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=+16.1% Z=-0.16 5d_avg=+1.66% → half position
Allocation 5% · deployed $4,926.84 (5.8% of equity)
Unrealized P&L: +$97.28
Holdings: SOXX $4,659.82 · SMH $267.01
Updated 2026-09-07 5:30 PM ET
Braided-DeltaESTLIVE 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 2026-09-08 8:00 AM ET
WaterholeESTLIVE 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 2026-09-08 8:00 AM ET
BTC Regime GateESTLIVE 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 +568bp) — long IBIT
Allocation 5% · deployed $4,811.06 (5.7% of equity)
Unrealized P&L: $-47.61
Holdings: IBIT $4,811.06
Updated 2026-09-08 8:00 AM ET
Signal-Only Paper · signals generated, no capital deployed
Pullback 3.18% > 1.5% threshold (price above MA entry zone)
ASO EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback 3.08% > 1.5% threshold (price above MA entry zone)
AVAV EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback -0.89% and runup -9.72% pass; RSI unavailable; scanner marked no setup
CNM EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback 2.07% > 1.5% threshold (price above MA entry zone)
COO EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback -0.4% and runup -8.7% pass; RSI unavailable; scanner marked no setup
KFY EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback 0.48% and runup 0.34% pass; RSI unavailable; scanner marked no setup
KR EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback 0.74% and runup 1.19% pass; RSI unavailable; scanner marked no setup
NAVN EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback 0.1% and runup -4.73% pass; RSI unavailable; scanner marked no setup
NB EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback 0.44% and runup -10.99% pass; RSI unavailable; scanner marked no setup
ODD EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback -3.05% and runup 4.01% pass; RSI unavailable; scanner marked no setup
RH EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback 0.55% and runup -3.41% pass; RSI unavailable; scanner marked no setup
SAIL EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback -2.29% and runup 0.97% pass; RSI unavailable; scanner marked no setup
SIG EST
2026-09-09 (Wednesday)
2 days
NO SETUP
Pullback 3.37% > 1.5% threshold (price above MA entry zone)
Thursday, 2026-09-10
ADBE EST
2026-09-10 (Thursday)
3 days
NO SETUP
Pullback -5.55% and runup -3.19% pass; RSI unavailable; scanner marked no setup
CPRT EST
2026-09-10 (Thursday)
3 days
NO SETUP
Pullback 2.23% > 1.5% threshold (price above MA entry zone)
FEIM EST
2026-09-10 (Thursday)
3 days
NO SETUP
Pullback 1.5% and runup -1.65% pass; RSI unavailable; scanner marked no setup
HUIZ EST
2026-09-10 (Thursday)
3 days
NO SETUP
Pullback -1.93% and runup -13.02% pass; RSI unavailable; scanner marked no setup
LPTH EST
2026-09-10 (Thursday)
3 days
NO SETUP
Pullback -0.06% and runup -32.94% pass; RSI unavailable; scanner marked no setup
ORCL EST
2026-09-10 (Thursday)
3 days
NO SETUP
Pullback 5.99% > 1.5% threshold (price above MA entry zone)
SHOE EST
2026-09-10 (Thursday)
3 days
NO SETUP
Pullback 3.84% > 1.5% threshold (price above MA entry zone)
TEN EST
2026-09-10 (Thursday)
3 days
NO SETUP
Pullback 1.49% and runup 2.41% pass; RSI unavailable; scanner marked no setup
Friday, 2026-09-11
ANAB EST
2026-09-11 (Friday)
4 days
NO SETUP
Pullback 0.56% and runup -1.63% pass; RSI unavailable; scanner marked no setup
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-07 9:01 PM ET
Earnings Momentum LIVE PAPER
Trading Days Since Signal EST
1 / 5
Open Legs
0 / 1
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
—
—
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 2026-09-07 5:31 PM ET.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.06 EST
Dir Hit
62.9% EST
Brier (prob.)
0.2386 EST
CRPS
3.5561 EST
Hybrid v2 (baseline)
MAE (21d)
$8.90 EST
Dir Hit
68.6% EST
Brier (prob.)
