Daily snapshot · allocator targets · 2026-09-17 9:30 PM ET
Portfolio Risk Metrics LIVE PAPER
Sharpe
-5.36
total vol risk
Sortino
-6.04
downside only
Calmar
-7.64
CAGR / MaxDD
Max DD
-7.1%
worst drawdown
Total Return
-6.83%
trailing 23 trading days (Alpaca 1M history window)
Trade Win Rate
39%
300 wins / 760 closed
Alpaca account history · through 2026-09-18
Cumulative P&L LIVE PAPER
$-19,530.52
760 closed round-trips · net realized P&L, FIFO-matched fills
$5.5k−$8.0k−$21.4k
Jun 23 '26Aug 1Sep 1Sep 18 '26
Alpaca fills · FIFO realized · excludes BIL/SGOV/SHV & <$25 dust · not a backtest
Daily P&L Calendar (vs $VOO)
Window total$-6,178.52
Green days9/23
Avg win$382.55
Avg loss$-687.25
Best day
$886.67
Worst day$-2,270.89
Agreement15/22 (68%)
Up-days agreement6/10
Down-days agreement9/12
Correlation r0.396
Mean |delta|0.673%
August 2026
VOO vs P&L · % day move
MonTueWedThuFri
3—+1.46%
4—+1.78%
5—-0.20%
6—-0.11%
7—+0.59%
10—-0.05%
11—-0.31%
12—+0.27%
13—+0.66%
14—-0.18%
17—-0.46%
18-350.76-0.68%
19+93.99+0.21%
20-147.64-0.85%
21+263.45+0.41%
24-513.44-0.28%
25-138.29+0.29%
26-128.66+0.02%
27+327.96+0.68%
28-907.09-0.23%
31+886.67-0.33%
September 2026
VOO vs P&L · % day move
MonTueWedThuFri
1-1208.39-0.67%
2+743.89+0.46%
3+712.99+1.05%
4-1126.22-0.40%
7—·
8-99.68-0.52%
9-1658.61-0.48%
10+147.25-0.59%
11-58.57+0.84%
14+40.47-0.45%
15-462.79-0.44%
16-550.47-0.44%
17+226.31+1.12%
18-2270.89+0.13%
21
22
23
24
25
28
29
30
Alpaca get_portfolio_history · rolling 1M broker window (2026-08-18 to 2026-09-18) · VOO from Yahoo Finance daily closes (auto-refreshed each site build) · "·" = no VOO data · correlation on daily % returns · dollar P&L vs index %-move is agreement context, not attribution · Mon–Fri only
Strategy Fleet Inventory
Capital = allocated book value · Growth = since start date, transfers excluded · Data as of 2026-09-16 · 2026-09-17 4:15pm ET · Capital ▼ default sort
Paper sleeves marked "Live · Paper" trade a shared Alpaca paper account (PA3HAIILY8S9) via the executor; Kalshi fleet account is shared with an external actor. "Growth" = equity change since start date excluding transfers (paper sleeves: unit-NAV mark-to-market on fixed notional; live: account P&L on static baseline). "—" = not yet measurable (n too small). Explorations without capital show "—" for capital-derived cells.
Strategy Summary 80/20 HOLDOUT
Exit-date split · holdout excluded from optimization.
