Live Equity
$40,503.90
Cash
$18,367.58
Buying Power
$135,452.03
Day Trades
0
Recent AlphaVault Ops Events
| Time | Event | Symbol | Side | Qty | Notional | Status | Detail | Run |
|---|---|---|---|---|---|---|---|---|
| 2026-05-22T17:27:15.555989Z | strategy_metrics_recorded | orders=0 targets=MU,INTC,QCOM,AMD,LLY,SOXX dry_run=True | 20260522T172707Z | |||||
| 2026-05-22T17:27:10.107833Z | signal_generated | selected=AMD,INTC,LLY,MU,QCOM,SOXX | 20260522T172707Z | |||||
| 2026-05-22T17:27:07.862009Z | strategy_run_started | 20260522T172707Z | ||||||
| 2026-05-22T15:30:20.189460Z | order_intent_created | UNH | sell | 4.093014 | client_id=av_basemomelivev1_20260522T153020Z_UNH_s_007 | 20260522T153010Z | ||
| 2026-05-22T15:30:20.179175Z | order_submitted | SOXX | sell | 0.560197 | OrderStatus.FILLED | order_id=977fcc1a filled_qty=0.560197 avg=539.13 | 20260522T153010Z | |
| 2026-05-22T15:30:20.036627Z | order_intent_created | SOXX | sell | 0.560197 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260522T153020Z_SOXX_s_006 | 20260522T153010Z | |
| 2026-05-22T15:30:20.026846Z | order_submitted | QCOM | buy | 646.21 | OrderStatus.FILLED | order_id=f9ed6a54 filled_qty=2.697261874 avg=239.58 | 20260522T153010Z | |
| 2026-05-22T15:30:19.857050Z | order_intent_created | QCOM | buy | 646.21 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260522T153019Z_QCOM_b_005 | 20260522T153010Z | |
| 2026-05-22T15:30:19.848288Z | order_submitted | MU | buy | 571.91 | OrderStatus.FILLED | order_id=b16bfb2b filled_qty=0.74552873 avg=767.12 | 20260522T153010Z | |
| 2026-05-22T15:30:19.706148Z | order_intent_created | MU | buy | 571.91 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260522T153019Z_MU_b_004 | 20260522T153010Z | |
| 2026-05-22T15:30:19.694793Z | order_submitted | LLY | buy | 1774.67 | OrderStatus.FILLED | order_id=9c35e589 filled_qty=1.672919679 avg=1060.822 | 20260522T153010Z | |
| 2026-05-22T15:30:19.528379Z | order_intent_created | LLY | buy | 1774.67 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260522T153019Z_LLY_b_003 | 20260522T153010Z | |
| 2026-05-22T15:30:19.521146Z | order_submitted | INTC | sell | 6.291905 | OrderStatus.FILLED | order_id=66571d77 filled_qty=6.291905 avg=121.1 | 20260522T153010Z | |
| 2026-05-22T15:30:19.387537Z | order_intent_created | INTC | sell | 6.291905 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260522T153019Z_INTC_s_002 | 20260522T153010Z | |
| 2026-05-22T15:30:19.379736Z | order_submitted | AMD | sell | 3.037603 | OrderStatus.FILLED | order_id=3f796524 filled_qty=3.037603 avg=470.38 | 20260522T153010Z | |
| 2026-05-22T15:30:19.241365Z | order_intent_created | AMD | sell | 3.037603 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260522T153019Z_AMD_s_001 | 20260522T153010Z | |
| 2026-05-22T15:30:19.230280Z | signal_generated | selected=AMD,INTC,LLY,MU,QCOM,SOXX | 20260522T153010Z | |||||
| 2026-05-22T15:30:11.068765Z | strategy_run_started | 20260522T153010Z | ||||||
| 2026-05-15T20:07:37.805363Z | strategy_metrics_recorded | orders=0 targets=MU,INTC,AMD,QCOM,SOXX,SMH dry_run=True | 20260515T200731Z | |||||
