Daily snapshot · allocator targets · 2026-09-17 9:30 PM ET
Portfolio Risk Metrics LIVE PAPER
Sharpe
-4.07
total vol risk
Sortino
-5.08
downside only
Calmar
-8.27
CAGR / MaxDD
Max DD
-4.7%
worst drawdown
Total Return
-4.17%
trailing 22 trading days (Alpaca 1M history window)
Trade Win Rate
42%
272 wins / 654 closed
Alpaca account history · through 2026-09-17
Cumulative P&L LIVE PAPER
$-18,892.85
654 closed round-trips · net realized P&L, FIFO-matched fills
$5.4k−$7.6k−$20.7k
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 $VOO)
Window total$-3,907.63
Green days9/22
Avg win$382.55
Avg loss$-565.43
Best day
$886.67
Worst day$-1,658.61
Agreement15/21 (71%)
Up-days agreement6/9
Down-days agreement9/12
Correlation r0.530
Mean |delta|0.567%
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—-0.10%
21
22
23
24
25
28
29
30
Alpaca get_portfolio_history · rolling 1M broker window (2026-08-18 to 2026-09-17) · 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 Sample654 closed round-trips
Net Profit
$-18,892.85
all closed trades
Win Rate
41.59%
272 wins / 654 closed
Profit Factor
0.43
gross profit / gross loss
# of Trades
654
closed round-trips
Max Drawdown
$22,509.02
peak-to-trough decline
Avg Return
$-28.89
mean P&L per trade
Out-of-Sample · Held Back131 of 654 (20.0% of sample)
Avg S/Trade
$-7.64▲ $26.57
OOS mean P&L
Win Rate
22.14%▼ 24.3pp
29 wins / 131 OOS
Profit Factor
0.12▼ 0.33
OOS gross profit / loss
Drawdown/Profit
—— N/A
OOS drawdown / net profit
Total Trades
131▼ 392
held-back round-trips
Edge Decay
▼ 73.66%
profit factor vs in-sample
small sample, deltas may be noisy
Cumulative Equity
In-sampleOut-of-sample
$5.4k−$7.6k−$20.7k
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
$494.88
$9,402.82
$-186.29 (-1.94%)
DIG
Memory Rotation
125.8736
$70.51
$70.56
$8,881.64
$6.42 (+0.07%)
BIL
Memory Rotation
25.1988
$91.46
$91.56
$2,307.08
$2.50 (+0.11%)
GOOGL
Bilbo Paper
5
$351.06
$349.95
$1,749.75
$-5.55 (-0.32%)
ZSL
Jump Mirror
74.4823
$24.72
$22.76
$1,695.22
$-145.62 (-7.91%)
SCO
Jump Mirror
79.951
$19.87
$20.15
$1,611.01
$22.39 (+1.41%)
STNG
Hormuz Carry
6.2002
$88.25
$87.04
$539.65
$-7.52 (-1.37%)
USO
Jump Mirror
3.2141
$156.69
$154.31
$495.98
$-7.64 (-1.52%)
BNO
Jump Mirror
0.7919
$59.48
$60.72
$48.08
$0.98 (+2.08%)
Alpaca paper · updated 2026-09-18 2:01 PM ET
Position History
Date (ET)
Symbol
Side
Qty
Price
Strategy
2026-09-18 2:01 PM
DIG
BUY
107.2568
$70.51
Memory Rotation
2026-09-18 2:01 PM
DIG
SELL
97.9275
$70.47
Memory Rotation
2026-09-18 2:00 PM
DIG
BUY
97.9288
$70.51
Memory Rotation
2026-09-18 2:00 PM
DIG
SELL
109.2498
$70.48
Memory Rotation
2026-09-18 1:59 PM
DIG
BUY
109.3383
$70.47
Memory Rotation
2026-09-18 1:59 PM
DIG
SELL
109.3587
$70.42
Memory Rotation
2026-09-18 1:58 PM
DIG
BUY
109.3584
$70.46
Memory Rotation
2026-09-18 1:58 PM
DIG
SELL
109.4168
$70.42
Memory Rotation
2026-09-18 1:57 PM
DIG
BUY
109.4164
$70.43
Memory Rotation
2026-09-18 1:57 PM
DIG
SELL
109.3773
$70.42
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 12:28 PM ET
Inverse CryptoESTACTIVESIGNAL-ONLY · PAPER SIM
7 strategies tested — no alpha after costs
Last run 2026-09-17 9:31 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 2026-09-17 9:31 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 1:40 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 2026-09-17 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 8:00 AM 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 8:00 AM 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 8:00 AM 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 2026-09-17 5:30 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 2:01pm 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