Full Sample760 closed round-trips
Net Profit
$-19,530.52
all closed trades
Win Rate
39.47%
300 wins / 760 closed
Profit Factor
0.43
gross profit / gross loss
# of Trades
760
closed round-trips
Max Drawdown
$23,146.69
peak-to-trough decline
Avg Return
$-25.70
mean P&L per trade
Out-of-Sample · Held Back152 of 760 (20.0% of sample)
Avg S/Trade
$-5.33▲ $25.46
OOS mean P&L
Win Rate
26.32%▼ 16.4pp
40 wins / 152 OOS
Profit Factor
0.26▼ 0.17
OOS gross profit / loss
Drawdown/Profit
—— N/A
OOS drawdown / net profit
Total Trades
152▼ 456
held-back round-trips
Edge Decay
▼ 39.58%
profit factor vs in-sample
small sample, deltas may be noisy
Cumulative Equity
In-sampleOut-of-sample
$5.5k−$8.0k−$21.4k
train / test
Jun 23 '26Aug 1Sep 1Sep 18 '26
Current Holdings ● LIVE — Alpaca
Symbol
Strategy
Qty
Avg Entry
Current
Market Value
Unrealized P&L
MSFT
Bilbo Paper
19
$504.69
$494.75
$9,400.25
$-188.86 (-1.97%)
DIG
Memory Rotation
120.8418
$71.64
$70.31
$8,496.39
$-161.00 (-1.86%)
BIL
Memory Rotation
25.1988
$91.46
$91.56
$2,307.20
$2.62 (+0.11%)
GOOGL
Bilbo Paper
5
$351.06
$350.65
$1,753.23
$-2.06 (-0.12%)
ZSL
Jump Mirror
74.4823
$24.72
$23.07
$1,718.31
$-122.53 (-6.66%)
SCO
Jump Mirror
79.951
$19.87
$20.05
$1,603.02
$14.39 (+0.91%)
STNG
Hormuz Carry
6.2002
$88.25
$87.00
$539.42
$-7.75 (-1.42%)
USO
Jump Mirror
3.2141
$156.69
$153.56
$493.56
$-10.06 (-2.00%)
INSW
Hormuz Carry
3.7193
$110.00
$111.15
$413.39
$4.27 (+1.04%)
BNO
Jump Mirror
0.7919
$59.48
$61.00
$48.30
$1.20 (+2.56%)
Alpaca paper · updated 2026-09-18 6:11 PM ET
Position History
Date (ET)
Symbol
Side
Qty
Price
Strategy
2026-09-18 4:05 PM
DIG
BUY
102.2836
$71.89
Memory Rotation
2026-09-18 4:05 PM
DIG
SELL
103.0958
$70.23
Memory Rotation
2026-09-18 3:59 PM
DIG
BUY
102.9543
$70.28
Memory Rotation
2026-09-18 3:59 PM
DIG
SELL
108.6481
$70.20
Memory Rotation
2026-09-18 3:58 PM
DIG
BUY
108.7336
$70.24
Memory Rotation
2026-09-18 3:58 PM
DIG
SELL
108.5063
$70.21
Memory Rotation
2026-09-18 3:57 PM
DIG
BUY
108.5143
$70.40
Memory Rotation
2026-09-18 3:57 PM
DIG
SELL
78.0429
$70.33
Memory Rotation
2026-09-18 3:56 PM
DIG
BUY
77.9909
$70.30
Memory Rotation
2026-09-18 3:56 PM
DIG
SELL
108.651
$70.25
Memory Rotation
Active Strategies
Allocated Sleeves · LIVE PAPER places paper-account orders; PAPER SIM places no orders
Memory RotationESTLIVE 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
1-min Truth Social poller — NOTIFICATION ONLY: alerts sent, trading disabled 2026-08-20, no orders placed
Pending: SELL GOOGL ($750.00) · REGULAR
Last run 2026-09-18 4:28 PM ET
Inverse CryptoESTACTIVESIGNAL-ONLY · PAPER SIM
7 strategies tested — no alpha after costs
Last run 2026-09-18 3:57 PM ET
DRAMESTPAUSEDSIGNAL-ONLY · PAPER SIM
PAUSED TRADING — signal-only paper simulation continues; Dynamic Regime-Adaptive Momentum with vol-scaled sizing + VIX-adaptive ATR trailing stop
Last run 2026-09-18 8:00 AM ET
VNQ ReversionESTACTIVESIGNAL-ONLY · PAPER SIM
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-18 3:24 PM ET
Earnings MomentumESTACTIVESIGNAL-ONLY · PAPER SIM
Post-earnings momentum — scanner 9:00 PM ET, GTC entries at next bridge pass, 6.5% target / 5.5% stop / 5-session time exit
Last run 2026-09-18 3:47 PM ET
GPU TiltESTACTIVESIGNAL-ONLY · PAPER SIM
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.
Last run 2026-09-18 5:30 PM ET
Braided-DeltaESTACTIVESIGNAL-ONLY · PAPER SIM
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).
Last run 2026-09-18 4:55 PM ET
WaterholeESTACTIVESIGNAL-ONLY · PAPER SIM
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).
Last run 2026-09-18 4:55 PM ET
BTC Regime GateESTACTIVESIGNAL-ONLY · PAPER SIM
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).
