otrade — bearish-spike forward test

market-neutral paper book · PAPER ONLY, no real money · as of 2026-10-14 (UTC)
GO-LIVE GATE: NOT READY (paper only) · 1/6
sample: 40 trades / 13wsignificance (t>=1.5): t=-1.36edge/trade: -1.12%risk (DD / worst-book): DD -5.5% / worst -2.07% of bookimplied real cost: 1.79%edge capture vs sim: -165%
scored on the ≥3.0× subset (40/63 closed) — the live book stays at 2.0× under the freeze. Excluded 2.0–3.0× control band (H-015: dead in both regimes): 23 trades / $-1,485.
mixed sample: 5 from 101 names, 35 from 150 names — the universe was widened twice during the freeze and the clock was never reset (GO_LIVE.md log). Frozen at 150 until G1.
paper equity
1.0061
return
+0.61%
realized
+0.92%
open
4/5
closed
64
win rate
47%
alert-ready
150/150

broker book (Alpaca paper · real fills)

realized P&L
$-5,950
open
0
closed
63
win rate
44%

open

no open broker positions

recent closed

tickeropenedclosedrealized
F2026-09-252026-09-29$+201
CRWD2026-09-252026-09-29$-62
UNH2026-09-252026-09-29$-68
GOOG2026-09-242026-09-29$-71
NKE2026-09-242026-09-29$-103
XLE2026-09-222026-09-25$-53
NKE2026-09-212026-09-24$-96
IWM2026-09-182026-09-23$+113
DIA2026-09-172026-09-22$+166
QQQ2026-09-172026-09-22$-233

RSI(2) diversifier (multi-ETF mean-reversion · H-022/H-023 probe)

paper equity
1.0316
return
+3.16%
realized
+2.24%
open
0/6
closed
14
win rate
86%

open

no open positions (waiting for a dip inside an uptrend)

recent closed

tickeropenedclosedexitP&L
EFA2026-10-012026-10-06rsi>70+0.22%
XLF2026-09-302026-10-05rsi>70+0.14%
IWM2026-09-302026-10-02rsi>70+0.21%
XLF2026-09-162026-09-30time_stop-0.79%
IYR2026-08-312026-09-15time_stop-0.57%
EFA2026-09-012026-09-03rsi>70+0.27%
XLK2026-08-242026-08-27rsi>70+0.80%
QQQ2026-08-202026-08-27rsi>70+0.23%
EWJ2026-08-192026-08-25rsi>70+0.14%
EFA2026-08-182026-08-21rsi>70+0.14%
IYR2026-08-062026-08-13rsi>70+0.11%
EEM2026-07-292026-07-30rsi>70+0.68%

single-name LLM-judge A/B (H-030 · forward, paper · since 2026-07-09)

llm-arm must beat rule-arm on the worst trade (skip the knives), not on return. worst trade spans closed AND open — both exits (close>sma5, rsi>70) only fire in the name's favour, so a loser just sits open and a closed-only win rate reads 100% regardless.
rule-arm (takes all)
equity
1.0655
return
+6.55%
win (closed)
67%
worst trade
-6.7%
worst held
AMAT -6.7%
unrealized
-2.11%
open/closed
6/86
llm-arm (skips repricings)
equity
1.0511
return
+5.11%
win (closed)
65%
worst trade
-6.7%
worst held
AMAT -6.7%
unrealized
-2.08%
open/closed
6/83

earnings breach-forecast probe (H-033 · log-only)

logged 130 · resolved 130 · pending 0 — CONFIRMED iff "breach" flags out-breach "no_breach" flags
LLM verdictnbreach ratemean realized/implied
breach650%0.88
no_breach7430%0.74
unclear3829%0.71
none1217%0.69

