Super-Trader

PAPER TRADING ONLY
Last updated 2026-09-03 05:00 EST · data as of 2026-09-02
Portfolio Value
$84,909.17
● LIVE — Alpaca · updated 2026-09-03 5:00 AM EST
Today's P&L
$342.65 (+0.41%)
Total Return (vs $100K)
$-15,090.83 (-15.09%)
Cash Available
$1,318.02

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
82.2%
Memory Rotation 25% · Maple 20% · Earnings Momentum 15% · Bond Rotation 5% · GPU Tilt 5% · Ndx Momentum 5% · Hormuz Carry 5% · BTC Regime Gate 5% · Braided-Delta 5% · Waterhole 5% · DRAM 0% · Cash 5%
Regime/confidence from the latest daily snapshot; percentages shown = canonical allocator targets (hmm_overlay itself is monitor-only, not wired to execution) · updated 2026-09-02 9:30 PM EST

Portfolio Risk Metrics LIVE PAPER

Sharpe
1.36
total vol risk
Sortino
1.95
downside only
Calmar
6.22
CAGR / MaxDD
Max DD
-2.1%
worst drawdown
Total Return
+1.19%
trailing 24 days · incl. live intraday mark
Trade Win Rate
54%
112 wins / 206 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|. Updated hourly from tracked paper-account equity through 2026-09-02.

Cumulative P&L LIVE PAPER

$-14,726.20
206 closed round-trips · net realized P&L, FIFO-matched fills
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 Sample 206 closed round-trips
Net Profit
$-14,726.20
all closed trades
Win Rate
54.37%
112 wins / 206 closed
Profit Factor
0.43
gross profit / gross loss
# of Trades
206
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-71.49
mean P&L per trade
Out-of-Sample · Held Back 42 of 206 (20.4% of sample)
Avg S/Trade
$0.07▲ $89.88
OOS mean P&L
Win Rate
40.48%▼ 17.5pp
17 wins / 42 OOS
Profit Factor
1.02▲ 0.59
OOS gross profit / loss
Drawdown/Profit
4651.96%— N/A
OOS drawdown / net profit
Total Trades
42▼ 122
held-back round-trips
Edge Decay
▲ 141.00%
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
DIG Memory Rotation 175.3068 $70.99 $73.01 $12,799.15 $353.68 (+2.84%)
BIL Memory Rotation 121.7053 $91.45 $91.41 $11,125.08 $-4.76 (-0.04%)
BNS Maple 67.9729 $93.43 $93.31 $6,342.55 $-8.34 (-0.13%)
LULU Earnings Momentum 39.5574 $121.55 $120.56 $4,769.04 $-39.16 (-0.81%)
OLLI 61.2773 $75.00 $74.30 $4,552.91 $-42.89 (-0.93%)
IBIT BTC Regime Gate 100.2767 $44.38 $44.05 $4,417.19 $-32.96 (-0.74%)
SOXX GPU Tilt 8.6459 $495.84 $500.28 $4,325.38 $38.39 (+0.90%)
SPY Bond Rotation 5.4916 $764.60 $765.88 $4,205.93 $7.04 (+0.17%)
WPM Maple 26.2187 $138.80 $154.00 $4,037.68 $398.52 (+10.95%)
AEM Maple 19.6348 $215.69 $199.60 $3,919.11 $-315.86 (-7.46%)
DELL 7.5467 $455.50 $484.50 $3,656.36 $218.85 (+6.37%)
ECAT 216.6043 $15.87 $15.24 $3,301.05 $-136.46 (-3.97%)
FIVE 11.1089 $255.00 $252.41 $2,804.00 $-28.77 (-1.02%)
ADSK 10.1299 $254.03 $243.00 $2,461.57 $-111.77 (-4.34%)
ENB Maple 40.1787 $50.48 $50.31 $2,021.39 $-7.02 (-0.35%)
BAH Earnings Momentum 27.0316 $79.01 $73.17 $1,977.91 $-157.86 (-7.39%)
EXLS Earnings Momentum 29.6567 $36.00 $36.91 $1,094.63 $26.99 (+2.53%)
LMT Earnings Momentum 1.748 $610.78 $533.86 $933.18 $-134.46 (-12.59%)
QQQ Bond Rotation 0.932 $714.23 $710.01 $661.70 $-3.93 (-0.59%)
CRM 2.4327 $207.68 $259.70 $631.78 $126.55 (+25.05%)
DG 4.0531 $124.65 $131.20 $531.77 $26.53 (+5.25%)
VSXY 5.8087 $86.98 $88.07 $511.57 $6.33 (+1.25%)
MRVL Ndx Momentum 2 $206.60 $205.79 $411.58 $-1.62 (-0.39%)
NBIS Ndx Momentum 2 $204.73 $204.22 $408.45 $-1.01 (-0.25%)
WBD Ndx Momentum 14 $28.44 $28.30 $396.20 $-1.96 (-0.49%)
SMH GPU Tilt 0.6585 $542.67 $550.00 $362.17 $4.83 (+1.35%)
TER Ndx Momentum 1 $341.01 $340.60 $340.60 $-0.41 (-0.12%)
LRCX Ndx Momentum 1 $288.03 $287.00 $287.00 $-1.03 (-0.36%)
RY Maple 0.8333 $208.71 $207.86 $173.21 $-0.71 (-0.41%)
TD Maple 0.8864 $120.55 $121.47 $107.67 $0.81 (+0.76%)
TRP Maple 0.3735 $64.33 $62.49 $23.34 $-0.69 (-2.86%)
Last updated 2026-09-03 5:00 AM EST · live from Alpaca paper account · “(deallocated)” = leftover position from a sleeve no longer allocated capital

