Experimental IVol. INo. 0332026-06-07
Short—Term Alpha
Six pillars · X-validated /Sleeve
sta · cap $30,000/Plan codex/shortterm_alpha_v0.mdCapital deployment
10.8%
Invested$3,246Cash reserve$26,754
Pending235recommendations
Queued0to execute
Submitted0awaiting fill
Filled17lifetime
Pillars2active today
X log8recent decisions
§01Pillar Attribution
| Pillar | Pending | Active | Filled | Unrealized P&L |
|---|---|---|---|---|
Insider Cluster№ III | 0 | 0 | 0 | — |
Vol-Risk Premium№ V | 235 | 17 | 17 | +$250 |
§02Active book
| Ticker | Pillar | Type · Side | Qty | Entry | Cost | Value | P&L | T-stop |
|---|---|---|---|---|---|---|---|---|
| SPY | vrp | leaps_put · short | -2 | $4.92 | $984 | $-14 | +$970 | 05-11 |
| SPY | vrp | leaps_put · long | 2 | $1.25 | $250 | $2 | −$248 | 05-11 |
| SPY | vrp | leaps_put · short | -2 | $0.79 | $158 | $-2 | +$156 | — |
| SPY | vrp | leaps_put · long | 1 | $2.35 | $235 | $7 | −$228 | — |
| SPY | vrp | leaps_put · long | 1 | $0.30 | $30 | $1 | −$29 | — |
| SPY | vrp | leaps_put · long | 2 | $0.38 | $76 | $2 | −$74 | — |
| SPY | vrp | leaps_put · short | -1 | $3.25 | $325 | $-7 | +$318 | — |
| SPY | vrp | leaps_put · short | -1 | $0.44 | $44 | $-1 | +$43 | — |
| SPY | vrp | leaps_put · long | 1 | $3.21 | $321 | $7 | −$314 | — |
| SPY | vrp | leaps_put · long | 1 | $0.36 | $36 | $1 | −$35 | — |
| SPY | vrp | leaps_put · long | 1 | $3.10 | $310 | $7 | −$303 | — |
| SPY | vrp | leaps_put · long | 1 | $0.31 | $31 | $1 | −$30 | — |
| SPY | vrp | leaps_put · long | 2 | $0.23 | $46 | $2 | −$44 | — |
| SPY | vrp | leaps_put · short | -1 | $1.17 | $117 | $-7 | +$110 | — |
| SPY | vrp | leaps_put · short | -1 | $1.17 | $117 | $-7 | +$110 | — |
| SPY | vrp | leaps_put · long | 1 | $0.83 | $83 | $7 | −$76 | — |
| SPY | vrp | leaps_put · long | 1 | $0.83 | $83 | $7 | −$76 | — |
§03Execution queue
| Ticker | Pillar | Side | Status | Qty | Limit | Fill | Created |
|---|---|---|---|---|---|---|---|
| SPY | vrp | sell | expired | 1 | — | — | 05-26 17:30 |
| SPY | vrp | sell | expired | 1 | — | — | 05-26 17:30 |
| SPY | vrp | sell | expired | 1 | — | — | 05-26 17:30 |
| SPY | vrp | sell | expired | 1 | — | — | 05-26 17:30 |
| SPY | vrp | sell | expired | 1 | — | — | 05-26 17:30 |
| SPY | vrp | sell | expired | 2 | — | — | 05-26 17:30 |
| SPY | vrp | sell | expired | 2 | — | — | 05-26 17:30 |
| SPY | vrp | sell | expired | 1 | — | — | 05-26 17:00 |
| SPY | vrp | buy | expired | 1 | — | — | 05-26 17:00 |
| SPY | vrp | sell | expired | 2 | — | — | 05-26 17:00 |
| SPY | vrp | buy | expired | 1 | — | — | 05-26 17:00 |
| SPY | vrp | sell | expired | 2 | — | — | 05-26 17:00 |
| SPY | vrp | sell | expired | 1 | — | — | 05-26 17:00 |
| SPY | vrp | sell | expired | 1 | — | — | 05-26 17:00 |
§04X-Wire
05-06 16:05
SPYentervrp
“sell-vol regime, sentiment 0.50 aligned (calm/euphoric) (X proxy: VIX=17.2 calm)”
05-06 16:01
SPYentervrp
“sell-vol regime, sentiment 0.50 aligned (calm/euphoric) (X proxy: VIX=17.2 calm)”
05-06 16:01
SPYentervrp
“sell-vol regime, sentiment 0.50 aligned (calm/euphoric) (X proxy: VIX=17.2 calm)”
05-06 13:49
CHTRenterinsider
“no X data (acceptable for insider cluster — signal is fundamental)”
05-06 13:49
GEHCenterinsider
“no X data (acceptable for insider cluster — signal is fundamental)”
05-06 02:04
GEHCenterinsider
“no X data (acceptable for insider cluster — signal is fundamental)”
05-06 02:04
CHTRenterinsider
“no X data (acceptable for insider cluster — signal is fundamental)”
05-06 01:51
NVDAdeferpmci_straddlevel·z = 0.31
“velocity_z 0.31 < 0.5 — not enough crowd validation”