Portfolio NAV$1,284,592
Day P&L+$14,382
Day %+1.13%
MTD P&L+$38,241
Sharpe 30D1.84
Max DD−4.2%
Win Rate67.3%
3
MARKET OPEN
—
LIVE FEED
SPX5,842.16▲+0.82%
NDX20,418▲+1.14%
DJI43,128▲+0.51%
RUT2,241▼−0.23%
VIX16.82▼−0.94
VVIX88.41▼−1.20
TNX4.287%▲+0.04
2YR4.712%▲+0.02
DXY104.24▼−0.18%
GOLD3,082▲+0.37%
WTI71.84▼−0.62%
BTC82,341▲+1.84%
EUR/USD1.0842▲+0.12%
USD/JPY149.82▼−0.08%
HY OAS298bps▼−4bps
IG OAS88bps▼−1bps
2s10s−42bps▲+2bps
COPPER4.28▲+0.41%
NVDA$924.80▲+2.41%
AAPL$213.50▲+0.88%
MSFT$418.20▲+1.22%
META$584.30▲+1.87%
GOOGL$176.82▼−0.34%
AMZN$209.14▲+0.72%
TSLA$248.60▼−1.44%
JPM$244.82▲+0.55%
GLD$283.12▲+0.39%
TLT$88.42▼−0.18%
SPY$582.40▲+0.81%
QQQ$497.80▲+1.12%
SPX5,842.16▲+0.82%
NDX20,418▲+1.14%
DJI43,128▲+0.51%
RUT2,241▼−0.23%
VIX16.82▼−0.94
VVIX88.41▼−1.20
TNX4.287%▲+0.04
2YR4.712%▲+0.02
DXY104.24▼−0.18%
GOLD3,082▲+0.37%
WTI71.84▼−0.62%
BTC82,341▲+1.84%
EUR/USD1.0842▲+0.12%
USD/JPY149.82▼−0.08%
HY OAS298bps▼−4bps
IG OAS88bps▼−1bps
2s10s−42bps▲+2bps
COPPER4.28▲+0.41%
NVDA$924.80▲+2.41%
AAPL$213.50▲+0.88%
MSFT$418.20▲+1.22%
META$584.30▲+1.87%
GOOGL$176.82▼−0.34%
AMZN$209.14▲+0.72%
TSLA$248.60▼−1.44%
JPM$244.82▲+0.55%
GLD$283.12▲+0.39%
TLT$88.42▼−0.18%
SPY$582.40▲+0.81%
QQQ$497.80▲+1.12%
WatchlistSTATIC
⌕
All
Longs
Short
TickerNamePriceChg%Signal
NVDA
NVIDIA Corp
$924.80
+2.41%
BUY
AAPL
Apple Inc
$213.50
+0.88%
HOLD
MSFT
Microsoft
$418.20
+1.22%
BUY
META
Meta Platforms
$584.30
+1.87%
BUY
GOOGL
Alphabet Inc
$176.82
−0.34%
HOLD
AMZN
Amazon.com
$209.14
+0.72%
WATCH
TSLA
Tesla Inc
$248.60
−1.44%
SELL
JPM
JPMorgan Chase
$244.82
+0.55%
HOLD
GLD
SPDR Gold ETF
$283.12
+0.39%
BUY
TLT
iShares 20Y+ Bond
$88.42
−0.18%
HOLD
SPY
S&P 500 ETF
$582.40
+0.81%
HOLD
QQQ
Nasdaq 100 ETF
$497.80
+1.12%
BUY
API: POLYGON.IO
Framework Console — Active Ticker: NVDADEMO
F1 · GS Quant
F2 · MS DCF
F3 · Bridgewater
F4 · JPM Earnings
F5 · BlackRock
F6 · Citadel
F7 · Harvard
F8 · Bain
F9 · RenTech
F10 · McKinsey
1
GOLDMAN SACHS — QUANTITATIVE INVESTMENT STRATEGIES
Senior Quantamental Equity Analyst
STATIC
ANALYSIS LOADING…
2
MORGAN STANLEY — INVESTMENT BANKING DIVISION
VP — M&A & Equity Capital Markets
STATIC
ANALYSIS LOADING…
4
JPMORGAN EQUITY RESEARCH / GLOBAL MARKETS
Lead Equity Research & Earnings Event Strategist
STATIC
ANALYSIS LOADING…
5
BLACKROCK — MULTI-ASSET SOLUTIONS & SYSTEMATIC INVESTING
Managing Director — Systematic Investing
ANALYSIS LOADING…
7
HARVARD MANAGEMENT COMPANY
Director of Yield Strategies & Real Asset Allocation
ANALYSIS LOADING…
8
BAIN & COMPANY — PRIVATE EQUITY PRACTICE
Senior Partner, Commercial Due Diligence
ANALYSIS LOADING…
3
BRIDGEWATER ASSOCIATES
Senior Risk Engineer & Macro Strategist
AWAITING RUN
DIRECTIVE
You do not manage a portfolio. You engineer a risk machine. Every dollar of capital must be allocated so its risk contribution — not its dollar weight — is balanced across uncorrelated return streams.
