Super-Trader

PAPER TRADING ONLY
Last updated 2026-09-04 19:39 EST · data as of 2026-09-03
Portfolio Value
$84,093.36
● LIVE — Alpaca · updated 2026-09-04 7:39 PM EST
Today's P&L
$-1,186.15 (-1.39%)
Total Return (vs $100K)
$-15,906.64 (-15.91%)
Cash Available
$2,091.41

HMM Regime Overlay MONITOR

Regime
LOW-VOL
Confidence
94.8%
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 2026-09-03 9:30 PM EST

Portfolio Risk Metrics LIVE PAPER

Sharpe
0.51
total vol risk
Sortino
0.70
downside only
Calmar
2.38
CAGR / MaxDD
Max DD
-2.1%
worst drawdown
Total Return
+0.47%
trailing 24 days · incl. live intraday mark
Trade Win Rate
54%
115 wins / 212 closed
Sharpe penalizes all volatility · Sortino penalizes downside only · Calmar = CAGR / |Max Drawdown|. Updated hourly from tracked paper-account equity through 2026-09-03.

Cumulative P&L LIVE PAPER

$-15,880.03
212 closed round-trips · net realized P&L, FIFO-matched fills
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 212 closed round-trips
Net Profit
$-15,880.03
all closed trades
Win Rate
54.25%
115 wins / 212 closed
Profit Factor
0.41
gross profit / gross loss
# of Trades
212
closed round-trips
Max Drawdown
$20,366.09
peak-to-trough decline
Avg Return
$-74.91
mean P&L per trade
Out-of-Sample · Held Back 43 of 212 (20.3% of sample)
Avg S/Trade
$-25.81▲ $61.59
OOS mean P&L
Win Rate
44.19%▼ 12.6pp
19 wins / 43 OOS
Profit Factor
0.19▼ 0.23
OOS gross profit / loss
Drawdown/Profit
N/A— N/A
OOS drawdown / net profit
Total Trades
43▼ 126
held-back round-trips
Edge Decay
▼ 53.94%
profit factor vs in-sample
small sample, deltas may be noisy

Cumulative Equity

In-sample Out-of-sample
train / test

Current Holdings ● LIVE — Alpaca

SymbolStrategyQtyAvg EntryCurrentMarket ValueUnrealized P&L
DIG Memory Rotation 175.3068 $70.99 $70.02 $12,274.98 $-170.49 (-1.37%)
BIL Memory Rotation 107.8777 $91.45 $91.45 $9,865.63 $0.30 (+0.00%)
BNS Maple 78.8544 $93.56 $93.82 $7,398.12 $20.51 (+0.28%)
WPM Maple 34.6423 $142.69 $154.50 $5,352.23 $409.13 (+8.28%)
IBIT BTC Regime Gate 109.0868 $44.53 $45.12 $4,922.08 $64.47 (+1.33%)
OLLI 61.2773 $75.00 $76.56 $4,691.70 $95.90 (+2.09%)
SOXX GPU Tilt 8.6244 $500.42 $517.35 $4,461.82 $146.02 (+3.38%)
SPY Bond Rotation 5.4993 $764.61 $769.71 $4,232.85 $28.08 (+0.67%)
DELL 7.5467 $455.50 $522.90 $3,946.16 $508.65 (+14.80%)
ENB Maple 66.3119 $50.37 $50.09 $3,321.56 $-18.49 (-0.55%)
ECAT 216.6043 $15.87 $15.26 $3,304.95 $-132.56 (-3.86%)
FIVE 11.1089 $255.00 $253.00 $2,810.55 $-22.22 (-0.78%)
ADSK 10.1299 $254.03 $217.90 $2,207.31 $-366.03 (-14.22%)
BAH Earnings Momentum 27.0316 $79.01 $72.80 $1,967.90 $-167.87 (-7.86%)
TRP Maple 21.1914 $62.98 $62.61 $1,326.79 $-7.93 (-0.59%)
RY Maple 5.7071 $210.84 $210.59 $1,201.85 $-1.43 (-0.12%)
TD Maple 9.3002 $121.95 $121.63 $1,131.19 $-2.96 (-0.26%)
EXLS Earnings Momentum 29.6567 $36.00 $36.64 $1,086.62 $18.98 (+1.78%)
AEM Maple 4.6634 $211.07 $204.73 $954.73 $-29.58 (-3.00%)
LMT Earnings Momentum 1.748 $610.78 $526.22 $919.83 $-147.81 (-13.84%)
SMH GPU Tilt 1.4658 $564.35 $565.77 $829.31 $2.08 (+0.25%)
QQQ Bond Rotation 0.932 $714.23 $717.59 $668.76 $3.13 (+0.47%)
CRM 2.4327 $207.68 $259.14 $630.43 $125.20 (+24.78%)
DG 4.0531 $124.65 $133.40 $540.69 $35.45 (+7.02%)
NBIS Ndx Momentum 2 $204.73 $225.56 $451.12 $41.66 (+10.17%)
MRVL Ndx Momentum 2 $206.60 $222.05 $444.10 $30.90 (+7.48%)
WBD Ndx Momentum 14 $28.44 $28.25 $395.50 $-2.66 (-0.67%)
TER Ndx Momentum 1 $341.01 $356.50 $356.50 $15.49 (+4.54%)
LRCX Ndx Momentum 1 $288.03 $306.67 $306.67 $18.64 (+6.47%)
Last updated 2026-09-04 7:39 PM EST · live from Alpaca paper account · “(deallocated)” = leftover position from a sleeve no longer allocated capital

