Regime/confidence from the latest daily snapshot; percentages shown = canonical allocator targets (hmm_overlay itself is monitor-only, not wired to execution) · updated 2026-09-03 9:30 PM EST
Portfolio Risk Metrics LIVE PAPER
Sharpe
0.88
total vol risk
Sortino
1.27
downside only
Calmar
3.82
CAGR / MaxDD
Max DD
-2.1%
worst drawdown
Total Return
+0.75%
trailing 24 days · incl. live intraday mark
Trade Win Rate
54%
112 wins / 207 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|.
Updated hourly from tracked paper-account equity through 2026-09-02.
Cumulative P&L LIVE PAPER
$-14,813.22
207 closed round-trips · net realized P&L, FIFO-matched fills
$5.2k−$6.6k−$18.4k
Jun 29 '26Aug 24 '26Sep 3 '26
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 Sample207 closed round-trips
Net Profit
$-14,813.22
all closed trades
Win Rate
54.11%
112 wins / 207 closed
Profit Factor
0.42
gross profit / gross loss
# of Trades
207
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-71.56
mean P&L per trade
Out-of-Sample · Held Back42 of 207 (20.3% of sample)
Avg S/Trade
$-1.71▲ $87.64
OOS mean P&L
Win Rate
40.48%▼ 17.1pp
17 wins / 42 OOS
Profit Factor
0.73▲ 0.31
OOS gross profit / loss
Drawdown/Profit
N/A— N/A
OOS drawdown / net profit
Total Trades
42▼ 123
held-back round-trips
Edge Decay
▲ 73.25%
profit factor vs in-sample
small sample, deltas may be noisy
Cumulative Equity
In-sampleOut-of-sample
$5.2k−$6.6k−$18.4k
train / test
Jun 29 '26Aug 24 '26Sep 3 '26
Current Holdings ● LIVE — Alpaca
Symbol
Strategy
Qty
Avg Entry
Current
Market Value
Unrealized P&L
DIG
Memory Rotation
175.3068
$70.99
$71.26
$12,492.36
$46.89 (+0.38%)
BIL
Memory Rotation
121.7053
$91.45
$91.44
$11,128.73
$-1.11 (-0.01%)
BNS
Maple
67.9729
$93.43
$95.65
$6,501.85
$150.95 (+2.38%)
IBIT
BTC Regime Gate
100.2767
$44.38
$45.85
$4,597.69
$147.54 (+3.31%)
OLLI
—
61.2773
$75.00
$73.69
$4,515.53
$-80.27 (-1.75%)
SOXX
GPU Tilt
8.6459
$495.84
$505.50
$4,370.52
$83.52 (+1.95%)
SPY
Bond Rotation
5.4916
$764.60
$773.66
$4,248.65
$49.76 (+1.19%)
WPM
Maple
26.2187
$138.80
$157.23
$4,122.37
$483.21 (+13.28%)
AEM
Maple
19.6348
$215.69
$208.90
$4,101.71
$-133.26 (-3.15%)
LULU
Earnings Momentum
39.5574
$121.55
$99.90
$3,951.78
$-856.42 (-17.81%)
DELL
—
7.5467
$455.50
$517.70
$3,906.91
$469.40 (+13.66%)
ECAT
—
216.6043
$15.87
$15.29
$3,311.88
$-125.63 (-3.65%)
FIVE
—
11.1089
$255.00
$241.54
$2,683.24
$-149.53 (-5.28%)
ADSK
—
10.1299
$254.03
$237.60
$2,406.86
$-166.48 (-6.47%)
ENB
Maple
40.1787
$50.48
$50.52
$2,029.83
$1.42 (+0.07%)
BAH
Earnings Momentum
27.0316
$79.01
$73.88
$1,997.10
$-138.67 (-6.49%)
EXLS
Earnings Momentum
29.6567
$36.00
$37.32
$1,106.79
$39.15 (+3.67%)
LMT
Earnings Momentum
1.748
$610.78
$532.95
$931.59
$-136.05 (-12.74%)
QQQ
Bond Rotation
0.932
$714.23
$718.79
$669.88
$4.25 (+0.64%)
CRM
—
2.4327
$207.68
$264.33
$643.04
$137.81 (+27.28%)
DG
—
4.0531
$124.65
$131.26
$532.01
$26.77 (+5.30%)
NBIS
Ndx Momentum
2
$204.73
$211.41
$422.82
$13.36 (+3.26%)