Phases: 2x2 Quadrant → Risk Parity Sizing → VaR/CVaR → Copula Tail Dependency → 6 Stress Scenarios → Debt Cycle
Click ▶ RUN to activate Bridgewater Risk Engineering analysis for the selected ticker / portfolio.
6
CITADEL SECURITIES — SYSTEMATIC STRATEGIES
Quantitative Trader & Market Microstructure Analyst
AWAITING RUN
DIRECTIVE
Price is the last thing that happens. Before price moves, order flow changes. Your job is to read the sequence before price reflects it.
Phases: PIN → Amihud ILLIQ → Kyle's Lambda → VWAP Levels → Cumulative Delta → Dark Pool % → Half-Kelly Sizing
Click ▶ RUN to activate Citadel Microstructure analysis for the selected ticker.
9
RENAISSANCE TECHNOLOGIES — SYSTEMATIC STRATEGIES
Senior Quantitative Researcher (Medallion Paradigm)
AWAITING RUN
DIRECTIVE
You do not have opinions about stocks. You have hypotheses about data. A p-value of 0.04 across 200 simultaneously tested hypotheses has a false discovery rate of ~80%. That is noise with good PR.
Phases: Hypothesis → ADF Stationarity → Signal Construction → Benjamini-Hochberg FDR → IC Weighting → Walk-Forward Validation → Deflated Sharpe
Click ▶ RUN to activate RenTech Quantitative Signal Engineering analysis.
10
MCKINSEY GLOBAL INSTITUTE — STRATEGY
Director, Global Macro & Long-Wave Strategy
AWAITING RUN
DIRECTIVE
You are not analyzing a business cycle. You are analyzing a structural regime. Short-term cyclical noise is interference — not signal.
Phases: Demographics → Deglobalization → Energy Transition CapEx → TFP/AI → Yield Curve Regime → Credit Cycle → Macro 2x2 → Sector Rotation → GPR → Synthesis
Click ▶ RUN to activate McKinsey Secular Macro Strategy analysis.
Active: NVDA · Framework 1 — GS QuantamentalClaude API → CONNECT TO GENERATE LIVE SIGNALS
Portfolio SnapshotSTATIC
Portfolio VaR 95%
−$22,841
1-day | Historical
CVaR / ES 95%
−$38,204
Expected Shortfall ★
Portfolio Beta
1.24
vs. SPX
Sortino Ratio
2.14
30-day rolling
Sector Allocation
Info Technology41.2%
Financials12.4%
Healthcare9.8%
Real Assets (GLD)7.2%
Bonds & Duration11.4%
Cash Reserve9.9%
Macro Regime — F3 Bridgewater
⚡ Late Cycle / Overheating
CPI vs. Expectation+0.3% above est.