Position History

Date (EST)SymbolSideQtyPriceStrategy
2026-09-04 4:06 PM BIL BUY 0.0313 $91.45 Memory Rotation
2026-09-04 4:06 PM IBIT BUY 4.1139 $45.23 BTC Regime Gate
2026-09-04 4:06 PM BIL BUY 3.0247 $91.45 Memory Rotation
2026-09-04 4:06 PM WPM BUY 1.7858 $154.96 Maple
2026-09-04 4:06 PM TRP BUY 4.324 $64.70 Maple
2026-09-04 4:06 PM ENB BUY 5.5508 $50.40 Maple
2026-09-04 3:56 PM BIL SELL 5.6179 $91.44 Memory Rotation
2026-09-04 3:56 PM SPY BUY 0.0029 $770.21 Bond Rotation
2026-09-04 3:56 PM BIL BUY 2.3283 $91.45 Memory Rotation
2026-09-04 3:56 PM BIL BUY 3.323 $91.45 Memory Rotation

Active Strategies

Allocated Sleeves · LIVE PAPER places paper-account orders; PAPER SIM places no orders
Memory 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 28.02% · VIX 15.2
OFFENSIVE: DIG above SMA80 with 20d momentum=28.02%. VIX=15.2; vol-scaled weight=57.1% (20d realized vol=43.8%, target=25%); rerisk_gate: 30Y +5.2bp/5d > 0bp, target_vol=25% · Re-risk gate: 30Y +5.2bp/5d > 0bp, target_vol=25%
Allocation 25% · deployed $22,140.61 (26.3% of equity)
Unrealized P&L: $-170.19
Holdings: DIG $12,274.98 · BIL $9,865.63
Updated 2026-09-03 9:30 PM EST
Maple Sleeve LIVE PAPER
Canadian blue-chip dividend diversification sleeve
— → ENB, TRP, RY, TD, BNS, AEM, WPM
Allocation 20% · deployed $20,686.48 (24.6% of equity)
Unrealized P&L: +$369.25
Holdings: BNS $7,398.12 · WPM $5,352.23 · ENB $3,321.56 · TRP $1,326.79 · RY $1,201.85 · TD $1,131.19 · AEM $954.73
Updated 2026-09-03 9:31 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 +9bp/5d <= +15bp, QQQ unchanged
Allocation 5% · deployed $4,901.61 (5.8% of equity)
Unrealized P&L: +$31.21
Holdings: SPY $4,232.85 · QQQ $668.76
Updated 2026-09-03 9:31 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 $3,974.36 (4.7% of equity)
Unrealized P&L: $-296.69
Holdings: BAH $1,967.90 · EXLS $1,086.62 · LMT $919.83
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.
OFFENSIVE → SOXX, SMH
GPU tilt ON: H100 mom=+6.9% Z=+0.52 5d_avg=+0.36% → long semis
Allocation 5% · deployed $5,291.13 (6.3% of equity)
Unrealized P&L: +$148.10
Holdings: SOXX $4,461.82 · SMH $829.31
Updated 2026-09-04 5:30 PM EST
Braided-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 2026-09-04 close; target BIL
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-04 4:55 PM EST
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=-0.305; target 100% SPY / 0% BIL at the next open
Allocation 5% · deployed $0.00 (0.0% of equity)
No positions currently held — sleeve rotates in and out
Updated 2026-09-04 4:55 PM EST
BTC Regime 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 +441bp) — long IBIT
Allocation 5% · deployed $4,922.08 (5.9% of equity)
Unrealized P&L: +$64.47
Holdings: IBIT $4,922.08
Updated 2026-09-04 4:55 PM EST