MRVL
Ndx Momentum
2
$206.60
$210.00
$420.00
$6.80 (+1.65%)
WBD
Ndx Momentum
14
$28.44
$28.32
$396.48
$-1.68 (-0.42%)
SMH
GPU Tilt
0.6585
$542.67
$555.83
$366.01
$8.67 (+2.43%)
TER
Ndx Momentum
1
$341.01
$341.80
$341.80
$0.79 (+0.23%)
LRCX
Ndx Momentum
1
$288.03
$293.30
$293.30
$5.27 (+1.83%)
RY
Maple
0.8333
$208.71
$212.07
$176.72
$2.80 (+1.61%)
TD
Maple
0.8864
$120.55
$123.31
$109.31
$2.44 (+2.28%)
TRP
Maple
0.3735
$64.33
$62.88
$23.48
$-0.54 (-2.25%)
Last updated 2026-09-03 11:00 PM EST · live from Alpaca paper account · “(deallocated)” = leftover position from a sleeve no longer allocated capital
Position History
Date (EST)
Symbol
Side
Qty
Price
Strategy
2026-09-03 8:36 AM
VSXY
SELL
5.8087
$72.00
—
2026-09-02 9:02 PM
LULU
BUY
39.5574
$121.55
Earnings Momentum
2026-09-02 3:46 PM
WBD
BUY
14
$28.44
Ndx Momentum
2026-09-02 3:46 PM
TER
BUY
1
$341.01
Ndx Momentum
2026-09-02 3:46 PM
NBIS
BUY
2
$204.73
Ndx Momentum
2026-09-02 3:46 PM
MRVL
BUY
2
$206.60
Ndx Momentum
2026-09-02 3:46 PM
LRCX
BUY
1
$288.03
Ndx Momentum
2026-09-02 2:08 PM
DIG
SELL
5.8852
$72.46
Memory Rotation
2026-09-02 9:36 AM
DIG
SELL
7.3405
$71.58
Memory Rotation
2026-09-02 9:35 AM
DIG
SELL
13.9254
$71.43
Memory Rotation
Active Strategies
Allocated Sleeves · LIVE PAPER places paper-account orders; PAPER SIM places no orders
Memory RotationLIVE 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
H100 daily $/GPU-hour (Ornn OCPI) leads semiconductor ETFs by ~1 month (Granger p=0.0017 for SOXX). Z-score gated daily signal — OFFENSIVE=60% SOXX/40% SMH, DEFENSIVE=BIL.
NEUTRAL → SOXX, SMH, BIL
GPU tilt NEUTRAL: H100 mom=+4.1% Z=-0.04 5d_avg=+0.58% → half position
Allocation 5% · deployed $4,736.53 (5.6% of equity)
Unrealized P&L: +$92.19
Holdings: SOXX $4,370.52 · SMH $366.01
Updated 2026-09-03 5:30 PM EST
Braided-DeltaLIVE 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 2026-09-03 close; target BIL
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-03 4:55 PM EST
WaterholeLIVE 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=-0.511; 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 2026-09-03 4:55 PM EST
BTC Regime GateLIVE 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 +395bp) — long IBIT
Allocation 5% · deployed $4,597.69 (5.4% of equity)
Unrealized P&L: +$147.54
Holdings: IBIT $4,597.69
Updated 2026-09-03 4:55 PM EST
Signal-Only Paper · signals generated, no capital deployed
6.5% target · 5.5% stop · 5-session time exit · exit monitor 9:40 AM / 11:40 AM / 1:40 PM / 3:40 PM ET · last check 2026-09-03 3:40 AM
TimesFM-3 Shadow Research GLD · 21dPAPER / RESEARCH
Zero-shot 330M foundation model (Google, non-commercial checkpoint) vs the
forecast_v2 hybrid Monte-Carlo baseline. Walk-forward: 504d context → 21d horizon.
Directional Brier = mean((p_up − actual)²); 0.25 = coin flip. Shadow
only — no positions. Last run 2026-09-03 5:31 PM.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.06
Dir Hit
62.9%
Brier (prob.)
