Super-Trader

ALPACA PAPER · PUBLIC.COM LIVE
Last updated 2026-09-10 6:01 PM ET · data as of 2026-09-10
Portfolio Value
$82,510.26
● LIVE — Alpaca · updated 2026-09-10 6:01 PM ET
Today's P&L
$115.26 (+0.14%)
Total Return (vs $100K)
$-17,489.74 (-17.49%)
Cash Available
$66,215.99

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
95.9%
Memory Rotation 15% · Maple 0% · Earnings Momentum 0% · Bond Rotation 0% · GPU Tilt 0% · Ndx Momentum 0% · Hormuz Carry 0% · BTC Regime Gate 0% · Braided-Delta 0% · Waterhole 0% · DRAM 0% · Cash 0%
Daily snapshot · allocator targets · 2026-09-09 9:30 PM ET

Portfolio Risk Metrics LIVE PAPER

Sharpe
-1.88
total vol risk
Sortino
-2.22
downside only
Calmar
-5.45
CAGR / MaxDD
Max DD
-3.8%
worst drawdown
Total Return
-2.09%
trailing 23 trading days (Alpaca 1M history window)
Trade Win Rate
47%
161 wins / 341 closed
Alpaca account history · through 2026-09-10

Cumulative P&L LIVE PAPER

$-16,132.44
341 closed round-trips · net realized P&L, FIFO-matched fills
Alpaca fills · FIFO realized · excludes BIL/SGOV/SHV & <$25 dust · not a backtest

Strategy Summary 80/20 HOLDOUT

Exit-date split · holdout excluded from optimization.
Full Sample 341 closed round-trips
Net Profit
$-16,132.44
all closed trades
Win Rate
47.21%
161 wins / 341 closed
Profit Factor
0.45
gross profit / gross loss
# of Trades
341
closed round-trips
Max Drawdown
$20,475.62
peak-to-trough decline
Avg Return
$-47.31
mean P&L per trade
Out-of-Sample · Held Back 69 of 341 (20.2% of sample)
Avg S/Trade
$-1.41▲ $57.54
OOS mean P&L
Win Rate
34.78%▼ 15.6pp
24 wins / 69 OOS
Profit Factor
0.95▲ 0.54
OOS gross profit / loss
Drawdown/Profit
— N/A
OOS drawdown / net profit
Total Trades
69▼ 203
held-back round-trips
Edge Decay
▲ 129.78%
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
ZSL Jump Mirror 169.098 $23.92 $25.08 $4,240.98 $196.06 (+4.85%)
ZIM Benchmark Core 139.041 $29.60 $29.32 $4,076.68 $-38.93 (-0.95%)
SNDK Memory Rotation 1.5207 $1,775.22 $1,690.00 $2,570.00 $-129.60 (-4.80%)
BIL Memory Rotation 24.1988 $91.45 $91.46 $2,213.26 $0.21 (+0.01%)
BAH Earnings Momentum 27.0316 $79.01 $75.90 $2,051.70 $-84.07 (-3.94%)
LMT Earnings Momentum 1.748 $610.78 $530.82 $927.86 $-139.78 (-13.09%)
SMH GPU Tilt 0.4658 $567.42 $560.21 $260.95 $-3.36 (-1.27%)
SOXX GPU Tilt 0.1157 $531.86 $517.37 $59.88 $-1.68 (-2.72%)
BNO Jump Mirror 0.7919 $59.48 $63.82 $50.54 $3.44 (+7.30%)
SPY260911P00745000 Atr Spread 1 $0.25 $0.33 $33.00 $8.00 (+32.00%)
SCO Jump Mirror 0.1685 $21.25 $20.25 $3.41 $-0.17 (-4.71%)
SPY260911P00755000 Atr Spread -1 $0.98 $1.94 $-194.00 $-96.00 (-97.96%)
Alpaca paper · updated 2026-09-10 6:01 PM ET

