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
0.51
total vol risk
Sortino
0.70
downside only
Calmar
2.38
CAGR / MaxDD
Max DD
-2.1%
worst drawdown
Total Return
+0.47%
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
$9,865.63
$0.30 (+0.00%)
BNS
Maple
78.8544
$93.56
$93.82
$7,398.12
$20.51 (+0.28%)
WPM
Maple
34.6423
$142.69
$154.50
$5,352.23
$409.13 (+8.28%)
IBIT
BTC Regime Gate
109.0868
$44.53
$45.12
$4,922.08
$64.47 (+1.33%)
OLLI
—
61.2773
$75.00
$76.56
$4,691.70
$95.90 (+2.09%)
SOXX
GPU Tilt
8.6244
$500.42
$517.35
$4,461.82
$146.02 (+3.38%)
SPY
Bond Rotation
5.4993
$764.61
$769.71
$4,232.85
$28.08 (+0.67%)
DELL
—
7.5467
$455.50
$522.90
$3,946.16
$508.65 (+14.80%)
ENB
Maple
66.3119
$50.37
$50.09
$3,321.56
$-18.49 (-0.55%)
ECAT
—
216.6043
$15.87
$15.26
$3,304.95
$-132.56 (-3.86%)
FIVE
—
11.1089
$255.00
$253.00
$2,810.55
$-22.22 (-0.78%)
ADSK
—
10.1299
$254.03
$217.90
$2,207.31
$-366.03 (-14.22%)
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
$36.64
$1,086.62
$18.98 (+1.78%)
AEM
Maple
4.6634
$211.07
$204.73
$954.73
$-29.58 (-3.00%)
LMT
Earnings Momentum
1.748
$610.78
$526.22
$919.83
$-147.81 (-13.84%)
SMH
GPU Tilt
1.4658
$564.35
$565.77
$829.31
$2.08 (+0.25%)
QQQ
Bond Rotation
0.932
$714.23
$717.59
$668.76
$3.13 (+0.47%)
CRM
—
2.4327
$207.68
$259.14
$630.43
$125.20 (+24.78%)
DG
—
4.0531
$124.65
$133.40
$540.69
$35.45 (+7.02%)
NBIS
Ndx Momentum
2
$204.73
$225.56
$451.12
$41.66 (+10.17%)
MRVL
Ndx Momentum
2
$206.60
$222.05
$444.10
$30.90 (+7.48%)
WBD
Ndx Momentum
14
$28.44
$28.25
$395.50
$-2.66 (-0.67%)
TER
Ndx Momentum
1
$341.01
$356.50
$356.50
$15.49 (+4.54%)
LRCX
Ndx Momentum
1
$288.03
$306.67
$306.67
$18.64 (+6.47%)
Last updated 2026-09-04 7:39 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.
OFFENSIVE → SOXX, SMH
GPU tilt ON: H100 mom=+6.9% Z=+0.52 5d_avg=+0.36% → long semis
Allocation 5% · deployed $5,291.13 (6.3% of equity)
Unrealized P&L: +$148.10
Holdings: SOXX $4,461.82 · SMH $829.31
Updated 2026-09-04 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 $4,922.08 (5.9% of equity)
Unrealized P&L: +$64.47
Holdings: IBIT $4,922.08
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 2026-09-04 5:30 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 2 accounts: Agent Options Brok + Agent Cash Brok 1● LIVE — Public.com
Real-money automated strategies on the Public.com brokerage accounts, one
block per account. Data below is read live from Public.com (portfolio,
transactions) and from each strategy's local state at site render time —
as of 7:39 PM ET, Sep 4. Every source carries its own as-of stamp; stale sources
are flagged red.
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
$450.14
Next Buy
$450.14 (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
—
Sig (last close)
—
Recent runs
Run (ET)
Target
Trades
Reason
7:34 PM ET, Sep 4
BTC
no trade
trigger: BTC sig=1.9135 > 1.75
7:24 PM ET, Sep 4
BTC
no trade
trigger: BTC sig=1.9135 > 1.75
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
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
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%.
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 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 5:30 PM ET, Sep 4 · current
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 $427.35 vs $406.77 (+5.1%)
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 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
OFFENSIVE
Target Book
SOXX 60% / SMH 40%
Signal
2026-09-04 5:30 PM
GPU tilt ON: H100 mom=+6.9% Z=+0.52 5d_avg=+0.36% → long semis
H100 Current $/GPU-hr
20d Ago
20d Momentum
20d Z-Score
5d Avg Return
$2.9171
$2.73
+6.8%
+0.52
+0.36%
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 +0.52 → 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)
66.2%
annualized, all GPUs
H100 Spot
$2.89
/GPU-hour
3-Mo Trend
H100 daily index
GPU
Daily Index $/hr
Live Spot
3-Mo Return
Ann. Vol
20D Momentum
A100 SXM4
$1.06
$1.06
-15.8%
39.2%
+3.0%
B200
$6.40
$6.40
+19.8%
58.2%
+8.2%
H100 SXM
$2.89
$2.89
+1.5%
65.0%
+8.7%
H200
$4.63
$4.63
+12.5%
92.8%
-6.4%
RTX 5090
$0.63
$0.63
-25.5%
75.7%
+24.2%
LLM Token Index
$/Mtok (blended)
Updated
Anthropic
$1.410
2026-09-03
Openai
$0.301
2026-09-03
Google
$0.451
2026-09-03
Deepseek
$0.092
2026-09-03
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 07:39 PM ET
Trailing Days
24
Total Return
+0.47%
Sharpe
0.51
Sortino
0.70
Calmar
2.38
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%
$22,140.61
Bond Rotation
5%
$4,901.61
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$20,686.48
Earnings Momentum
15%
$3,974.36
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$1,953.89
GPU Tilt
5%
$5,291.13
BTC Regime Gate
5%
$4,922.08
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $2,091.41Total Deployed: $82,001.94 / $84,093.36
✗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.