Super-Trader

PAPER TRADING ONLY
Last updated 2026-09-01 17:00 EST · data as of 2026-08-31
Portfolio Value
$84,138.05
● LIVE — Alpaca · updated 2026-09-01 5:00 PM EST
Today's P&L
$-892.97 (-1.05%)
Total Return (vs $100K)
$-15,861.95 (-15.86%)
Cash Available
$13,963.54

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
59.9%
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 2026-08-31 9:30 PM EST

Portfolio Risk Metrics LIVE PAPER

Sharpe
0.40
total vol risk
Sortino
0.64
downside only
Calmar
1.80
CAGR / MaxDD
Max DD
-1.8%
worst drawdown
Total Return
+0.27%
trailing 22 days · incl. live intraday mark
Trade Win Rate
54%
109 wins / 203 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|. Updated hourly from tracked paper-account equity through 2026-08-31.

Cumulative P&L LIVE PAPER

$-14,866.95
203 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 203 closed round-trips
Net Profit
$-14,866.95
all closed trades
Win Rate
53.69%
109 wins / 203 closed
Profit Factor
0.42
gross profit / gross loss
# of Trades
203
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-73.24
mean P&L per trade
Out-of-Sample · Held Back 41 of 203 (20.2% of sample)
Avg S/Trade
$-3.78▲ $87.03
OOS mean P&L
Win Rate
34.15%▼ 24.5pp
14 wins / 41 OOS
Profit Factor
0.25▼ 0.17
OOS gross profit / loss
Drawdown/Profit
N/A— N/A
OOS drawdown / net profit
Total Trades
41▼ 121
held-back round-trips
Edge Decay
▼ 39.96%
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 164.1028 $70.54 $71.69 $11,764.53 $188.59 (+1.63%)
BIL Memory Rotation 121.7053 $91.51 $91.39 $11,123.26 $-13.96 (-0.12%)
BNS Maple 67.9729 $93.43 $91.19 $6,198.45 $-152.45 (-2.40%)
IBIT BTC Regime Gate 100.2767 $44.35 $43.83 $4,395.13 $-52.01 (-1.17%)
SOXX GPU Tilt 8.6459 $495.96 $500.10 $4,323.83 $35.77 (+0.83%)
SPY Bond Rotation 5.4916 $765.14 $761.90 $4,184.07 $-17.80 (-0.42%)
AEM Maple 19.6348 $215.69 $194.24 $3,813.87 $-421.11 (-9.94%)
WPM Maple 26.2187 $138.80 $144.93 $3,799.88 $160.72 (+4.42%)
DELL — 7.5467 $455.50 $461.43 $3,482.29 $44.78 (+1.30%)
ECAT Earnings Momentum 216.6043 $15.87 $15.18 $3,288.05 $-149.46 (-4.35%)
FIVE — 11.1089 $255.00 $245.08 $2,722.57 $-110.20 (-3.89%)
ADSK — 10.1299 $254.03 $247.69 $2,509.07 $-64.26 (-2.50%)
BAH Earnings Momentum 27.0316 $79.01 $75.38 $2,037.65 $-98.12 (-4.59%)
ENB Maple 29.5347 $50.39 $50.79 $1,500.07 $11.84 (+0.80%)
EXLS Earnings Momentum 29.6567 $36.00 $37.35 $1,107.68 $40.04 (+3.75%)
LMT Earnings Momentum 1.748 $610.78 $545.20 $953.00 $-114.64 (-10.74%)
QQQ Bond Rotation 0.932 $714.23 $707.85 $659.69 $-5.95 (-0.89%)
CRM — 2.4327 $207.68 $257.30 $625.94 $120.71 (+23.89%)
DG — 4.0531 $124.65 $131.09 $531.33 $26.09 (+5.16%)
VSXY — 5.8087 $86.98 $85.30 $495.48 $-9.76 (-1.93%)
SMH GPU Tilt 0.6585 $542.71 $546.08 $359.59 $2.22 (+0.62%)
RY Maple 0.8333 $208.71 $203.50 $169.58 $-4.34 (-2.50%)
TD Maple 0.8864 $120.55 $119.50 $105.93 $-0.94 (-0.88%)
TRP Maple 0.3735 $64.33 $63.14 $23.58 $-0.44 (-1.85%)
Last updated 2026-09-01 5:00 PM EST · live from Alpaca paper account · “(deallocated)” = leftover position from a sleeve no longer allocated capital