Position History

Date (EST)SymbolSideQtyPriceStrategy
2026-09-02 9:02 PM LULU BUY 39.5574 $121.55 Earnings Momentum
2026-09-02 3:46 PM WBD BUY 14 $28.44 Ndx Momentum
2026-09-02 3:46 PM TER BUY 1 $341.01 Ndx Momentum
2026-09-02 3:46 PM NBIS BUY 2 $204.73 Ndx Momentum
2026-09-02 3:46 PM MRVL BUY 2 $206.60 Ndx Momentum
2026-09-02 3:46 PM LRCX BUY 1 $288.03 Ndx Momentum
2026-09-02 2:08 PM DIG SELL 5.8852 $72.46 Memory Rotation
2026-09-02 9:36 AM DIG SELL 7.3405 $71.58 Memory Rotation
2026-09-02 9:35 AM DIG SELL 13.9254 $71.43 Memory Rotation
2026-09-02 9:34 AM DIG SELL 20 $71.31 Memory Rotation

Active Strategies

Allocated Sleeves · LIVE PAPER places paper-account orders; PAPER SIM places no orders
Memory Rotation 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 21.63% · VIX 16.34
OFFENSIVE: DIG above SMA80 with 20d momentum=21.63%. VIX=16.3; vol-scaled weight=52.4% (20d realized vol=47.7%, target=25%); rerisk_gate: 30Y +8.1bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +8.1bp/5d > 0bp, target_vol=25%
Allocation 25% · deployed $23,924.23 (28.2% of equity)
Unrealized P&L: +$348.92
Holdings: DIG $12,799.15 · BIL $11,125.08
Updated 2026-09-02 9:30 PM EST
Maple Sleeve LIVE PAPER
Canadian blue-chip dividend diversification sleeve
— → ENB, TRP, RY, TD, BNS, AEM, WPM
Allocation 20% · deployed $16,624.95 (19.6% of equity)
Unrealized P&L: +$66.72
Holdings: BNS $6,342.55 · WPM $4,037.68 · AEM $3,919.11 · ENB $2,021.39 · RY $173.21 · TD $107.67 · TRP $23.34
Updated 2026-09-02 9:30 PM EST
Bond Rotation LIVE PAPER
Top-1 126-day momentum · 15% vol target · Yield filter: 10Y 5-day change > +15 bp rotates SPY/QQQ winners to BIL (fail-open)
— → QQQ
Yield filter: 10Y +13.2bp/5d <= +15bp, QQQ unchanged
Allocation 5% · deployed $4,867.63 (5.7% of equity)
Unrealized P&L: +$3.10
Holdings: SPY $4,205.93 · QQQ $661.70
Updated 2026-09-02 9:30 PM EST
Earnings Momentum LIVE PAPER
Post-earnings momentum — scanner 9:00 PM ET, GTC entries at next bridge pass, 6.5% target / 5.5% stop / 5-session time exit
LONG → LULU
Allocation 15% · deployed $8,774.75 (10.3% of equity)
Unrealized P&L: $-304.50
Holdings: LULU $4,769.04 · BAH $1,977.91 · EXLS $1,094.63 · LMT $933.18
Updated 2026-09-02 9:02 PM EST
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.
NEUTRAL → SOXX, SMH, BIL
GPU tilt NEUTRAL: H100 mom=+5.9% Z=-1.05 5d_avg=+1.15% → half position
Allocation 5% · deployed $4,687.56 (5.5% of equity)
Unrealized P&L: +$43.21
Holdings: SOXX $4,325.38 · SMH $362.17
Updated 2026-09-02 5:30 PM EST