| 2026-05-15T20:07:33.215821Z | signal_generated | selected=AMD,INTC,MU,QCOM,SMH,SOXX | 20260515T200731Z | |||||
| 2026-05-15T20:07:31.468928Z | strategy_run_started | 20260515T200731Z | ||||||
| 2026-05-15T17:03:38.615942Z | strategy_state_restored | restore post-trade targets after metrics-only alignment check | 20260515T170257Z | |||||
| 2026-05-15T17:03:04.508263Z | strategy_metrics_recorded | orders=0 targets=MU,INTC,AMD,QCOM,SOXX,SMH dry_run=True | 20260515T170257Z | |||||
| 2026-05-15T17:02:59.051025Z | target_position_generated | targets=MU,INTC,AMD,QCOM,SOXX,SMH budget=$20,000.00 | 20260515T170257Z | |||||
| 2026-05-15T17:02:59.031634Z | signal_generated | selected=AMD,INTC,MU,QCOM,SMH,SOXX | 20260515T170257Z | |||||
| 2026-05-15T17:02:57.144582Z | strategy_run_started | 20260515T170257Z | ||||||
| 2026-05-15T15:00:32.578254Z | strategy_metrics_recorded | orders=7 targets=INTC,MU,AMD,QCOM,UNH,SOXX dry_run=False | 20260515T150002Z | |||||
| 2026-05-15T15:00:13.043225Z | target_position_generated | targets=INTC,MU,AMD,QCOM,UNH,SOXX budget=$20,000.00 | 20260515T150002Z | |||||
| 2026-05-15T15:00:12.798397Z | order_submitted | UNH | buy | 1621.12 | OrderStatus.FILLED | order_id=38381c73 filled_qty=4.093013861 avg=396.07 | 20260515T150002Z | |
| 2026-05-15T15:00:12.650621Z | order_intent_created | UNH | buy | 1621.12 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260515T150012Z_UNH_b_007 | 20260515T150002Z | |
| 2026-05-15T15:00:12.640992Z | order_submitted | SOXX | sell | 0.121059 | OrderStatus.FILLED | order_id=f780e647 filled_qty=0.121059 avg=510.364 | 20260515T150002Z | |
| 2026-05-15T15:00:12.512138Z | order_intent_created | SOXX | sell | 0.121059 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260515T150012Z_SOXX_s_006 | 20260515T150002Z | |
| 2026-05-15T15:00:12.503866Z | order_submitted | QCOM | buy | 241.97 | OrderStatus.FILLED | order_id=2dc17751 filled_qty=1.184954114 avg=204.202 | 20260515T150002Z | |
| 2026-05-15T15:00:12.369391Z | order_intent_created | QCOM | buy | 241.97 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260515T150012Z_QCOM_b_005 | 20260515T150002Z | |
| 2026-05-15T15:00:12.359565Z | order_submitted | OKLO | sell | 24.889971 | OrderStatus.FILLED | order_id=c79e6d00 filled_qty=24.889971 avg=62.6 | 20260515T150002Z | |
| 2026-05-15T15:00:12.227803Z | order_intent_created | OKLO | sell | 24.889971 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260515T150012Z_OKLO_s_004 | 20260515T150002Z | |
| 2026-05-15T15:00:12.216562Z | order_submitted | MU | buy | 679.61 | OrderStatus.FILLED | order_id=1d0a0b6d filled_qty=0.92819818 avg=732.182 | 20260515T150002Z | |
| 2026-05-15T15:00:12.081219Z | order_intent_created | MU | buy | 679.61 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260515T150012Z_MU_b_003 | 20260515T150002Z | |
| 2026-05-15T15:00:12.070023Z | order_submitted | INTC | buy | 387.87 | OrderStatus.FILLED | order_id=e9066230 filled_qty=3.59838575 avg=107.79 | 20260515T150002Z | |
| 2026-05-15T15:00:11.934539Z | order_intent_created | INTC | buy | 387.87 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260515T150011Z_INTC_b_002 | 20260515T150002Z | |