Signal-Only Paper · signals generated, no capital deployed
Meme ACTIVE SIGNAL-ONLY
WSB / social-mention signal scanner
Meme mania 0.0 · 0 candidates · feeds: polymarket, kalshi
Last run 2026-09-03 9:31 PM EST
Inverse Meme ACTIVE SIGNAL-ONLY
Long-only complement of the meme engine's price-confirmed WSB picks
Last run 2026-09-03 9:31 PM EST
Options ACTIVE SIGNAL-ONLY
Wheel strategy — cash-secured puts / covered calls
Last run 2026-09-03 9:31 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 AAPL ($750.00), BUY MSFT ($750.00), BUY GOOGL ($750.00) · AFTER_HOURS
Last run 2026-09-04 6:18 PM EST
Inverse Crypto ACTIVE SIGNAL-ONLY
7 strategies tested — no alpha after costs
Last run 2026-09-03 9:31 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 2026-09-04 8:00 AM EST
VNQ Reversion ACTIVE SIGNAL-ONLY
REIT mean-reversion sleeve — VNQ vs BIL
Last run 2026-09-03 9:31 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 2026-09-04 9:16 AM EST

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

Meme Mania
0.0
Feeds Used
polymarket, kalshi
Feeds Missing
reddit, twitter
TickerMeme ScoreSuggested Weight
No candidates above threshold
signal-only; not validated; no live capital · updated 2026-09-03 9:31 PM

Earnings Calendar SCANNER

TickerEarnings DateDays UntilDecisionReason
Monday, 2026-09-07
CGNT 2026-09-07 (Monday) 4 days NO SETUP Pullback -3.31% and runup -4.43% pass; RSI unavailable; scanner marked no setup
FCEL 2026-09-07 (Monday) 4 days NO SETUP Pullback -16.07% and runup -29.06% pass; RSI unavailable; scanner marked no setup
GME 2026-09-07 (Monday) 4 days NO SETUP Pullback 2.78% > 1.5% threshold (price above MA entry zone)
SWVL 2026-09-07 (Monday) 4 days NO SETUP Pullback 48.1% > 1.5% threshold (price above MA entry zone); Runup 254.01% > 10% cap (already run up too much)
Tuesday, 2026-09-08
ABM 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -0.66% and runup -1.61% pass; RSI unavailable; scanner marked no setup
AVO 2026-09-08 (Tuesday) 5 days NO SETUP Pullback 0.39% and runup -3.4% pass; RSI unavailable; scanner marked no setup
BRZE 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -2.19% and runup 7.47% pass; RSI unavailable; scanner marked no setup
CASY 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -0.62% and runup -9.87% pass; RSI unavailable; scanner marked no setup
OXM 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -0.83% and runup 6.34% pass; RSI unavailable; scanner marked no setup
TTAN 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -5.21% and runup -3% pass; RSI unavailable; scanner marked no setup
UNFI 2026-09-08 (Tuesday) 5 days NO SETUP Pullback -1.73% and runup -5.09% pass; RSI unavailable; scanner marked no setup
Scanner: pullback ≤ 1.5%, runup ≤ 10%, RSI ≤ 70, entry window 5 days · Generated 2026-09-03 9:02 PM

