Super-Trader

PAPER TRADING ONLY
Last updated 2026-09-01 09:01 EST · data as of 2026-08-31
Portfolio Value
$84,414.47
● LIVE — Alpaca · updated 2026-09-01 9:00 AM EST
Today's P&L
$-616.55 (-0.73%)
Total Return (vs $100K)
$-15,585.53 (-15.59%)
Cash Available
$28,404.96

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
59.9%
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 2026-08-31 9:30 PM EST

Portfolio Risk Metrics LIVE PAPER

Sharpe
0.47
total vol risk
Sortino
0.84
downside only
Calmar
2.04
CAGR / MaxDD
Max DD
-1.8%
worst drawdown
Total Return
+0.32%
trailing 23 days · incl. live intraday mark
Trade Win Rate
61%
87 wins / 142 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|. Updated hourly from tracked paper-account equity through 2026-08-31.

Cumulative P&L LIVE PAPER

$-14,492.38
142 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 142 closed round-trips
Net Profit
$-14,492.38
all closed trades
Win Rate
61.27%
87 wins / 142 closed
Profit Factor
0.42
gross profit / gross loss
# of Trades
142
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-102.06
mean P&L per trade
Out-of-Sample · Held Back 29 of 142 (20.4% of sample)
Avg S/Trade
$31.71▲ $168.10
OOS mean P&L
Win Rate
44.83%▼ 20.7pp
13 wins / 29 OOS
Profit Factor
5.65▲ 5.27
OOS gross profit / loss
Drawdown/Profit
19.57%— N/A
OOS drawdown / net profit
Total Trades
29▼ 84
held-back round-trips
Edge Decay
▲ 1375.57%
profit factor vs in-sample
small sample, deltas may be noisy
⚠ Fewer than 30 out-of-sample trades; results may not be statistically meaningful.

Cumulative Equity

In-sample Out-of-sample
train / test

Current Holdings ● LIVE — Alpaca

SymbolStrategyQtyAvg EntryCurrentMarket ValueUnrealized P&L
BIL Memory Rotation 116.494 $91.65 $91.40 $10,647.37 $-29.78 (-0.28%)
SOXX GPU Tilt 9.0537 $510.09 $500.34 $4,529.95 $-88.31 (-1.91%)
IBIT BTC Regime Gate 102.1505 $44.25 $44.13 $4,507.90 $-11.75 (-0.26%)
BNS Maple 45.5999 $94.31 $91.66 $4,179.69 $-120.95 (-2.81%)
SPY Bond Rotation 5.1944 $766.01 $761.90 $3,957.58 $-21.34 (-0.54%)
AEM Maple 19.6348 $215.69 $196.60 $3,860.20 $-374.77 (-8.85%)
WPM Maple 26.2187 $138.80 $146.19 $3,832.91 $193.76 (+5.32%)
DELL — 7.5467 $455.50 $454.00 $3,426.19 $-11.32 (-0.33%)
ECAT Earnings Momentum 216.6043 $15.87 $15.36 $3,327.04 $-110.47 (-3.21%)
FIVE — 11.1089 $255.00 $246.80 $2,741.68 $-91.09 (-3.22%)
ADSK — 10.1299 $254.03 $253.00 $2,562.86 $-10.48 (-0.41%)
BAH Earnings Momentum 27.0316 $79.01 $75.50 $2,040.89 $-94.88 (-4.44%)
ENB Maple 29.5347 $50.39 $50.87 $1,502.43 $14.21 (+0.95%)
EXLS Earnings Momentum 29.6567 $36.00 $38.10 $1,129.92 $62.28 (+5.83%)
LMT Earnings Momentum 1.748 $610.78 $557.49 $974.48 $-93.16 (-8.73%)
QQQ Bond Rotation 0.932 $714.23 $707.41 $659.28 $-6.36 (-0.95%)
CRM — 2.4327 $207.68 $253.54 $616.80 $111.57 (+22.08%)
DG — 4.0531 $124.65 $126.75 $513.73 $8.49 (+1.68%)
VSXY — 5.8087 $86.98 $85.00 $493.74 $-11.50 (-2.28%)
SMH GPU Tilt 0.3738 $555.01 $545.79 $204.03 $-3.45 (-1.66%)
RY Maple 0.8333 $208.71 $204.15 $170.12 $-3.80 (-2.19%)
TD Maple 0.8864 $120.55 $120.91 $107.18 $0.31 (+0.29%)
TRP Maple 0.3735 $64.33 $63.00 $23.53 $-0.50 (-2.07%)
Last updated 2026-09-01 9:00 AM EST · live from Alpaca paper account · “(deallocated)” = leftover position from a sleeve no longer allocated capital

