Super-Trader

PAPER TRADING ONLY
Last updated 2026-09-03 01:11 EST · data as of 2026-09-01
Portfolio Value
$84,670.12
● LIVE — Alpaca · updated 2026-09-03 1:11 AM EST
Today's P&L
$847.49 (+1.01%)
Total Return (vs $100K)
$-15,329.88 (-15.33%)
Cash Available
$1,318.11

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
82.2%
Memory Rotation 25% · Maple 20% · Earnings Momentum 15% · Bond Rotation 5% · GPU Tilt 5% · Ndx Momentum 5% · Hormuz Carry 5% · BTC Regime Gate 5% · Braided-Delta 5% · Waterhole 5% · DRAM 0% · Cash 5%
Regime/confidence from the latest daily snapshot; percentages shown = canonical allocator targets (hmm_overlay itself is monitor-only, not wired to execution) · updated 2026-09-02 9:30 PM EST

Portfolio Risk Metrics LIVE PAPER

Sharpe
1.07
total vol risk
Sortino
1.57
downside only
Calmar
4.88
CAGR / MaxDD
Max DD
-2.1%
worst drawdown
Total Return
+0.91%
trailing 23 days · incl. live intraday mark
Trade Win Rate
54%
112 wins / 206 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|. Updated hourly from tracked paper-account equity through 2026-09-01.

Cumulative P&L LIVE PAPER

$-14,726.20
206 closed round-trips · net realized P&L, FIFO-matched fills
Realized P&L of each closed round-trip (sell matched to earlier buys, FIFO) summed in exit-date order. Cash-venue round-trips (BIL/SGOV/SHV) and sub-$25 dust trades are excluded, same as the Strategy Summary. Unrealized positions are not included. Not a backtest.

Strategy Summary 80/20 HOLDOUT

Chronological split by exit date · the final holdout is excluded from parameter optimization.
Full Sample 206 closed round-trips
Net Profit
$-14,726.20
all closed trades
Win Rate
54.37%
112 wins / 206 closed
Profit Factor
0.43
gross profit / gross loss
# of Trades
206
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-71.49
mean P&L per trade
Out-of-Sample · Held Back 42 of 206 (20.4% of sample)
Avg S/Trade
$0.07▲ $89.88
OOS mean P&L
Win Rate
40.48%▼ 17.5pp
17 wins / 42 OOS
Profit Factor
1.02▲ 0.59
OOS gross profit / loss
Drawdown/Profit
4651.96%— N/A
OOS drawdown / net profit
Total Trades
42▼ 122
held-back round-trips
Edge Decay
▲ 141.00%
profit factor vs in-sample
small sample, deltas may be noisy