Earnings Momentum LIVE PAPER

Trading Days Held
2 / 5
Open Legs
0 / 1
Signal
2026-09-02 9:02 PM
SymbolStatusEntryTargetStopCurrentUnrealized P&L
LULU ORDER PENDING $121.55 $129.45 $114.86
6.5% target · 5.5% stop · 5-session time exit · exit monitor 9:40 AM / 11:40 AM / 1:40 PM / 3:40 PM ET · last check 2026-09-04 3:40 AM

TimesFM-3 Shadow Research GLD · 21dPAPER / RESEARCH

Zero-shot 330M foundation model (Google, non-commercial checkpoint) vs the forecast_v2 hybrid Monte-Carlo baseline. Walk-forward: 504d context → 21d horizon. Directional Brier = mean((p_up − actual)²); 0.25 = coin flip. Shadow only — no positions. Last run 2026-09-04 5:30 PM.
TimesFM-3 (GEPA champion config)
MAE (21d)
$9.06
Dir Hit
62.9%
Brier (prob.)
0.2386
CRPS
3.5561
Hybrid v2 (baseline)
MAE (21d)
$8.90
Dir Hit
68.6%
Brier (prob.)
0.2239
GEPA champion (holdout-locked): selection Brier 0.2233 over 21 windows · holdout Brier 0.2043 over 14 locked windows · dir 71.4% · ctx 504 · cov QQQ+DXY+GDX · method median_binary
promising — passed holdout bar on a small adaptive sample; confirm on rolling basis before any weight

Public.com Live Trading 2 accounts: Agent Options Brok + Agent Cash Brok 1● LIVE — Public.com