Braided-Delta LIVE 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 2026-09-02 close; target BIL
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-02 4:56 PM EST
Waterhole LIVE 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=-0.562; 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 2026-09-02 4:56 PM EST
BTC Regime Gate LIVE 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 +319bp) — long IBIT
Allocation 5% · deployed $4,417.19 (5.2% of equity)
Unrealized P&L: $-32.96
Holdings: IBIT $4,417.19
Updated 2026-09-02 4:56 PM EST
Signal-Only Paper · signals generated, no capital deployed
Meme ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 60.46511627906977 · 0 candidates · feeds: reddit, polymarket, kalshi
Last run 2026-09-03 12:01 AM EST
Inverse Meme ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-09-03 12:01 AM EST
Options ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-09-03 12:01 AM EST
Trump Tweet 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) · AFTER_HOURS
Last run 2026-09-03 12:18 AM EST
Inverse Crypto ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-09-03 12:01 AM EST
DRAM 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 2026-09-03 1:01 AM EST
VNQ Reversion ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-03 12:01 AM EST
Retired · no allocation, kept for historical context
Shipping RETIRED 0% ALLOCATION
Tanker sector rotation — INSW/NAT/FRO/SBLK/DHT/STNG · 14-day rebalance
Retired — kept for historical context
Geo Reversal RETIRED 0% ALLOCATION
Geopolitical reversal rotation — energy vs broad market on geo-risk score shifts
Retired — kept for historical context
VIX Regime RETIRED 0% ALLOCATION
VIX regime recovery basket — 80% SPY / 20% QQQ when high-vol + low VIX + bull trend
Retired — kept for historical context
Value Dip RETIRED 0% ALLOCATION
NASDAQ-100 worst performers — dynamic sourcing pipeline, 4-condition entry gate
Retired — kept for historical context
Polymarket Weather RETIRED 0% ALLOCATION
Weather prediction market signals (retired/deleted)
Retired — kept for historical context
Pre-Market Momentum RETIRED 0% ALLOCATION
Pre-market gap momentum scanner — allocation removed after live evaluation
Retired · last run 2026-09-02 3:17 PM EST

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

Meme Mania
60.46511627906977
Feeds Used
reddit, polymarket, kalshi
Feeds Missing
twitter
TickerMeme ScoreSuggested Weight
No candidates above threshold
signal-only; not validated; no live capital · updated 2026-09-02 9:30 PM