Last run 2026-09-18 4:55 PM ET
Retired · no allocation, kept for historical context
Maple SleeveESTRETIRED0% ALLOCATION
Canadian blue-chip dividend diversification sleeve
Pre-market gap momentum scanner — allocation removed after live evaluation
Retired · last run 2026-09-18 9:16 AM ET
Meme Sentiment SIGNAL-ONLY / NOT VALIDATED / NO LIVE CAPITAL
Meme Mania
70.4
Feeds Used
reddit, polymarket, kalshi
Feeds Missing
kalshi: OK · polymarket: OK · reddit: OK · twitter: UNAVAILABLE
Ticker
Meme Score
Suggested Weight
No candidates above threshold
Meme signal · 2026-09-17 9:31 PM ET
Earnings Calendar SCANNER
Ticker
Earnings Date
Days Until (at scan)
Decision
Reason
Monday, 2026-09-21
AIR EST
2026-09-21 (Monday)
4 days
NO SETUP
momentum mixed not stable/accelerating; price -17.63% below 50-day MA (trend gate)
BNC EST
2026-09-21 (Monday)
4 days
NO SETUP
Runup 69.4% >= 10% cap (already run up too much); momentum fading not stable/accelerating
MSS EST
2026-09-21 (Monday)
4 days
NO SETUP
momentum mixed not stable/accelerating; price -24.16% below 50-day MA (trend gate)
NAMI EST
2026-09-21 (Monday)
4 days
NO SETUP
Pullback 42.47% > 1.5% threshold (price above MA entry zone); Runup 31.65% >= 10% cap (already run up too much); price -53.1% below 50-day MA (trend gate)
NCPL EST
2026-09-21 (Monday)
4 days
NO SETUP
momentum mixed not stable/accelerating
Tuesday, 2026-09-22
AZO EST
2026-09-22 (Tuesday)
5 days
NO SETUP
momentum mixed not stable/accelerating; price -4.9% below 50-day MA (trend gate)
FERG EST
2026-09-22 (Tuesday)
5 days
NO SETUP
momentum mixed not stable/accelerating; price -8.18% below 50-day MA (trend gate)
KBH EST
2026-09-22 (Tuesday)
5 days
NO SETUP
momentum mixed not stable/accelerating; price -11.17% below 50-day MA (trend gate)
MLKN EST
2026-09-22 (Tuesday)
5 days
NO SETUP
momentum mixed not stable/accelerating; price -3.41% below 50-day MA (trend gate)
THO EST
2026-09-22 (Tuesday)
5 days
NO SETUP
momentum mixed not stable/accelerating; price -9.12% below 50-day MA (trend gate)
WOR EST
2026-09-22 (Tuesday)
5 days
NO SETUP
Pullback 4.19% > 1.5% threshold (price above MA entry zone)
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-17 9:10 PM ET
Earnings Momentum LIVE PAPER
Trading Days Since Signal EST
9 / 5
Open Legs
0 / 5
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
—
—
BAH EST
— · no live position confirmed
—
—
—
—
—
CMG EST
— · no live position confirmed
—
—
—
—
—
EXLS EST
— · no live position confirmed
—
—
—
—
—
LMT EST
EXITED · time exit
—
—
—
$526.63
—
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 2026-09-18 5:32 PM ET.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.51 EST
Dir Hit
65.7% EST
Brier (prob.)
0.2271 EST
CRPS
3.7978 EST
Hybrid v2 (baseline)
MAE (21d)
$10.58 EST
Dir Hit
60.0% EST
Brier (prob.)
0.2321 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 6:11pm ET, Sep 18. 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
$637.04
Next Buy
$637.04 (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 +0.1971 · ETH +0.6072 · SOL +1.0423
Recent runs
Run (ET)
Target
Trades
Reason
8:01pm ET, Sep 17
—
no trade
no trigger, no position -> cash
8:01pm ET, Sep 16
—
no trade
no trigger, no position -> cash
8:01pm ET, Sep 15
—
no trade
no trigger, no position -> cash
8:01pm ET, Sep 14
—
no trade
no trigger, no position -> cash
8:01pm ET, Sep 13
—
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) ·
Public-side gate not observed locally · 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%.
