Trading System ● Live Monitor

One paper account ($1,000), two sleeves of $500 each, mirroring the eventual single brokerage account. The STOCK SLEEVE holds trend-qualified names from a 66-stock liquidity-screened universe and trades whenever a trend signal actually flips (cost-governed, market hours). The CRYPTO SLEEVE trades 10 liquid pairs 24/7, long-only (shorts aren't fillable on spot venues), acting on confirmed 4h trend flips; right now it's long BCH, BTC, AAVE, ETH, SOL, XRP, DOGE, TAO, AVAX. Orders also route to a REAL broker (Alpaca paper) so fills and slippage are measured, not assumed. An AI reasoning layer reviews live conditions every 30 minutes and judges events in context; an autopilot promotes or benches whole strategies based only on live results.

Best recent performer: static 60 40 (risk-adjusted score 1.65); weakest: momentum ungated control (0.0). The consistent pattern: defensive trend-following and adaptive blends work; raw momentum without a regime filter doesn't. Important honesty: these rankings are still mostly HISTORY. The true out-of-sample scorecard started accumulating — it has 1 month(s) so far; live results, not history, will decide who keeps capital.

Thesis check: the system profiles every market it watches — of 85 securities, 17 currently behave momentum-driven and 33 mean-reverting, and strategies are weighted to fit each one rather than forced onto all. The core bet — that no single strategy survives regime change, so the edge is in adapting — is so far SUPPORTED by the data: every static strategy we tested decays somewhere in history, while the adaptive blend holds up. Alpha-decay watch: raw momentum's recent score is far below its long-run average (crowding), which is why the book leans defensive trend instead.

Last month the champion book returned -0.7% vs the S&P's -0.7% — it underperformed. Why: the book is deliberately defensive (big dollar-index position, no crypto longs, trend-qualified equities only), so it lags in sharp rallies and protects in selloffs — that's the design, not an accident. Its whole 25-month simulated run: +31.03% with a worst drawdown of -4.87%, i.e. it earns by not losing.

Across 309 closed round-trips: 44.7% win rate, +40 bps average, 44.9h average hold. Strongest patterns: book: 'stocks' averages +86 bps (n=126) vs 'crypto' +8 bps (n=183); symbol: 'CRM' averages +111 bps (n=8) vs 'AAVE' -252 bps (n=9); entry_hour_et: '12PM' averages +343 bps (n=17) vs '1PM' -285 bps (n=12). Cuts with fewer than 8 trades are marked provisional — the system will not act on a pattern it cannot yet distinguish from noise.

We test a registered universe of factors and keep only what explains our own returns. Ranked now: CRYPTO_BREADTH (crypto), BTC (crypto), ALT_DISPERSION (crypto). Active set: CRYPTO_BREADTH, BTC — everything else was dropped for carrying no marginal explanatory power. Together they explain 3.8% of variance, so 96% remains unexplained: the strategies are largely idiosyncratic rather than factor-driven, which is worth knowing honestly. Notably all five macro factors were dropped — crypto breadth, not macro, is what moves this book. The set is re-derived every cycle, so it follows the market rather than a choice made once.

The AI brain is NOT being fine-tuned yet — deliberately. A training set builds itself daily from the system's own decisions and their real outcomes (202 examples so far), but an anti-overfitting gate blocks training until the data is diverse and balanced (current blocker: too few examples (202 < 5000)). Recommendation: keep accruing through varied market conditions; once the gate opens, run a light LoRA fine-tune of the open-weight model on outcome-labeled decisions (teaching it when to veto and downsize, not to predict prices), then A/B it against the untuned brain on the forward leaderboard before it touches allocations. Warranted right now: no.

Exit triggers in force: the crypto book exits within hours when the 4h trend or its regime envelope breaks, and a kill-switch flattens everything at -25% account drawdown (not triggered). The monthly book exits any holding whose long-term trend breaks — but only at month-end rebalance; single positions are small (~3-8% each) and a market-stress scaler halves the whole book after a sharp broad selloff, which bounds mid-month damage from a single blowup (e.g. earnings). Position watch: no held name has broken trend this month.

Path to real money: 3 of 6 gates passed. The missing gates all need LIVE time — months of real forward record with adequate risk-adjusted return and controlled drawdown, plus a month of clean execution on the $100 account. No shortcuts: when all gates go green the dashboard flags it, and going live is still a deliberate human decision starting tiny.