Real-money automated strategies on the Public.com brokerage accounts, one block per account. Data below is read live from Public.com (portfolio, transactions) and from each strategy's local state at site render time — as of 7:39 PM ET, Sep 4. Every source carries its own as-of stamp; stale sources are flagged red.
Agent Options Brok - 5OI24098 - BURST-XS3 crypto margin - LEVEL_2 + crypto
Equity
$3,000.98
Cash
$3,000.98
Buying Power
$5,801.96
Open positions
No open positions.
Transaction history (most recent first)
Time (ET)TypeDescriptionNet
4:16 PM ET, Sep 3MONEY_MOVEMENT / DEPOSITDeposit $100.00$100.00
8:06 PM ET, Sep 3MONEY_MOVEMENT / DEPOSITDeposit $2901.00$2,901.00
4:03 PM ET, Sep 4TRADE / TRADEBUY 0.00001503 BTC at 79816.29$-1.21
4:03 PM ET, Sep 4TRADE / TRADESELL 0.00001503 BTC at 79803.43$1.19
Strategies on this account
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 — · State STALE — bot has not run in 30h+
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
$450.14
Next Buy
$450.14 (full target)
Loss Streak
0 losing exits in a row
Ledger P&L
$0.00 realized · DD $0.00 from HWM
Fee Tier
0.60%/side (120bp RT; Public API tier for < $10k monthly crypto volume). 0.50% applies only in months with >= $10k volume — the backtest reaches that in 4 of 14 OOS months; NOT assumed by the bot (reserve 0.65%).
Regime Gate
Sig (last close)
Recent runs
Run (ET)TargetTradesReason
7:34 PM ET, Sep 4BTCno tradetrigger: BTC sig=1.9135 > 1.75
7:24 PM ET, Sep 4BTCno tradetrigger: BTC sig=1.9135 > 1.75
8:01 PM ET, Sep 3buy BTC ($2453.31)trigger: BTC sig=1.9135 > 1.75
11:48 AM ET, Sep 3USDCno tradeno trigger, no position -> cash
11:48 AM ET, Sep 3USDCno 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).
Agent Cash Brok 1 - 5OI23198 - SMH overnight + Gold cash
Equity
$3,927.62
Cash
$3,724.15
Buying Power
$2,624.15
Open positions
SymbolQuantityMarket ValueType
SMH0.3596$203.47EQUITY
Transaction history (most recent first)
Time (ET)TypeDescriptionNet
3:55 PM ET, Sep 1TRADE / TRADEBUY 0.18334 SMH at 545.4339$-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 on this account
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
Account: Agent Cash Brok 1 - 5OI23198 cash
Sizing: 2.5% of account equity per trade, clamped to $100–$400 (prompt v2, Sep 4, 2026; PASTED into the Public-side agent 2026-09-04 — live).
Management: Entry: weekdays 3:45 pm ET gate — skip if SMH < 200-day SMA or QQQ 21-day return ≥ +12%; else 3:55 pm ET limit buy at ask + $0.05 (cancel unfilled at close). Exit: sell ALL at 9:30 am ET next day, market. Never short, no stop-loss, never hold past the next open, at most one buy per day. Kill rules (user-enforced): after 60 traded nights must beat the ungated and MA200-only books; stop if drawdown from peak > 35%.
Tonight (local cross-check)
SKIP — forecast-tail (edge 7.41% >= 5.0%)
Book
flat tonight
First live trade: 3:55 PM ET, Sep 1 — SMH limit buy $100.00 @ $545.47 limit; FILLED 0.18334 sh @ $545.43, $0.00 fees (valid until Nov 30, 2026)
Weekdays 3:45 PM ET: skip if SMH < 200-day SMA or QQQ 4-week return >= +12%; else buy 2.5% of equity ($100–$400; prompt v2 PASTED 2026-09-04) of SMH at 3:55 PM ET (limit at ask +$0.05, cancel unfilled at close); sell ALL next morning at 9:30 AM ET market. Never short, no stop-loss, never hold past next open.
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: Hermes cron executor (gold_bot.py, 6 phases) — LLM-free · Flag as of 5:30 PM ET, Sep 4 · current
Account: Agent Cash Brok 1 - 5OI23198 cash
Sizing: 2.5% of account equity per session, clamped to $100–$400 (gold_bot.py target_notional, Sep 4, 2026); no partial entry below $90; buy also clamped by the daily funds allocator's headroom on this shared account.
Management: 6-phase weekday schedule (Hermes cron, LLM-free): 8:00 pm ET evening anchor → 2:00 am mark (GREEN if GLD > the 8:00 pm price, else RED) → 3:00 am buy (GREEN + BULL regime flag only; extended-hours LIMIT at ask + 1 tick) → 3:05 am cancel unfilled → 8:00 am sell ALL (LIMIT at bid − 1 tick) → 8:05 am sell fallback (market / marketable limit). Never short, never hold past 8:00 am, no stop-loss. Kill gates in code: after 60 traded sessions must beat always-long GLD; 120-session signal agreement must stay ≥ 51%.
Regime flag (weekly)
BULL
Flag detail
p_up 0.7, 21d median $427.35 vs $406.77 (+5.1%)
Kill gates
not tripped (60-trade vs GLD; 120-trade agreement ≥ 51%)
Weekly BULL/BEAR regime flag (trade only on BULL). Weekdays: 2:00 AM ET — GREEN if GLD now > 8:00 PM ET price; GREEN → buy 2.5% of equity ($100–$400) of GLD at 3:00 AM ET (extended-hours limit near ask; cancel unfilled at 3:05 AM); sell ALL at 8:00 AM ET (limit near bid; aggressive fallback if unfilled). RED/flat/incomplete → do nothing. Never short, never hold overnight, no stop-loss — the 8:00 AM exit is the exit.
2y net @0.6bp (GC=F basis): +13.8% CAGR / Sharpe 1.98 / −4.4% maxDD / 59.8% win over 291 sessions (vs 4.5%/0.61 always-long). At live-venue 2bp cost: ≈low-teens CAGR. STABILITY CAVEAT: edge decays — first half +28.4%/4.62 vs second half +4.0%/0.55 (London leg 17.1%→7.5%). Kill rules: stop if trailing 60 trades lose to always-long GLD, or 120-trade signal agreement <51%.