GDPNow (Atlanta Fed)2.4% (decelerating)
ISM Mfg PMI49.8 (contracting)
2s10s Spread−42bps (inverted)
API: ALPACA CONNECTED
Open PositionsDEMO
TickerSideEntryCurrentP&L $P&L %Framework
NVDA
LONG
$862.40
$924.80
+$3,120
+7.24%
F1 · GS
META
LONG
$541.20
$584.30
+$2,155
+7.96%
F1 · GS
GLD
LONG
$264.80
$283.12
+$1,832
+6.92%
F7 · HMC
TSLA
SHORT
$272.10
$248.60
+$1,175
+8.63%
F1 · GS
TLT
LONG
$90.12
$88.42
−$340
−1.89%
F5 · BLK
Signal Queue & Analysis LogSTATIC
All
BUY
SELL
WATCH
📈
NVDA — Strong Buy · F1 Composite +1.83σ
Quality Z +2.41, Momentum Z +2.18, Piotroski 8/9, ROIC−WACC +1240bps. All signals aligned. Earnings in 18D — manage size.
F1·GSF2·MS09:31 EST
📈
META — Buy · Valuation + Moat Confirmation
EV/EBITDA z-score +1.22 (cheap vs. sector). FCF yield 4.8%. NRR >120%. HHI 2,840 — pricing power intact. Bain moat: STRONG.
F8·BainF1·GS09:28 EST
⚠️
AAPL — Hold · Revision Risk Ahead
Value Z −0.31 (expensive vs. sector). Guidance cut probability elevated. China revenue concentration 18%. F4 JPM: Hold until print.
F4·JPMF10·McK09:15 EST
📉
TSLA — Sell · Quality Deterioration
Piotroski 3/9. Accrual ratio 8.1% (flag). ROIC−WACC −120bps (value destruction). Momentum Z −1.18. Short active.
F1·GSF9·RenTech09:10 EST
🌐
Macro — Bear Flattening Regime Active
2s10s −42bps (inverted). Reduce Financials. Increase Healthcare, Staples. Duration hedge: TLT 11% allocation maintained.
F10·McKF3·BW08:45 EST
📈
GLD — Add · Real Yield & Regime Thesis
TIPS real yield +1.84% (above HMC threshold). Gold beta to stagflation. Q1/Q2 regime uncertainty. F7 DDM confirms inclusion.
F7·HarvardF3·BW08:30 EST
📊
Portfolio — Factor Crowding Warning (F5)
Momentum factor P/E spread at 9.2-year high. Trim MTUM from 12% to 8%. Risk of quant unwind event (2018 Quant Quake analog).
F5·BlackRock08:00 EST
⚠️
HY OAS 298bps — Credit Stable, Monitor
Below 500bps recession threshold. IG OAS 88bps constructive. Credit leads equities 3-6 months — watch for spread widening as early warning.
F10·McK07:45 EST
8 signals · Claude API → CLICK ▶ RUN TO GENERATE LIVE AI SIGNAL
Yield Curve StructureSTATIC
BEAR FLATTENING — 2s10s: −42bps INVERTED
5.28%
1M
5.18%
3M
4.94%
6M
4.71%
2Y
4.44%
5Y
4.29%
10Y
4.52%
30Y
Key Macro Indicators — F10 McKinsey
Fed Funds Rate5.25–5.50%
2s10s Spread−42bps (Inverted)
CPI YoY3.2%
Core PCE2.8%
GDPNow (Atlanta)2.4%
Mfg PMI49.8 (Contracting)
TIPS 10Y Real Yield1.84%
Breakeven Inflation2.41%
API → FRED: DGS2, DGS10, T10YIE, CPIAUCSL, PCEPILFE, BAMLH0A0HYM2
Sector Heatmap & Regime — F10 McKinsey SynthesisSTATIC
⚡ LATE CYCLE / OVERHEATING — BEAR FLATTENING
Historical analog: 2018 Q4 · Evidence: PMI <50, 2s10s inverted, CPI above target
HEALTHCARE ▲ OW
+2.4% MTD
STAPLES ▲ OW
+1.8% MTD
UTILITIES ▲
+1.2% MTD
INFO TECH →
+0.8% MTD
ENERGY ▼
−0.4% MTD
MATERIALS ▼
−0.8% MTD
FINANCIALS ▼ UW
−1.4% MTD
INDUSTRIALS ▼ UW
−1.8% MTD
CONS. DISC. ▼
−2.1% MTD
F10 Synthesis Output
Current regime: Late Cycle/Overheating. Evidence: PMI 49.8, 2s10s −42bps, CPI +3.2%. Historical analog: 2018 Q4. Reduce equities → add commodity producers, TIPS, short-duration. Sector OW: Healthcare +150bps, Staples +100bps. Sector UW: Financials −200bps, Industrials −150bps. Catalyst watch: NFP Fri, CPI next Tue, FOMC minutes Wed.