Earnings Calendar SCANNER

TickerEarnings DateDays UntilDecisionReason
Thursday, 2026-09-03
LULU 2026-09-03 (Thursday) 1 day TRIGGERED Pullback -0.07% ≤ 1.5% threshold, runup -0.85% ≤ 10% cap, within 5-day window
AMBA 2026-09-03 (Thursday) 1 day NO SETUP Pullback -2.72% and runup -9.34% pass; RSI unavailable; scanner marked no setup
ASAN 2026-09-03 (Thursday) 1 day NO SETUP Pullback -1.48% and runup 7.31% pass; RSI unavailable; scanner marked no setup
BRC 2026-09-03 (Thursday) 1 day NO SETUP Pullback -2.14% and runup -4% pass; RSI unavailable; scanner marked no setup
CIEN 2026-09-03 (Thursday) 1 day NO SETUP Pullback -6.43% and runup -11.15% pass; RSI unavailable; scanner marked no setup
CPB 2026-09-03 (Thursday) 1 day NO SETUP Pullback 1.07% and runup 3.72% pass; RSI unavailable; scanner marked no setup
DOCU 2026-09-03 (Thursday) 1 day NO SETUP Pullback 1.62% > 1.5% threshold (price above MA entry zone)
FIZZ 2026-09-03 (Thursday) 1 day NO SETUP Pullback -1.79% and runup 0.67% pass; RSI unavailable; scanner marked no setup
GCO 2026-09-03 (Thursday) 1 day NO SETUP Pullback -2.56% and runup -6.63% pass; RSI unavailable; scanner marked no setup
GWRE 2026-09-03 (Thursday) 1 day NO SETUP Runup 13.12% > 10% cap (already run up too much)
IOT 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.69% and runup -1.31% pass; RSI unavailable; scanner marked no setup
KFY 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.44% and runup 0.93% pass; RSI unavailable; scanner marked no setup
MAMA 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.69% and runup -2.74% pass; RSI unavailable; scanner marked no setup
NX 2026-09-03 (Thursday) 1 day NO SETUP Pullback -4.33% and runup -7.6% pass; RSI unavailable; scanner marked no setup
PATH 2026-09-03 (Thursday) 1 day NO SETUP Runup 16.43% > 10% cap (already run up too much)
PDI 2026-09-03 (Thursday) 1 day NO SETUP Pullback 0.22% and runup 0.92% pass; RSI unavailable; scanner marked no setup
PDO 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.48% and runup -2.05% pass; RSI unavailable; scanner marked no setup
PL 2026-09-03 (Thursday) 1 day NO SETUP Pullback -5.04% and runup -17.55% pass; RSI unavailable; scanner marked no setup
RQI 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.82% and runup -2.42% pass; RSI unavailable; scanner marked no setup
SWBI 2026-09-03 (Thursday) 1 day NO SETUP Pullback -1.33% and runup -9.88% pass; RSI unavailable; scanner marked no setup
TTC 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.97% and runup 1.65% pass; RSI unavailable; scanner marked no setup
USA 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.6% and runup -1.5% pass; RSI unavailable; scanner marked no setup
UTF 2026-09-03 (Thursday) 1 day NO SETUP Pullback -0.61% and runup -0.63% pass; RSI unavailable; scanner marked no setup
VSXY 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.9% and runup 0.29% pass; RSI unavailable; scanner marked no setup
WLY 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.16% and runup -1.77% pass; RSI unavailable; scanner marked no setup
ZGN 2026-09-03 (Thursday) 1 day NO SETUP Pullback -3.72% and runup -3.19% pass; RSI unavailable; scanner marked no setup
ZS 2026-09-03 (Thursday) 1 day NO SETUP Pullback -1.84% and runup -3.95% pass; RSI unavailable; scanner marked no setup
Monday, 2026-09-07
CGNT 2026-09-07 (Monday) 5 days NO SETUP Pullback -3.23% and runup -5.91% pass; RSI unavailable; scanner marked no setup
FCEL 2026-09-07 (Monday) 5 days NO SETUP Pullback -5.59% and runup -21.29% pass; RSI unavailable; scanner marked no setup
GME 2026-09-07 (Monday) 5 days NO SETUP Pullback 3.03% > 1.5% threshold (price above MA entry zone)
SWVL 2026-09-07 (Monday) 5 days NO SETUP Pullback 33.17% > 1.5% threshold (price above MA entry zone); Runup 165.97% > 10% cap (already run up too much)
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-02 9:02 PM

Earnings Momentum LIVE PAPER

Trading Days Held
1 / 5
Open Legs
1 / 1
Signal
2026-09-02 9:02 PM
SymbolStatusEntryTargetStopCurrentUnrealized P&L
LULU OPEN $121.55 $129.45 $114.86 $120.56 $-39.16 (-0.81%)
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

