Super-Trader

ALPACA PAPER · PUBLIC.COM LIVE
Last updated 2026-09-14 2:10 PM ET · data as of 2026-09-11
Portfolio Value
$82,625.15
● LIVE — Alpaca · updated 2026-09-14 2:10 PM ET
Today's P&L
$141.47 (+0.17%)
Total Return (vs $100K)
$-17,374.85 (-17.37%)
Cash Available
$53,622.05

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
98.2%
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 · 2026-09-11 10:07 PM ET

Portfolio Risk Metrics LIVE PAPER

Sharpe
-3.72
total vol risk
Sortino
-4.54
downside only
Calmar
-9.71
CAGR / MaxDD
Max DD
-3.8%
worst drawdown
Total Return
-3.58%
trailing 20 trading days (Alpaca 1M history window)
Trade Win Rate
47%
166 wins / 350 closed
Alpaca account history · through 2026-09-11

Cumulative P&L LIVE PAPER

$-16,536.56
350 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 350 closed round-trips
Net Profit
$-16,536.56
all closed trades
Win Rate
47.43%
166 wins / 350 closed
Profit Factor
0.45
gross profit / gross loss
# of Trades
350
closed round-trips
Max Drawdown
$20,475.62
peak-to-trough decline
Avg Return
$-47.25
mean P&L per trade
Out-of-Sample · Held Back 70 of 350 (20.0% of sample)
Avg S/Trade
$-6.88▲ $50.46
OOS mean P&L
Win Rate
41.43%▼ 7.5pp
29 wins / 70 OOS
Profit Factor
0.81▲ 0.40
OOS gross profit / loss
Drawdown/Profit
— N/A
OOS drawdown / net profit
Total Trades
70▼ 210
held-back round-trips
Edge Decay
▲ 95.91%
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
MSFT Bilbo Paper 19 $504.69 $509.17 $9,674.14 $85.03 (+0.89%)
DIS Bilbo Paper 71 $106.84 $108.90 $7,731.90 $146.26 (+1.93%)
VOO Benchmark Core 5.862 $703.30 $700.82 $4,108.20 $-14.54 (-0.35%)
SCO Jump Mirror 154.9927 $20.72 $20.53 $3,182.00 $-29.04 (-0.90%)
BIL Memory Rotation 24.1988 $91.45 $91.50 $2,214.19 $1.14 (+0.05%)
LMT Earnings Momentum 1.748 $610.78 $527.62 $922.27 $-145.37 (-13.62%)
ZSL Jump Mirror 30.1768 $24.52 $25.06 $756.23 $16.33 (+2.21%)
ZIM Benchmark Core 12.348 $29.60 $29.58 $365.25 $-0.25 (-0.07%)
BNO Jump Mirror 0.7919 $59.48 $61.77 $48.91 $1.81 (+3.85%)
Alpaca paper · updated 2026-09-14 2:10 PM ET

Position History

Date (ET)SymbolSideQtyPriceStrategy
2026-09-14 11:55 AM MSFT BUY 19 $504.69 Bilbo Paper
2026-09-14 9:37 AM ZIM SELL 126.693 $29.85 Benchmark Core
2026-09-14 9:35 AM SNDK SELL 1.8935 $1,523.57 Memory Rotation
2026-09-14 4:10 AM SCO BUY 53.0207 $20.27 Jump Mirror
2026-09-14 4:02 AM ZSL SELL 50.894 $25.37 Jump Mirror
2026-09-11 2:24 PM BAH SELL 27.0316 $75.58 Earnings Momentum
2026-09-11 11:55 AM DIS BUY 71 $106.84 Bilbo Paper
2026-09-11 9:34 AM SCO SELL 188 $20.92 Jump Mirror
2026-09-11 9:32 AM SNDK SELL 2.0083 $1,705.37 Memory Rotation
2026-09-11 9:30 AM SOXX SELL 0.1157 $523.44 GPU Tilt