Credit & Global Risk DashboardSTATIC
Credit Spreads (F10 Leading Indicators)
HY OAS (ICE BofA)298bps ✓ <500bps
IG OAS (ICE BofA)88bps (low stress)
Lev. Loan SpreadSOFR+480bps ↑
CDX HY 5Y314bps
VIX Term Structure
16.8
VIX
17.4
30D
18.2
60D
19.1
90D
20.4
180D
✓ Contango structure — normal vol regime
Global FX & Macro
DXY104.24
DXY YoY → EPS Impact+2.1% → ~−1.1% EPS
USD/JPY149.82 (BOJ watch)
GPR Index (Caldara & Iacoviello)142 (elevated)
API → FRED: BAMLH0A0HYM2 + DXY Polygon + VIX term futures
Economic Calendar — High Impact EventsSTATIC
TODAY
08:30
Initial Jobless Claims208K ✓
10:00
ISM Non-Mfg PMIest. 52.1
15:00
Fed Speak — Waller
TOMORROW (HIGH IMPACT)
08:30
NFP (+185K est.)Fri
08:30
Avg Hourly Earningsest. 3.9%
10:00
U of M Sentimentest. 62.4
NEXT WEEK
Tue
CPI MoM / YoYest. +0.3% / 3.1%
Wed
FOMC Minutes
Thu
PPI MoMest. +0.2%
EARNINGS RADAR
Tonight
COST · After Closeest. $5.08
+18D
NVDA · TBCest. $0.84
+24D
META · TBCest. $5.26
Earnings Intelligence — F4 JPMorganSTATIC
4
JPMORGAN EQUITY RESEARCH / GLOBAL MARKETS
Lead Equity Research & Earnings Event Strategist
⚠️ NVDA Reports in 18 Days — Earnings Event Architecture
Official Consensus EPS$0.84
Whisper EPS (Buy-Side)$0.89 (+6%)
Consensus Revenue$38.2B
8Q Beat Rate100% (8/8)
Avg Beat Magnitude+8.2% above consensus
Estimate Revision 90D+12.4% ← HIGH BAR
ATM Straddle (3W)$41.20
Options Implied Move±4.46%
8Q Realized Move Avg±8.4% (options CHEAP)
IVR (52W)72 — Moderate
Earnings Quality: Cash EPS vs. Reported96% cash-backed ✓
IVR — Options Expensiveness72 / 100
Estimate Bar (90D revision)HIGH BAR — +12.4% raised
⚠️ HIGH BAR: Estimates +12.4% into print. Guidance surprise drives ~65-70% of day-1 move (JPM data). Target: Q+1 guidance >$40.5B vs $39.1B consensus. PEAD signal only if SUE > +2.0σ. Straddle attractive given IV cheap vs. realized.