Position History

Date (EST)SymbolSideQtyPriceStrategy
2026-09-01 8:01 AM BIL BUY 5.9641 $91.40 Memory Rotation
2026-09-01 4:00 AM MU SELL 13.0091 $953.97 Memory Rotation
2026-08-31 12:03 PM BIL BUY 0.0628 $91.67 Memory Rotation
2026-08-31 12:03 PM IBIT BUY 0.1502 $44.54 BTC Regime Gate
2026-08-31 12:03 PM SMH BUY 0.0139 $553.26 GPU Tilt
2026-08-31 12:03 PM SOXX BUY 0.0161 $507.48 GPU Tilt
2026-08-31 11:52 AM BIL BUY 0.0923 $91.67 Memory Rotation
2026-08-31 11:52 AM IBIT BUY 0.1729 $44.53 BTC Regime Gate
2026-08-31 11:50 AM BIL BUY 0.0109 $91.67 Memory Rotation
2026-08-31 9:47 AM BIL BUY 0.2408 $91.67 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 17.26% · VIX 14.92
OFFENSIVE: DIG above SMA80 with 20d momentum=17.26%. VIX=14.9; vol-scaled weight=52.1% (20d realized vol=48.0%, target=25%); rerisk_gate: 30Y +1.8bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +1.8bp/5d > 0bp, target_vol=25%
Allocation 25% · deployed $10,647.37 (12.6% of equity)
Unrealized P&L: $-29.78
Holdings: BIL $10,647.37
Updated 2026-08-31 9:30 PM EST
Maple Sleeve LIVE PAPER
Canadian blue-chip dividend diversification sleeve
— → ENB, TRP, RY, TD, BNS, AEM, WPM
Allocation 20% · deployed $13,676.06 (16.2% of equity)
Unrealized P&L: $-291.73
Holdings: BNS $4,179.69 · AEM $3,860.20 · WPM $3,832.91 · ENB $1,502.43 · RY $170.12 · TD $107.18 · TRP $23.53
Updated 2026-08-31 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 +5.4bp/5d <= +15bp, QQQ unchanged
Allocation 5% · deployed $4,616.86 (5.5% of equity)
Unrealized P&L: $-27.69
Holdings: SPY $3,957.58 · QQQ $659.28
Updated 2026-08-31 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 → ECAT
Allocation 15% · deployed $7,472.33 (8.9% of equity)
Unrealized P&L: $-236.23
Holdings: ECAT $3,327.04 · BAH $2,040.89 · EXLS $1,129.92 · LMT $974.48
Updated 2026-08-31 9:01 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.
OFFENSIVE → SOXX, SMH
GPU tilt ON: H100 mom=+18.9% Z=+0.77 5d_avg=+0.21% → long semis
Allocation 5% · deployed $4,733.98 (5.6% of equity)
Unrealized P&L: $-91.76
Holdings: SOXX $4,529.95 · SMH $204.03
Updated 2026-08-31 5:31 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).
long → SPY
Holding SPY from 2026-07-28; no frozen exit condition at 2026-08-31 close
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-01 8:01 AM 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).
partial → SPY, BIL
Waterhole P<0.5 70% band: P=+0.146; target 70% SPY / 30% BIL at the next open
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-01 8:01 AM 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 +293bp) — long IBIT
Allocation 5% · deployed $4,507.90 (5.3% of equity)
Unrealized P&L: $-11.75
Holdings: IBIT $4,507.90
Updated 2026-09-01 8:01 AM EST
Signal-Only Paper · signals generated, no capital deployed
Meme ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 55.55555555555556 · 0 candidates · feeds: reddit, polymarket, kalshi
Last run 2026-08-31 9:31 PM EST
Inverse Meme ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-08-31 9:30 PM EST
Options ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-08-31 9:30 PM EST
Trump Tweet ACTIVE NOTIFICATION ONLY
1-min Truth Social poller — NOTIFICATION ONLY: alerts sent, trading disabled 2026-08-20, no orders placed
No pending trade
Last run 2026-09-01 8:48 AM EST
Inverse Crypto ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-08-31 9:30 PM 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 2026-09-01 8:00 AM EST
VNQ Reversion ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-08-31 9:30 PM 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 2026-08-31 9:15 AM EST