Position History

Date (ET)SymbolSideQtyPriceStrategy
2026-09-10 9:33 AM SCO SELL 11 $20.73 Jump Mirror
2026-09-10 9:33 AM BNO SELL 21 $61.34 Jump Mirror
2026-09-10 9:32 AM EXLS SELL 29.6567 $34.98 Earnings Momentum
2026-09-10 9:31 AM SCO SELL 40 $20.69 Jump Mirror
2026-09-10 9:31 AM ZSL SELL 73 $24.48 Jump Mirror
2026-09-10 9:30 AM CMG SELL 0 $35.93 Earnings Momentum
2026-09-10 9:15 AM ZSL BUY 166.232 $24.49 Jump Mirror
2026-09-10 9:15 AM ZIM BUY 139.041 $29.60 Benchmark Core
2026-09-10 8:00 AM IBIT SELL 99.0868 $44.05 BTC Regime Gate
2026-09-09 5:48 PM ZSL BUY 75.866 $22.68 Jump Mirror

Active Strategies

Allocated Sleeves · LIVE PAPER places paper-account orders; PAPER SIM places no orders
Memory RotationEST 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 → SNDK · momentum 40.40% · VIX 15.72
OFFENSIVE: SNDK above SMA80 with 20d momentum=40.40%. VIX=15.7; vol-scaled weight=27.8% (20d realized vol=90.0%, target=25%); rerisk_gate: 30Y +1.8bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +1.8bp/5d > 0bp, target_vol=25%
Allocation 15% · deployed $4,783.26 (5.8% of equity)
Unrealized P&L: $-129.38
Holdings: SNDK $2,570.00 · BIL $2,213.26
Updated 2026-09-09 9:30 PM ET
Jump MirrorEST LIVE PAPER
Paper-mirrors Jump Trading's Hyperliquid book onto US-listed proxies
OFFENSIVE → SCO, ZSL
mirror 3 jump positions, $23.6M mapped notional; buy-only, paper account only
Allocation 5% · Gross deployed (target) 5.0% · deployed $4,294.93 (5.2% of equity)
Unrealized P&L: +$199.33
Holdings: ZSL $4,240.98 · BNO $50.54 · SCO $3.41
15-symbol universe · inverse ETFs express shorts · BRENTOIL short → SCO · CL short → SCO · SILVER short → ZSL
Updated 2026-09-10 5:10 PM ET
Signal-Only Paper · signals generated, no capital deployed
MemeEST ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 64.48087431693989 · 0 candidates · feeds: reddit, polymarket, kalshi, twitter
Last run 2026-09-09 9:32 PM ET
Inverse MemeEST ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-09-09 9:31 PM ET
Bond RotationEST ACTIVE SIGNAL-ONLY
Top-1 126-day momentum · 15% vol target · Yield filter: 10Y 5-day change > +15 bp rotates SPY/QQQ winners to BIL (fail-open)
Yield filter: 10Y +4.1bp/5d <= +15bp, QQQ unchanged
Last run 2026-09-09 9:30 PM ET
OptionsEST ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-09-09 9:31 PM ET
Trump TweetEST 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), BUY BAC ($750.00), BUY C ($750.00), BUY GS ($750.00), BUY WMT ($750.00) · REGULAR
Last run 2026-09-10 12:18 PM ET
Inverse CryptoEST ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-09-09 9:31 PM ET
DRAMEST 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 2026-09-10 8:00 AM ET
VNQ ReversionEST ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-09 9:31 PM ET
Earnings MomentumEST ACTIVE SIGNAL-ONLY
Post-earnings momentum — scanner 9:00 PM ET, GTC entries at next bridge pass, 6.5% target / 5.5% stop / 5-session time exit
⚠ Leftover positions (deallocated, pending liquidation): $2,979.57 — BAH $2,051.70 · LMT $927.86
Last run 2026-09-10 3:41 PM ET
GPU TiltEST ACTIVE SIGNAL-ONLY
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.
⚠ Leftover positions (deallocated, pending liquidation): $320.83 — SMH $260.95 · SOXX $59.88
Last run 2026-09-10 5:30 PM ET
Braided-DeltaEST ACTIVE SIGNAL-ONLY
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 2026-09-10 4:55 PM ET
WaterholeEST ACTIVE SIGNAL-ONLY
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 2026-09-10 4:55 PM ET
BTC Regime GateEST ACTIVE SIGNAL-ONLY
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 2026-09-10 4:55 PM ET
Retired · no allocation, kept for historical context
Maple SleeveEST RETIRED 0% ALLOCATION
Canadian blue-chip dividend diversification sleeve
Retired · last run 2026-09-09 9:30 PM ET
ShippingEST RETIRED 0% ALLOCATION
Tanker sector rotation — INSW/NAT/FRO/SBLK/DHT/STNG · 14-day rebalance
Retired — kept for historical context
Geo ReversalEST RETIRED 0% ALLOCATION
Geopolitical reversal rotation — energy vs broad market on geo-risk score shifts
Retired — kept for historical context
VIX RegimeEST RETIRED 0% ALLOCATION
VIX regime recovery basket — 80% SPY / 20% QQQ when high-vol + low VIX + bull trend
Retired — kept for historical context
Value DipEST RETIRED 0% ALLOCATION
NASDAQ-100 worst performers — dynamic sourcing pipeline, 4-condition entry gate
Retired — kept for historical context
Polymarket WeatherEST RETIRED 0% ALLOCATION
Weather prediction market signals (retired/deleted)
Retired — kept for historical context
Pre-Market MomentumEST RETIRED 0% ALLOCATION
Pre-market gap momentum scanner — allocation removed after live evaluation
Retired · last run 2026-09-10 9:15 AM ET

