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
0.56
total vol risk
Sortino
0.77
downside only
Calmar
2.59
CAGR / MaxDD
Max DD
-2.1%
worst drawdown
Total Return
+0.51%
trailing 24 days · incl. live intraday mark
Trade Win Rate
54%
115 wins / 212 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|.
Updated hourly from tracked paper-account equity through 2026-09-03.
Cumulative P&L LIVE PAPER
$-15,880.03
212 closed round-trips · net realized P&L, FIFO-matched fills
$5.2k−$6.6k−$18.4k
Jun 29 '26Aug 27 '26Sep 4 '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 Sample212 closed round-trips
Net Profit
$-15,880.03
all closed trades
Win Rate
54.25%
115 wins / 212 closed
Profit Factor
0.41
gross profit / gross loss
# of Trades
212
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-74.91
mean P&L per trade
Out-of-Sample · Held Back43 of 212 (20.3% of sample)
Avg S/Trade
$-25.81▲ $61.59
OOS mean P&L
Win Rate
44.19%▼ 12.6pp
19 wins / 43 OOS
Profit Factor
0.19▼ 0.23
OOS gross profit / loss
Drawdown/Profit
N/A— N/A
OOS drawdown / net profit
Total Trades
43▼ 126
held-back round-trips
Edge Decay
▼ 53.94%
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 27 '26Sep 4 '26
Current Holdings ● LIVE — Alpaca
Symbol
Strategy
Qty
Avg Entry
Current
Market Value
Unrealized P&L
DIG
Memory Rotation
175.3068
$70.99
$70.02
$12,274.98
$-170.49 (-1.37%)
BIL
Memory Rotation
107.8777
$91.45
$91.45
$9,865.41
$0.08 (+0.00%)
BNS
Maple
78.8544
$93.56
$93.82
$7,398.12
$20.51 (+0.28%)
WPM
Maple
34.6423
$142.69
$154.98
$5,368.86
$425.76 (+8.61%)
IBIT
BTC Regime Gate
109.0868
$44.53
$45.16
$4,926.02
$68.41 (+1.41%)
OLLI
—
61.2773
$75.00
$76.56
$4,691.70
$95.90 (+2.09%)
SOXX
GPU Tilt
8.6244
$500.42
$518.60
$4,472.60
$156.80 (+3.63%)
SPY
Bond Rotation
5.4993
$764.61
$769.45
$4,231.41
$26.64 (+0.63%)
DELL
—
7.5467
$455.50
$522.30
$3,941.63
$504.12 (+14.67%)
ENB
Maple
66.3119
$50.37
$50.14
$3,324.88
$-15.18 (-0.45%)
ECAT
—
216.6043
$15.87
$15.26
$3,305.38
$-132.13 (-3.84%)
FIVE
—
11.1089
$255.00
$253.37
$2,814.63
$-18.14 (-0.64%)
ADSK
—
10.1299
$254.03
$218.20
$2,210.34
$-363.00 (-14.11%)
BAH
Earnings Momentum
27.0316
$79.01
$72.80
$1,967.90
$-167.87 (-7.86%)
TRP
Maple
21.1914
$62.98
$62.61
$1,326.79
$-7.93 (-0.59%)
RY
Maple
5.7071
$210.84
$210.59
$1,201.85
$-1.43 (-0.12%)
TD
Maple
9.3002
$121.95
$121.63
$1,131.19
$-2.96 (-0.26%)
EXLS
Earnings Momentum
29.6567
$36.00
$36.63
$1,086.32
$18.68 (+1.75%)
AEM
Maple
4.6634
$211.07
$204.84
$955.24
$-29.07 (-2.95%)
LMT
Earnings Momentum
1.748
$610.78
$525.71
$918.93
$-148.71 (-13.93%)
SMH
GPU Tilt
1.4658
$564.35
$565.76
$829.29
$2.07 (+0.25%)
QQQ
Bond Rotation
0.932
$714.23
$717.90
$669.05
$3.42 (+0.51%)
CRM
—
2.4327
$207.68
$259.65
$631.66
$126.43 (+25.02%)
DG
—
4.0531
$124.65
$133.21
$539.92
$34.68 (+6.86%)
NBIS
Ndx Momentum
2
$204.73
$224.78
$449.56
$40.10 (+9.79%)
MRVL
Ndx Momentum
2
$206.60
$222.35
$444.70
$31.50 (+7.62%)
WBD
Ndx Momentum
14
$28.44
$28.25
$395.56
$-2.60 (-0.65%)
TER
Ndx Momentum
1
$341.01
$356.21
$356.21
$15.20 (+4.46%)
LRCX
Ndx Momentum
1
$288.03
$307.19
$307.19
$19.16 (+6.65%)
Last updated 2026-09-04 5:00 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
2026-09-04 4:06 PM
BIL
BUY
0.0313
$91.45
Memory Rotation
2026-09-04 4:06 PM
IBIT
BUY
4.1139
$45.23
BTC Regime Gate
2026-09-04 4:06 PM
BIL
BUY
3.0247
$91.45
Memory Rotation
2026-09-04 4:06 PM
WPM
BUY
1.7858
$154.96
Maple
2026-09-04 4:06 PM
TRP
BUY
4.324
$64.70
Maple