Cumulative Equity

In-sample Out-of-sample
train / test

Current Holdings ● LIVE — Alpaca

SymbolStrategyQtyAvg EntryCurrentMarket ValueUnrealized P&L
DIG Memory Rotation 175.3068 $70.97 $72.35 $12,683.45 $241.79 (+1.94%)
BIL Memory Rotation 121.7053 $91.45 $91.40 $11,123.86 $-5.98 (-0.05%)
BNS Maple 67.9729 $93.43 $93.31 $6,342.55 $-8.34 (-0.13%)
LULU Earnings Momentum 39.5574 $121.55 $120.69 $4,774.18 $-34.02 (-0.71%)
OLLI — 61.2773 $75.00 $74.30 $4,552.91 $-42.89 (-0.93%)
IBIT BTC Regime Gate 100.2767 $44.38 $43.99 $4,411.17 $-38.98 (-0.88%)
SOXX GPU Tilt 8.6459 $495.84 $500.25 $4,325.12 $38.13 (+0.89%)
SPY Bond Rotation 5.4916 $764.60 $764.74 $4,199.67 $0.78 (+0.02%)
WPM Maple 26.2187 $138.80 $151.18 $3,963.74 $324.59 (+8.92%)
AEM Maple 19.6348 $215.69 $197.00 $3,868.06 $-366.91 (-8.66%)
DELL — 7.5467 $455.50 $484.10 $3,653.34 $215.83 (+6.28%)
ECAT — 216.6043 $15.87 $15.24 $3,301.05 $-136.46 (-3.97%)
FIVE — 11.1089 $255.00 $255.00 $2,832.77 $0.00 (+0.00%)
ADSK — 10.1299 $254.03 $242.11 $2,452.55 $-120.79 (-4.69%)
ENB Maple 40.1787 $50.48 $50.31 $2,021.39 $-7.02 (-0.35%)
BAH Earnings Momentum 27.0316 $79.01 $73.17 $1,977.91 $-157.86 (-7.39%)
EXLS Earnings Momentum 29.6567 $36.00 $36.91 $1,094.63 $26.99 (+2.53%)
LMT Earnings Momentum 1.748 $610.78 $534.00 $933.42 $-134.22 (-12.57%)
QQQ Bond Rotation 0.932 $714.23 $708.65 $660.43 $-5.20 (-0.78%)
CRM — 2.4327 $207.68 $258.14 $627.99 $122.76 (+24.30%)
DG — 4.0531 $124.65 $131.20 $531.77 $26.53 (+5.25%)
VSXY — 5.8087 $86.98 $87.00 $505.36 $0.12 (+0.02%)
MRVL Ndx Momentum 2 $206.60 $206.00 $412.00 $-1.20 (-0.29%)
NBIS Ndx Momentum 2 $204.73 $204.09 $408.18 $-1.28 (-0.31%)
WBD Ndx Momentum 14 $28.44 $28.28 $395.92 $-2.24 (-0.56%)
SMH GPU Tilt 0.6585 $542.67 $550.00 $362.17 $4.83 (+1.35%)
TER Ndx Momentum 1 $341.01 $343.10 $343.10 $2.09 (+0.61%)
LRCX Ndx Momentum 1 $288.03 $289.08 $289.08 $1.05 (+0.36%)
RY Maple 0.8333 $208.71 $207.86 $173.21 $-0.71 (-0.41%)
TD Maple 0.8864 $120.55 $121.47 $107.67 $0.81 (+0.76%)
TRP Maple 0.3735 $64.33 $62.49 $23.34 $-0.69 (-2.86%)
Last updated 2026-09-03 1:11 AM EST · live from Alpaca paper account · “(deallocated)” = leftover position from a sleeve no longer allocated capital

Position History

Date (EST)SymbolSideQtyPriceStrategy
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
2026-09-02 9:34 AM DIG SELL 20 $71.31 Memory Rotation