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

Meme Mania
64.5
Feeds Used
reddit, polymarket, kalshi, twitter
Feeds Missing
kalshi: OK · polymarket: OK · reddit: OK · twitter: OK
TickerMeme ScoreSuggested Weight
No candidates above threshold
Meme signal · 2026-09-09 9:32 PM ET

Earnings Calendar SCANNER

TickerEarnings DateDays Until (at scan)DecisionReason
Thursday, 2026-09-10
ADBE EST 2026-09-10 (Thursday) 1 day NO SETUP momentum fading not stable/accelerating
CPRT EST 2026-09-10 (Thursday) 1 day NO SETUP momentum mixed not stable/accelerating
FEIM EST 2026-09-10 (Thursday) 1 day NO SETUP Pullback 7.41% > 1.5% threshold (price above MA entry zone); Runup 11.82% >= 10% cap (already run up too much); momentum mixed not stable/accelerating; price -3.17% below 50-day MA (trend gate)
HUIZ EST 2026-09-10 (Thursday) 1 day NO SETUP momentum fading not stable/accelerating
LPTH EST 2026-09-10 (Thursday) 1 day NO SETUP Pullback 9.54% > 1.5% threshold (price above MA entry zone); price -16.11% below 50-day MA (trend gate)
ORCL EST 2026-09-10 (Thursday) 1 day NO SETUP Pullback 6.58% > 1.5% threshold (price above MA entry zone); Runup 14.09% >= 10% cap (already run up too much)
SHOE EST 2026-09-10 (Thursday) 1 day NO SETUP price -13.26% below 50-day MA (trend gate)
TEN EST 2026-09-10 (Thursday) 1 day NO SETUP momentum fading not stable/accelerating
Friday, 2026-09-11
ANAB EST 2026-09-11 (Friday) 2 days NO SETUP price -3.62% below 50-day MA (trend gate)
Monday, 2026-09-14
CBRL EST 2026-09-14 (Monday) 5 days NO SETUP momentum mixed not stable/accelerating; price -5.72% below 50-day MA (trend gate)
KMTS EST 2026-09-14 (Monday) 5 days NO SETUP momentum mixed not stable/accelerating; price -5.51% below 50-day MA (trend gate)
PLAY EST 2026-09-14 (Monday) 5 days NO SETUP price -18.24% below 50-day MA (trend gate)
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-09 9:01 PM ET

Earnings Momentum LIVE PAPER

Trading Days Since Signal EST
3 / 5
Open Legs
2 / 5
Signal
2026-09-07 9:02 PM ET
SymbolStatusEntryTargetStopCurrentUnrealized P&L
CHWY EST — · no live position confirmed $23.66 EST $25.20 $22.36
BAH EST OPEN $75.90 $-84.07 (-3.94%)
CMG EST — · no live position confirmed
EXLS EST — · no live position confirmed
LMT EST OPEN $530.82 $-139.78 (-13.09%)
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 2026-09-10 5:31 PM ET.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.73 EST
Dir Hit
54.3% EST
Brier (prob.)
0.2729 EST
CRPS
3.7648 EST
Hybrid v2 (baseline)
MAE (21d)
$nan EST
Dir Hit
51.4% EST
Brier (prob.)
0.2704 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