Executor gate
not observed — decided on the Public-side agent
Book
—
Legacy model flag (research cross-check only, not the SMH executor): SKIP · forecast-tail (edge 5.11% >= 5.0%) · as of 6:50pm ET, Sep 17 · 6:50pm ET, Sep 17
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 5:32pm ET, Sep 18 · 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 $419.86 vs $401.17 (+4.7%)
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 4:10pm ET, Sep 8 (ledger.updated_et)
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 4:10pm ET, Sep 8 (ledger.updated_et) · STALE — no state update in 36h+
QQQ Sleeve
FLAT
Bilbo Long
4 open (MSFT, TSLA, SMCI, GOOGL)
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
GOOGL
$340.69
$348.02
13
$351.06
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
Time (ET)
Sleeve
Event
Detail
4:11pm ET, Sep 18
bilbo
Equity mark
4:11pm ET, Sep 18
bilbo
Order error
META APIError: {"code":40010001,"message":"client_order_id must be unique"}
4:11pm ET, Sep 18
bilbo
Order error
DIS APIError: {"code":40010001,"message":"client_order_id must be unique"}
4:10pm ET, Sep 18
bilbo
Carveout reservation
2:56pm ET, Sep 18
bilbo
Order error
META APIError: {"code":40010001,"message":"client_order_id must be unique"}
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 18, 10:51 AM ET
Bots live · profiles
8/8EST
Last desk brief · bot08 run
Sep 18, 10:52 AM ET
Scheduler · execution only
8/8 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
17EST
Audit findings · fixed / total
12/12 fixed · 0 openEST
DAG E2E · S1–S6
PASSSep 07, 07:39 PM ET
bot01Sep 18, 08:32 AM ET● OKscan
bot02Sep 14, 08:46 AM ET● OKscan
bot03Sep 18, 10:30 AM ET● OKidle
bot04Sep 18, 08:01 AM ET● OKscan
bot05Sep 18, 10:14 AM ET● OKflag
bot06Sep 18, 10:30 AM ET● OKidle
bot07Sep 18, 10:36 AM ET● OKrisk
bot08Sep 18, 10:52 AM ET● OKbrief
EST counts / headroom · audit A1–A10, C2, bot08 budget
ETF CSP Sleeve · 4-Lot Diversified PAPER · NO ORDERS
Candidates sit GATE_PENDING until a locked out-of-sample window exists, then scripts/candidate_gate.py (deflated-Sharpe, novelty, spanning) rules on paper admission. Weekly cycle: Mondays 8:00 AM ET.
Market-Neutral Lab PAPER · READ-ONLY · 5OI24098
short 2 MSTR @ $142.50 · long 9 IBIT @ $45.11 · opened 2026-09-07 EST
marks: MSTR $152.73 · IBIT $45.97 · gross $719 EST
Pair paper P&L
−$13 EST
Net delta drift
+5.8% EST
MSTR vs IBIT (premium residual)
+5.2% EST
Margin est
$463 EST
C4 SPAC carry
IBAC $11.25 · P&L +$5 · gap vs trust +1.06% · extension vote 2026-09-24 EST
NHIC $8.75 · P&L −$189 · gap vs trust -18.01% · redemption 2026-09-15 EST
Put debits (Oct-16) ETHA 2026-10-16P 20 · IV +51% · mid $1.130 EST · nearest strike to underlying last $19.925 (quote Sep 18, 2026 3:55 PM ET) UNG 2026-10-16P 10 · IV +38% · mid $0.240 EST · nearest strike to underlying last $10.415 (quote Sep 18, 2026 3:55 PM ET)
HTB probe · Sep 18, 2026 10:00 AM ET · 25/28 OK
Tracker as of Sep 18, 2026 3:35 PM ET · terms/chains snapshot Sep 18, 2026 3:55 PM 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
OFFENSIVE
Target Book
SOXX 60% / SMH 40%
Signal
2026-09-18 5:30 PM ET
GPU tilt ON: H100 mom=+3.3% Z=+2.10 5d_avg=+0.45% → long semis
H100 Signal $/GPU-hr
20d Ago
20d Momentum
20d Z-Score
5d Avg Return
$2.8521
$2.76
+3.3%
+2.10
+0.45%
Z >+0.5 + rising: 60% SOXX / 40% SMH · <−0.5 + falling: 100% BIL · else ½ book · Last signal: Z +2.10 → OFFENSIVE
⚡ 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)
66.7% EST
H100 last daily index
$3.02
Sep 18, 04:00 PM ET
GPU
Daily $/hr
Observed (ET)
History return
Ann. vol
20-session momentum
History window
A100 SXM4
$1.00
Sep 18, 04:00 PM ET
-20.3% EST
40.2% EST
-2.6% EST
2026-05-25 → 2026-09-18
B200
$7.26
Sep 18, 04:00 PM ET
+36.0% EST
55.8% EST
+19.7% EST
2026-05-25 → 2026-09-18
H100 SXM
$3.02
Sep 18, 04:00 PM ET
+5.8% EST
67.8% EST
+4.9% EST
2026-05-25 → 2026-09-18
H200
$5.60
Sep 18, 04:00 PM ET
+36.2% EST
94.6% EST
+26.1% EST
2026-05-25 → 2026-09-18
RTX 5090
$0.67
Sep 18, 04:00 PM ET
-21.6% EST
75.1% EST
+25.6% EST
2026-05-25 → 2026-09-18
LLM Token Index
$/Mtok (blended)
Observed
Anthropic
$1.724
2026-09-17
Deepseek
$0.070
2026-09-17
Google
$0.548
2026-09-17
Openai
$1.202
2026-09-17
Ornn gpu_history.json / otpi_history.json · historical, not spot
VIX > 40 Episode Alarm ARMED
Advisory only — no orders. Hourly watch: a VIX close above 40 opens an
episode (alert fires once); a close back below 35 re-arms. Signal replicated 2010→2026:
the 17 close-episode starts (2010/2011/2015/2020/2025) marked the best forward-entry windows
of the period. 2018/2024 spikes crossed 40 intraday only — closes are the rule.