Active Strategies

Allocated Sleeves · LIVE PAPER places paper-account orders; PAPER SIM places no orders
Memory Rotation LIVE PAPER
Leveraged momentum — SNDK / MU / TQQQ / DIG · Re-risk cap 25%→30% on/after 2026-08-29 only when 30Y 5-day yield change ≤ 0 bp
REBALANCE → DIG · momentum 21.63% · VIX 16.34
OFFENSIVE: DIG above SMA80 with 20d momentum=21.63%. VIX=16.3; vol-scaled weight=52.4% (20d realized vol=47.7%, target=25%); rerisk_gate: 30Y +8.1bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +8.1bp/5d > 0bp, target_vol=25%
Allocation 25% · deployed $23,807.31 (28.1% of equity)
Unrealized P&L: +$235.81
Holdings: DIG $12,683.45 · BIL $11,123.86
Updated 2026-09-02 9:30 PM EST
Maple Sleeve LIVE PAPER
Canadian blue-chip dividend diversification sleeve
— → ENB, TRP, RY, TD, BNS, AEM, WPM
Allocation 20% · deployed $16,499.97 (19.5% of equity)
Unrealized P&L: $-58.27
Holdings: BNS $6,342.55 · WPM $3,963.74 · AEM $3,868.06 · ENB $2,021.39 · RY $173.21 · TD $107.67 · TRP $23.34
Updated 2026-09-02 9:30 PM EST
Bond Rotation LIVE PAPER
Top-1 126-day momentum · 15% vol target · Yield filter: 10Y 5-day change > +15 bp rotates SPY/QQQ winners to BIL (fail-open)
— → QQQ
Yield filter: 10Y +13.2bp/5d <= +15bp, QQQ unchanged
Allocation 5% · deployed $4,860.10 (5.7% of equity)
Unrealized P&L: $-4.42
Holdings: SPY $4,199.67 · QQQ $660.43
Updated 2026-09-02 9:30 PM EST
Earnings Momentum LIVE PAPER
Post-earnings momentum — scanner 9:00 PM ET, GTC entries at next bridge pass, 6.5% target / 5.5% stop / 5-session time exit
LONG → LULU
Allocation 15% · deployed $8,780.14 (10.4% of equity)
Unrealized P&L: $-299.11
Holdings: LULU $4,774.18 · BAH $1,977.91 · EXLS $1,094.63 · LMT $933.42
Updated 2026-09-02 9:02 PM EST
GPU Tilt LIVE PAPER
H100 daily $/GPU-hour (Ornn OCPI) leads semiconductor ETFs by ~1 month (Granger p=0.0017 for SOXX). Z-score gated daily signal — OFFENSIVE=60% SOXX/40% SMH, DEFENSIVE=BIL.
NEUTRAL → SOXX, SMH, BIL
GPU tilt NEUTRAL: H100 mom=+5.9% Z=-1.05 5d_avg=+1.15% → half position
Allocation 5% · deployed $4,687.30 (5.5% of equity)
Unrealized P&L: +$42.96
Holdings: SOXX $4,325.12 · SMH $362.17
Updated 2026-09-02 5:30 PM EST
Braided-Delta LIVE PAPER
LIVE SPY timing sleeve — sector residual-dispersion braid plus breadth and basket confirmation; close signal executes next open. Flipped live 2026-08-30 (user directive; early flip).
cash → BIL
No active Braided-Delta position or entry at 2026-09-02 close; target BIL
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-02 4:56 PM EST
Waterhole LIVE PAPER