Public.com Live Trading 2 accounts: Agent Options Brok + Agent Cash Brok 1REAL MONEY · SNAPSHOT

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 6:01pm ET, Sep 10. These are last observed values; a failed refresh can leave an older snapshot. Each account and strategy carries its own as-of stamp.
Agent Options Brok - 5OI24098 - BURST-XS3 crypto margin - LEVEL_2 + crypto
Equity
$4,067.26
Cash
$4,067.26
Buying Power
$8,134.52
Account snapshot as of 6:01pm ET, Sep 10
Open positions
No open positions.
Transaction history (most recent first)
Time (ET)TypeDescriptionNet
4:16pm ET, Sep 3MONEY_MOVEMENT / DEPOSITDeposit $100.00$100.00
8:06pm ET, Sep 3MONEY_MOVEMENT / DEPOSITDeposit $2901.00$2,901.00
4:03pm ET, Sep 4TRADE / TRADEBUY 0.00001503 BTC at 79816.29$-1.21
4:03pm ET, Sep 4TRADE / TRADESELL 0.00001503 BTC at 79803.43$1.19
8:05pm ET, Sep 9MONEY_MOVEMENT / DEPOSITDeposit $1066.28$1,066.28
Strategies on this account
EST
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 8:01pm ET, Sep 9 · State last observed
Account: Agent Options Brok - 5OI24098 margin - LEVEL_2 + crypto
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
$610.08
Next Buy
$610.08 (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 -0.1061 · ETH -0.3454 · SOL -0.546
Recent runs
Run (ET)TargetTradesReason
8:01pm ET, Sep 9no tradeno trigger, no position -> cash
8:01pm ET, Sep 8no tradeno trigger, no position -> cash
6:45am ET, Sep 8USDCno tradeno trigger, no position -> cash
8:01pm ET, Sep 7no tradeno trigger, no position -> cash
8:02pm ET, Sep 6no tradeno trigger, no position -> cash
Entry >1.75σ / 14d · EMA100 gate · 6-day hold / 1 position · backtest — (no artifact)
Agent Cash Brok 1 - 5OI23198 - SMH overnight + Gold cash
Equity
$3,927.41
Cash
$3,827.42
Buying Power
$3,827.42
Account snapshot as of 6:01pm ET, Sep 10
Open positions
SymbolQuantityMarket ValueType
SMH0.17832$99.99EQUITY
Transaction history (most recent first)
Time (ET)TypeDescriptionNet
3:55pm ET, Sep 1TRADE / TRADEBUY 0.18334 SMH at 545.4339$-100.00
8:08pm ET, Sep 1MONEY_MOVEMENT / DEPOSITDeposit $1000.00$1,000.00
3:55pm ET, Sep 2TRADE / TRADEBUY 0.18176 SMH at 550.155$-100.00
4:15pm ET, Sep 2MONEY_MOVEMENT / DEPOSITDeposit $100.00$100.00
8:06pm ET, Sep 2MONEY_MOVEMENT / DEPOSITDeposit $200.00$200.00
8:49pm ET, Sep 2TRADE / TRADEBUY 0.00025955 BTC at 77053.54$-20.12
8:50pm ET, Sep 2TRADE / TRADEBUY 0.00025954 BTC at 77057.55$-20.12
8:50pm ET, Sep 2TRADE / TRADESELL 0.00025 BTC at 77057.54$19.14
Strategies on this account
EST
Overnight Alpha — SMH weekdays · 3:55 PM ET buy → next-open sell
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): no-skip · — · as of 6:50pm ET, Sep 9 · 6:50pm ET, Sep 9
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.
Holdout 2022-04→2026-08: +39.8% CAGR / Sharpe 1.80 / −13.5% maxDD (reference)
EST
Asia-gate London Gold weekdays · 3:00 AM buy → 8:00 AM sell (ET)
Executor: Hermes cron executor (gold_bot.py, 6 phases) — LLM-free · Flag as of 5:31pm ET, Sep 10 · 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 $414.92 vs $396.36 (+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 Sleeves Bilbo 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
3 open (MSFT, TSLA, SMCI)
Bilbo Dual Ledger
primary author-exits + shadow cap-only
Book
Alpaca paper — ~25bp equity risk/trade
Armed compression boxes
SymbolBox LowBox HighGrey BarsEntry
MSFT$493.81$500.7313$511.58
SMCI$36.61$37.4021$37.97
TSLA$350.36$356.6511$371.97
Recent events
Time (ET)SleeveEventDetail
4:10pm ET, Sep 10bilboEquity mark
1:56pm ET, Sep 10bilboSkippedAAPL g1_trend_gate_fail
4:11pm ET, Sep 9bilboEquity mark
11:56am ET, Sep 9bilboSkippedMETA stop_distance_gt_6pct
12:38am ET, Sep 9bilboCarveout reservation
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 10, 10:53 AM ET
Bots live · profiles
8/8EST
Last desk brief · bot08 run
Sep 10, 10:54 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
PASS Sep 07, 07:39 PM ET
bot01Sep 10, 08:31 AM ET OKscan
bot02Sep 07, 03:29 PM ET OKscan
bot03Sep 10, 09:16 AM ET OKidle
bot04Sep 10, 08:01 AM ET OKscan
bot05Sep 10, 09:02 AM ET OKflag
bot06Sep 10, 09:16 AM ET OKroll
bot07Sep 10, 10:39 AM ET OKrisk
bot08Sep 10, 10:54 AM ET OKbrief
EST counts / headroom · audit A1–A10, C2, bot08 budget