0.2386
CRPS
3.5561
Hybrid v2 (baseline)
MAE (21d)
$8.90
Dir Hit
68.6%
Brier (prob.)
0.2239
GEPA champion
(holdout-locked): selection Brier 0.2233
over 21 windows · holdout Brier
0.2043
over 14 locked windows ·
dir 71.4% ·
ctx 504 · cov QQQ+DXY+GDX · method median_binary
promising — passed holdout bar on a small adaptive sample; confirm on rolling basis before any weight
Public.com Live Trading account 5OI23198 (Brokerage 2)● LIVE — Public.com
Real-money automated strategies on the Public.com brokerage account.
Data below is read live from Public.com (portfolio, transactions) and from
each strategy's local state at site render time — as of 11:00 PM ET, Sep 3.
Every source carries its own as-of stamp; stale sources are flagged red.
Equity
$3,973.74
Cash
$1,330.62
Buying Power
$230.62
Open positions
Symbol
Quantity
Market Value
Type
BTC
0.03019362
$2,441.42
CRYPTO
SMH
0.36441
$201.70
EQUITY
Transaction history (most recent first)
Time (ET)
Type
Description
Net
3:55 PM ET, Sep 1
TRADE / TRADE
BUY 0.18334 SMH at 545.4339
$-100.00
8:08 PM ET, Sep 1
MONEY_MOVEMENT / DEPOSIT
Deposit $1000.00
$1,000.00
3:55 PM ET, Sep 2
TRADE / TRADE
BUY 0.18176 SMH at 550.155
$-100.00
4:15 PM ET, Sep 2
MONEY_MOVEMENT / DEPOSIT
Deposit $100.00
$100.00
8:06 PM ET, Sep 2
MONEY_MOVEMENT / DEPOSIT
Deposit $200.00
$200.00
8:49 PM ET, Sep 2
TRADE / TRADE
BUY 0.00025955 BTC at 77053.54
$-20.12
8:50 PM ET, Sep 2
TRADE / TRADE
BUY 0.00025954 BTC at 77057.55
$-20.12
8:50 PM ET, Sep 2
TRADE / TRADE
SELL 0.00025 BTC at 77057.54
$19.14
Strategies
BURST-XS3 Crypto MomentumBTC/ETH/SOL · daily 8:01 PM ET
Executor: Hermes cron bot (bot.py) — 8:01 PM ET nightly ·
Last run 8:01 PM ET, Sep 3 · State healthy
0.60%/side (120bp RT; Public API tier for < $10k monthly crypto volume). 0.50% applies only in months with >= $10k volume — the backtest reaches that in 4 of 14 OOS months; NOT assumed by the bot (reserve 0.65%).
Regime Gate
ON (BTC > EMA100)
Sig (last close)
BTC +1.9135 · ETH +1.5205 · SOL +0.9277
Recent runs
Run (ET)
Target
Trades
Reason
8:01 PM ET, Sep 3
—
buy BTC ($2453.31)
trigger: BTC sig=1.9135 > 1.75
11:48 AM ET, Sep 3
USDC
no trade
no trigger, no position -> cash
11:48 AM ET, Sep 3
USDC
no trade
no trigger, no position -> cash
11:12 AM ET, Sep 3
USDC
no trade
no trigger, no position -> cash
9:24 PM ET, Sep 2
USDC
no trade
no trigger, no position -> cash
σ-burst continuation (entry >1.75σ of 14d vol),
EMA100 regime gate, 6-day hold, one position. OOS at live fees: +1.4% CAGR
(marginal); full-window +48.8% (est., EST-tagged).
Executor: Public.com AI Agent 'Conditional SMH Day Trade' (public-side, autonomous) ·
Flag as of 12:34 PM ET, Sep 1 · STALE — flag >36h old
Tonight (local cross-check)
SKIP — forecast-tail (edge 7.41% >= 5.0%)
Book
flat tonight
First live trade:
3:55 PM ET, Sep 1 — SMH limit buy $100.00 @ $545.47 limit;
FILLED 0.18334 sh @ $545.43, $0.00 fees (valid until Nov 30, 2026)
Weekdays 3:45 PM ET: skip if SMH < 200-day SMA or QQQ 4-week return >= +12%; else buy $100 SMH at 3:55 PM ET (limit at ask +$0.05, cancel unfilled at close); sell ALL next morning at 9:30 AM ET market. Never short, no stop-loss, never hold past next open.