LIVE SPY stress ladder — robust SPY volatility/drawdown and TLT-return composite; 0/40/70/100% exposure. Flipped live 2026-08-30 (user directive; early flip).
long → SPY
Waterhole P<0 full-risk band: P=-0.562; 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 2026-09-02 4:56 PM EST
BTC Regime Gate LIVE PAPER
EMA20d>EMA200d long/cash timing of BTC — OFFENSIVE=IBIT (spot BTC ETF), DEFENSIVE=BIL. Backtest 4.66y (USDT+USDC, 25bp costs): +22.6% CAGR / -32.6% maxDD vs B&H +11.6% / -67.6%; ~1.8 flips/yr. Flipped live 2026-08-30 (user directive; early flip).
OFFENSIVE → IBIT
EMA20d > EMA200d (spread +319bp) — long IBIT
Allocation 5% · deployed $4,411.17 (5.2% of equity)
Unrealized P&L: $-38.98
Holdings: IBIT $4,411.17
Updated 2026-09-02 4:56 PM EST
Signal-Only Paper · signals generated, no capital deployed
Meme ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 60.46511627906977 · 0 candidates · feeds: reddit, polymarket, kalshi
Last run 2026-09-03 12:01 AM EST
Inverse Meme ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-09-03 12:01 AM EST
Options ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-09-03 12:01 AM EST
Trump Tweet ACTIVE NOTIFICATION ONLY
1-min Truth Social poller — NOTIFICATION ONLY: alerts sent, trading disabled 2026-08-20, no orders placed
Pending: BUY AAPL ($750.00), BUY GOOGL ($750.00) · AFTER_HOURS
Last run 2026-09-03 12:18 AM EST
Inverse Crypto ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-09-03 12:01 AM EST
DRAM PAUSED SIGNAL-ONLY
PAUSED TRADING — signal-only paper simulation continues; Dynamic Regime-Adaptive Momentum with vol-scaled sizing + VIX-adaptive ATR trailing stop
Last run 2026-09-03 1:01 AM EST
VNQ Reversion ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-03 12:01 AM EST
Retired · no allocation, kept for historical context
Shipping RETIRED 0% ALLOCATION
Tanker sector rotation — INSW/NAT/FRO/SBLK/DHT/STNG · 14-day rebalance
Retired — kept for historical context
Geo Reversal RETIRED 0% ALLOCATION
Geopolitical reversal rotation — energy vs broad market on geo-risk score shifts
Retired — kept for historical context
VIX Regime RETIRED 0% ALLOCATION
VIX regime recovery basket — 80% SPY / 20% QQQ when high-vol + low VIX + bull trend
Retired — kept for historical context
Value Dip RETIRED 0% ALLOCATION
NASDAQ-100 worst performers — dynamic sourcing pipeline, 4-condition entry gate
Retired — kept for historical context
Polymarket Weather RETIRED 0% ALLOCATION
Weather prediction market signals (retired/deleted)
Retired — kept for historical context
Pre-Market Momentum RETIRED 0% ALLOCATION
Pre-market gap momentum scanner — allocation removed after live evaluation
Retired · last run 2026-09-02 3:17 PM EST