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 2026-09-02 5:30 PM.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.72
Dir Hit
65.7%
Brier (prob.)
0.2271
CRPS
3.8465
Hybrid v2 (baseline)
MAE (21d)
$9.04
Dir Hit
68.6%
Brier (prob.)
0.2250
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 account 5OI23198 (Brokerage 2)● LIVE — Public.com

Real-money automated strategies on the Public.com brokerage account. Data below is read live from Public.com (portfolio, transactions) and from each strategy's local state at site render time — as of 5:00 AM ET, Sep 3. Every source carries its own as-of stamp; stale sources are flagged red.
Equity
$2,300.32
Cash
$2,099.51
Buying Power
$999.51
Open positions
SymbolQuantityMarket ValueType
SMH0.3651$200.81EQUITY
Transaction history (most recent first)
Time (ET)TypeDescriptionNet
3:55 PM ET, Sep 1TRADE / TRADEBUY 0.18334 SMH at 545.4339$-100.00
8:08 PM ET, Sep 1MONEY_MOVEMENT / DEPOSITDeposit $1000.00$1,000.00
3:55 PM ET, Sep 2TRADE / TRADEBUY 0.18176 SMH at 550.155$-100.00
4:15 PM ET, Sep 2MONEY_MOVEMENT / DEPOSITDeposit $100.00$100.00
8:06 PM ET, Sep 2MONEY_MOVEMENT / DEPOSITDeposit $200.00$200.00
8:49 PM ET, Sep 2TRADE / TRADEBUY 0.00025955 BTC at 77053.54$-20.12
8:50 PM ET, Sep 2TRADE / TRADEBUY 0.00025954 BTC at 77057.55$-20.12
8:50 PM ET, Sep 2TRADE / TRADESELL 0.00025 BTC at 77057.54$19.14
Strategies
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 8:01 PM ET, Sep 2 · State healthy
Position
CASH (USDC)
Days Left
0
Notional / Trade
$500.00 (Tier-1; auto-upgrades to $3,000 at equity >= $3,900)
Fee Tier
0.60%/side (120bp RT) until $10k/mo volume -> 0.50%
Regime Gate
ON (BTC > EMA100)
Sig (last close)
BTC -0.042 · ETH -0.3491 · SOL +0.1248
Recent runs
Run (ET)TargetTradesReason
9:24 PM ET, Sep 2USDCno tradeno trigger, no position -> cash
9:05 PM ET, Sep 2USDCno tradeno trigger, no position -> cash
8:54 PM ET, Sep 2USDCno tradeno trigger, no position -> cash
8:01 PM ET, Sep 2no tradeno trigger, no position -> cash
3:17 PM ET, Sep 2USDCno tradeno 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).
Overnight Alpha — SMH weekdays · 3:55 PM ET buy → next-open sell
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
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 $100 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 only)
Asia-gate London Gold weekdays · 3:00 AM buy → 8:00 AM sell (ET)
Executor: Public.com AI Agent 'Asia London gold' (public-side, autonomous) · Flag as of 5:30 PM ET, Sep 2 · current
Regime (weekly ask)
BULL
Flag detail
p_up 0.7, 21d median $434.59 vs $402.78 (+7.9%)
Weekly BULL/BEAR regime ask (trade only on BULL). Weekdays: 2:00 AM ET — GREEN if GLD now > 8:00 PM ET price; GREEN → buy ~$100 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 2:05 AM ET, Sep 3
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 2:05 AM ET, Sep 3 · current
QQQ Sleeve
FLAT
Bilbo Long
0 open (—)
Bilbo Dual Ledger
primary author-exits + shadow cap-only
Book
Alpaca paper — ~25bp equity risk/trade
Armed compression boxes
No open Bilbo positions yet.
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
NEUTRAL
Target Book
SOXX 30% / SMH 20% / BIL 50%
Signal
2026-09-02 5:30 PM
GPU tilt NEUTRAL: H100 mom=+5.9% Z=-1.05 5d_avg=+1.15% → half position
H100 Current $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$2.8279 $2.67 +5.9% -1.05 +1.15%
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 -1.05 → NEUTRAL

