momentum mixed not stable/accelerating; price -7.11% below 50-day MA (trend gate)
PAYX EST
2026-09-23 (Wednesday)
1 day
NO SETUP
momentum mixed not stable/accelerating; price -2.34% below 50-day MA (trend gate)
Thursday, 2026-09-24
BXMT EST
2026-09-24 (Thursday)
2 days
NO SETUP
price -10.36% below 50-day MA (trend gate)
COST EST
2026-09-24 (Thursday)
2 days
NO SETUP
price -3.8% below 50-day MA (trend gate)
DRI EST
2026-09-24 (Thursday)
2 days
NO SETUP
momentum mixed not stable/accelerating
PCLA EST
2026-09-24 (Thursday)
2 days
NO SETUP
momentum fading not stable/accelerating
SCHL EST
2026-09-24 (Thursday)
2 days
NO SETUP
price -12.35% below 50-day MA (trend gate)
SNX EST
2026-09-24 (Thursday)
2 days
NO SETUP
Pullback 4.86% > 1.5% threshold (price above MA entry zone); momentum mixed not stable/accelerating
Friday, 2026-09-25
TBN EST
2026-09-25 (Friday)
3 days
NO SETUP
momentum fading not stable/accelerating; price -1.49% below 50-day MA (trend gate)
UEC EST
2026-09-25 (Friday)
3 days
NO SETUP
momentum mixed not stable/accelerating; price -4.63% below 50-day MA (trend gate)
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-22 9:10 PM ET
Earnings Momentum LIVE PAPER
Trading Days Since Signal EST
12 / 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 2026-09-22 5:31 PM ET.
TimesFM-3 (GEPA champion config)
MAE (21d)
$10.61 EST
Dir Hit
65.7% EST
Brier (prob.)
0.2271 EST
CRPS
4.2618 EST
Hybrid v2 (baseline)
MAE (21d)
$12.19 EST
Dir Hit
42.9% EST
Brier (prob.)
0.2716 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 1:11pm ET, Sep 23. 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
BTC (crypto)
Days Left
5
Sizing Tier
normal (f=0.15)
Target Notional
$637.20
Next Buy
$637.20 (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 -0.1723 · ETH -0.2822 · SOL -0.0681
Recent runs
Run (ET)
Target
Trades
Reason
8:02pm ET, Sep 22
—
no trade
holding BTC, 5 days left
8:01pm ET, Sep 21
—
no trade
trigger: BTC sig=2.475 > 1.75
8:01pm ET, Sep 20
—
no trade
holding BTC, 4 days left
8:01pm ET, Sep 19
—
no trade
holding BTC, 5 days left
8:02pm ET, Sep 18
—
buy BTC ($637.06)
trigger: BTC sig=2.7734 > 1.75
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 22 · 6:50pm ET, Sep 22
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 5:31pm ET, Sep 22 · 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 $416.55 vs $400.07 (+4.1%)
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
3 open (MSFT, TSLA, SMCI)
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
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
12:55pm ET, Sep 23
bilbo
Order error
GOOGL APIError: {"code":40010001,"message":"client_order_id must be unique"}
12:55pm ET, Sep 23
bilbo
Order error
DIS APIError: {"code":40010001,"message":"client_order_id must be unique"}
12:55pm ET, Sep 23
bilbo
Intent reconciliation
resolved:filled
12:55pm ET, Sep 23
bilbo
Capital guard
11:56am ET, Sep 23
bilbo
Order error
GOOGL APIError: {"code":40010001,"message":"client_order_id must be unique"}
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 23, 10:54 AM ET
Bots live · profiles
8/8EST
Last desk brief · bot08 run
Sep 23, 10:54 AM ET
Scheduler · execution only
8/8 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 23, 08:32 AM ET● OKscan
bot02Sep 21, 08:46 AM ET● OKscan
bot03Sep 23, 10:26 AM ET● OKidle
bot04Sep 23, 08:02 AM ET● OKscan