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 → DIG · momentum 12.94% · VIX 15.84
OFFENSIVE: DIG above SMA80 with 20d momentum=12.94%. VIX=15.8; vol-scaled weight=81.4% (20d realized vol=30.7%, target=25%); rerisk_gate: 30Y +11.1bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +11.1bp/5d > 0bp, target_vol=25%
Allocation 15% · deployed $2,214.19 (2.7% of equity)
Unrealized P&L: +$1.14
Holdings: BIL $2,214.19
Updated 2026-09-11 10:27 PM ET
Jump MirrorEST LIVE PAPER
Paper-mirrors Jump Trading's Hyperliquid book onto US-listed proxies
OFFENSIVE → SCO, ZSL
mirror 3 jump positions, $59.0M mapped notional; buy-only, paper account only
Allocation 5% · Gross deployed (target) 5.0% · deployed $3,987.14 (4.8% of equity)
Unrealized P&L: $-10.90
Holdings: SCO $3,182.00 · ZSL $756.23 · BNO $48.91
15-symbol universe · inverse ETFs express shorts · BRENTOIL short → SCO · CL short → SCO · SILVER short → ZSL
Updated 2026-09-14 2:10 PM ET
Signal-Only Paper · signals generated, no capital deployed
MemeEST ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 83.2258064516129 · 0 candidates · feeds: reddit, polymarket, kalshi, twitter
Last run 2026-09-11 10:28 PM ET
Inverse MemeEST ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-09-11 10:27 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 +21.3bp/5d, QQQ→BIL
Last run 2026-09-11 10:27 PM ET
OptionsEST ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-09-11 10:27 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 2026-09-14 12:28 PM ET
Inverse CryptoEST ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-09-11 10:27 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 2026-09-14 8:01 AM ET
VNQ ReversionEST ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-11 10:27 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): $922.27 — LMT $922.27
Last run 2026-09-14 1:40 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.
Last run 2026-09-11 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 2026-09-14 8:00 AM 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 2026-09-14 8:01 AM 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 2026-09-14 8:00 AM ET
Retired · no allocation, kept for historical context
Maple SleeveEST RETIRED 0% ALLOCATION
Canadian blue-chip dividend diversification sleeve
Retired · last run 2026-09-11 10:27 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 2026-09-14 9:15 AM ET

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

Meme Mania
83.2
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 · 2026-09-11 10:28 PM ET

Earnings Calendar SCANNER

TickerEarnings DateDays Until (at scan)DecisionReason
Monday, 2026-09-14
CBRL EST 2026-09-14 (Monday) 3 days NO SETUP momentum mixed not stable/accelerating; price -7.69% below 50-day MA (trend gate)
KMTS EST 2026-09-14 (Monday) 3 days NO SETUP momentum mixed not stable/accelerating; price -8.65% below 50-day MA (trend gate)
PLAY EST 2026-09-14 (Monday) 3 days NO SETUP price -17.85% below 50-day MA (trend gate)
Tuesday, 2026-09-15
GIS EST 2026-09-15 (Tuesday) 4 days NO SETUP momentum fading not stable/accelerating; price -4.61% below 50-day MA (trend gate)
LAES EST 2026-09-15 (Tuesday) 4 days NO SETUP price -6.76% below 50-day MA (trend gate)
RZLT EST 2026-09-15 (Tuesday) 4 days NO SETUP price -0.77% below 50-day MA (trend gate)
YYGH EST 2026-09-15 (Tuesday) 4 days NO SETUP momentum mixed not stable/accelerating; price -2.4% below 50-day MA (trend gate)
Wednesday, 2026-09-16
ABAT EST 2026-09-16 (Wednesday) 5 days NO SETUP momentum mixed not stable/accelerating
ALMU EST 2026-09-16 (Wednesday) 5 days NO SETUP price -14.92% below 50-day MA (trend gate)
FDX EST 2026-09-16 (Wednesday) 5 days NO SETUP price -2.11% below 50-day MA (trend gate)
LEN EST 2026-09-16 (Wednesday) 5 days NO SETUP price -6.18% below 50-day MA (trend gate)
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-11 9:11 PM ET