⚡ 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)
66.3%
annualized, all GPUs
H100 Spot
$2.83
/GPU-hour
3-Mo Trend
H100 daily index
GPUDaily Index $/hrLive Spot3-Mo ReturnAnn. Vol20D Momentum
A100 SXM4$0.98$0.98-22.4%37.8%-6.0%
B200$6.46$6.46+20.9%58.4%+10.9%
H100 SXM$2.83$2.83-0.6%65.4%+3.7%
H200$4.47$4.47+8.8%93.6%-4.8%
RTX 5090$0.63$0.63-25.6%76.5%+26.5%
LLM Token Index$/Mtok (blended)Updated
Anthropic$1.4712026-09-01
Openai$0.2852026-09-01
Google$0.4932026-09-01
Deepseek$0.0982026-09-01
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 2, 2026 · page generated September 3, 2026 at 05:00 AM ET
Trailing Days
24
Total Return
+1.19%
Sharpe
1.36
Sortino
1.95
Calmar
6.22
Max DD
-2.13%
Trade Win Rate
54%
StrategyEquityReturnSharpeSortinoCalmarMax DDDaily Up %Best DayDays
Hormuz Carry EST $795 +32.87% 3.41 7.22 437.20 -26.9% 47% +25.8% 15
Memory Rotation EST $15,421 +12.84% 3.13 9.49 40.43 -6.3% 54% +8.8% 24
Maple EST $4,510 +7.72% 1.54 1.78 5.18 -22.8% 62% +8.5% 24
Shipping EST $1,787 +7.04% 3.27 8.23 42.76 -5.6% 57% +4.4% 14
Unattributed EST $3,384 +4.53% 0.94 1.55 2.70 -21.9% 42% +12.2% 24
Bond Rotation EST $11,117 +1.53% 1.16 2.26 4.43 -3.9% 42% +2.5% 24
Value Dip EST $3,959 +1.00% 0.61 0.90 1.98 -5.8% 48% +3.4% 23
BTC Regime Gate EST $4,456 -1.59% -4.49 -26.42 -2.4% 50% +0.8% 4
DRAM EST $22,153 -2.37% -1.96 -1.97 -6.82 -4.9% 40% +2.6% 15
Trump Tweet EST $1,804 -3.35% -1.74 -1.51 -5.07 -8.6% 47% +3.1% 15
Earnings Momentum EST $6,239 -4.07% -4.52 -6.36 -14.31 -4.1% 42% +1.9% 12
GPU Tilt EST $72 -84.42% -2.69 -3.27 -1.10 -90.8% 33% +68.4% 6
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 2, 2026. Not a backtest.

Capital Allocation · No Margin

Memory Rotation
25%
$23,924.23
Bond Rotation
5%
$4,867.63
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$16,624.95
Earnings Momentum
15%
$8,774.75
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$1,843.83
GPU Tilt
5%
$4,687.56
BTC Regime Gate
5%
$4,417.19
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $1,318.02 Total Deployed: $83,591.15 / $84,909.17
Zero-allocation/deallocated positions (pending liquidation): $18,451.01

Trading Discipline SCORE 57

57 ATTENTION
score, last 4 session(s)
Max Daily Loss worst day -1.42% vs -2.0% limit
Max Drawdown -2.13% vs -8.0% limit
Guard Hygiene 8 active alert(s): LEVERAGED_NAME_OVER_5PCT_DIG_15.0pct, SINGLE_NAME_OVER_10PCT_BIL_13.1pct, SINGLE_NAME_OVER_5PCT_BNS_7.5pct…
Active Trading Days 22 of last 23 sessions vs 16 minimum
Beat the Market book +0.78% vs SPY +0.54% same window; alpha +0.24pp vs >= +1.0pp
No Margin buying power $1,318 vs cash $1,318
Allocation Drift 6 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.
StrategyCAGRSharpeMax DDCalmarPeriod
DRAM85.5%2.25-13.4%6.391.5y
Memory Rotation687.6%2.90-35.3%19.481.5y
B&H QQQ27.4%1.17-22.8%1.201.5y
B&H BIL3.9%17.61-0.0%358.471.5y
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.