bot05Sep 23, 10:11 AM ET● OKflag
bot06Sep 23, 10:26 AM ET● OKidle
bot07Sep 23, 10:45 AM ET● OKrisk
bot08Sep 23, 10:54 AM ET● OKbrief
EST counts / headroom · audit A1–A10, C2, bot08 budget
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 $163.87 · IBIT $47.69 · gross $757 EST
Pair paper P&L
−$20 EST
Net delta drift
+7.8% EST
MSTR vs IBIT (premium residual)
+8.8% EST
Margin est
$486 EST
C4 SPAC carry
IBAC $11.40 · P&L +$20 · gap vs trust +2.35% · extension vote 2026-09-24 EST
Put debits (Oct-16) ETHA 2026-10-16P 20 · IV +49% · mid $0.945 EST · nearest strike to underlying last $20.0305 (quote Sep 23, 2026 12:00 PM ET) UNG 2026-10-16P 11 · IV +40% · mid $0.530 EST · nearest strike to underlying last $10.7916 (quote Sep 23, 2026 12:00 PM ET)
HTB probe · Sep 23, 2026 10:00 AM ET · 28/28 OK
Tracker as of Sep 23, 2026 12:35 PM ET · terms/chains snapshot Sep 23, 2026 12:00 PM ET
EST paper book · no broker positions · missing —
GPU Tilt ESTLIVE 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
2026-09-22 5:30 PM ET
GPU tilt NEUTRAL: H100 mom=-1.4% Z=+1.14 5d_avg=+1.46% → half position
H100 Signal $/GPU-hr
20d Ago
20d Momentum
20d Z-Score
5d Avg Return
$2.7883
$2.8279
-1.4%
+1.14
+1.46%
Z >+0.5 + rising: 60% SOXX / 40% SMH · <−0.5 + falling: 100% BIL · else ½ book · Last signal: Z +1.14 → NEUTRAL
⚡ 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)
66.7% EST
H100 last daily index
$2.85
Sep 22, 04:00 PM ET
GPU
Daily $/hr
Observed (ET)
History return
Ann. vol
20-session momentum
History window
A100 SXM4
$1.01
Sep 22, 04:00 PM ET
-19.4% EST
40.1% EST
+3.8% EST
2026-05-25 → 2026-09-22
B200
$7.77
Sep 22, 04:00 PM ET
+45.6% EST
55.3% EST
+20.4% EST
2026-05-25 → 2026-09-22
H100 SXM
$2.85
Sep 22, 04:00 PM ET
+0.1% EST
69.2% EST
+0.7% EST
2026-05-25 → 2026-09-22
H200
$4.94
Sep 22, 04:00 PM ET
+20.3% EST
94.7% EST
+10.5% EST
2026-05-25 → 2026-09-22
RTX 5090
$0.63
Sep 22, 04:00 PM ET
-26.1% EST
74.1% EST
-0.7% EST
2026-05-25 → 2026-09-22
LLM Token Index
$/Mtok (blended)
Observed
Anthropic
$1.579
2026-09-21
Deepseek
$0.062
2026-09-21
Google
$0.531
2026-09-21
Openai
$0.592
2026-09-21
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 · FLAT
Real Kalshi Prime margin account (dedicated FCM subaccount, $2,500 funded 9/15).
Real book is flat — no entry condition has fired:
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)
$2,751
Available / Resting
$0 · 0 orders
Dailies Wallet (event_contract)
$$0.00
Carry Gate (3× positive prints)
5/3
Carry Shadow P&L (always-short / follow)
$3.94 /
$0.00
Perp
Implied Spot
Funding /8h
Funding %/yr
KXAAVEPERP
139.78
-0.0114%
-12.5%
KXADAPERP
0.2394
-0.0129%
-14.1%
KXBCHPERP
350.23
0.0102%
+11.2%
KXBNBPERP
765.3
0.0000%
+0.0%
KXBTCPERP
84323.0
0.0126%
+13.8%
KXDOGEPERP
0.0931
0.0000%
+0.0%
KXETHPERP
2664.1
0.0000%
+0.0%
KXGOLDPERP
4286.6
0.0787%
+86.2%
KXHYPEPERP
93.744
0.0112%
+12.3%
KXKSHIBPERP
0.0056
0.0000%
+0.0%
KXLINKPERP
12.2798
0.0000%
+0.0%
KXLTCPERP
60.222
0.0000%
+0.0%
KXNEARPERP
4.3201
0.0000%
+0.0%
KXPALLADIUMPERP
1266.2
0.0954%
+104.5%
KXPLATINUMPERP
1749.2
0.1267%
+138.7%
KXSILVERPERP
64.565
0.0232%
+25.4%
KXSOLPERP
115.037
0.0000%
+0.0%
KXSUIPERP
0.9626
0.0000%
+0.0%
KXVVVPERP
30.336
0.0115%
+12.6%
KXWLDPERP
0.4169
-0.0114%
-12.5%
KXXRPPERP
1.5192
0.0214%
+23.5%
KXZECPERP
1561.69
0.0000%
+0.0%
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%)
+3.7%
Signal day?