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

Meme Mania
60.46511627906977
Feeds Used
reddit, polymarket, kalshi
Feeds Missing
twitter
TickerMeme ScoreSuggested Weight
No candidates above threshold
signal-only; not validated; no live capital · updated 2026-09-02 9:30 PM

Earnings Calendar SCANNER

TickerEarnings DateDays UntilDecisionReason
Thursday, 2026-09-03
LULU 2026-09-03 (Thursday) 1 day TRIGGERED Pullback -0.07% ≤ 1.5% threshold, runup -0.85% ≤ 10% cap, within 5-day window
AMBA 2026-09-03 (Thursday) 1 day NO SETUP Pullback -2.72% and runup -9.34% pass; RSI unavailable; scanner marked no setup
ASAN 2026-09-03 (Thursday) 1 day NO SETUP Pullback -1.48% and runup 7.31% pass; RSI unavailable; scanner marked no setup
BRC 2026-09-03 (Thursday) 1 day NO SETUP Pullback -2.14% and runup -4% pass; RSI unavailable; scanner marked no setup
CIEN 2026-09-03 (Thursday) 1 day NO SETUP Pullback -6.43% and runup -11.15% pass; RSI unavailable; scanner marked no setup
CPB 2026-09-03 (Thursday) 1 day NO SETUP Pullback 1.07% and runup 3.72% pass; RSI unavailable; scanner marked no setup
DOCU 2026-09-03 (Thursday) 1 day NO SETUP Pullback 1.62% > 1.5% threshold (price above MA entry zone)
FIZZ 2026-09-03 (Thursday) 1 day NO SETUP Pullback -1.79% and runup 0.67% pass; RSI unavailable; scanner marked no setup
GCO 2026-09-03 (Thursday) 1 day NO SETUP Pullback -2.56% and runup -6.63% pass; RSI unavailable; scanner marked no setup
GWRE 2026-09-03 (Thursday) 1 day NO SETUP Runup 13.12% > 10% cap (already run up too much)
IOT 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.69% and runup -1.31% pass; RSI unavailable; scanner marked no setup
KFY 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.44% and runup 0.93% pass; RSI unavailable; scanner marked no setup
MAMA 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.69% and runup -2.74% pass; RSI unavailable; scanner marked no setup
NX 2026-09-03 (Thursday) 1 day NO SETUP Pullback -4.33% and runup -7.6% pass; RSI unavailable; scanner marked no setup
PATH 2026-09-03 (Thursday) 1 day NO SETUP Runup 16.43% > 10% cap (already run up too much)
PDI 2026-09-03 (Thursday) 1 day NO SETUP Pullback 0.22% and runup 0.92% pass; RSI unavailable; scanner marked no setup
PDO 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.48% and runup -2.05% pass; RSI unavailable; scanner marked no setup
PL 2026-09-03 (Thursday) 1 day NO SETUP Pullback -5.04% and runup -17.55% pass; RSI unavailable; scanner marked no setup
RQI 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.82% and runup -2.42% pass; RSI unavailable; scanner marked no setup
SWBI 2026-09-03 (Thursday) 1 day NO SETUP Pullback -1.33% and runup -9.88% pass; RSI unavailable; scanner marked no setup
TTC 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.97% and runup 1.65% pass; RSI unavailable; scanner marked no setup
USA 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.6% and runup -1.5% pass; RSI unavailable; scanner marked no setup
UTF 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.61% and runup -0.63% pass; RSI unavailable; scanner marked no setup
VSXY 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.9% and runup 0.29% pass; RSI unavailable; scanner marked no setup
WLY 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.16% and runup -1.77% pass; RSI unavailable; scanner marked no setup
ZGN 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.72% and runup -3.19% pass; RSI unavailable; scanner marked no setup
ZS 2026-09-03 (Thursday) 1 day NO SETUP Pullback -1.84% and runup -3.95% pass; RSI unavailable; scanner marked no setup
Monday, 2026-09-07
CGNT 2026-09-07 (Monday) 5 days NO SETUP Pullback -3.23% and runup -5.91% pass; RSI unavailable; scanner marked no setup
FCEL 2026-09-07 (Monday) 5 days NO SETUP Pullback -5.59% and runup -21.29% pass; RSI unavailable; scanner marked no setup
GME 2026-09-07 (Monday) 5 days NO SETUP Pullback 3.03% > 1.5% threshold (price above MA entry zone)
SWVL 2026-09-07 (Monday) 5 days NO SETUP Pullback 33.17% > 1.5% threshold (price above MA entry zone); Runup 165.97% > 10% cap (already run up too much)
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-02 9:02 PM