Asia-gate London Goldweekdays · 3:00 AM buy → 8:00 AM sell (ET)
Executor: Public.com AI Agent 'Asia London gold' (public-side, autonomous) ·
Flag as of 5:31 PM ET, Sep 3 · current
Regime (weekly ask)
BULL
Flag detail
p_up 0.7, 21d median $439.37 vs $410.22 (+7.1%)
Weekly BULL/BEAR regime ask (trade only on BULL). Weekdays: 2:00 AM ET — GREEN if GLD now > 8:00 PM ET price; GREEN → buy ~$100 GLD at 3:00 AM ET (extended-hours limit near ask; cancel unfilled at 3:05 AM); sell ALL at 8:00 AM ET (limit near bid; aggressive fallback if unfilled). RED/flat/incomplete → do nothing. Never short, never hold overnight, no stop-loss — the 8:00 AM exit is the exit.
2y net @0.6bp (GC=F basis): +13.8% CAGR / Sharpe 1.98 / −4.4% maxDD / 59.8% win over 291 sessions (vs 4.5%/0.61 always-long). At live-venue 2bp cost: ≈low-teens CAGR. STABILITY CAVEAT: edge decays — first half +28.4%/4.62 vs second half +4.0%/0.55 (London leg 17.1%→7.5%). Kill rules: stop if trailing 60 trades lose to always-long GLD, or 120-trade signal agreement <51%.
Alpaca Paper Sleeves Alpaca paper (separate broker)● PAPER — Alpaca
Paper-trading sleeves on the Alpaca paper account — a different broker from
Public.com, tracked separately. Hermes cron bilbo_paper — hourly 9:55am–3:55pm ET + 4:10pm ET reconcile
· State as of 4:25 PM ET, Sep 3
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 4:25 PM ET, Sep 3 · current
QQQ Sleeve
FLAT
Bilbo Long
2 open (MSFT, TSLA)
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
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 stock replication 2021–2026 (calibrated 86% vs author's live log, zero spurious signals): +64bp/trade primary, +118bp/trade shadow cap-only, PF 1.40, day-clustered t=3.37 (n=1,758), net 1bp/side. Paper-only (Alpaca), 4-week forward record gates promotion.
GPU Tilt LIVE PAPER
H100 daily $/GPU-hour (Ornn OCPI) leads semiconductor ETFs by ~1 month (Granger p=0.0017 for SOXX). Z-score gated daily signal — OFFENSIVE=60% SOXX/40% SMH, DEFENSIVE=BIL.
Pricing source: Ornn Data OCPI.
Mode
NEUTRAL
Target Book
SOXX 30% / SMH 20% / BIL 50%
Signal
2026-09-03 5:30 PM
GPU tilt NEUTRAL: H100 mom=+4.1% Z=-0.04 5d_avg=+0.58% → half position
H100 Current $/GPU-hr
20d Ago
20d Momentum
20d Z-Score
5d Avg Return
$2.8317
$2.72
+4.1%
-0.04
+0.58%
Z-score above +0.5 with rising H100 → offensive (60% SOXX / 40% SMH) · below −0.5 with falling H100 → defensive (100% BIL) · otherwise neutral half book · Today: Z -0.04 → NEUTRAL
⚡ VIX for Compute
GPU compute price index from Ornn Data — the "OCPI" measures
real $/GPU-hour pricing across the spot market. Annualized volatility is our computed "VIX" for compute.
Also live on Bloomberg Terminal.