ETF CSP Sleeve · 4-Lot Diversified PAPER · NO ORDERS

Snapshot 2026-09-10T16:16:14.357113-04:00 · gate PREFLIGHT-CHECKED-FRIDAY
Bots live · profiles
3/4 lots (paper)EST
Collateral deployed
$7,362
Realized P&L
$0.00
Funding-gate tickers
VZ, SLV, XLF, FXI
VZ47P · 2026-10-16$0.50 credithold
SLV55P · 2026-10-16$1.05 creditexit45
XLF55P · 2026-10-16$0.45 credithold
VZ/SLV/XLF/FXI 20Δ puts 30–45DTE · exit45 vs hold arms · Public .098 preflight-gated (FUND = eligible when funded)

Strategy Factory DISCOVERY · NO LIVE CAPITAL

Arena method: harvest-first pair transfers · ≤2 signal knobs · honest bar (≥100 trades, PF ≥1.20, WR ≥40%, payoff >1.0) · failures archived · forward window before paper admission
Book size
12
Backtests run
11
Candidates at the bar
2
Book stages
ARCHIVED_WEAK 9, CANDIDATE 2, PARKED 1
Last cycle
Sep 08, 11:17 AM ET
SOLmomentumPF 1.27 · 116 tradesCANDIDATE
BTCmomentumPF 1.26 · 150 tradesCANDIDATE
factory10 runs · 2 candidatesedge 54.3dur 0.50 · disc 1.00 · q 0.26
llm1 runs · 0 candidatesedge 31.5dur 0.50 · disc 0.00 · q 0.50
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 $129.34 · IBIT $43.66 · gross $652 EST
Pair paper P&L
+$13 EST
Net delta drift
+1.2% EST
MSTR vs IBIT (premium residual)
-6.2% EST
Margin est
$424 EST
C4 SPAC carry
IBAC $10.88 · P&L −$32 · gap vs trust -2.18% · extension vote 2026-09-24 EST
NHIC $10.62 · P&L −$2 · gap vs trust -0.40% · redemption 2026-09-15 EST
HTB terms (rate · availability)
SETH 7.8% HARD_TO_BORROW · ETHD 21.1% HARD_TO_BORROW · SBIT 2.2% HARD_TO_BORROW · BITI 2.7% HARD_TO_BORROW · ETHU 19.2% HARD_TO_BORROW
Put debits (Oct-16)
ETHA 2026-10-16P 19 · IV +52% · mid $1.420 EST · nearest strike to underlying last $18.555 (quote Sep 10, 2026 3:55 PM ET)
UNG 2026-10-16P 10 · IV +42% · mid $0.425 EST · nearest strike to underlying last $10.1815 (quote Sep 10, 2026 3:55 PM ET)
HTB probe · Sep 10, 2026 10:00 AM ET · 27/28 OK
Tracker as of Sep 10, 2026 3:35 PM ET · terms/chains snapshot Sep 10, 2026 3:55 PM ET
EST paper book · no broker positions · missing —