Position History

Date (EST)SymbolSideQtyPriceStrategy
2026-09-01 10:26 AM IBIT SELL 28 $44.35 BTC Regime Gate
2026-09-01 10:26 AM SMH SELL 2 $543.08 GPU Tilt
2026-09-01 10:26 AM SPY SELL 3 $763.95 Bond Rotation
2026-09-01 10:25 AM BIL BUY 5.8492 $91.40 Memory Rotation
2026-09-01 10:25 AM BIL BUY 13.7814 $91.40 Memory Rotation
2026-09-01 10:25 AM SPY BUY 1.6488 $763.78 Bond Rotation
2026-09-01 10:25 AM SPY BUY 1.6484 $763.78 Bond Rotation
2026-09-01 10:25 AM IBIT BUY 28.3899 $44.35 BTC Regime Gate
2026-09-01 10:25 AM SMH BUY 2.32 $542.67 GPU Tilt
2026-09-01 10:25 AM SOXX SELL 19 $495.78 GPU Tilt

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 17.26% · VIX 14.92
OFFENSIVE: DIG above SMA80 with 20d momentum=17.26%. VIX=14.9; vol-scaled weight=52.1% (20d realized vol=48.0%, target=25%); rerisk_gate: 30Y +1.8bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +1.8bp/5d > 0bp, target_vol=25%
Allocation 25% · deployed $22,887.79 (27.2% of equity)
Unrealized P&L: +$174.63
Holdings: DIG $11,764.53 · BIL $11,123.26
Updated 2026-08-31 9:30 PM EST
Maple Sleeve LIVE PAPER
Canadian blue-chip dividend diversification sleeve
— → ENB, TRP, RY, TD, BNS, AEM, WPM
Allocation 20% · deployed $15,611.35 (18.6% of equity)
Unrealized P&L: $-406.71
Holdings: BNS $6,198.45 · AEM $3,813.87 · WPM $3,799.88 · ENB $1,500.07 · RY $169.58 · TD $105.93 · TRP $23.58
Updated 2026-08-31 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 +5.4bp/5d <= +15bp, QQQ unchanged
Allocation 5% · deployed $4,843.76 (5.8% of equity)
Unrealized P&L: $-23.75
Holdings: SPY $4,184.07 · QQQ $659.69
Updated 2026-08-31 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 → ECAT
Allocation 15% · deployed $7,386.37 (8.8% of equity)
Unrealized P&L: $-322.19
Holdings: ECAT $3,288.05 · BAH $2,037.65 · EXLS $1,107.68 · LMT $953.00
Updated 2026-08-31 9:01 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.
OFFENSIVE → SOXX, SMH
GPU tilt ON: H100 mom=+18.9% Z=+0.77 5d_avg=+0.21% → long semis
Allocation 5% · deployed $4,683.42 (5.6% of equity)
Unrealized P&L: +$37.99
Holdings: SOXX $4,323.83 · SMH $359.59
Updated 2026-08-31 5:31 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
Braided-Delta breadth exit at 2026-09-01 close; target BIL at the next open
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-01 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=-0.190; 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 2026-09-01 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 +286bp) — long IBIT
Allocation 5% · deployed $4,395.13 (5.2% of equity)
Unrealized P&L: $-52.01
Holdings: IBIT $4,395.13
Updated 2026-09-01 4:56 PM EST
Signal-Only Paper · signals generated, no capital deployed
Meme ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 55.55555555555556 · 0 candidates · feeds: reddit, polymarket, kalshi
Last run 2026-08-31 9:31 PM EST
Inverse Meme ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-08-31 9:30 PM EST
Options ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-08-31 9:30 PM 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 NVDA ($750.00), BUY XLE ($750.00) · AFTER_HOURS
Last run 2026-09-01 4:48 PM EST
Inverse Crypto ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-08-31 9:30 PM 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 2026-09-01 8:00 AM EST
VNQ Reversion ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-08-31 9:30 PM 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 2026-09-01 9:16 AM EST