API → wsapi.getEarningsData('NVDA') → Polygon.io Options Chain + Consensus API
Upcoming Earnings Calendar — All WatchlistSTATIC
TickerDateTimeCons. EPSCons. RevBeat RateImplied MoveBar Status
COSTTonightAH$5.08$59.1B87%±2.8%NORMAL
NVDA+18DAH$0.84$38.2B100%±4.46%HIGH BAR
META+24DAH$5.26$43.8B92%±5.2%MODERATE
AAPL+32DAH$1.58$88.4B78%±3.1%LOW BAR
API → wsapi.getEarningsCalendar(watchlist) → Alpha Vantage or Financial Modeling Prep Earnings Calendar
PEAD Tracker — Post-Earnings Announcement Drift (Bernard & Thomas, 1989)STATIC
TickerEPS ActualConsensusSUE ScoreDay-1 MovePEAD SignalDay +30Status
MSFT$3.30$3.10+2.8σ+3.8%LONG PEAD+6.2% ✓Active
JPM$4.44$4.16+1.9σ+2.1%WEAK+1.4%Closed
TSLA$0.71$0.82−2.4σ−4.9%SHORT PEAD−8.1% ✓Active
API → wsapi.runPEAD(ticker) → Polygon.io Price History + Claude F4 SUE Calculation
Swing Setup ScannerSTATIC
NVDAPullback to VWAP+2.8R
$908Entry$891Stop$956TargetF6·F9FW5.8%ATR Risk
METABreakout+3.2R
$590Entry$574Stop$641TargetF1·F4FW6.2%ATR Risk
GLDATH Breakout+4.1R
$284Entry$278Stop$308TargetF7·F10FW4.1%ATR Risk
COSTPost-Earnings PEAD+2.4R
$924Entry$908Stop$964TargetF4·JPMFWSUE +2.8σ
PLTRMomentum Breakout+2.1R
$28.80Entry$26.40Stop$33.80TargetF9·F6FWRS +42
5 setups · POLYGON + CLAUDE F6/F9 → CONNECT
Daily Chart — NVDATRADINGVIEW WIDGET
Relative Strength & F9 RenTech RegimeSTATIC
RS Rankings vs. SPX (20D)
NVDARS: +42.1
METARS: +28.4
GLDRS: +22.1
MSFTRS: +12.4
AAPLRS: +2.1
TSLARS: −18.4
F9 RenTech — Momentum Regime Check
VIX Level16.82 → Momentum FULL WEIGHT
Momentum Signal (VIX <20)Active at 100%
ADF Stationarity Testp=0.021 → Trending
Ensemble IC (12M)0.082
IC Peak Decay Horizon21-day optimal
Benjamini-Hochberg FDR8/12 signals survive α=5%
API → wsapi.runFramework(9, watchlist) → Claude API + Polygon.io price history
Catalyst Calendar — Swing Position Planning (2–10 Day Horizon)STATIC
+18D
NVDA EarningsEPS est. $0.84
+24D
META EarningsEPS est. $5.26
Fri
NFP Reportest. +185K
Tue
CPI Printest. 3.1% YoY
Wed
FOMC MinutesRate path signals
Market Internals — F6 CitadelSTATIC
NYSE TICK
+684
Bullish bias (>0)
TRIN (ARMS)
0.72
<1.0 = Bullish
Adv / Decl
2,841
/ 1,204 — Advancing
Put/Call
0.74
Low — Bullish
% Above 200D
52.4%
Neutral breadth
VIX Spot
16.82
Low vol → Momentum ON
VWAP & Key Levels — NVDA
Session VWAP$918.42VWAP
Anchored VWAP (Earnings Date)$884.20Support
Point of Control (POC 20D)$912.50POC
HVN (High Volume Node)$908.00Supp
LVN Void (Watch for gap-through)$935–$948VOID
Anchored VWAP (52W Low)$598.40Deep Supp
F6 Microstructure — PIN & Liquidity
PIN (Informed Trading Prob.)0.28 (Elevated, >0.3 = flag)
Amihud ILLIQ0.0042 (Normal)
Kyle's Lambda (λ)0.18 (Liquid)
Dark Pool %38% (Watch — near 40% threshold)
Cumulative Delta+48,420 ↑ (Buyer aggression)
API → Polygon.io real-time WebSocket: T.NVDA (trades), Q.NVDA (quotes)