Compute VIX (avg)
66.3%
annualized, all GPUs
H100 Spot
$2.92
/GPU-hour
3-Mo Trend
H100 daily index
GPU
Daily Index $/hr
Live Spot
3-Mo Return
Ann. Vol
20D Momentum
A100 SXM4
$1.01
$1.01
-19.5%
38.4%
-2.5%
B200
$6.28
$6.28
+17.7%
58.4%
+4.7%
H100 SXM
$2.92
$2.92
+2.4%
65.3%
+4.6%
H200
$4.59
$4.59
+11.8%
93.3%
-5.5%
RTX 5090
$0.63
$0.63
-25.8%
76.1%
+26.1%
LLM Token Index
$/Mtok (blended)
Updated
Anthropic
$1.530
2026-09-02
Openai
$0.196
2026-09-02
Google
$0.474
2026-09-02
Deepseek
$0.093
2026-09-02
Source: Ornn Data API (free tier, daily grain) · H100 volatility index announced Aug 25, 2026 · Updated daily by cron · Paper trading context only
Live Paper Trading Performance — trailing 23 trading days (Alpaca 1M history window) LIVE PAPER
Last updated September 2, 2026 · page generated September 3, 2026 at 11:00 PM ET
Trailing Days
24
Total Return
+0.75%
Sharpe
0.88
Sortino
1.27
Calmar
3.82
Max DD
-2.13%
Trade Win Rate
54%
Strategy
Equity
Return
Sharpe
Sortino
Calmar
Max DD
Daily Up %
Best Day
Days
Hormuz Carry EST
$795
+32.87%
3.41
7.22
437.20
-26.9%
47%
+25.8%
15
Memory Rotation EST
$15,421
+12.84%
3.13
9.49
40.43
-6.3%
54%
+8.8%
24
Maple EST
$4,510
+7.72%
1.54
1.78
5.18
-22.8%
62%
+8.5%
24
Shipping EST
$1,787
+7.04%
3.27
8.23
42.76
-5.6%
57%
+4.4%
14
Unattributed EST
$3,384
+4.53%
0.94
1.55
2.70
-21.9%
42%
+12.2%
24
Bond Rotation EST
$11,117
+1.53%
1.16
2.26
4.43
-3.9%
42%
+2.5%
24
Value Dip EST
$3,959
+1.00%
0.61
0.90
1.98
-5.8%
48%
+3.4%
23
BTC Regime Gate EST
$4,456
-1.59%
-4.49
—
-26.42
-2.4%
50%
+0.8%
4
DRAM EST
$22,153
-2.37%
-1.96
-1.97
-6.82
-4.9%
40%
+2.6%
15
Trump Tweet EST
$1,804
-3.35%
-1.74
-1.51
-5.07
-8.6%
47%
+3.1%
15
Earnings Momentum EST
$6,239
-4.07%
-4.52
-6.36
-14.31
-4.1%
42%
+1.9%
12
GPU Tilt EST
$72
-84.42%
-2.69
-3.27
-1.10
-90.8%
33%
+68.4%
6
Headline metrics: actual Alpaca paper-account equity (round-trips to ~flat over this window). Strategy rows tagged EST: P&L attributed per sleeve from the real Alpaca fill timeline × daily closes (realized + unrealized, BIL/SHV cash at 0%) — fill-timing attribution, hence estimates. Through September 2, 2026. Not a backtest.
Capital Allocation · No Margin
Memory Rotation
25%
$23,621.10
Bond Rotation
5%
$4,918.54
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$17,065.26
Earnings Momentum
15%
$7,987.25
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$1,874.40
GPU Tilt
5%
$4,736.53
BTC Regime Gate
5%
$4,597.69
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $1,736.25Total Deployed: $82,800.25 / $84,536.51
✗Guard Hygiene8 active alert(s): LEVERAGED_NAME_OVER_5PCT_DIG_14.8pct, SINGLE_NAME_OVER_10PCT_BIL_13.2pct, SINGLE_NAME_OVER_5PCT_BNS_7.7pct…
✓Active Trading Days22 of last 23 sessions vs 16 minimum
✗Beat the Marketbook +0.78% vs SPY +0.54% same window; alpha +0.24pp vs >= +1.0pp
✓No Marginbuying power $1,736 vs cash $1,736
✗Allocation Drift6 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.
Strategy
CAGR
Sharpe
Max DD
Calmar
Period
DRAM
85.5%
2.25
-13.4%
6.39
1.5y
Memory Rotation
687.6%
2.90
-35.3%
19.48
1.5y
B&H QQQ
27.4%
1.17
-22.8%
1.20
1.5y
B&H BIL
3.9%
17.61
-0.0%
358.47
1.5y
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.