VIX last close
14.5
Status
Quiet — no open episode
1-yr forward after episode start (median / worst)
+31% / +18%
Episodes since 2010
17
Alarm cron 65bfb9709462 · health blind_hours=0 (data OK at last hourly check) ·
alert posts to the trading chat; never a trade order. Updated 2026-09-09 6:55 PM ET
ATR SPY Put Credit Spread ESTLIVE PAPER
Weekly −1·ATR SPY 10-wide put credit spread, 1 lot, same-week Friday expiry.
Sell short strike at prior weekly close − 1.0×ATR14; skip unless natural credit ≥ $0.20.
Fill-confirmed entries only; one re-quote budget per week. Account PA3HAIILY8S9.
Realized P&L (void-adjusted)
$0.50
Max Risk / Lot
$1,000
Swan Breaches (13wk)
0/13w
Week
Strikes
Expiry
Credit
Status
2026-W36
750/740
2026-09-04
$0.00
skipped_credit natural credit 0.00 < gate 0.20
2026-W37
755/745
2026-09-11
$0.69
entered
EST: sleeve-book estimate from state ledger, void-unfilled corrections applied; broker-verified fills only count. Updated 2026-09-10 2:42 PM ET
Kalshi Perps — Live Account & Shadow Books LIVE · FLAT
Real Kalshi Prime margin account (dedicated FCM subaccount, $2,500 funded 9/15).
Real book is flat — no entry condition has fired:
metals-carry gate is 0/3 positive funding prints, and the NDX daily up/down study
has not seen a QQQ EMA21 signal day yet. Shadow books below are paper verdicts, not trades.
Account Equity (real)
$3,113
Available / Resting
$0 · 0 orders
Dailies Wallet (event_contract)
$$48.24
Carry Gate (3× positive prints)
0/3
Carry Shadow P&L (always-short / follow)
$0.00 /
$0.00
Perp
Implied Spot
Funding /8h
Funding %/yr
KXAAVEPERP
139.13
0.0000%
+0.0%
KXADAPERP
0.2203
0.0000%
+0.0%
KXBCHPERP
252.48
0.0000%
+0.0%
KXBNBPERP
760.0
0.0000%
+0.0%
KXBTCPERP
80766.0
0.0000%
+0.0%
KXDOGEPERP
0.0876
0.0000%
+0.0%
KXETHPERP
2590.6
0.0000%
+0.0%
KXGOLDPERP
4361.8
0.0187%
+20.5%
KXHYPEPERP
91.697
0.0000%
+0.0%
KXKSHIBPERP
0.0055
0.0000%
+0.0%
KXLINKPERP
12.1881
0.0000%
+0.0%
KXLTCPERP
56.039
0.0000%
+0.0%
KXNEARPERP
3.5849
0.0000%
+0.0%
KXSILVERPERP
66.26
0.0000%
+0.0%
KXSOLPERP
111.426
0.0000%
+0.0%
KXSUIPERP
0.8061
0.0000%
+0.0%
KXVVVPERP
27.277
0.0000%
+0.0%
KXWLDPERP
0.4357
0.0000%
+0.0%
KXXRPPERP
1.3821
0.0148%
+16.2%
KXZECPERP
1475.26
-0.0217%
-23.8%
NDX Daily Up/Down (real book — dailies trade on the event_contract wallet; perps on margined)
No dailies position
NDX Daily Up/Down Shadow (parallel-arm study for the QQQ EMA21 sleeve — equity route stays primary)
QQQ vs EMA21 (signal at −5.0%)
+0.6%
Signal day?
no
Today's market
active
Baseline up-rate / break-even taker price
63.2% / 0.62
Real account last order activity: KXBTCPERP bid @ 7.8306 · · 2026-09-18 9:33 AM ET.