Intraday Chart — NVDA | 5MTRADINGVIEW WIDGET
Trade Constructor — F6 Kelly SizingSTATIC
Active Setup — NVDA Long at HVN $908
Entry Zone$908–$912
Stop Loss$894 (Below HVN)
Target 1$935 (LVN base)
Target 2$962 (ATH retest)
Risk/Reward T11 : 1.6
Risk/Reward T21 : 3.1
Half-Kelly Position Sizing
Historical Win Rate62.4%
Avg Win (R multiple)+2.1R
Avg Loss−1.0R
Edge per trade+0.625R
Full Kelly %29.7%
Half Kelly (recommended)14.85%
5% Hard Cap Applied5.0% of NAV
📐 Recommended: 5% of NAV = $64,230
~69 shares at $912 avg · Risk: $1,242 (stop at $894)
Vol Regime Check
ATR 20D$28.40
IV30 vs HV20IV cheap: Vol premium −2.1%
Momentum RegimeVIX 16.8 → Momentum FULL
API → wsapi.submitOrder({ticker:'NVDA', side:'buy', qty:69, type:'limit', limit_price:912.00}) → Alpaca Paper API [REQUIRES CONFIRMATION]
Time & Sales — NVDASTATIC
TimePriceSizeType
09:42:31$925.202,400BUY
09:42:28$924.80840SELL
09:42:25$924.9012,000BLOCK
09:42:18$924.603,200BUY
09:42:11$924.20660SELL
09:42:04$924.504,800BLOCK
→ Connect Polygon.io WebSocket for live stream
Intraday Scanner — High Relative Volume + MomentumSTATIC
PLTR
RVOL: 3.4x · News
$28.42
+4.82%
SCAN
HOOD
RVOL: 2.8x · Breakout
$22.14
+3.21%
SCAN
SMCI
RVOL: 2.1x · Reversal
$44.80
−3.84%
SCAN
ARM
RVOL: 1.9x · Momentum
$112.40
+2.14%
SCAN
Options Chain — NVDA · Nearest ExpirySTATIC
IV%ΔθOIVolAsk STRIKE BidOIVolθΔIV%
42.1%0.84-0.428.2K1.4K$48.80$880$2.606.8K420-0.11-0.1638.2%
44.8%0.72-0.5412.4K2.8K$33.10$900$7.2018.4K1.2K-0.22-0.2840.1%
48.2%0.52-0.6824.8K8.4K$21.90$925 ATM$20.4022.1K6.8K-0.66-0.4848.8%
50.4%0.34-0.7218.2K4.2K$13.20$950$39.2014.8K2.4K-0.84-0.6652.1%
54.2%0.18-0.648.4K1.8K$6.80$975$57.609.2K840-0.94-0.8256.4%
ATM Straddle: $41.30 · Implied ±4.47% · IVR: 72 · API: Polygon.io Options → CONNECT
Greeks & Unusual ActivitySTATIC
Portfolio Delta
+284Δ
Equiv. 284 shares
Portfolio Gamma
+18.4Γ
Δ per $1 move
Portfolio Theta
−$284/day
Time decay
Portfolio Vega
+$420/vol%
Long vol
Unusual Options Activity (UAO)
📣
NVDA $960C (3W) · 8,400 contracts · $2.1M prem
OI ratio 12.4x avg. Aggressive buyer on ask. Bullish flow ahead of earnings.
🐻
TSLA $220P (2W) · 4,200 contracts · $840K prem
Put sweep on downside strike. Consistent with F1 SELL signal on TSLA.
Straddle Analysis — F4 JPMorgan
ATM Straddle Cost$41.30
Options Implied Move±4.47%
8Q Realized Move Avg±8.4% (options CHEAP)
IV30 vs HV20IV cheap (−4.6% premium)
RecommendationLONG STRADDLE ✓
API → Polygon.io Options Chain + wsapi.runFramework(4,'NVDA') → IV analysis
IV Term Structure & Vol Surface — F4 JPMorgan Options IntelligenceSTATIC
IV By Expiry (Term Structure)
1W Expiry44.2%
2W Expiry (Earnings window)56.8% ↑ Earnings bump
1M Expiry48.2%
3M Expiry42.4%
6M LEAPS38.8%
✓ IV < HV20 (52.8%): Long vol thesis valid ahead of NVDA earnings in 18D. IV crush expected post-earnings: 40-60% of IV will collapse after event.