GPU Tilt EST 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
2026-09-10 5:30 PM ET
GPU tilt NEUTRAL: H100 mom=+1.0% Z=-0.95 5d_avg=+0.52% → half position
H100 Signal $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$2.9592 $2.93 +1.0% -0.95 +0.52%
Z >+0.5 + rising: 60% SOXX / 40% SMH · <−0.5 + falling: 100% BIL · else ½ book · Last signal: Z -0.95 → NEUTRAL

⚡ 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)
65.5% EST
H100 last daily index
$2.84
Sep 10, 04:00 PM ET
GPUDaily $/hrObserved (ET)History returnAnn. vol20-session momentumHistory window
A100 SXM4$0.98Sep 10, 04:00 PM ET-22.2% EST39.6% EST-9.3% EST2026-05-25 → 2026-09-10
B200$6.89Sep 10, 04:00 PM ET+29.1% EST57.0% EST+0.3% EST2026-05-25 → 2026-09-10
H100 SXM$2.84Sep 10, 04:00 PM ET-0.4% EST65.4% EST-2.1% EST2026-05-25 → 2026-09-10
H200$4.93Sep 10, 04:00 PM ET+20.0% EST91.4% EST-9.4% EST2026-05-25 → 2026-09-10
RTX 5090$0.66Sep 10, 04:00 PM ET-22.4% EST74.0% EST+26.9% EST2026-05-25 → 2026-09-10
LLM Token Index$/Mtok (blended)Observed
Anthropic$1.6412026-09-09
Deepseek$0.0922026-09-09
Google$0.4832026-09-09
Openai$0.5572026-09-09
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 EST LIVE 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
WeekStrikesExpiryCreditStatus
2026-W36750/7402026-09-04$0.00skipped_credit natural credit 0.00 &lt; gate 0.20
2026-W37755/7452026-09-11$0.69entered
EST: sleeve-book estimate from state ledger, void-unfilled corrections applied; broker-verified fills only count. Updated 2026-09-10 2:42 PM ET

Live Paper Trading Performance LIVE PAPER

23 trading days · Alpaca 1M window · through 2026-09-10
Trailing Days
23
Total Return
-2.09%
Sharpe
-1.88
Sortino
-2.22
Calmar
-5.45
Max DD
-3.79%
Trade Win Rate
30%
Profit Factor
0.65
Expectancy
$-4
Closed Trades
590
StrategyEquityReturnSharpeSortinoCalmarMax DDDaily Up %Best DayDays
Hormuz Carry EST $3,349 +11.27% 11.59 60.26 1176.59 -1.2% 67% +3.9% 10
Shipping EST $1,791 +10.65% 9.78 34.97 673.85 -1.8% 67% +4.4% 10
Ndx Momentum EST $2,023 +9.33% 12.89 1352.91 38145.17 -0.1% 60% +5.0% 6
Jump Mirror EST $4,350 +5.98% 10.32 49464.51 -0.3% 50% +6.3% 3
Value Dip EST $3,982 +5.97% 6.38 7.11 130.89 -2.5% 67% +3.4% 10
Memory Rotation EST $17,645 +2.94% 1.26 3.35 5.86 -6.1% 52% +6.8% 24
BTC Regime Gate EST $4,483 -0.99% -0.57 -1.40 -5.00 -4.9% 38% +5.8% 9
Bond Rotation EST $7,058 -1.05% -0.62 -0.88 -1.97 -5.5% 36% +2.5% 23
Earnings Momentum EST $6,305 -3.04% -2.76 -5.29 -7.89 -4.7% 44% +1.9% 17
Trump Tweet EST $2,236 -5.72% -4.54 -5.93 -9.15 -8.5% 22% +3.5% 10
Bilbo Paper EST $1,623 -11.90% -5.47 -8.22 -5.22 -17.8% 36% +3.6% 12
Maple EST $3,015 -27.54% -2.10 -2.01 -2.32 -41.8% 55% +11.1% 23
Unattributed EST $2,319 -32.88% -3.01 -3.56 -2.47 -39.9% 36% +10.3% 23
GPU Tilt EST $211 -54.06% 3.84 16.48 -0.99 -101.3% 40% +1077.1% 11
Atr Spread EST $0 -92.37% -2.37 -4.30 -1.07 -93.9% 35% +94.9% 24
Benchmark Core EST $-17 -1755.45% -3.23 -0.96 -0.08+473093438922.48j -1329.4% 30% +13.2% 24
8-Bot Options Desk EST $3,000 5

