Large-cap ($10B+) market-neutral: long top decile by trailing 12mo share-count shrinkage (buybacks), short bottom decile (issuers), PCA factor-model (Barra-style) covariance weighting within each leg, dynamically-estimated beta-neutral notional split across legs, continuous (non-laddered) construction with a fixed 5% no-trade band and 2-quarter membership confirmation, quarterly rebalance check. No LLM sizing configured yet. Shares ONE real Alpaca paper account with momentum_v1 (see CLAUDE.md's capital-split section) - starting_capital is its target real allocation (funded by fully liquidating and re-splitting momentum_v1's book on 2026-08-01), not a separate pool.
| Symbol | Shares | Price | Unrealized P&L |
|---|---|---|---|
| BTSG | -1.00 | $56 | $5 |
| CVX | -9.00 | $205 | -$100 |
| U | -2.00 | $44 | -$21 |
| WPC | -9.00 | $67 | $60 |
| BBIO | -2.00 | $66 | $29 |
| APG | -9.00 | $38 | $19 |
| OVV | -3.00 | $60 | $5 |
| ITT | -1.00 | $212 | -$12 |
| AGNC | -38.00 | $10 | $30 |
| ORLY | -1.00 | $86 | $4 |
| BA | -1.00 | $200 | $28 |
| NLY | -23.00 | $21 | $43 |
| D | -3.00 | $61 | $23 |
| O | -16.00 | $56 | $123 |
| SPXC | -1.00 | $174 | $43 |
| TTWO | -2.00 | $206 | $77 |
| CMS | -8.00 | $63 | $68 |
| INTC | -1.00 | $122 | -$32 |
| VTR | -6.00 | $87 | $38 |
| ATO | -7.00 | $156 | $111 |
| ROIV | -3.00 | $37 | -$10 |
| LNG | 16.00 | $274 | $229 |
| MSCI | 2.00 | $556 | -$34 |
| FHN | 2.00 | $23 | -$5 |
| TRV | 4.00 | $360 | -$50 |
| LVS | 38.00 | $39 | -$293 |
| UNM | 23.00 | $95 | $116 |
| CART | 24.00 | $43 | -$56 |
| GM | 15.00 | $84 | -$78 |
| AFL | 40.00 | $115 | -$471 |
| LULU | 5.00 | $102 | -$93 |
| VLO | 6.00 | $376 | $384 |
| UTHR | 2.00 | $489 | -$53 |
| EXEL | 29.00 | $57 | $81 |
| C | 11.00 | $132 | -$2 |
| DLTR | 4.00 | $113 | -$67 |
| SYF | 3.00 | $71 | -$20 |
| PTC | 7.00 | $140 | -$3 |
| CRM | 9.00 | $238 | $447 |
| ADBE | 2.00 | $241 | -$24 |
| BWA | 16.00 | $61 | -$61 |
| MGM | 1.00 | $38 | -$7 |
| ACGL | 14.00 | $95 | -$71 |
| CPT | 29.00 | $98 | -$381 |
| DVA | 2.00 | $183 | -$114 |
| ON | 10.00 | $74 | -$89 |
| BAC | 59.00 | $56 | -$353 |
| RNR | 4.00 | $329 | $30 |
| DOCU | 19.00 | $70 | $266 |
| LUV | 1.00 | $41 | -$6 |
| KR | 32.00 | $58 | -$21 |
| AER | 15.00 | $145 | -$128 |
| Time (UTC) | Action | Symbol | Shares | Price | Status |
|---|---|---|---|---|---|
| 2026-08-03 15:00 | BUY | AER | 15.00 | $153 | executed |
| 2026-08-03 15:00 | BUY | KR | 32.00 | $58 | executed |
| 2026-08-03 15:00 | BUY | LUV | 1.00 | $47 | executed |
| 2026-08-03 15:00 | BUY | DOCU | 19.00 | $56 | executed |
| 2026-08-03 15:00 | BUY | RNR | 4.00 | $321 | executed |
| 2026-08-03 15:00 | BUY | BAC | 59.00 | $62 | executed |
| 2026-08-03 15:00 | BUY | ON | 10.00 | $83 | executed |
| 2026-08-03 15:00 | BUY | DVA | 2.00 | $240 | executed |
| 2026-08-03 15:00 | BUY | CPT | 29.00 | $111 | executed |
| 2026-08-03 15:00 | BUY | ACGL | 14.00 | $100 | executed |
| 2026-08-03 15:00 | BUY | MGM | 1.00 | $45 | executed |
| 2026-08-03 15:00 | BUY | BWA | 16.00 | $64 | executed |
| 2026-08-03 15:00 | BUY | ADBE | 2.00 | $253 | executed |
| 2026-08-03 15:00 | BUY | CRM | 9.00 | $188 | executed |
| 2026-08-03 15:00 | BUY | PTC | 7.00 | $141 | executed |
| 2026-08-03 15:00 | BUY | SYF | 3.00 | $77 | executed |
| 2026-08-03 15:00 | BUY | DLTR | 4.00 | $130 | executed |
| 2026-08-03 15:00 | BUY | C | 11.00 | $132 | executed |
| 2026-08-03 15:00 | BUY | EXEL | 29.00 | $54 | executed |
| 2026-08-03 15:00 | BUY | UTHR | 2.00 | $516 | executed |
| 2026-08-03 15:00 | BUY | VLO | 6.00 | $312 | executed |
| 2026-08-03 15:00 | BUY | LULU | 5.00 | $121 | executed |
| 2026-08-03 15:00 | BUY | AFL | 40.00 | $127 | executed |
| 2026-08-03 15:00 | BUY | GM | 15.00 | $89 | executed |
| 2026-08-03 15:00 | BUY | CART | 24.00 | $45 | executed |
| 2026-08-03 15:00 | BUY | UNM | 23.00 | $90 | executed |
| 2026-08-03 15:00 | BUY | LVS | 38.00 | $47 | executed |
| 2026-08-03 15:00 | BUY | TRV | 4.00 | $373 | executed |
| 2026-08-03 15:00 | BUY | FHN | 2.00 | $26 | executed |
| 2026-08-03 14:59 | BUY | MSCI | 2.00 | $573 | executed |