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

Meme Mania
55.55555555555556
Feeds Used
reddit, polymarket, kalshi
Feeds Missing
twitter
TickerMeme ScoreSuggested Weight
No candidates above threshold
signal-only; not validated; no live capital · updated 2026-08-31 9:30 PM

Earnings Calendar SCANNER

TickerEarnings DateDays UntilDecisionReason
Tuesday, 2026-09-01
CRDO 2026-09-01 (Tuesday) 1 day NO SETUP Pullback -1.84% and runup -20.02% pass; RSI unavailable; scanner marked no setup
DELL 2026-09-01 (Tuesday) 1 day NO SETUP Pullback -0.86% and runup -4.96% pass; RSI unavailable; scanner marked no setup
Wednesday, 2026-09-02
ECAT 2026-09-02 (Wednesday) 2 days TRIGGERED Pullback -0.54% ≤ 1.5% threshold, runup -0.32% ≤ 10% cap, within 5-day window
AGX 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -3.77% and runup -27.88% pass; RSI unavailable; scanner marked no setup
AI 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 5.73% > 1.5% threshold (price above MA entry zone); Runup 11.55% > 10% cap (already run up too much)
AVGO 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 1.57% > 1.5% threshold (price above MA entry zone)
BCAT 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 0.45% and runup 1.65% pass; RSI unavailable; scanner marked no setup
CAL 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -3.85% and runup -8.28% pass; RSI unavailable; scanner marked no setup
CXM 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 4.59% > 1.5% threshold (price above MA entry zone); Runup 22.54% > 10% cap (already run up too much)
DAKT 2026-09-02 (Wednesday) 2 days NO SETUP Pullback 0.61% and runup -2.06% pass; RSI unavailable; scanner marked no setup
FIVE 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -1.46% and runup 3.47% pass; RSI unavailable; scanner marked no setup
GIII 2026-09-02 (Wednesday) 2 days NO SETUP Pullback -1.97% and runup -3.49% pass; RSI unavailable; scanner marked no setup
Thursday, 2026-09-03
AMBA 2026-09-03 (Thursday) 3 days NO SETUP Pullback -1.33% and runup -11.66% pass; RSI unavailable; scanner marked no setup
ASAN 2026-09-03 (Thursday) 3 days NO SETUP Pullback 3.64% > 1.5% threshold (price above MA entry zone); Runup 16.19% > 10% cap (already run up too much)
BRC 2026-09-03 (Thursday) 3 days NO SETUP Pullback -2.54% and runup -3.83% pass; RSI unavailable; scanner marked no setup
CIEN 2026-09-03 (Thursday) 3 days NO SETUP Pullback -1.99% and runup -14.01% pass; RSI unavailable; scanner marked no setup
CPB 2026-09-03 (Thursday) 3 days NO SETUP Pullback 1.15% and runup 4.41% pass; RSI unavailable; scanner marked no setup
DOCU 2026-09-03 (Thursday) 3 days NO SETUP Pullback 5.55% > 1.5% threshold (price above MA entry zone); Runup 10.78% > 10% cap (already run up too much)
FIZZ 2026-09-03 (Thursday) 3 days NO SETUP Pullback -2.98% and runup 1.93% pass; RSI unavailable; scanner marked no setup
GCO 2026-09-03 (Thursday) 3 days NO SETUP Pullback -0.35% and runup -3.38% pass; RSI unavailable; scanner marked no setup
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-08-31 9:01 PM

Earnings Momentum LIVE PAPER

Trading Days Held
1 / 5
Open Legs
1 / 1
Signal
2026-08-31 9:01 PM
SymbolStatusEntryTargetStopCurrentUnrealized P&L
ECAT OPEN $15.87 $16.90 $15.00 $15.18 $-149.46 (-4.35%)
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 2026-09-01 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 2026-09-01 10:43 AM.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.94
Dir Hit
68.6%
Brier (prob.)
0.2157
CRPS
3.9154
Hybrid v2 (baseline)
MAE (21d)
$10.07
Dir Hit
62.9%
Brier (prob.)
0.2354
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