Earnings Momentum LIVE PAPER

Trading Days Held
1 / 5
Open Legs
1 / 1
Signal
2026-09-02 9:02 PM
SymbolStatusEntryTargetStopCurrentUnrealized P&L
LULU OPEN $121.55 $129.45 $114.86 $120.69 $-34.02 (-0.71%)
6.5% target · 5.5% stop · 5-session time exit · exit monitor 9:40 AM / 11:40 AM / 1:40 PM / 3:40 PM ET

TimesFM-3 Shadow Research GLD · 21dPAPER / RESEARCH

Zero-shot 330M foundation model (Google, non-commercial checkpoint) vs the forecast_v2 hybrid Monte-Carlo baseline. Walk-forward: 504d context → 21d horizon. Directional Brier = mean((p_up − actual)²); 0.25 = coin flip. Shadow only — no positions. Last run 2026-09-02 5:30 PM.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.72
Dir Hit
65.7%
Brier (prob.)
0.2271
CRPS
3.8465
Hybrid v2 (baseline)
MAE (21d)
$9.04
Dir Hit
68.6%
Brier (prob.)
0.2250
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 1:11 AM ET, Sep 3. Every source carries its own as-of stamp; stale sources are flagged red.
Equity
$2,300.61
Cash
$2,099.51
Buying Power
$999.51
Open positions
SymbolQuantityMarket ValueType
SMH0.3651$201.10EQUITY
Transaction history (most recent first)
Time (ET)TypeDescriptionNet
3:55 PM ET, Sep 1TRADE / TRADEBUY 0.18334 SMH at 545.4339$-100.00
8:08 PM ET, Sep 1MONEY_MOVEMENT / DEPOSITDeposit $1000.00$1,000.00
3:55 PM ET, Sep 2TRADE / TRADEBUY 0.18176 SMH at 550.155$-100.00
4:15 PM ET, Sep 2MONEY_MOVEMENT / DEPOSITDeposit $100.00$100.00
8:06 PM ET, Sep 2MONEY_MOVEMENT / DEPOSITDeposit $200.00$200.00
8:49 PM ET, Sep 2TRADE / TRADEBUY 0.00025955 BTC at 77053.54$-20.12
8:50 PM ET, Sep 2TRADE / TRADEBUY 0.00025954 BTC at 77057.55$-20.12
8:50 PM ET, Sep 2TRADE / TRADESELL 0.00025 BTC at 77057.54$19.14
Strategies
BURST-XS3 Crypto Momentum BTC/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 2 · State healthy
Position
CASH (USDC)
Days Left
0
Notional / Trade
$500.00 (Tier-1; auto-upgrades to $3,000 at equity >= $3,900)
Fee Tier
0.60%/side (120bp RT) until $10k/mo volume -> 0.50%
Regime Gate
ON (BTC > EMA100)
Sig (last close)
BTC -0.042 · ETH -0.3491 · SOL +0.1248
Recent runs
Run (ET)TargetTradesReason
9:24 PM ET, Sep 2USDCno tradeno trigger, no position -> cash
9:05 PM ET, Sep 2USDCno tradeno trigger, no position -> cash
8:54 PM ET, Sep 2USDCno tradeno trigger, no position -> cash
8:01 PM ET, Sep 2—no tradeno trigger, no position -> cash
3:17 PM ET, Sep 2USDCno tradeno 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).
Overnight Alpha — SMH weekdays · 3:55 PM ET buy → next-open sell
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.
Holdout 2022-04→2026-08: +39.8% CAGR / Sharpe 1.80 / −13.5% maxDD (reference only)
Asia-gate London Gold weekdays · 3:00 AM buy → 8:00 AM sell (ET)
Executor: Public.com AI Agent 'Asia London gold' (public-side, autonomous) · Flag as of 5:30 PM ET, Sep 2 · current
Regime (weekly ask)
BULL
Flag detail
p_up 0.7, 21d median $434.59 vs $402.78 (+7.9%)
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 $500 GLD at 3:00 AM ET (extended-hours limit near ask); sell ALL at 8:00 AM ET (limit near bid; market fallback 8:05 AM). 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 QQQ EMA21 reversion + Bilbo hourly · weekdays 4:25 PM ET
Executor: Hermes cron (alpaca-sleeve-scan) — weekdays 4:25 PM ET · State as of 1:08 AM ET, Sep 3 · current
QQQ Sleeve
FLAT
Bilbo Armed
AVGO, MU, INTC, BAC, JPM
Bilbo Long
none
Book
Alpaca paper — $500/trade each
Armed compression boxes
SymbolBox LowBox High (buy-stop)Grey Bars
AVGO$366.18$371.0517
BAC$62.24$63.5510
INTC$88.07$90.4211
JPM$353.86$361.3738
MU$935.63$955.3713
Recent events
No paper trades yet.
QQQ EMA21 reversion: buy $500 QQQ at next open when QQQ close <= 0.95×EMA21, sell at the open 5 sessions later. Bilbo hourly (Megacap 20): compression box from first 5 grey hourly candles; buy-stop break above box high (vol + daily EMA21 gates), stop = box low, trail = daily 50 EMA, 20-session cap, $500/trade.
QQQ EMA21 ≤−5% long OOS 2018–2026: +212bp/5d, t=4.17, 75% win (n=88) at 5bp/side. Bilbo hourly megacaps 2019–2026 (calibrated 86.4% vs author's live log): +64bp/trade, PF 1.40, t=3.37 (n=1,758). Both PAPER-ONLY (Alpaca), kill gates pending.

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
2026-09-02 5:30 PM
GPU tilt NEUTRAL: H100 mom=+5.9% Z=-1.05 5d_avg=+1.15% → half position
H100 Current $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$2.8279 $2.67 +5.9% -1.05 +1.15%
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 -1.05 → 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
$2.83
/GPU-hour
3-Mo Trend
H100 daily index
GPUDaily Index $/hrLive Spot3-Mo ReturnAnn. Vol20D Momentum
A100 SXM4$0.98$0.98-22.4%37.8%-6.0%
B200$6.46$6.46+20.9%58.4%+10.9%
H100 SXM$2.83$2.83-0.6%65.4%+3.7%
H200$4.47$4.47+8.8%93.6%-4.8%
RTX 5090$0.63$0.63-25.6%76.5%+26.5%
LLM Token Index$/Mtok (blended)Updated
Anthropic$1.4712026-09-01
Openai$0.2852026-09-01
Google$0.4932026-09-01
Deepseek$0.0982026-09-01
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 22 trading days (Alpaca 1M history window) LIVE PAPER