Earnings Momentum LIVE PAPER

Trading Days Since Signal EST
5 / 5
Open Legs
0 / 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 — · 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 2026-09-13 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 2:10pm ET, Sep 14. 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 2:10pm ET, Sep 14
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 13 · 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 -0.3206 · ETH -0.8517 · SOL -0.9971
Recent runs
Run (ET)TargetTradesReason
8:01pm ET, Sep 13no tradeno trigger, no position -> cash
8:01pm ET, Sep 12no tradeno trigger, no position -> cash
8:01pm ET, Sep 11no tradeno trigger, no position -> cash
8:01pm ET, Sep 10no tradeno trigger, no position -> cash
8:01pm ET, Sep 9no 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
$3,924.15
Cash
$3,826.92
Buying Power
$3,826.92
Account snapshot as of 2:10pm ET, Sep 14
Open positions
SymbolQuantityMarket ValueType
SMH0.17832$97.23EQUITY
Transaction history (most recent first)
Time (ET)TypeDescriptionNet
3:55pm ET, Sep 1TRADE / TRADEBUY 0.18334 SMH at 545.4339$-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 13 · 6:50pm ET, Sep 13
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 5:32pm ET, Sep 13 · 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 $415.39 vs $398.77 (+4.2%)
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
5 open (MSFT, TSLA, SMCI, DIS, MSFT)
Bilbo Dual Ledger
primary author-exits + shadow cap-only
Book
Alpaca paper — ~25bp equity risk/trade
Armed compression boxes
SymbolBox LowBox HighGrey BarsEntry
DIS$103.75$105.239$107.29
MSFT$490.14$494.4615$501.71
SMCI$36.61$37.4021$37.97
TSLA$350.36$356.6511$371.97
Recent events
Time (ET)SleeveEventDetail
12:56pm ET, Sep 14bilboSkippedPLTR g1_trend_gate_fail
11:55am ET, Sep 14bilboEntryMSFT
11:55am ET, Sep 14bilboSignalMSFT
4:10pm ET, Sep 11bilboEquity mark
11:55am ET, Sep 11bilboEntryDIS
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 14, 10:54 AM ET
Bots live · profiles
8/8EST
Last desk brief · bot08 run
Sep 14, 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
15EST
Audit findings · fixed / total
12/12 fixed · 0 openEST
DAG E2E · S1–S6
PASS Sep 07, 07:39 PM ET
bot01Sep 14, 08:32 AM ET OKscan
bot02Sep 14, 08:46 AM ET OKscan
bot03Sep 14, 10:26 AM ET OKidle
bot04Sep 14, 08:01 AM ET OKscan
bot05Sep 14, 10:12 AM ET OKflag
bot06Sep 14, 10:26 AM ET OKidle
bot07Sep 14, 10:40 AM ET OKrisk
bot08Sep 14, 10:54 AM ET OKbrief
EST counts / headroom · audit A1–A10, C2, bot08 budget

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

Snapshot 2026-09-11T16:15:56.616057-04:00 · 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
15
Backtests run
14
Candidates at the bar
2
Book stages
ARCHIVED_WEAK 12, CANDIDATE 2, PARKED 1
Last cycle
Sep 14, 08:01 AM ET
SOLmomentumPF 1.27 · 116 tradesCANDIDATE
BTCmomentumPF 1.26 · 150 tradesCANDIDATE
factory13 runs · 2 candidatesedge 54.8dur 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 $136.01 · IBIT $44.54 · gross $673 EST
Pair paper P&L
+$8 EST
Net delta drift
+0.7% EST
MSTR vs IBIT (premium residual)
-3.3% EST
Margin est
$437 EST
C4 SPAC carry
IBAC $10.88 · P&L −$32 · gap vs trust -2.22% · extension vote 2026-09-24 EST
NHIC $10.64 · P&L +$0 · gap vs trust -0.25% · redemption 2026-09-15 EST
HTB terms (rate · availability)
SETH 3.4% HARD_TO_BORROW · ETHD 21.9% HARD_TO_BORROW · SBIT 0.8% HARD_TO_BORROW · BITI 3.6% HARD_TO_BORROW · ETHU 5.8% HARD_TO_BORROW
Put debits (Oct-16)
ETHA 2026-10-16P 19 · IV +53% · mid $1.185 EST · nearest strike to underlying last $18.935 (quote Sep 14, 2026 12:00 PM ET)
UNG 2026-10-16P 10 · IV +41% · mid $0.305 EST · nearest strike to underlying last $10.4104 (quote Sep 14, 2026 12:00 PM ET)
HTB probe · Sep 14, 2026 10:00 AM ET · 25/28 OK
Tracker as of Sep 14, 2026 12:35 PM ET · terms/chains snapshot Sep 14, 2026 12:00 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
DEFENSIVE
Target Book
BIL 100%
Signal
2026-09-11 5:30 PM ET
GPU tilt OFF: H100 mom=-2.1% Z=-0.90 5d_avg=-1.48% → cash/BIL
Sleeve sits in cash (BIL) — no semis exposure while the signal is defensive.
H100 Signal $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$2.8388 $2.9 -2.1% -0.91 -1.48%
Z >+0.5 + rising: 60% SOXX / 40% SMH · <−0.5 + falling: 100% BIL · else ½ book · Last signal: Z -0.91 → DEFENSIVE

⚡ 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)
66.1% EST
H100 last daily index
$2.78
Sep 13, 04:00 PM ET
GPUDaily $/hrObserved (ET)History returnAnn. vol20-session momentumHistory window
A100 SXM4$1.03Sep 13, 04:00 PM ET-18.3% EST40.2% EST-3.7% EST2026-05-25 → 2026-09-13
B200$7.06Sep 13, 04:00 PM ET+32.2% EST56.6% EST+6.3% EST2026-05-25 → 2026-09-13
H100 SXM$2.78Sep 13, 04:00 PM ET-2.6% EST64.6% EST-3.2% EST2026-05-25 → 2026-09-13
H200$4.38Sep 13, 04:00 PM ET+6.5% EST92.7% EST-0.9% EST2026-05-25 → 2026-09-13
RTX 5090$0.73Sep 13, 04:00 PM ET-14.0% EST76.3% EST+40.5% EST2026-05-25 → 2026-09-13
LLM Token Index$/Mtok (blended)Observed
Anthropic$1.7572026-09-12
Deepseek$0.0772026-09-12
Google$0.5312026-09-12
Openai$0.1732026-09-12
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