no
Today's market
active
Baseline up-rate / break-even taker price
63.2% / 0.62
Real account last order activity: KXETHPERP bid @ 2.7210 · · 2026-09-23 9:33 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 2026-09-23 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
—
Gate (5-print mean)
+1.38bp HOT
Open incidents
1
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 9/23 1:11pm ET · mark-based
P&L is an estimate (EST) — broker ledger reconciles at exits.
MN Strategy — Reconciled Scorecard LIVE
Combined P&L for the market-neutral perp/hedge strategy across
both venues, from venue ledgers only: Kalshi margin fills (realized_pnl)
+ venue fees + funding credits replayed against the fill-derived position timeline, and
Public hedge legs in Agent Cash Brok 1 5OI23198 / Agent Options Brok 5OI24098
(closed-lot realized from get_history; other sleeves' legs on the same
accounts excluded). Window: 9/16 1:39am ET open → now. Kalshi perps are $1/point per
contract — verified fill-by-fill against venue realized P&L.
Net all-in (incl open + experiments)
$-156.70
Closed P&L (fees + funding in)
$-135.56
Kalshi realized
$-603.72
fees $49.50
Public hedge legs
$+417.23
Funding collected
$+1.43
VOO same window
$-1.34
-0.05% on $2,643.32 deployed
Pair (perp × hedge)
Kalshi leg
Fees
Hedge leg
Funding
Open MTM
Net
RT (W/L)
BTCKXBTCPERP × IBIT 5OI23198OPEN
$-37.88
$36.56
$-38.91
$+0.74
$+3.90 EST
$-35.59
20 (10W/10L)
SOLKXSOLPERP × FSOL 5OI24098
$-74.33
$3.58
$+89.57
$+0.69
$+0.00 EST
$+19.51
2 (1W/1L)
BNBKXBNBPERP × VBNB 5OI24098
$-25.46
$1.78
$-13.70
$+0.00
$+0.00 EST
$-37.38
1 (0W/1L)
ZECKXZECPERP × ZCSH 198+098
$-466.05
$7.58
$+405.31
$+0.00
$+0.00 EST
$-53.15
4 (0W/4L)
Day (ET)
Kalshi realized
Fees
Funding
Public realized
Net day
Cumulative
09/02
$+0.00
$0.00
$+0.00
$-0.49
$-0.49
$-0.49
09/03
$+0.00
$0.00
$+0.00
$+0.00
$+0.00
$-0.49
09/04
$+0.00
$0.00
$+0.00
$-75.71
$-75.71
$-76.20
09/16
$+5.92
$12.18
$+0.30
$+16.30
$+34.69
$-41.51
09/17
$-501.79
$33.92
$+0.80
$+370.36
$-96.70
$-138.21
09/18
$-107.85
$3.40
$+0.33
$+106.77
$+2.65
$-135.56
Open now — Kalshi: BTC short 164 ct @8.083 mark 8.0592 ·
Public: 0.0164 BTC 198 · experiments: MSTZ $-25.04 · capital deployed $2,643.32.
Reconciliation: Kalshi equity $3,116.18
= entry ref $2,489.73 + implied deposits $1,175.34
(deposits are not exposed by the Kalshi API — derived) + strategy P&L. Open positions
marked at venue marks (Kalshi mark_price; Public position_value = portfolio total −
cash, SMH overnight share excluded). Day-of rows are partial until the 8pm ET funding print
settles. Built 2026-09-18 13:33:39 ET · source:
mn-perp/scripts/mn_scorecard_build.py (read-only venue GETs).