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
2026-08-31 5:31 PM
GPU tilt ON: H100 mom=+18.9% Z=+0.77 5d_avg=+0.21% → long semis
H100 Current $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$3.0083 $2.53 +18.9% +0.77 +0.21%
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 +0.77 → 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)
65.5%
annualized, all GPUs
H100 Spot
$2.97
/GPU-hour
3-Mo Trend
H100 daily index
GPUDaily Index $/hrLive Spot3-Mo ReturnAnn. Vol20D Momentum
A100 SXM4$1.02$1.00-19.3%37.9%-5.9%
B200$6.07$6.40+13.7%58.2%+6.3%
H100 SXM$2.97$2.83+4.2%65.3%+11.3%
H200$4.42$4.51+7.6%94.5%-1.5%
RTX 5090$0.54$0.62-36.9%71.6%+7.3%
LLM Token Index$/Mtok (blended)Updated
Anthropic$1.4392026-08-30
Openai$0.2412026-08-30
Google$0.4912026-08-30
Deepseek$0.0842026-08-30
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 21 trading days (Alpaca 1M history window) LIVE PAPER

Last updated August 31, 2026 · page generated September 1, 2026 at 05:01 PM ET
Trailing Days
22
Total Return
+0.27%
Sharpe
0.40
Sortino
0.64
Calmar
1.80
Max DD
-1.76%
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 $26,679 +12.33% 3.28 8.64 51.30 -5.4% 55% +8.1% 22
Unattributed EST $3,517 +8.63% 1.58 2.61 12.65 -12.5% 45% +9.9% 22
Shipping EST $1,787 +7.04% 3.27 8.23 42.76 -5.6% 57% +4.4% 14
Maple EST $6,582 +6.78% 2.08 2.45 9.31 -12.0% 55% +5.7% 22
Bond Rotation EST $11,361 +1.67% 1.33 2.62 5.40 -3.9% 41% +2.5% 22
Value Dip EST $3,956 +0.93% 0.60 0.93 2.00 -5.8% 48% +3.4% 21
DRAM EST $22,153 -2.37% -1.96 -1.97 -6.82 -4.9% 40% +2.6% 15
Earnings Momentum EST $6,341 -2.50% -3.32 -10.00 -17.99 -2.6% 50% +1.9% 10
Trump Tweet EST $1,804 -3.35% -1.74 -1.51 -5.07 -8.6% 47% +3.1% 15
GPU Tilt EST $20 -86.91% -4.59 -3.31 -1.14 -88.0% 45% +5.5% 22
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 August 31, 2026. Not a backtest.

Capital Allocation · No Margin

Memory Rotation
25%
$22,887.79
Bond Rotation
5%
$4,843.76
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$15,611.35
Earnings Momentum
15%
$7,386.37
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$0.00
GPU Tilt
5%
$4,683.42
BTC Regime Gate
5%
$4,395.13
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $13,963.54 Total Deployed: $70,174.50 / $84,138.05
Zero-allocation/deallocated positions (pending liquidation): $10,366.68

Trading Discipline SCORE 53

53 ATTENTION
score, last 2 session(s)
✓ Max Daily Loss worst day -1.07% vs -2.0% limit
✓ Max Drawdown -1.75% vs -8.0% limit
✗ Guard Hygiene 5 active alert(s): SINGLE_NAME_OVER_10PCT_BIL_11.9pct, SINGLE_NAME_OVER_5PCT_IBIT_5.3pct, SINGLE_NAME_OVER_10PCT_MU_14.7pct…
✓ Active Trading Days 20 of last 21 sessions vs 16 minimum
✗ Beat the Market book +1.34% vs SPY +1.54% same window; alpha -0.21pp vs >= +1.0pp
✓ No Margin buying power $8,078 vs cash $13,964
✗ Allocation Drift 5 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.
All trading is PAPER ONLY — no real capital at risk.
Generated 2026-09-01 17:00 EST