Alpaca Paper Sleeves Alpaca paper (separate broker)● PAPER — Alpaca

Paper-trading sleeves on the Alpaca paper account — a different broker from Public.com, tracked separately. Hermes cron bilbo_paper — hourly 9:55am–3:55pm ET + 4:10pm ET reconcile · State as of 4:25 PM ET, Sep 4
Alpaca Paper 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 4:25 PM ET, Sep 4 · current
QQQ Sleeve
FLAT
Bilbo Long
3 open (MSFT, TSLA, SMCI)
Bilbo Dual Ledger
primary author-exits + shadow cap-only
Book
Alpaca paper — ~25bp equity risk/trade
Armed compression boxes
SymbolBox LowBox HighGrey BarsEntry
MSFT$493.81$500.7313$511.58
SMCI$36.61$37.4021$37.97
TSLA$350.36$356.6511$371.97
Recent events
No paper trades yet.
Bilbo hourly (Megacap 20, v2 faithful): confirmed hourly close above the 5-grey-candle compression box, RTH closes only, trend gate vs prior-day daily EMA21; buy shares at next 5-min bar open; exits keyed to the stock — 5-min close below box low, or after a +1.0 daily-ATR run a trail giving back 75% of peak, or 10-trading-day cap. Dual ledger: primary author rules + shadow 10-day-cap-only on the same entries. Risk ~25bp equity/trade at the box-low stop, max 8 concurrent. QQQ EMA21 reversion: buy $500 QQQ at next open when QQQ close <= 0.95×EMA21, sell at the open 5 sessions later.
Bilbo v2 stock replication 2021–2026 (calibrated 86% vs author's live log, zero spurious signals): +64bp/trade primary, +118bp/trade shadow cap-only, PF 1.40, day-clustered t=3.37 (n=1,758), net 1bp/side. Paper-only (Alpaca), 4-week forward record gates promotion.

GPU Tilt LIVE PAPER

H100 daily $/GPU-hour (Ornn OCPI) leads semiconductor ETFs by ~1 month (Granger p=0.0017 for SOXX). Z-score gated daily signal — OFFENSIVE=60% SOXX/40% SMH, DEFENSIVE=BIL. Pricing source: Ornn Data OCPI.
Mode
OFFENSIVE
Target Book
SOXX 60% / SMH 40%
Signal
2026-09-04 5:30 PM
GPU tilt ON: H100 mom=+6.9% Z=+0.52 5d_avg=+0.36% → long semis
H100 Current $/GPU-hr20d Ago20d Momentum20d Z-Score5d Avg Return
$2.9171 $2.73 +6.8% +0.52 +0.36%
Z-score above +0.5 with rising H100 → offensive (60% SOXX / 40% SMH) · below −0.5 with falling H100 → defensive (100% BIL) · otherwise neutral half book · Today: Z +0.52 → OFFENSIVE

⚡ VIX for Compute

GPU compute price index from Ornn Data — the "OCPI" measures real $/GPU-hour pricing across the spot market. Annualized volatility is our computed "VIX" for compute. Also live on Bloomberg Terminal.
Compute VIX (avg)
66.2%
annualized, all GPUs
H100 Spot
$2.89
/GPU-hour
3-Mo Trend
H100 daily index
GPUDaily Index $/hrLive Spot3-Mo ReturnAnn. Vol20D Momentum
A100 SXM4$1.06$1.06-15.8%39.2%+3.0%
B200$6.40$6.40+19.8%58.2%+8.2%
H100 SXM$2.89$2.89+1.5%65.0%+8.7%
H200$4.63$4.63+12.5%92.8%-6.4%
RTX 5090$0.63$0.63-25.5%75.7%+24.2%
LLM Token Index$/Mtok (blended)Updated
Anthropic$1.4102026-09-03
Openai$0.3012026-09-03
Google$0.4512026-09-03
Deepseek$0.0922026-09-03
Source: Ornn Data API (free tier, daily grain) · H100 volatility index announced Aug 25, 2026 · Updated daily by cron · Paper trading context only