Verdicts stay shadow until gates pass (carry: persistent positive funding + paper beat vs baseline; dailies: ≤0.62 pricing with depth on a signal day). Updated 2026-09-18 12:10 PM ET
SMH Overnight API ESTLIVE
API-native migration of the paused SMH in-app agent. Weekdays 3:55pm ET:
gated BUY 1 SMH LIMIT ask+$0.05 as a BRACKET with a broker-side disaster stop
(limit − 1.5×ATR14); DAY/CORE dies unexecuted at the close. Exit: market sell 9:31am ET;
stop child as backstop. Gates: SMH > 200-session SMA and QQQ 21-session return < +12%.
Account 5OI24098.
Status
GATE ON
Round Trips
0/60
Sleeve P&L (realized)
$+0.00
Ungated O/N Benchmark
—
QQQ 21-Session
-3.6%
Equity DD (halt −35%)
+0.0%
Holding 0 sh · last entry 2026-09-15 · $542.70 · benchmark compounds
the same per-trade capital every weekday, gated or not. Kill gate at 60 round trips vs
benchmark — lose to it and the sleeve halts. EST: sleeve ledger from Public API state;
updated 2026-09-15 04:53 PM EDT.
MN Carry (Kalshi×IBIT) ESTLIVE
Delta-neutral funding-carry: SHORT KXBTCPERP + LONG IBIT (Public
5OI23198 — hedge account per 9/16 directive). Gate M5 T0.5 X0.5 C2 (Astra-frozen round-3):
enter when the trailing 5-print funding mean ≥ 0.5bp, exit on 2 consecutive cold means;
every settled print re-evaluates it (12am/8am/4pm ET). A 1-minute deterministic watchdog
flattens on kill (−$50/8d or 3 negative days) and auto re-enters on HOT — no agent in the
trade path. Optimization rounds: R4 (Pareto 450 configs / TimesFM-3 forecast layer / GEPA
121-call evolution) = NO-GO — none beat the frozen gate on holdout; round-3 retained.
Review passes 8:05am/4:05pm ET.
Status
FLAT
Sleeve P&L
$+0.00
Perp leg
$+0.00
Hedge leg
—
Gate (5-print mean)
+0.49bp COLD
Open incidents
0
Perp 0 ct @ — (notional
≈ $0) · hedge 0 IBIT · est. carry at hot pace ≈ $0.00/day
while gate stays HOT · watchdog 1-min, kills armed · snapshot 9/18 6:10pm ET · mark-based
P&L is an estimate (EST) — broker ledger reconciles at exits.
MN Strategy — Reconciled Scorecard LIVE
Combined P&L for the market-neutral perp/hedge strategy across
both venues, from venue ledgers only: Kalshi margin fills (realized_pnl)
+ venue fees + funding credits replayed against the fill-derived position timeline, and
Public hedge legs in Agent Cash Brok 1 5OI23198 / Agent Options Brok 5OI24098
(closed-lot realized from get_history; other sleeves' legs on the same
accounts excluded). Window: 9/16 1:39am ET open → now. Kalshi perps are $1/point per
contract — verified fill-by-fill against venue realized P&L.
Net all-in (incl open + experiments)
$-156.70
Closed P&L (fees + funding in)
$-135.56
Kalshi realized
$-603.72
fees $49.50
Public hedge legs
$+417.23
Funding collected
$+1.43
VOO same window
$-1.34
-0.05% on $2,643.32 deployed
Pair (perp × hedge)
Kalshi leg
Fees
Hedge leg
Funding
Open MTM
Net
RT (W/L)
BTCKXBTCPERP × IBIT 5OI23198OPEN
$-37.88
$36.56
$-38.91
$+0.74
$+3.90 EST
$-35.59
20 (10W/10L)
SOLKXSOLPERP × FSOL 5OI24098
$-74.33
$3.58
$+89.57
$+0.69
$+0.00 EST
$+19.51
2 (1W/1L)
BNBKXBNBPERP × VBNB 5OI24098
$-25.46
$1.78
$-13.70
$+0.00
$+0.00 EST
$-37.38
1 (0W/1L)
ZECKXZECPERP × ZCSH 198+098
$-466.05
$7.58
$+405.31
$+0.00
$+0.00 EST
$-53.15
4 (0W/4L)
Day (ET)
Kalshi realized
Fees
Funding
Public realized
Net day
Cumulative
09/02
$+0.00
$0.00
$+0.00
$-0.49
$-0.49
$-0.49
09/03
$+0.00
$0.00
$+0.00
$+0.00
$+0.00
$-0.49
09/04
$+0.00
$0.00
$+0.00
$-75.71
$-75.71
$-76.20
09/16
$+5.92
$12.18
$+0.30
$+16.30
$+34.69
$-41.51
09/17
$-501.79
$33.92
$+0.80
$+370.36
$-96.70
$-138.21
09/18
$-107.85
$3.40
$+0.33
$+106.77
$+2.65
$-135.56
Open now — Kalshi: BTC short 164 ct @8.083 mark 8.0592 ·
Public: 0.0164 BTC 198 · experiments: MSTZ $-25.04 · capital deployed $2,643.32.