Swinging Balls LIVE
Leg-by-leg profit taking on top of the carry
(mn_skew_take.py, live in the 1-min watchdog). Arm when the winning leg's
unrealized P&L ≥ $6 (48bp of one-side notional) — arms on the LEG, not the
pair (near-balanced notional means a rip moves both equally; a pair trigger
would never fire, which is why XRP sat flat through a 10% move). Once armed:
a ≥$2 giveback from peak skew takes the RAIL long (locks the rip), the naked
perp short keeps earning carry as a carry_lock with two stops — a
$1.50 trail off high-water and a floor at pair skew ≤ $0 that closes the
whole pair, then a 20h cooldown. v1 covers the rip case; the dump case
stays with the P&L kill (taking the winning short first would strand the
rail long with no carry book).
Pair
Stage
Peaks
Armed
No open pairs — engine idle
Arm $6 · giveback $2 · trail $1.50 · floor $0 (breakeven)
· cooldown 20h — read-only view of live watchdog state; execution belongs to
the watchdog, never to this page.
Market Context — S&P 500 Heatmap EMBED
Live TradingView heatmap (SPX500 universe, size = market cap,
shade = change, grouped by sector) for regime context next to the fleet cards.
Rendered client-side by TradingView; no desk data and no scorecard numbers flow
through it. Config mirrors OpenStock's public widget source via the 8bot-desk
market terminal.
Embed is market context only — it is not desk state, not a
scorecard input, and not investment advice. Widget: TradingView stock-heatmap,
dataSource SPX500, grouping sector, dark theme.
Hormuz carry ON: WTI 20d mom=5.69%, Brent-WTI spread 8.8 vs 4.85 20d-mean, news gate open | event gate: UKMTO Attack alert 31h old (Mon Sep 21, 10:17am ET); Jump short Brent $8.3M as of Tue Sep 22, 4:33pm ET
1 alert(s) demoted as de-escalation pleas
Daily signal · 5:30pm ET cron · 2026-09-22 5:30 PM ET · EST estimate: armed sleeve signal targets, not confirmed holdings.
Bilbo Box Breakout LIVEEST
Public account
5OI31211
real capital · long calls only
Equity
$2,623.09
cap $1,574 (60%) · target 4%
Open positions
3
max 3 concurrent · cap 10 calendar days
Last signal scan
0 taken · 0 stale
2026-09-23 1:04 PM ET
vs VOO since start
-1.92pp ✗
scaling gate
Realized (journal)
$0.00
513 journal rows
Symbol
Contract
Qty
Entry
Opened
AMZN
260.0C 2026-10-23
1
$8.35
2026-09-22 10:04 AM ET
NVDA
230.0C 2026-10-23
1
$7.45
2026-09-22 10:04 AM ET
PLTR
187.5C 2026-10-23
1
$8.25
2026-09-22 10:05 AM ET
SMCI
44.0C 2026-10-23
1
$2.62
2026-09-23 11:05 AM ET
Rules: 5-grey-candle Saty compression box, first non-grey hourly close above box high (10:00–15:00 ET), above daily EMA21, spread ≤5%; exits keyed to the stock (5-min close below box low, +1 ATR trail, 10-day cap); no volume gate.
Entries hourly at :04 past 10:00–15:00 ET · exits every 5 min · hourly equity read from the broker.
Published ledger's live-only record is ~breakeven (PF 1.07) and engine parity is unmeasured — sized to a 60% cap on live equity, no added capital until it beats the index.