Last updated September 1, 2026 · page generated September 3, 2026 at 01:11 AM ET
Trailing Days
23
Total Return
+0.91%
Sharpe
1.07
Sortino
1.57
Calmar
4.88
Max DD
-2.13%
Trade Win Rate
54%
StrategyEquityReturnSharpeSortinoCalmarMax DDDaily Up %Best DayDays
Hormuz Carry EST $795 +32.87% 3.41 7.22 437.20 -26.9% 47% +25.8% 15
Memory Rotation EST $17,113 +10.21% 2.67 7.58 31.75 -6.0% 52% +8.3% 23
Shipping EST $1,787 +7.04% 3.27 8.23 42.76 -5.6% 57% +4.4% 14
Bond Rotation EST $11,097 +1.35% 1.05 2.09 4.05 -3.9% 39% +2.5% 23
Value Dip EST $3,953 +0.85% 0.55 0.82 1.75 -5.8% 45% +3.4% 22
Ndx Momentum EST $1,842 +0.20% 0.30 0.71 0.14 -15.7% 43% +10.0% 23
Maple EST $4,698 -1.20% -0.00 -0.01 -0.60 -20.6% 61% +7.1% 23
BTC Regime Gate EST $4,453 -1.65% -5.23 — -31.35 -2.4% 33% +0.8% 3
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
Unattributed EST $7,449 -4.67% -0.95 -1.30 -3.32 -12.3% 39% +5.6% 23
Earnings Momentum EST $4,559 -6.80% -1.37 -2.40 -3.98 -13.5% 30% +7.5% 23
GPU Tilt EST $42 -90.75% -10.39 -9.23 -1.10 -90.8% 20% +0.6% 5
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 1, 2026. Not a backtest.

Capital Allocation · No Margin

Memory Rotation
25%
$23,807.31
Bond Rotation
5%
$4,860.10
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$16,499.97
Earnings Momentum
15%
$8,780.14
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$1,848.28
GPU Tilt
5%
$4,687.30
BTC Regime Gate
5%
$4,411.17
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $1,318.11 Total Deployed: $83,352.00 / $84,670.12
Zero-allocation/deallocated positions (pending liquidation): $18,457.73

Trading Discipline SCORE 42

42 BREACH
score, last 4 session(s)
✓ Max Daily Loss worst day -1.42% vs -2.0% limit
✓ Max Drawdown -2.13% vs -8.0% limit
✗ Guard Hygiene 8 active alert(s): LEVERAGED_NAME_OVER_5PCT_DIG_15.0pct, SINGLE_NAME_OVER_10PCT_BIL_13.1pct, SINGLE_NAME_OVER_5PCT_BNS_7.5pct…
✓ Active Trading Days 21 of last 22 sessions vs 16 minimum
✗ Beat the Market book -0.10% vs SPY +1.24% same window; alpha -1.34pp vs >= +1.0pp
✓ No Margin buying power $1,318 vs cash $1,318
✗ Allocation Drift 6 sleeve(s) beyond ±2.5pp of target
Score = 100 minus severity-weighted penalties (daily loss, drawdown, guard alerts, idle sessions, profit shortfall, margin use, allocation drift). Objectives shown "—" are unscored pending data. Built 2026-08-31.

Dram vs Memory Rotation — Backtest Comparison

DRAM is positioned as a capital-preservation variant: lowest drawdown of any risk-taking strategy. Universe selection bias applies (see signals/dynamic_regime.py). Bond Rotation is backtested over its own full 2007+ history (research/bond_rotation_backtest.py); backtest windows differ per row.
StrategyCAGRSharpeMax DDCalmarPeriod
DRAM85.5%2.25-13.4%6.391.5y
Memory Rotation687.6%2.90-35.3%19.481.5y
B&H QQQ27.4%1.17-22.8%1.201.5y
B&H BIL3.9%17.61-0.0%358.471.5y
Backtest comparison (research/dynamic_backtest_results.json). The live DRAM strategy trades a different universe and rebalances on different triggers. This is a research comparison, not a live performance record.
All trading is PAPER ONLY — no real capital at risk.
Generated 2026-09-03 01:11 EST