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

Meme Mania
55.55555555555556
Feeds Used
reddit, polymarket, kalshi
Feeds Missing
twitter
TickerMeme ScoreSuggested Weight
No candidates above threshold
signal-only; not validated; no live capital · updated 2026-08-31 9:30 PM

Earnings Calendar SCANNER

TickerEarnings DateDays UntilDecisionReason
Tuesday, 2026-09-01
CRDO 2026-09-01 (Tuesday) 1 day NO SETUP Pullback -1.84% and runup -20.02% pass; RSI unavailable; scanner marked no setup
DELL 2026-09-01 (Tuesday) 1 day NO SETUP Pullback -0.86% and runup -4.96% pass; RSI unavailable; scanner marked no setup
Wednesday, 2026-09-02
ECAT 2026-09-02 (Wednesday) 2 days TRIGGERED Pullback -0.54% ≤ 1.5% threshold, runup -0.32% ≤ 10% cap, within 5-day window
AGX 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -3.77% and runup -27.88% pass; RSI unavailable; scanner marked no setup
AI 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 5.73% > 1.5% threshold (price above MA entry zone); Runup 11.55% > 10% cap (already run up too much)
AVGO 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 1.57% > 1.5% threshold (price above MA entry zone)
BCAT 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 0.45% and runup 1.65% pass; RSI unavailable; scanner marked no setup
CAL 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -3.85% and runup -8.28% pass; RSI unavailable; scanner marked no setup
CXM 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 4.59% > 1.5% threshold (price above MA entry zone); Runup 22.54% > 10% cap (already run up too much)
DAKT 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 0.61% and runup -2.06% pass; RSI unavailable; scanner marked no setup
FIVE 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -1.46% and runup 3.47% pass; RSI unavailable; scanner marked no setup
GIII 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -1.97% and runup -3.49% pass; RSI unavailable; scanner marked no setup
Thursday, 2026-09-03
AMBA 2026-09-03 (Thursday) 3 days NO SETUP Pullback -1.33% and runup -11.66% pass; RSI unavailable; scanner marked no setup
ASAN 2026-09-03 (Thursday) 3 days NO SETUP Pullback 3.64% > 1.5% threshold (price above MA entry zone); Runup 16.19% > 10% cap (already run up too much)
BRC 2026-09-03 (Thursday) 3 days NO SETUP Pullback -2.54% and runup -3.83% pass; RSI unavailable; scanner marked no setup
CIEN 2026-09-03 (Thursday) 3 days NO SETUP Pullback -1.99% and runup -14.01% pass; RSI unavailable; scanner marked no setup
CPB 2026-09-03 (Thursday) 3 days NO SETUP Pullback 1.15% and runup 4.41% pass; RSI unavailable; scanner marked no setup
DOCU 2026-09-03 (Thursday) 3 days NO SETUP Pullback 5.55% > 1.5% threshold (price above MA entry zone); Runup 10.78% > 10% cap (already run up too much)
FIZZ 2026-09-03 (Thursday) 3 days NO SETUP Pullback -2.98% and runup 1.93% pass; RSI unavailable; scanner marked no setup
GCO 2026-09-03 (Thursday) 3 days NO SETUP Pullback -0.35% and runup -3.38% pass; RSI unavailable; scanner marked no setup
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-08-31 9:01 PM

Earnings Momentum LIVE PAPER

Trading Days Held
1 / 5
Open Legs
1 / 1
Signal
2026-08-31 9:01 PM
SymbolStatusEntryTargetStopCurrentUnrealized P&L
ECAT OPEN $15.36 (est.) $16.36 $14.52 $15.36 $-110.47 (-3.21%)
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: 252d context → 21d horizon. Directional Brier = mean((p_up − actual)²); 0.25 = coin flip. Shadow only — no positions. Last run —.
MAE (21d)
$9.94
Dir Hit
68.6%
Brier (prob.)
0.2157
CRPS
3.9154
MAE (21d)
$14.51
Dir Hit
62.9%
Brier (prob.)
0.2354
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
genuine edge — confirm on rolling basis