$637.31
Next Buy
$637.31 (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 5:31pm ET, Sep 17 · 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 $418.71 vs $398.36 (+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 / 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
1:55pm ET, Sep 18
bilbo
Order error
META APIError: {"code":40010001,"message":"client_order_id must be unique"}
1:55pm ET, Sep 18
bilbo
Order error
DIS APIError: {"code":40010001,"message":"client_order_id must be unique"}
1:55pm ET, Sep 18
bilbo
Intent reconciliation
resolved:filled
1:55pm ET, Sep 18
bilbo
Capital guard
12:56pm 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 $150.56 · IBIT $45.97 · gross $715 EST
Pair paper P&L
−$8 EST
Net delta drift
+4.9% EST
MSTR vs IBIT (premium residual)
+3.7% EST
Margin est
$461 EST
C4 SPAC carry
IBAC $10.90 · P&L −$30 · gap vs trust -2.09% · extension vote 2026-09-24 EST
NHIC $9.07 · P&L −$157 · gap vs trust -15.01% · redemption 2026-09-15 EST
Put debits (Oct-16) ETHA 2026-10-16P 20 · IV +51% · mid $1.340 EST · nearest strike to underlying last $19.5138 (quote Sep 18, 2026 12:00 PM ET) UNG 2026-10-16P 10 · IV +37% · mid $0.210 EST · nearest strike to underlying last $10.4801 (quote Sep 18, 2026 12:00 PM ET)
HTB probe · Sep 18, 2026 10:00 AM ET · 25/28 OK
Tracker as of Sep 18, 2026 12:35 PM ET · terms/chains snapshot Sep 18, 2026 12:00 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
NEUTRAL
Target Book
SOXX 30% / SMH 20% / BIL 50%
Signal
2026-09-17 5:30 PM ET
GPU tilt NEUTRAL: H100 mom=-2.2% Z=+1.02 5d_avg=-1.71% → half position
H100 Signal $/GPU-hr
20d Ago
20d Momentum
20d Z-Score
5d Avg Return
$2.62
$2.6792
-2.2%
+1.02
-1.71%
Z >+0.5 + rising: 60% SOXX / 40% SMH · <−0.5 + falling: 100% BIL · else ½ book · Last signal: Z +1.02 → 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)
66.6% EST
H100 last daily index
$2.85
Sep 17, 04:00 PM ET
GPU
Daily $/hr
Observed (ET)
History return
Ann. vol
20-session momentum
History window
A100 SXM4
$1.01
Sep 17, 04:00 PM ET
-19.5% EST
40.4% EST
-4.7% EST
2026-05-25 → 2026-09-17
B200
$7.10
Sep 17, 04:00 PM ET
+32.9% EST
55.9% EST
+17.6% EST
2026-05-25 → 2026-09-17
H100 SXM
$2.85
Sep 17, 04:00 PM ET
+0.1% EST
67.3% EST
+3.3% EST
2026-05-25 → 2026-09-17
H200
$5.16
Sep 17, 04:00 PM ET
+25.5% EST
94.0% EST
+20.2% EST
2026-05-25 → 2026-09-17
RTX 5090
$0.67
Sep 17, 04:00 PM ET
-20.9% EST
75.4% EST
+26.6% EST
2026-05-25 → 2026-09-17
LLM Token Index
$/Mtok (blended)
Observed
Anthropic
$1.734
2026-09-16
Deepseek
$0.073
2026-09-16
Google
$0.509
2026-09-16
Openai
$0.675
2026-09-16
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
IN POSITION
Sleeve P&L
$+0.55
Perp leg
$-1.05
Hedge leg
—
Gate (5-print mean)
+0.71bp HOT
Open incidents
0
Perp -164 ct @ 8.0903 (notional
≈ $1,327) · hedge 0 IBIT · est. carry at hot pace ≈ $0.60/day
while gate stays HOT · watchdog 1-min, kills armed · snapshot 9/18 2:00pm 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): UKMTO Attack alert 2h old (Thu Sep 17, 3:31pm ET); Jump short Brent $8.8M as of Thu Sep 17, 4:33pm ET — freight premium confirms the strait risk (BWET 20d mom 82.9% > 20% floor) without Jump long-Brent; tranche-limited book
1 alert(s) demoted as de-escalation pleas
Daily signal · 5:30pm ET cron · 2026-09-17 5:30 PM ET · EST estimate: armed sleeve signal targets, not confirmed holdings.