IV Skew — 25-Delta C vs P
25Δ Call IV44.8%
25Δ Put IV51.2%
Skew (P−C)+6.4% (Put premium → mild downside fear)
IVR (52W)72 — Moderate
VVIX88.4 — Stable regime
Post-Earnings IV Crush Est.−40 to −60% of IV
API → Polygon.io Options snapshot + historical IV series → term structure builder
VaR & CVaR — F3 BridgewaterSTATIC
VaR 95% (Historical)
−$22,841
1-day threshold
VaR 99% (Historical)
−$34,218
1-day 99th pct
CVaR / ES 95% ★
−$38,204
PRIMARY METRIC
Liquidity-Adj VaR
−$24,142
Incl. bid-ask spread
Factor Beta Exposures
SPX Beta1.24
10Y Treasury Sensitivity−0.42 (rates ↑ = hurt)
DXY Sensitivity−0.28 (USD ↑ = hurt)
VIX Beta−0.84 (vol spike = hurt)
API → wsapi.computeVaR(positions, lookback=252) → Alpaca positions + Polygon.io history
Correlation Matrix — False Diversification FlagsSTATIC
60-Day Rolling Correlations
NVDAMETAMSFTGLDTLT
NVDA1.000.74⚠️0.680.12−0.34
META0.74⚠️1.000.71⚠️0.08−0.29
MSFT0.680.71⚠️1.000.04−0.31
GLD0.120.080.041.000.22
TLT−0.34−0.29−0.310.221.00
⚠️ FALSE DIVERSIFICATION: NVDA/META (0.74), META/MSFT (0.71). All 3 tech names will co-move in risk-off. GLD & TLT provide genuine diversification. Clayton Copula lower tail λ_L > 0.3 for tech cluster.
API → wsapi.computeCorrelations(watchlist) → Polygon.io 60D price history → rolling correlation matrix
Stress Tests — Historical Drawdown ScenariosSTATIC
ScenarioEst. DD $Est. DD %
2008 Crisis (Sep–Dec)−$214,400−16.7%
2020 COVID (23 sessions)−$182,800−14.2%
2022 Inflation Spike−$124,400−9.7%
1994 Bond Massacre−$62,200−4.8%
2013 Taper Tantrum−$44,800−3.5%
China Hard Landing−$88,400−6.9%
Risk Parity Check — F3 Bridgewater
Equity Risk Contribution84% ⚠️ Too high (target: 60%)
Bond Risk Contribution9%
Real Assets Risk7%
⚠️ RISK PARITY VIOLATION: Equity risk 84% vs. 60% target. Add TLT/GLD to rebalance.
API → wsapi.runStressTest(positions) → Claude API + Polygon historical returns
Debt Cycle — Dalio FrameworkSTATIC
Credit Growth vs. GDPCredit decelerating
Yield CurveInverted (−42bps)
Cycle PhaseLate Cycle → De-risk
PostureReduce beta, add duration
Late cycle positioning: Reduce equity beta from 1.24 → 0.90 target. TLT/GLD allocation increase. Prepare for potential deleveraging phase entry.
F9 RenTech — Signal ValidationSTATIC
Active Signals (N)12
B-H FDR Filter (α=5%)8 survive — 4 rejected
Ensemble IC (12M)0.084
Deflated Sharpe (DSR)0.72 ✓ (>0.5)
OOS Win Rate62.4%
Walk-Forward StatusRe-optimized 90D ago
✓ DSR 0.72 > 0.5 threshold: Strategy performance is not attributable to overfitting or selection bias across backtests (Bailey-López de Prado, 2016).