| 2026-05-15T15:00:11.921551Z | order_submitted | AMD | sell | 0.247923 | OrderStatus.FILLED | order_id=795eccc5 filled_qty=0.247923 avg=430.714 | 20260515T150002Z | |
| 2026-05-15T15:00:11.787016Z | order_intent_created | AMD | sell | 0.247923 | OrderStatus.FILLED | client_id=av_basemomelivev1_20260515T150011Z_AMD_s_001 | 20260515T150002Z | |
| 2026-05-15T15:00:11.454866Z | signal_generated | selected=AMD,INTC,MU,QCOM,SOXX,UNH | 20260515T150002Z | |||||
| 2026-05-15T15:00:02.858461Z | strategy_run_started | 20260515T150002Z | ||||||
| 2026-05-11T08:42:16.990329Z | strategy_metrics_recorded | orders=0 targets=INTC,AMD,MU,QCOM,OKLO,SOXX dry_run=True | 20260511T084204Z | |||||
| 2026-05-11T08:42:06.094076Z | target_position_generated | targets=INTC,AMD,MU,QCOM,OKLO,SOXX budget=$20,000.00 | 20260511T084204Z | |||||
| 2026-05-11T08:42:06.060466Z | order_dry_run | MU | sell | 0.083747 | client_id=av_basemomelivev1_20260511T084206Z_MU_s_003 | 20260511T084204Z | ||
| 2026-05-11T08:42:06.054479Z | order_intent_created | MU | sell | 0.083747 | client_id=av_basemomelivev1_20260511T084206Z_MU_s_003 | 20260511T084204Z | ||
| 2026-05-11T08:42:06.048743Z | order_dry_run | INTC | sell | 1.119131 | client_id=av_basemomelivev1_20260511T084206Z_INTC_s_002 | 20260511T084204Z | ||
| 2026-05-11T08:42:06.041940Z | order_intent_created | INTC | sell | 1.119131 | client_id=av_basemomelivev1_20260511T084206Z_INTC_s_002 | 20260511T084204Z | ||
| 2026-05-11T08:42:06.035075Z | order_dry_run | AMD | sell | 0.11246 | client_id=av_basemomelivev1_20260511T084206Z_AMD_s_001 | 20260511T084204Z | ||
| 2026-05-11T08:42:06.029133Z | order_intent_created | AMD | sell | 0.11246 | client_id=av_basemomelivev1_20260511T084206Z_AMD_s_001 | 20260511T084204Z | ||
| 2026-05-11T08:42:06.020058Z | signal_generated | selected=AMD,INTC,MU,OKLO,QCOM,SOXX | 20260511T084204Z | |||||
| 2026-05-11T08:42:04.386975Z | strategy_run_started | 20260511T084204Z | ||||||
| 2026-05-11T08:42:04.378446Z | legacy_deployment_disabled | successor=baseline_momentum_live_v1 | ||||||
| 2026-05-11T08:14:33.816963Z | legacy_deployment_disabled | successor=baseline_momentum_paper_v1 |
Source: AlphaVault Ops event log for baseline_momentum_live_v1. Newest events first.
Recent Signal Line
| Symbol | Latest Rank | 20d Momentum | Above Top-6 Cutoff |
|---|---|---|---|
| INTC | 3 | +45.22% | yes |
| MU | 2 | +51.36% | yes |
| AMD | 4 | +34.46% | yes |
| QCOM | 1 | +59.97% | yes |
| LLY | 5 | +20.54% | yes |
| SOXX | 6 | +16.34% | yes |
| UNH | 12 | +9.48% | no |
| OKLO | 79 | -7.31% | no |
| SMH | 9 | +13.72% | no |
Signal rule: rank universe by 20-day momentum and hold top 6 with positive momentum. Dashed line is the daily top-6 cutoff.
Strategy-Attributed P&L
| Estimated Strategy P&L | $65.63 |
| Gross Buys | $5,923.36 |
| Gross Sells | $4,219.48 |
| Attributed Open Market Value | $5,553.23 |
| Filled Orders | 13 |
| P&L Complete | no |
| Unmatched Legacy Sell Value | $3,783.71 |
| Account Position Unrealized P&L | $559.52 |
Strategy-attributed P&L is computed from fills whose client_order_id maps to this strategy. Broker position unrealized P&L is account-level net-position P&L and includes legacy/manual cost basis, so it is not the same number.