Live Paper Trading Performance — trailing 23 trading days (Alpaca 1M history window) LIVE PAPER

Last updated September 3, 2026 · page generated September 4, 2026 at 07:39 PM ET
Trailing Days
24
Total Return
+0.47%
Sharpe
0.51
Sortino
0.70
Calmar
2.38
Max DD
-2.13%
Trade Win Rate
54%
StrategyEquityReturnSharpeSortinoCalmarMax DDDaily Up %Best DayDays
BTC Regime Gate EST $593 +85.03% 3.18 6.90 2324.80 -27.5% 54% +89.0% 24
Memory Rotation EST $11,825 +18.38% 3.38 10.20 59.63 -8.2% 54% +11.7% 24
Shipping EST $1,787 +11.05% 5.54 16.62 124.10 -4.5% 57% +4.4% 14
Hormuz Carry EST $3,006 +9.52% 4.93 9.05 90.67 -4.6% 50% +4.3% 14
Maple EST $11,164 +9.14% 2.76 3.76 12.66 -11.9% 54% +5.6% 24
Value Dip EST $3,982 +2.93% 1.57 2.12 7.72 -4.6% 50% +3.4% 24
Ndx Momentum EST $1,867 +0.95% 8.22 1687.90 -0.1% 33% +1.0% 3
Bond Rotation EST $10,911 -0.47% -0.34 -0.55 -1.22 -4.0% 42% +2.0% 24
DRAM EST $22,153 -2.37% -1.96 -1.97 -6.82 -4.9% 40% +2.6% 15
Earnings Momentum EST $6,340 -2.51% -2.37 -3.53 -9.57 -4.1% 46% +1.9% 13
Unattributed EST $3,435 -2.60% 0.12 0.19 -1.11 -21.9% 42% +12.2% 24
Trump Tweet EST $1,804 -4.49% -2.53 -2.23 -6.54 -8.6% 43% +3.1% 14
GPU Tilt EST $77 -83.38% 0.89 1.18 -1.05 -95.1% 46% +141.0% 24
Headline metrics: actual Alpaca paper-account equity (round-trips to ~flat over this window). Strategy rows tagged EST: P&L attributed per sleeve from the real Alpaca fill timeline × daily closes (realized + unrealized, BIL/SHV cash at 0%) — fill-timing attribution, hence estimates. Through September 3, 2026. Not a backtest.

Capital Allocation · No Margin

Memory Rotation
25%
$22,140.61
Bond Rotation
5%
$4,901.61
DRAM
0%
$0.00
VNQ Reversion
0%
$0.00
Maple
20%
$20,686.48
Earnings Momentum
15%
$3,974.36
Hormuz Carry
5%
$0.00
Ndx Momentum
5%
$1,953.89
GPU Tilt
5%
$5,291.13
BTC Regime Gate
5%
$4,922.08
Braided-Delta
5%
$0.00
Waterhole
5%
$0.00
Available Cash: $2,091.41 Total Deployed: $82,001.94 / $84,093.36
Zero-allocation/deallocated positions (pending liquidation): $18,131.78

Trading Discipline SCORE 65

65 ATTENTION
score, last 5 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_14.8pct, SINGLE_NAME_OVER_10PCT_BIL_13.2pct, SINGLE_NAME_OVER_5PCT_BNS_7.7pct…
Active Trading Days 22 of last 23 sessions vs 16 minimum
Beat the Market book +1.89% vs SPY -0.80% same window; alpha +2.69pp vs >= +1.0pp
No Margin buying power $1,259 vs cash $2,091
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.