Reconciliation: Kalshi equity $3,116.18
= entry ref $2,489.73 + implied deposits $1,175.34
(deposits are not exposed by the Kalshi API — derived) + strategy P&L. Open positions
marked at venue marks (Kalshi mark_price; Public position_value = portfolio total −
cash, SMH overnight share excluded). Day-of rows are partial until the 8pm ET funding print
settles. Built 2026-09-18 13:33:39 ET · source:
mn-perp/scripts/mn_scorecard_build.py (read-only venue GETs).
Market Context — S&P 500 Heatmap EMBED
Live TradingView heatmap (SPX500 universe, size = market cap,
shade = change, grouped by sector) for regime context next to the fleet cards.
Rendered client-side by TradingView; no desk data and no scorecard numbers flow
through it. Config mirrors OpenStock's public widget source via the 8bot-desk
market terminal.
Embed is market context only — it is not desk state, not a
scorecard input, and not investment advice. Widget: TradingView stock-heatmap,
dataSource SPX500, grouping sector, dark theme.
Hormuz carry EVENT-ARMED (freight confirm): ShippingWatch alert 14h old (Fri Sep 18, 3:35am ET); Jump short Brent $8.1M as of Fri Sep 18, 4:33pm ET — freight premium confirms the strait risk (BWET 20d mom 93.82% > 20% floor) without Jump long-Brent; tranche-limited book
1 alert(s) demoted as de-escalation pleas
Daily signal · 5:30pm ET cron · 2026-09-18 5:30 PM ET · EST estimate: armed sleeve signal targets, not confirmed holdings.
Bilbo Box Breakout LIVEEST
Public account
5OI31211
real capital · long calls only
Equity
$2,800.00
cap $700 (25%) · target 4%
Open positions
0
max 3 concurrent · cap 14 calendar days
Last signal scan
0 taken · 20 stale
2026-09-18 4:19 PM ET
vs VOO since start
-0.36pp ✗
scaling gate
Realized (journal)
$0.00
0 journal rows
Flat — waiting for a fresh breakout signal.
Rules: 5-grey-candle Saty compression box, first non-grey hourly close above box high (10:00–15:00 ET), above daily EMA21, spread ≤5%; exits keyed to the stock (5-min close below box low, +1 ATR trail, 14-day cap); no volume gate.
Entries hourly at :04 past 10:00–15:00 ET · exits every 5 min · hourly equity read from the broker.
Published ledger's live-only record is ~breakeven (PF 1.07) and engine parity is unmeasured — sized to a 25% cap on live equity, no added capital until it beats the index.
Snapshot 2026-09-18 4:21 PM ET
Live Paper Trading Performance LIVE PAPER
23 trading days · Alpaca 1M window · through 2026-09-18
Trailing Days
23
Total Return
-6.83%
Sharpe
-5.36
Sortino
-6.04
Calmar
-7.64
Max DD
-7.06%
Trade Win Rate
24%
Profit Factor
0.45
Expectancy
$-4
Closed Trades
1379
Strategy
Equity
Return
Sharpe
Sortino
Calmar
Max DD
Daily Up %
Best Day
Days
Ndx Momentum EST
$2,023
+9.33%
12.89
1352.91
38145.17
-0.1%
60%
+5.0%
6
Shipping EST
$1,791
+4.14%
15.47
—
—
0.0%
67%
+2.8%
4
Hormuz Carry EST
$2,404
+2.97%
4.61
—
349.04
-0.1%
9%
+1.6%
24
Jump Mirror EST
$4,181
+1.87%
1.38
3.83
13.60
-5.0%
38%
+6.7%
9
Value Dip EST
$3,513
+1.58%
13.59
—
—
0.0%
67%
+1.2%
4
Bond Rotation EST
$13,349
-0.00%
0.04
0.06
-0.01
-1.3%
38%
+1.3%
17
BTC Regime Gate EST
$4,483
-0.99%
-0.57
-1.40
-5.00
-4.9%