20 trading days · Alpaca 1M window · through 2026-09-11
Trailing Days
20
Total Return
-3.58%
Sharpe
-3.72
Sortino
-4.54
Calmar
-9.71
Max DD
-3.79%
Trade Win Rate
30%
Profit Factor
0.61
Expectancy
$-4
Closed Trades
595
StrategyEquityReturnSharpeSortinoCalmarMax DDDaily Up %Best DayDays
Ndx Momentum EST $2,023 +9.33% 12.89 1352.91 38145.17 -0.1% 60% +5.0% 6
Shipping EST $1,791 +7.55% 23.31 0.0% 80% +2.8% 6
Hormuz Carry EST $3,515 +5.89% 20.50 0.0% 80% +2.5% 6
Jump Mirror EST $4,339 +5.71% 7.43 118.12 5100.38 -0.6% 33% +6.7% 4
Value Dip EST $3,982 +1.92% 9.44 270.26 -0.5% 60% +1.1% 6
BTC Regime Gate EST $4,483 -0.99% -0.57 -1.40 -5.00 -4.9% 38% +5.8% 9
Memory Rotation EST $8,280 -1.54% -0.00 -0.00 -1.34 -12.7% 40% +15.4% 21
Bond Rotation EST $9,676 -2.14% -2.32 -3.11 -6.32 -3.9% 33% +1.8% 19
Earnings Momentum EST $6,292 -3.24% -2.86 -5.16 -7.94 -4.7% 41% +1.9% 18
Trump Tweet EST $2,236 -6.95% -11.11 -10.45 -13.68 -7.0% 0% 0.0% 6
Bilbo Paper EST $1,602 -17.24% -7.55 -6.58 -4.97 -18.0% 5% +1.0% 21
Maple EST $3,015 -28.99% -2.52 -2.61 -2.37 -41.8% 50% +11.1% 19
Unattributed EST $2,319 -37.39% -4.35 -5.07 -2.50 -39.9% 33% +10.3% 19
GPU Tilt EST $214 -53.29% 3.68 15.01 -0.99 -101.3% 45% +1077.1% 12
Benchmark Core EST $-4 -208.10% -4.04 -1.53 0.36 -426.4% 20% +3.6% 21
8-Bot Options Desk EST $3,000 9

Trade Quality (FIFO round-trips)

StrategyClosed TradesWin RateProfit FactorExpectancyW/L RatioTrades/wk
Ndx Momentum 5 80% 29.68 $35 7.42 1.2
Jump Mirror 10 70% 11.01 $31 4.72 2.5
BTC Regime Gate 20 40% 0.46 $-2 0.69 5.0
Memory Rotation 46 50% 0.82 $-7 0.82 11.5
Bond Rotation 25 20% 0.67 $-1 2.68 6.2
Earnings Momentum 4 25% 0.73 $-15 2.19 1.0
Maple 188 28% 0.35 $-7 0.88 47.0
Unattributed 11 27% 0.38 $-102 1.02 2.8
GPU Tilt 285 25% 0.67 $-1 1.98 71.2
Benchmark Core 1 100% $32 0.2
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 $98.66 (0.12% NAV) · BIL/SHV 0%
EST equity gap $25,720.40 (31.18% NAV) · desk allocation $3,000.00 · account NAV through 2026-09-11 · desk through 2026-09-14

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%
$2,214.19 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%
$922.27 EST
Hormuz Carry
0%
$0.00 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
55%
$4,473.45 EST
Bilbo Paper
25%
$17,406.03 EST
Jump Mirror
5%
$3,987.14 EST
Available Cash: $53,622.05 Total Deployed: $29,003.09 / $82,625.15
Zero-allocation/deallocated positions (pending liquidation): $922.27

Trading Discipline EST SCORE 56

56 ATTENTION
score, last 15 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_DIS_9.2pct
Active Trading Days EST 19 of last 20 sessions vs 16 minimum
Beat the Market EST book -3.58% vs SPY -1.55% same window; alpha -2.03pp
No Margin EST cash balance $53,622.05; negative cash indicates a debit
Allocation Drift EST 3 sleeve(s) beyond ±2.5pp of target
EST · Score covers 7/7 objectives · account through 2026-09-11 · risk 2026-09-11 10:27 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