2026-09-04 4:06 PM
ENB
BUY
5.5508
$50.40
Maple
2026-09-04 3:56 PM
BIL
SELL
5.6179
$91.44
Memory Rotation
2026-09-04 3:56 PM
SPY
BUY
0.0029
$770.21
Bond Rotation
2026-09-04 3:56 PM
BIL
BUY
2.3283
$91.45
Memory Rotation
2026-09-04 3:56 PM
BIL
BUY
3.323
$91.45
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 $5,301.89 (6.3% of equity)
Unrealized P&L: +$158.87
Holdings: SOXX $4,472.60 · SMH $829.29
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 2026-09-04 close; target BIL
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-04 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=-0.305; 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 2026-09-04 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 +441bp) — long IBIT
Allocation 5% · deployed $4,926.02 (5.9% of equity)
Unrealized P&L: +$68.41
Holdings: IBIT $4,926.02
Updated 2026-09-04 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 2026-09-04 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 5:00 PM ET, Sep 4.
Every source carries its own as-of stamp; stale sources are flagged red.
Equity
$3,942.61
Cash
$1,331.81
Buying Power
$231.81
Open positions
Symbol
Quantity
Market Value
Type
BTC
0.03019362
$2,407.23
CRYPTO
SMH
0.3596
$203.57
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 4
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 4 · current
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 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
$1.06
-19.5%
38.4%
-2.5%
B200
$6.28
$6.40
+17.7%
58.4%
+4.7%
H100 SXM
$2.92
$2.89
+2.4%
65.3%
+4.6%
H200
$4.59
$4.63
+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 3, 2026 · page generated September 4, 2026 at 05:00 PM ET
Trailing Days
24
Total Return
+0.51%
Sharpe
0.56
Sortino
0.77
Calmar
2.59
Max DD
-2.13%
Trade Win Rate
54%
Strategy
Equity
Return
Sharpe
Sortino
Calmar
Max DD
Daily Up %
Best Day
Days
BTC Regime Gate EST
$593
+85.03%
3.18
6.90
2324.80
-27.5%
54%
+89.0%
24
Memory Rotation EST
$11,825
+18.38%
3.38
10.20
59.63
-8.2%
54%
+11.7%
24
Shipping EST
$1,787
+11.05%
5.54
16.62
124.10
-4.5%
57%
+4.4%
14
Hormuz Carry EST
$3,006
+9.52%
4.93
9.05
90.67
-4.6%
50%
+4.3%
14
Maple EST
$11,164
+9.14%
2.76
3.76
12.66
-11.9%
54%
+5.6%
24
Value Dip EST
$3,982
+2.93%
1.57
2.12
7.72
-4.6%
50%
+3.4%
24
Ndx Momentum EST
$1,867
+0.95%
8.22
—
1687.90
-0.1%
33%
+1.0%
3
Bond Rotation EST
$10,911
-0.47%
-0.34
-0.55
-1.22
-4.0%
42%
+2.0%
24
DRAM EST
$22,153
-2.37%
-1.96
-1.97
-6.82
-4.9%
40%
+2.6%
15
Earnings Momentum EST
$6,340
-2.51%
-2.37
-3.53
-9.57
-4.1%
46%
+1.9%
13
Unattributed EST
$3,435
-2.60%
0.12
0.19
-1.11
-21.9%
42%
+12.2%
24
Trump Tweet EST
$1,804
-4.49%
-2.53
-2.23
-6.54
-8.6%
43%
+3.1%
14
GPU Tilt EST
$77
-83.38%
0.89
1.18
-1.05
-95.1%
46%
+141.0%
24
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 3, 2026. Not a backtest.
Capital Allocation · No Margin
Memory Rotation
25%
$22,140.40
Bond Rotation
5%
$4,900.46
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$20,706.93
Earnings Momentum
15%
$3,973.16
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$1,953.22
GPU Tilt
5%
$5,301.89
BTC Regime Gate
5%
$4,926.02
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $2,091.41Total Deployed: $82,037.35 / $84,128.76
✗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 +1.89% vs SPY -0.80% same window; alpha +2.69pp vs >= +1.0pp
✓No Marginbuying power $1,259 vs cash $2,091
✗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.