otrade — bearish-spike forward test

market-neutral paper book · PAPER ONLY, no real money · as of 2026-08-15 (UTC)
GO-LIVE GATE: NOT READY (paper only) · 0/6
sample: 19 trades / 6wsignificance (t>=1.5): t=-1.00edge/trade: -0.94%risk (DD / worst-book): DD -2.6% / worst -0.96% of bookimplied real cost: n/aedge capture vs sim: n/a
scored on the ≥3.0× subset (19/27 closed) — the live book stays at 2.0× under the freeze. Excluded 2.0–3.0× control band (H-015: dead in both regimes): 8 trades / $-766.
paper equity
1.0451
return
+4.51%
realized
+4.63%
open
4/5
closed
30
win rate
50%
alert-ready
149/150

broker book (Alpaca paper · real fills)

realized P&L
$-2,550
open
3
closed
27
win rate
52%

open

tickeropenedshort leghedge
NKE2026-08-13short 245@40.74SPY 12@779.10
DELL2026-08-13short 19@503.06SPY 12@779.09
ADBE2026-08-14short 38@263.03SPY 12@777.25

recent closed

tickeropenedclosedrealized
CVNA2026-08-112026-08-14$-429
COHR2026-08-102026-08-13$-229
LITE2026-08-102026-08-13$-957
F2026-08-072026-08-12$+5
COIN2026-08-072026-08-12$+263
WDC2026-08-062026-08-11$+339
QQQ2026-08-052026-08-10$+5
AMD2026-08-052026-08-10$+186
COIN2026-08-032026-08-06$+149
AAPL2026-07-312026-08-05$+309

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

paper equity
1.0178
return
+1.78%
realized
+1.42%
open
0/6
closed
4
win rate
100%

open

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

recent closed

tickeropenedclosedexitP&L
IYR2026-08-062026-08-13rsi>70+0.11%
EEM2026-07-292026-07-30rsi>70+0.68%
QQQ2026-07-282026-07-30close>sma5+0.19%
XLK2026-07-282026-07-30rsi>70+0.44%

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
1.0600
return
+6.00%
win (closed)
79%
worst trade
-0.9%
worst held
AVGO +0.0%
unrealized
+0.00%
open/closed
1/29
llm-arm (skips repricings)
equity
1.0457
return
+4.57%
win (closed)
73%
worst trade
-0.9%
worst held
AVGO +0.0%
unrealized
+0.00%
open/closed
1/26

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)
BA43dready
CSCO43dready
DIS43dready
ADBE42dready
AMD42dready
COIN42dready
CVX42dready
DIA42dready
JNJ42dready
MSFT42dready
NKE42dready
ORCL42dready
PLTR42dready
PYPL42dready
TSLA42dready
UBER42dready
UNH42dready
WMT42dready
XOM42dready
AMZN41dready
AVGO41dready
CRM41dready
INTC41dready
IWM41dready
META41dready
MU41dready
NFLX41dready
NVDA41dready
PFE41dready
QCOM41dready
QQQ41dready
SPY41dready
JPM40dready
BAC39dready
BMY39dready
KO39dready
OXY39dready
PANW39dready
PEP39dready
RBLX39dready
T39dready
TGT39dready
ZS39dready
CAT38dready
COST38dready
F38dready
GOOGL38dready
GS38dready
HOOD38dready
IBM38dready
LLY38dready
MCD38dready
MRK38dready
NET38dready
NOW38dready
SHOP38dready
V38dready
VZ38dready
WFC38dready
AAPL37dready
BLK37dready
CMCSA37dready
GM37dready
GOOG37dready
LRCX37dready
MRVL37dready
SCHW37dready
SMH37dready
SNOW37dready
UPS37dready
ABNB36dready
DELL36dready
GE36dready
MS36dready
HD35dready
TXN35dready
ABBV34dready
AMGN34dready
CRWD34dready
SOFI34dready
ANET33dready
DDOG33dready
HPQ33dready
LOW33dready
SBUX33dready
ARKK32dready
COP32dready
PG32dready
GILD30dready
XLK30dready
SNPS29dready
AMAT28dready
SLB28dready
C27dready
XLE27dready
CDNS26dready
MA26dready
BSX23dready
CVNA23dready
DASH23dready
GEV23dready
GLW23dready
INTU23dready
KLAC23dready
LITE23dready
LMT23dready
RTX23dready
STX23dready
VST23dready
ABT22dready
ACN22dready
APP22dready
CEG22dready
CIEN22dready
COHR22dready
FCX22dready
TMUS22dready
VRT22dready
XLF22dready
MDT21dready
NXPI21dready
TER21dready
WDC21dready
BX20dready
ISRG20dready
NEE20dready
NEM20dready
CME19dready
VLO19dready
UNP18dready
ADI17dready
ETN17dready
MPWR16dready
PM16dready
DE15dready
MCHP15dready
AXP13dready
AZO13dready
DHR13dready
APH12dready
COF12dready
BKNG11dready
SPGI11dready
TMO11dready
MCK10dready
ON10dready
SYK10dready
LIN9dready
HON8dready
TJX3d

today's bearish-spike alerts

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

closest to firing today

tickercrowdattention vs normal (2× = trigger)
CSCObullish66.88×warming
AMATbullish13.44×bullish · cannot fire
ABNBbullish6.86×warming
PYPLbullish3.84×bullish · cannot fire
GILDbullish3.80×warming
MCHPbullish3.78×warming
COHRbullish3.54×bullish · cannot fire
AVGObullish3.14×bullish · cannot fire

open positions

tickeropenedweight
NKE2026-08-1220%
DELL2026-08-1220%
ADBE2026-08-1320%
IWM2026-08-1420%

recent closed trades

tickeropenedclosedP&L
CVNA2026-08-102026-08-13+0.19%
COHR2026-08-072026-08-12+1.16%
LITE2026-08-072026-08-12-1.03%
F2026-08-062026-08-11-0.28%
COIN2026-08-062026-08-11-0.44%
WDC2026-08-052026-08-10+3.14%
QQQ2026-08-042026-08-07+0.01%
AMD2026-08-042026-08-07+1.35%
COIN2026-07-312026-08-05+0.05%
AAPL2026-07-302026-08-04+2.18%
META2026-07-292026-08-03+0.56%
TSLA2026-07-292026-08-03-0.88%
generated 2026-08-15 06:39 · auto-refresh 60s · otrade signals-web