Snapshot 2026-09-23 1:10 PM ET
Live Paper Trading Performance LIVE PAPER
21 trading days · Alpaca 1M window · through 2026-09-22
Trailing Days
21
Total Return
-7.38%
Sharpe
-5.81
Sortino
-6.40
Calmar
-7.82
Max DD
-7.70%
Trade Win Rate
23%
Profit Factor
0.43
Expectancy
$-4
Closed Trades
1365
Strategy
Equity
Return
Sharpe
Sortino
Calmar
Max DD
Daily Up %
Best Day
Days
Ndx Momentum EST
$2,023
+9.33%
12.92
1095.68
38145.17
-0.1%
60%
+5.0%
6
Benchmark Core EST
$4,243
+3.11%
3.49
8.57
45.49
-2.6%
44%
+3.5%
10
Jump Mirror EST
$4,205
+2.46%
1.63
3.42
14.92
-5.0%
40%
+6.3%
11
Bond Rotation EST
$12,844
+1.41%
3.84
15.46
38.28
-0.8%
42%
+1.4%
13
BTC Regime Gate EST
$4,483
-0.99%
-0.57
-1.40
-5.00
-4.9%
38%
+5.8%
9
Earnings Momentum EST
$5,376
-2.06%
-2.62
-4.26
-7.88
-3.7%
43%
+1.8%
15
Bilbo Paper EST
$7,321
-3.49%
-2.68
-3.89
-9.93
-6.3%
38%
+2.4%
9
GPU Tilt EST
$4,719
-4.93%
-2.76
-2.79
-7.32
-9.4%
50%
+3.6%
11
Trump Tweet EST
$929
-5.82%
-3.42
-4.33
-6.74
-7.4%
43%
+2.1%
22
Hormuz Carry EST
$896
-6.29%
-14.66
-14.66
-15.64
-6.3%
0%
-0.3%
4
Unattributed EST
$8,762
-28.81%
-4.49
-4.33
-2.92
-33.5%
38%
+6.5%
22
Maple EST
$2,710
-41.40%
-5.20
-6.11
-2.24
-44.6%
33%
+12.0%
13
8-Bot Options Desk EST
$3,000
—
—
—
—
—
—
—
18
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
1.2
Benchmark Core
13
38%
1.07
$0
1.71
3.1
Jump Mirror
26
46%
1.35
$4
1.58
6.2
Bond Rotation
15
0%
0.00
$-2
—
3.6
BTC Regime Gate
20
40%
0.46
$-2
0.69
4.8
Bilbo Paper
3
33%
0.42
$-46
0.83
0.7
GPU Tilt
285
25%
0.67
$-1
1.98
67.9
Unattributed
753
20%
0.46
$-3
1.82
179.3
Maple
182
26%
0.11
$-10
0.30
43.3
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 $6.80 (0.01% NAV) · BIL/SHV 0%
EST equity gap $17,854.18 (22.68% NAV) · desk allocation $3,000.00 · account NAV through 2026-09-22 · desk through 2026-09-23
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 22 '26
Latest: Portfolio -6.6% · $VOO +0.3% · $GOOG -2.4% · touch or drag a finger across the chart to inspect any date · sources: Alpaca account history + Yahoo Finance daily closes
Capital Allocation · No Margin
Reserve Rotation
0%
$0.00 EST
Memory Rotation
0%
$0.00 EST
Bond Rotation
5%
$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
0%
$892.32 EST
Ndx Momentum
5%
$0.00 EST
GPU Tilt
5%
$2,307.83 EST
BTC Regime Gate
0%
$0.00 EST
Braided-Delta
0%
$0.00 EST
Waterhole
0%
$0.00 EST
Benchmark Core
0%
$30.53 EST
Bilbo Paper
0%
$9,493.92 EST
Jump Mirror
0%
$0.00 EST
Available Cash: $57,968.77Total Deployed: $20,758.17 / $78,726.95
Zero-allocation/deallocated positions (pending liquidation): $18,450.33Execution-readiness reserve (releases to core when two consecutive clean sessions are proven): $0.00 (0%)
Trading Discipline ESTSCORE 26
score, last 24 session(s)
✗Max Daily Loss ESTworst day -3.23% vs -2.0% limit
✓Max Drawdown EST-7.70% vs -8.0% limit
✗Guard Hygiene EST4 active alert(s): LEVERAGED_NAME_OVER_5PCT_DIG_10.1pct, SINGLE_NAME_OVER_10PCT_DIG_10.1pct, SINGLE_NAME_OVER_10PCT_MSFT_12.1pct…
✓Active Trading Days EST20 of last 21 sessions vs 16 minimum
✗Beat the Market ESTbook -7.38% vs SPY +1.55% same window; alpha -8.93pp
✓No Margin ESTcash balance $57,968.77; negative cash indicates a debit
✗Allocation Drift EST2 sleeve(s) beyond ±2.5pp of target
EST · Score covers 7/7 objectives · account through 2026-09-22 · risk 2026-09-22 9:31 PM ET