API → wsapi.validateSignals(signals) → Claude API statistical testing
Portfolio Risk BudgetSTATIC
Portfolio NAV
$1,284,592
Max Risk/Trade (1%)
$12,846
Open Risk Used
$48,420
3.77% of NAV
Risk Budget Remaining
$15,810
1.23% available
Max Position Size (5% rule)$64,230
Portfolio Drawdown−4.2% (limit: −10%)
Bridgewater 2×2 QuadrantQ1: Stagflation Risk
API → wsapi.getRiskBudget() → Alpaca portfolio + live VaR engine
Backtest Engine — F1 / F4 / F9 Signal Simulator TIINGO
Ticker
Start Date
End Date
Framework / Signal Logic
Run backtest to see results
Equity Curve — $10,000 / trade · 0.1% Slippage Each Way · Long-Only
💰 MONEY — AUTONOMOUS SIGNAL ENGINE STANDBY
MODE:
INTERVAL: —
Strategy Config
Mode 1 — Full Consensus
All 10 frameworks (F1–F10) analyze the ticker. Claude tallies all signals. Trade only executes when majority frameworks agree. Highest conviction, fewest trades.
Mode 2 — Smart Route
Claude first decides which frameworks are relevant for this specific asset type (equity/ETF/commodity/bond), then runs only those. Avoids applying DCF to gold or microstructure to bonds.
Mode 3 — Custom Strategy
Describe your strategy in plain English. Claude interprets, backtests on Tiingo data, then runs automated paper trades.
Target Ticker
WATCHLIST
Risk Parameters
POSITION SIZING — AUTO (CONVICTION-BASED)
🟢 HIGH + 6+ FW agree → 5% portfolio
🟢 HIGH → 4% portfolio
🟡 MEDIUM → 2.5% portfolio
🔴 LOW → 1% portfolio
Stop Loss Override
% below entry (Claude calculates dynamically)
⚠ AUTO-EXECUTE submits real paper orders to Alpaca automatically. Always test in SCAN mode first before enabling.
⏳ TIME MACHINE — Historical Backtest
Pick a past date. MONEY analyses that ticker using only data available at that time, then grades the decision against what actually happened.
Analysis Date (simulate being here)
HOLD PERIOD — AUTO (STRATEGY-DRIVEN)
F4 JPM / F6 Citadel → 30 days
F1 GS / F9 RenTech → 60–90 days
F2 MS / F8 Bain → 180–365 days
F3 BW / F10 McK → 90–365 days
Mixed → weighted average
Memory Backup
Loading memory stats…
Use before/after server migration
🔬 MONEY OPTIMIZER
▾
Walk-Forward Parameter Tuner
Signal Analysis OutputAWAITING SCAN
🤖
SELECT A TICKER AND CLICK SCAN
The Autopilot engine will analyze using all selected frameworks and issue a trade decision with reasoning.
LIVE SIGNALS BACKTEST LOG
0 DECISIONS
No decisions yet. Run a scan to begin.
📋 SIGNAL LOG —
DATE/TIME TICKER SIGNAL CONVICTION ENTRY STOP TP1 OUTCOME
No signals yet.
📊 PORTFOLIO — FULL ACCOUNT VIEW LIVE
PORTFOLIO NAV
—
DAY P&L
—
DAY %
—
BUYING POWER
—
CASH
—
POSITIONS
—
Open Positions
TICKERSIDEQTYENTRY CURRENTP&L $P&L %MARKET VALUE
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MONEY Analysis — Current Positions
Click ↻ REFRESH to run MONEY analysis on your current positions.
Polygon.io: CONNECTED
Alpaca API: CONNECTED
Claude API: CONNECTED
FRED API: CONNECTED
Tiingo: CONNECTED
Wall Street OS v2.0 · All data DEMO · Configure WSAPI.config to activate live feeds
System OK
PAPER TRADE ORDER
Ticker
—
Side
Quantity (Shares)
Order Type
Estimated Value
—
PAPER TRADE — No real money
STRATEGY GUIDE F1–F10 in plain English