← Overview

Momentum v1

Updated 2026-09-23 22:03 UTC

Broad-equity momentum: per-asset absolute momentum filter, top-10 by trailing return, EWMA min-variance weighting, monthly rebalance, LLM risk-gate sizing each position. Shares ONE real Alpaca paper account with issuance_buyback_large_v1 (see CLAUDE.md's capital-split section) - starting_capital is its target real allocation, not a separate pool.

active
monthly rebalance · marked 0h ago
Value
$49,513
Total return
-1.1%
vs. SPY
-5.0%
Sharpe
-0.84
Sortino
-1.47
Beta (vs. SPY)
Volatility (ann.)
+7.3%
Max drawdown
-2.4%
Win rate
Open / closed trades
52 / 0
$1,075.15 (-1.08%) All time

Open positions

SymbolSharesPriceUnrealized P&L
UNH 10.00 $371 -$321
GOOGL 15.00 $338 -$464
CAT 5.00 $812 -$98
AAPL 14.00 $337 $444
JNJ 13.00 $269 $217
XOM 12.00 $161 $76
LLY 1.00 $1,152 $33
NVDA 10.00 $226 -$54
CVX 27.00 $205 -$206

Trade history

Time (UTC)ActionSymbolSharesPriceStatus
2026-09-09 16:36 SELL CVX 27.00 $213 executed
2026-09-09 16:35 SELL CVX 27.00 $0 approved
2026-09-09 16:31 BUY CVX 27.00 $213 executed
2026-09-09 16:31 BUY CVX 18.00 $213 executed
2026-09-09 13:30 BUY CVX 9.00 $213 executed
2026-09-08 20:12 BUY CVX 18.00 $0 rejected
2026-09-08 20:12 BUY CVX 27.00 $0 rejected
2026-09-08 13:37 SELL PLD 11.00 $137 executed
2026-09-08 13:36 BUY UNH 6.00 $395 executed
2026-09-08 13:36 BUY NVDA 10.00 $231 executed
2026-09-08 13:35 SELL GOOGL 2.00 $336 executed
2026-09-08 13:34 SELL BAC 149.00 $62 executed
2026-09-08 13:34 SELL AAPL 5.00 $318 executed
2026-09-08 13:33 BUY CAT 2.00 $827 executed
2026-09-08 13:31 SELL XOM 58.00 $162 executed
2026-09-08 13:30 BUY LLY 1.00 $1,118 executed
2026-09-08 13:30 SELL JNJ 2.00 $271 executed
2026-09-06 13:13 BUY CVX 27.00 $0 rejected
2026-08-03 14:59 BUY BAC 2.00 $62 executed
2026-08-03 14:59 BUY PLD 11.00 $144 executed
2026-08-03 14:59 BUY XOM 70.00 $155 executed
2026-08-03 14:59 BUY JNJ 15.00 $253 executed
2026-08-03 14:59 BUY AAPL 19.00 $305 executed
2026-08-03 14:59 BUY CAT 3.00 $835 executed
2026-08-03 14:59 BUY GOOGL 17.00 $369 executed
2026-08-03 14:59 SELL UNH 1.00 $416 executed
2026-08-03 13:38 SELL PLD 51.00 $144 executed
2026-08-03 13:36 SELL ABBV 41.00 $253 executed
2026-08-03 13:36 BUY UNH 5.00 $417 executed
2026-08-03 13:35 SELL GOOGL 25.00 $369 executed