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
OFFENSIVE
Target Book
SOXX 60% / SMH 40%
Signal
2026-08-31 5:31 PM
GPU tilt ON: H100 mom=+18.9% Z=+0.77 5d_avg=+0.21% → long semis
H100 Current $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$3.0083 $2.53 +18.9% +0.77 +0.21%
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 +0.77 → OFFENSIVE

⚡ 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)
65.5%
annualized, all GPUs
H100 Spot
$2.97
/GPU-hour
3-Mo Trend
H100 daily index
GPUDaily Index $/hrLive Spot3-Mo ReturnAnn. Vol20D Momentum
A100 SXM4$1.02$1.02-19.3%37.9%-5.9%
B200$6.07$6.07+13.7%58.2%+6.3%
H100 SXM$2.97$2.97+4.2%65.3%+11.3%
H200$4.42$4.42+7.6%94.5%-1.5%
RTX 5090$0.54$0.54-36.9%71.6%+7.3%
LLM Token Index$/Mtok (blended)Updated
Anthropic$1.4392026-08-30
Openai$0.2412026-08-30
Google$0.4912026-08-30
Deepseek$0.0842026-08-30
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 August 31, 2026 · page generated September 1, 2026 at 09:01 AM ET
Trailing Days
23
Total Return
+0.32%
Sharpe
0.47
Sortino
0.84
Calmar
2.04
Max DD
-1.75%
Trade Win Rate
61%
StrategyEquityReturnSharpeSortinoCalmarMax DDDaily Up %Best DayDays
Hormuz Carry EST $795 +34.69% 3.43 7.01 401.73 -26.9% 50% +25.8% 16
Unattributed EST $3,517 +14.96% 2.31 3.84 28.88 -12.5% 48% +9.9% 23
Maple EST $4,521 +8.69% 2.02 2.05 9.26 -16.1% 65% +8.2% 23
Shipping EST $1,787 +7.04% 3.27 8.23 42.76 -5.6% 57% +4.4% 14
Memory Rotation EST $15,205 +6.34% 1.71 5.49 13.65 -7.0% 48% +8.8% 23
Bond Rotation EST $11,274 +3.24% 2.34 4.72 10.88 -3.8% 43% +2.4% 23
Value Dip EST $3,956 +0.93% 0.60 0.93 2.00 -5.8% 48% +3.4% 21
Trump Tweet EST $1,804 -1.89% -0.85 -0.74 -3.02 -8.6% 50% +3.1% 16
DRAM EST $22,153 -2.37% -1.96 -1.97 -6.82 -4.9% 40% +2.6% 15
Earnings Momentum EST $6,341 -2.50% -3.32 -10.00 -17.99 -2.6% 50% +1.9% 10
GPU Tilt EST $321 -30.09% -12.02 -16.35 -3.28 -30.5% 25% +0.6% 4
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 August 31, 2026. Not a backtest.

Capital Allocation · No Margin

Memory Rotation
25%
$10,647.37
Bond Rotation
5%
$4,616.86
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$13,676.06
Earnings Momentum
15%
$7,472.33
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$0.00
GPU Tilt
5%
$4,733.98
BTC Regime Gate
5%
$4,507.90
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $28,404.96 Total Deployed: $56,009.51 / $84,414.47
Zero-allocation/deallocated positions (pending liquidation): $10,355.00

Trading Discipline SCORE 36

36 BREACH
score, last 2 session(s)
✓ Max Daily Loss worst day -1.07% vs -2.0% limit
✓ Max Drawdown -1.75% vs -8.0% limit
✗ Guard Hygiene 5 active alert(s): SINGLE_NAME_OVER_10PCT_BIL_11.9pct, SINGLE_NAME_OVER_5PCT_IBIT_5.3pct, SINGLE_NAME_OVER_10PCT_MU_14.7pct…
✓ Active Trading Days 21 of last 22 sessions vs 16 minimum
✗ Beat the Market book +1.05% vs SPY +2.99% same window; alpha -1.93pp vs >= +1.0pp
✓ No Margin buying power $10,506 vs cash $28,405
✗ Allocation Drift 7 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 2026-09-01 09:01 EST