0.2239 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 10:00 AM ET, Sep 8. 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
$450.14
Next Buy
$450.14 (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 -0.7914 · ETH -0.4545 · SOL -0.7213
Recent runs
Run (ET)
Target
Trades
Reason
6:45 AM ET, Sep 8
USDC
no trade
no trigger, no position -> cash
8:01 PM ET, Sep 7
—
no trade
no trigger, no position -> cash
8:02 PM ET, Sep 6
—
no trade
no trigger, no position -> cash
8:02 PM ET, Sep 5
—
no trade
no trigger, no position -> cash
8:01 PM ET, Sep 4
—
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) ·
Flag as of 12:34 PM ET, Sep 1 · 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%.
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 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 5:31 PM ET, Sep 7 · 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 $427.36 vs $406.77 (+5.1%)
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 9:56 AM ET, Sep 8
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 9:56 AM ET, Sep 8 · last observed
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
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 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 08, 09:34 AM ET
Bots live · profiles
8/8EST
Last desk brief · bot08 run
Sep 08, 09:34 AM ET
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
15EST
Audit findings · fixed / total
12/12 fixed · 0 openEST
DAG E2E · S1–S6
PASSSep 07, 07:49 PM ET
bot01Sep 08, 08:32 AM ET● OKscan
bot02Sep 07, 03:29 PM ET● OKscan
bot03Sep 08, 09:16 AM ET● OKidle
bot04Sep 08, 08:01 AM ET● OKscan
bot05Sep 08, 09:03 AM ET● FAILflag
bot06Sep 08, 09:16 AM ET● OKidle
bot07Sep 08, 09:25 AM ET● OKrisk
bot08Sep 08, 09:34 AM ET● OKbrief
EST counts / headroom · audit A1–A10, C2, bot08 budget
Market-Neutral Lab PAPER · READ-ONLY · 5OI24098
short 2 MSTR @ $142.50 · long 9 IBIT @ $45.11 · opened 2026-09-07 EST
marks: MSTR $136.60 · IBIT $44.18 · gross $671 EST
Pair paper P&L
+$3 EST
Net delta drift
+1.4% EST
MSTR vs IBIT (premium residual)
-2.1% EST
Margin est
$435 EST
C4 SPAC carry — · No SPAC marks in latest tracker.
Put debits (Oct-16) ETHA 2026-10-16P 19 · IV +52% · mid $1.480 EST · nearest strike to underlying last $18.5098 (quote Sep 08, 2026 9:35 AM ET) UNG 2026-10-16P 11 · IV +42% · mid $0.800 EST · nearest strike to underlying last $10.565 (quote Sep 08, 2026 9:35 AM ET)
HTB probe · Sep 08, 2026 10:00 AM ET · 27/28 OK
Tracker as of Sep 08, 2026 9:35 AM ET · terms/chains snapshot Sep 08, 2026 9:35 AM 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
2026-09-07 5:30 PM ET
GPU tilt NEUTRAL: H100 mom=+16.1% Z=-0.16 5d_avg=+1.66% → half position
H100 Signal $/GPU-hr
20d Ago
20d Momentum
20d Z-Score
5d Avg Return
$3.0663
$2.64
+16.1%
-0.16
+1.66%