Attributed Symbols
| Symbol | Buy Qty | Sell Qty | Net Attributed Qty | Attributed Open Value | Estimated P&L | Unmatched Sell | Complete |
|---|---|---|---|---|---|---|---|
| AMD | 0.000000 | 3.285526 | -3.285526 | $0.00 | $0.00 | $1,535.61 | no |
| INTC | 3.598386 | 6.291905 | -2.693519 | $0.00 | $47.89 | $326.19 | no |
| LLY | 1.672920 | 0.000000 | 1.672920 | $1,781.66 | $6.99 | $0.00 | yes |
| MU | 1.673727 | 0.000000 | 1.673727 | $1,256.97 | $5.45 | $0.00 | yes |
| OKLO | 0.000000 | 24.889971 | -24.889971 | $0.00 | $0.00 | $1,558.11 | no |
| QCOM | 3.882216 | 0.000000 | 3.882216 | $924.59 | $36.41 | $0.00 | yes |
| SOXX | 0.000000 | 0.681256 | -0.681256 | $0.00 | $0.00 | $363.80 | no |
| UNH | 4.093014 | 0.000000 | 4.093014 | $1,590.01 | $-31.11 | $0.00 | yes |
Current 20K Target Allocation
| Symbol | Weight | 20d Momentum | Price | Target Value | Target Qty @ 20K |
|---|---|---|---|---|---|
| QCOM | 26.22% | +58.49% | $238.23 | $5,243.61 | 22.010708 |
| MU | 19.34% | +43.14% | $751.09 | $3,867.18 | 5.148758 |
| INTC | 18.38% | +41.02% | $119.85 | $3,676.97 | 30.679776 |
| AMD | 17.86% | +39.84% | $467.64 | $3,571.15 | 7.636532 |
| LLY | 10.19% | +22.73% | $1,065.60 | $2,037.75 | 1.912299 |
| SOXX | 8.02% | +17.89% | $537.05 | $1,603.34 | 2.985464 |
Backtest Metrics
| Period | Series | Return | Max DD | Sharpe | Win Rate |
|---|---|---|---|---|---|
| 1M | Weekly Momentum | +36.51% | -11.76% | 5.06 | 56.5% |
| 1M | SPY | +6.75% | -0.92% | 6.66 | 60.9% |
| 3M | Weekly Momentum | +35.25% | -11.45% | 2.36 | 56.9% |
| 3M | SPY | +7.14% | -8.81% | 1.62 | 55.4% |
| 6M | Weekly Momentum | +74.04% | -13.60% | 2.39 | 59.4% |
| 6M | SPY | +8.79% | -9.13% | 1.02 | 53.9% |
| 1Y | Weekly Momentum | +88.25% | -29.65% | 1.47 | 54.2% |
| 1Y | SPY | +25.54% | -9.13% | 1.62 | 55.8% |
| 3Y | Weekly Momentum | +179.20% | -46.36% | 0.83 | 51.3% |
| 3Y | SPY | +80.66% | -18.98% | 1.14 | 57.3% |
Metrics source: reports/backtests/backtest_metrics_20260515_170654.csv
State
Baseline holdings tracked: none
Managed sleeve symbols: INTC, MU, AMD, QCOM, LLY, SOXX, UNH
Sleeve budget: $20,000.00
Last sleeve rebalance: 2026-05-15T15:00:32.578254Z
Schedule: Fridays 15:30 America/New_York, 30 minutes before regular close.
P&L Curve
Chart source: reports/backtests/backtest_equity_curves_20260515_170654.png
Rolling Sharpe
| Window | Series | Min Sharpe | Avg Sharpe | Max Sharpe | Samples |
|---|---|---|---|---|---|
| 3M | SPY | -2.98 | 1.17 | 4.58 | 189 |
| 3M | Weekly Momentum | -0.50 | 2.21 | 4.17 | 189 |
| 6M | SPY | -0.98 | 1.02 | 2.39 | 126 |
| 6M | Weekly Momentum | 0.62 | 2.21 | 3.62 | 126 |
X-axis is window start date. Chart source: reports/backtests/rolling_sharpe_20260515_170659.png
Broker Net Positions In Baseline Symbols
| Symbol | Qty | Value | Sleeve Weight | Unrealized P&L | Unrealized % |
|---|---|---|---|---|---|
| MU | 6.977422 | $5,240.04 | 23.67% | $85.64 | +1.66% |
| QCOM | 19.837000 | $4,724.38 | 21.34% | $407.28 | +9.43% |
| INTC | 36.570072 | $4,382.56 | 19.80% | $-102.04 | -2.27% |
| AMD | 6.465547 | $3,022.71 | 13.65% | $140.08 | +4.86% |
| LLY | 1.672920 | $1,781.66 | 8.05% | $6.99 | +0.39% |
| UNH | 4.093014 | $1,590.01 | 7.18% | $-31.11 | -1.92% |
| SOXX | 2.596086 | $1,394.95 | 6.30% | $52.69 | +3.92% |
Managed sleeve market value: $22,136.32
This table is broker net-position data. Its unrealized P&L includes legacy/manual cost basis and is not a pure strategy attribution.
Live Positions
| Symbol | Qty | Value | Unrealized P&L | Unrealized % |
|---|---|---|---|---|
| MU | 6.977422 | $5,240.04 | $85.64 | +1.66% |
| QCOM | 19.837000 | $4,724.38 | $407.28 | +9.43% |
| INTC | 36.570072 | $4,382.56 | $-102.04 | -2.27% |
| AMD | 6.465547 | $3,022.71 | $140.08 | +4.86% |
| LLY | 1.672920 | $1,781.66 | $6.99 | +0.39% |
| UNH | 4.093014 | $1,590.01 | $-31.11 | -1.92% |
| SOXX | 2.596086 | $1,394.95 | $52.69 | +3.92% |