forward clock

tickerhistory (need 5d)
AMD83dready
BA83dready
COIN83dready
CSCO83dready
CVX83dready
JNJ83dready
MSFT83dready
NKE83dready
PLTR83dready
PYPL83dready
TSLA83dready
WMT83dready
XOM83dready
ADBE82dready
AMZN82dready
AVGO82dready
INTC82dready
META82dready
MU82dready
NFLX82dready
NVDA82dready
ORCL82dready
PFE82dready
QCOM82dready
UBER82dready
DIS81dready
QQQ81dready
SPY81dready
BAC80dready
JPM80dready
KO80dready
PANW80dready
PEP80dready
RBLX80dready
T80dready
UNH80dready
ZS80dready
BMY79dready
CAT79dready
GOOGL79dready
IBM79dready
LLY79dready
NET79dready
NOW79dready
SHOP79dready
TGT79dready
VZ79dready
AAPL78dready
CRM78dready
GOOG78dready
HOOD78dready
MRK78dready
MRVL78dready
OXY78dready
SNOW78dready
DELL77dready
LRCX77dready
MCD77dready
UPS77dready
V77dready
BLK76dready
CMCSA76dready
F76dready
GS76dready
WFC76dready
DIA75dready
GE75dready
IWM75dready
SOFI75dready
CRWD74dready
HD74dready
SBUX74dready
COST73dready
DDOG73dready
MS71dready
GM70dready
SCHW70dready
SMH70dready
PG69dready
TXN69dready
ABNB68dready
AMAT68dready
HPQ67dready
AMGN66dready
ABBV65dready
ANET64dready
ARKK64dready
C64dready
DASH64dready
GEV64dready
GLW64dready
INTU64dready
KLAC64dready
MA64dready
RTX64dready
CEG63dready
COHR63dready
GILD63dready
LITE63dready
LOW63dready
STX63dready
VRT63dready
VST63dready
BSX62dready
CIEN62dready
COP62dready
LMT62dready
TMUS62dready
APP61dready
WDC61dready
ACN60dready
CVNA60dready
NEM60dready
TER60dready
ABT59dready
FCX59dready
ISRG59dready
SLB58dready
CDNS57dready
MDT56dready
SNPS56dready
XLE56dready
XLK56dready
BX55dready
NEE55dready
XLF53dready
APH50dready
AXP49dready
ON49dready
VLO48dready
ETN47dready
PM47dready
TMO46dready
BKNG45dready
HON44dready
NXPI44dready
TJX41dready
AZO39dready
MPWR39dready
CME38dready
DHR38dready
SPGI38dready
UNP37dready
COF35dready
SYK35dready
ADI32dready
DE31dready
MCHP30dready
MCK26dready
LIN25dready

today's bearish-spike alerts

none today (need 5d history + a ≥2× attention surge)

closest to firing today

tickercrowdattention vs normal (2× = trigger)
BACbearish54.56×warming
Cbullish34.47×warming
SBUXbullish13.88×warming
JNJbullish13.15×warming
UNHbullish9.98×bullish · cannot fire
TMUSbullish9.56×warming
Tbullish8.27×warming
MSbullish7.29×warming

open positions

tickeropenedweight
UNH2026-09-2420%
CRWD2026-09-2420%
F2026-09-2420%
BA2026-09-2820%

recent closed trades

tickeropenedclosedP&L
GOOG2026-09-232026-09-28-0.37%
NKE2026-09-232026-09-28-0.31%
XLE2026-09-212026-09-24-0.27%
DIA2026-09-182026-09-24+0.22%
NKE2026-09-182026-09-23-0.20%
IWM2026-09-172026-09-22+0.15%
SPY2026-09-162026-09-21-0.06%
QQQ2026-09-162026-09-21-0.54%
NKE2026-09-152026-09-18+0.45%
COIN2026-09-152026-09-18-2.52%
CRWD2026-09-142026-09-17-0.89%
DELL2026-09-112026-09-16-0.19%
generated 2026-10-14 18:55 · auto-refresh 60s · otrade signals-web