Z >+0.5 + rising: 60% SOXX / 40% SMH · <−0.5 + falling: 100% BIL · else ½ book · Last signal: Z -0.16 → 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)
65.7% EST
H100 last daily index
$3.17
Sep 07, 04:00 PM ET
GPU
Daily $/hr
Observed (ET)
History return
Ann. vol
20-session momentum
History window
A100 SXM4
$1.05
Sep 07, 04:00 PM ET
-16.7% EST
39.2% EST
-0.1% EST
2026-05-25 → 2026-09-07
B200
$6.75
Sep 07, 04:00 PM ET
+26.4% EST
57.7% EST
+9.4% EST
2026-05-25 → 2026-09-07
H100 SXM
$3.17
Sep 07, 04:00 PM ET
+11.1% EST
65.2% EST
+15.5% EST
2026-05-25 → 2026-09-07
H200
$4.56
Sep 07, 04:00 PM ET
+10.9% EST
91.6% EST
-8.8% EST
2026-05-25 → 2026-09-07
RTX 5090
$0.62
Sep 07, 04:00 PM ET
-26.9% EST
74.6% EST
+19.6% EST
2026-05-25 → 2026-09-07
LLM Token Index
$/Mtok (blended)
Observed
Anthropic
$1.296
2026-09-06
Deepseek
$0.071
2026-09-06
Google
$0.451
2026-09-06
Openai
$0.277
2026-09-06
Ornn gpu_history.json / otpi_history.json · historical, not spot
Live Paper Trading Performance LIVE PAPER
20 trading days · Alpaca 1M window · through 2026-09-04
Trailing Days
20
Total Return
-0.12%
Sharpe
-0.09
Sortino
-0.12
Calmar
-0.72
Max DD
-2.13%
Trade Win Rate
54%
Strategy
Equity
Return
Sharpe
Sortino
Calmar
Max DD
Daily Up %
Best Day
Days
Memory Rotation EST
$11,304
+17.70%
3.14
7.36
39.97
-15.2%
48%
+15.3%
21
Hormuz Carry EST
$3,217
+11.17%
10.65
48.51
1133.97
-1.2%
60%
+4.0%
10
Shipping EST
$1,793
+10.66%
9.15
30.89
673.58
-1.8%
60%
+4.4%
10
GPU Tilt EST
$500
+8.86%
5.09
20.82
14.85
-90.8%
50%
+454.5%
8
Ndx Momentum EST
$1,960
+5.96%
9.85
—
47588.64
-0.1%
50%
+5.0%
4
Value Dip EST
$2,124
+4.22%
3.96
7.07
81.05
-2.3%
50%
+4.2%
10
BTC Regime Gate EST
$4,603
+1.66%
1.65
96.71
41.33
-2.4%
50%
+5.8%
6
Maple EST
$23,555
+0.78%
0.62
1.42
2.14
-4.5%
48%
+3.0%
21
Bond Rotation EST
$10,374
-0.58%
-0.45
-0.70
-1.61
-4.2%
43%
+2.1%
21
Earnings Momentum EST
$6,268
-3.62%
-3.99
-6.95
-13.40
-3.6%
43%
+1.9%
14
Trump Tweet EST
$1,804
-5.98%
-4.18
-3.97
-9.16
-8.6%
30%
+3.1%
10
DRAM EST
$1,623
-11.90%
-5.23
-7.54
-5.22
-17.8%
33%
+3.6%
12
Unattributed EST
$2,661
-23.00%
-1.97
-2.25
-3.08
-31.1%
38%
+10.3%
21
8-Bot Options Desk EST
$3,000
—
—
—
—
—
—
—
3
Alpaca get_portfolio_history · EST fill-timeline × closes · not a backtest
EST P&L residual $-1,367.83 (-1.63% NAV) · BIL/SHV 0%
EST equity gap $9,366.94 (11.13% NAV) · desk allocation $3,000.00 · account NAV through 2026-09-04 · desk through 2026-09-08
Capital Allocation · No Margin
Memory Rotation
25%
$14,902.91 EST
Bond Rotation
5%
$4,888.00 EST
DRAM
0%
$0.00 EST
VNQ Reversion
0%
$0.00 EST
Maple
20%
$26,665.11 EST
Earnings Momentum
15%
$3,950.92 EST
Hormuz Carry
5%
$0.00 EST
Ndx Momentum
5%
$2,011.63 EST
GPU Tilt
5%
$4,926.84 EST
BTC Regime Gate
5%
$4,811.06 EST
Braided-Delta
5%
$0.00 EST
Waterhole
5%
$0.00 EST
Available Cash: $6,349.69Total Deployed: $77,945.12 / $84,294.81