38%
+5.8%
9
Earnings Momentum EST
$6,305
-3.05%
-2.36
-3.50
-6.19
-4.7%
45%
+1.9%
23
Trump Tweet EST
$2,236
-5.13%
-9.88
-8.29
-18.79
-5.1%
0%
0.0%
4
Memory Rotation EST
$19,109
-13.62%
-3.59
-3.56
-5.31
-14.8%
35%
+5.4%
24
Maple EST
$3,015
-28.47%
-2.59
-2.82
-2.37
-41.8%
50%
+11.1%
17
Bilbo Paper EST
$1,271
-30.42%
-3.62
-3.18
-3.21
-30.4%
9%
+9.9%
24
Unattributed EST
$2,319
-34.43%
-4.10
-4.86
-2.50
-39.9%
38%
+10.5%
17
GPU Tilt EST
$214
-53.29%
4.43
30.45
-0.98
-101.9%
45%
+1326.4%
12
Benchmark Core EST
$-1
-121.95%
-4.48
-3.88
-0.14+0.00j
-725.6%
17%
+302.6%
24
8-Bot Options Desk EST
$3,000
—
—
—
—
—
—
—
13
Trade Quality (FIFO round-trips)
Strategy
Closed Trades
Win Rate
Profit Factor
Expectancy
W/L Ratio
Trades/wk
Ndx Momentum
5
80%
29.68
$35
7.42
1.1
Jump Mirror
16
62%
2.26
$12
1.36
3.5
Bond Rotation
25
20%
0.67
$-1
2.68
5.4
BTC Regime Gate
20
40%
0.46
$-2
0.69
4.3
Earnings Momentum
5
20%
0.45
$-40
1.79
1.1
Memory Rotation
817
21%
0.39
$-4
1.44
177.6
Maple
188
28%
0.35
$-7
0.88
40.9
Bilbo Paper
2
50%
0.42
$-69
0.42
0.4
Unattributed
11
27%
0.38
$-102
1.02
2.4
GPU Tilt
285
25%
0.67
$-1
1.98
62.0
Benchmark Core
5
40%
0.86
$-1
1.30
1.1
FIFO-matched Alpaca fills · excludes cash venues & dust · what a quant checks before trusting a Sharpe
Alpaca get_portfolio_history · EST fill-timeline × closes · not a backtest
EST P&L residual $327.11 (0.41% NAV) · BIL/SHV 0%
EST equity gap $10,253.21 (12.90% NAV) · desk allocation $3,000.00 · account NAV through 2026-09-18 · desk through 2026-09-18
Since First Live Session LIVE PAPER
Portfolio vs $VOO vs $GOOG — all indexed to 100 on 2026-08-10 (first live paper session, post-reset $100k account). Benchmarks: split-adjusted closes, same calendar dates.
Cumulative % Return
Portfolio$VOO$GOOG
+3%-3%-9%
Aug 10 '26Sep 1Sep 18 '26
Latest: Portfolio -5.7% · $VOO -1.2% · $GOOG -3.2% · touch or drag a finger across the chart to inspect any date · sources: Alpaca account history + Yahoo Finance daily closes
Capital Allocation · No Margin
Memory Rotation
15%
$10,803.59 EST
Bond Rotation
0%
$0.00 EST
DRAM
0%
$0.00 EST
VNQ Reversion
0%
$0.00 EST
Maple
0%
$0.00 EST
Earnings Momentum
0%
$0.00 EST
Hormuz Carry
10%
$952.81 EST
Ndx Momentum
0%
$0.00 EST
GPU Tilt
0%
$0.00 EST
BTC Regime Gate
0%
$0.00 EST
Braided-Delta
0%
$0.00 EST
Waterhole
0%
$0.00 EST
Benchmark Core
0%
$0.00 EST
Bilbo Paper
25%
$11,153.49 EST
Jump Mirror
5%
$3,863.19 EST
Available Cash: $52,354.34Total Deployed: $26,773.07 / $79,127.42
Trading Discipline ESTSCORE 32
score, last 19 session(s)
✗Max Daily Loss ESTworst day -2.78% vs -2.0% limit
✓Max Drawdown EST-7.06% vs -8.0% limit
✗Guard Hygiene EST5 active alert(s): LEVERAGED_NAME_OVER_5PCT_DIG_11.8pct, SINGLE_NAME_OVER_10PCT_DIG_11.8pct, SINGLE_NAME_OVER_5PCT_DIS_9.2pct…
✓Active Trading Days EST22 of last 23 sessions vs 16 minimum
✗Beat the Market ESTbook -6.83% vs SPY -0.75% same window; alpha -6.08pp
✓No Margin ESTcash balance $52,354.34; negative cash indicates a debit
✗Allocation Drift EST2 sleeve(s) beyond ±2.5pp of target
EST · Score covers 7/7 objectives · account through 2026-09-18 · risk 2026-09-17 9:30 PM ET