Trade Quality (FIFO round-trips)

StrategyClosed TradesWin RateProfit FactorExpectancyW/L RatioTrades/wk
Hormuz Carry 4 75% 44.82 $3 14.94 0.9
Ndx Momentum 5 80% 29.68 $35 7.42 1.1
Jump Mirror 4 50% 6.06 $36 6.06 0.9
Memory Rotation 45 56% 1.16 $5 0.93 9.8
BTC Regime Gate 20 40% 0.46 $-2 0.69 4.3
Bond Rotation 27 18% 0.64 $-1 2.80 5.9
Earnings Momentum 3 33% 1.26 $11 2.53 0.7
Maple 188 28% 0.35 $-7 0.88 40.9
Unattributed 11 27% 0.38 $-102 1.02 2.4
GPU Tilt 283 25% 0.67 $-1 1.97 61.5
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 $-197.52 (-0.24% NAV) · BIL/SHV 0%
EST equity gap $19,118.83 (23.18% NAV) · desk allocation $3,000.00 · account NAV through 2026-09-10 · desk through 2026-09-10

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
Aug 10 '26Sep 1Sep 8 '26
Latest: Portfolio -0.2% · $VOO -0.7% · $GOOG -5.8% · 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%
$4,783.26 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%
$2,979.57 EST
Hormuz Carry
0%
$0.00 EST
Ndx Momentum
0%
$0.00 EST
GPU Tilt
0%
$320.83 EST
BTC Regime Gate
0%
$0.00 EST
Braided-Delta
0%
$0.00 EST
Waterhole
0%
$0.00 EST
Benchmark Core
55%
$4,076.68 EST
Bilbo Paper
25%
$0.00 EST
Jump Mirror
5%
$4,294.93 EST
Available Cash: $66,215.99 Total Deployed: $16,488.26 / $82,510.26
Zero-allocation/deallocated positions (pending liquidation): $3,333.39

Trading Discipline EST SCORE 75

75 ATTENTION
score, last 11 session(s)
Max Daily Loss EST worst day -1.97% vs -2.0% limit
Max Drawdown EST -3.79% vs -8.0% limit
Guard Hygiene EST 1 active alert(s): SINGLE_NAME_OVER_5PCT_IBIT_5.3pct
Active Trading Days EST 22 of last 23 sessions vs 16 minimum
Beat the Market EST book -2.09% vs SPY -1.97% same window; alpha -0.13pp
No Margin EST cash balance $66,215.99; negative cash indicates a debit
Allocation Drift EST 3 sleeve(s) beyond ±2.5pp of target
EST · Score covers 7/7 objectives · account through 2026-09-10 · risk 2026-09-09 9:30 PM ET

Dram vs Memory Rotation — Backtest Comparison

EST · selection bias (signals/dynamic_regime.py) · differing windows; bonds 2007+ (research/bond_rotation_backtest.py)
StrategyCAGRSharpeMax DDCalmarPeriod
DRAM EST85.5%2.25-13.4%6.391.5y
Memory Rotation EST687.6%2.90-35.3%19.481.5y
B&H QQQ EST27.4%1.17-22.8%1.201.5y
B&H BIL EST3.9%17.61-0.0%358.471.5y
research/dynamic_backtest_results.json · backtest, not live