Live Paper Trading Performance LIVE PAPER
22 trading days · Alpaca 1M window · through 2026-09-17
Trailing Days
22
Total Return
-4.17%
Sharpe
-4.07
Sortino
-5.08
Calmar
-8.27
Max DD
-4.67%
Trade Win Rate
25%
Profit Factor
0.47
Expectancy
$-4
Closed Trades
1163
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
Jump Mirror EST
$4,271
+4.07%
3.00
7.62
85.23
-2.9%
43%
+6.7%
8
Hormuz Carry EST
$2,407
+3.08%
18.31
—
—
0.0%
67%
+1.6%
4
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%
-2.42
-3.77
-6.42
-4.7%
48%
+1.9%
22
Memory Rotation EST
$21,394
-3.29%
-1.48
-3.42
-5.99
-5.1%
36%
+5.4%
23
Trump Tweet EST
$2,236
-5.13%
-9.88
-8.29
-18.79
-5.1%
0%
0.0%
4
Bilbo Paper EST
$1,535
-15.97%
-2.06
-1.82
-3.66
-23.3%
9%
+9.9%
23
Maple EST
$3,015
-28.47%
-2.59
-2.82
-2.37
-41.8%
50%
+11.1%
17
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%
-4.59
-4.06
-0.14+0.00j
-725.6%
14%
+302.6%
23
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
3.6
Bond Rotation
25
20%
0.67
$-1
2.68
5.7
BTC Regime Gate
20
40%
0.46
$-2
0.69
4.5
Earnings Momentum
5
20%
0.45
$-40
1.79
1.1
Memory Rotation
601
22%
0.43
$-4
1.51
136.6
Bilbo Paper
2
50%
0.42
$-69
0.42
0.5
Maple
188
28%
0.35
$-7
0.88
42.7
Unattributed
11
27%
0.38
$-102
1.02
2.5
GPU Tilt
285
25%
0.67
$-1
1.98
64.8
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 $-43.17 (-0.05% NAV) · BIL/SHV 0%
EST equity gap $9,882.93 (12.09% NAV) · desk allocation $3,000.00 · account NAV through 2026-09-17 · 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 17 '26
Latest: Portfolio -3.0% · $VOO -1.3% · $GOOG -3.4% · 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%
$11,188.72 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%
$539.65 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%
$11,152.57 EST
Jump Mirror
5%
$3,850.29 EST
Available Cash: $53,108.54Total Deployed: $26,731.22 / $79,839.77
Trading Discipline ESTSCORE 44
score, last 19 session(s)
✓Max Daily Loss ESTworst day -1.97% vs -2.0% limit
✓Max Drawdown EST-4.67% 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 EST21 of last 22 sessions vs 16 minimum
✗Beat the Market ESTbook -4.17% vs SPY -0.63% same window; alpha -3.54pp
✓No Margin ESTcash balance $53,108.54; negative cash indicates a debit
✗Allocation Drift EST2 sleeve(s) beyond ±2.5pp of target
EST · Score covers 7/7 objectives · account through 2026-09-17 · risk 2026-09-17 9:30 PM ET