Live Equity
$40,377.36
Cash
$20,072.59
Buying Power
$140,427.95
Day Trades
0
Current 20K Target Allocation
| Symbol | Weight | 20d Momentum | Price | Target Value | Target Qty @ 20K |
|---|---|---|---|---|---|
| INTC | 23.94% | +91.79% | $124.99 | $4,788.03 | 38.307317 |
| AMD | 21.97% | +84.24% | $454.71 | $4,394.29 | 9.663936 |
| MU | 19.31% | +74.03% | $742.83 | $3,861.59 | 5.198489 |
| QCOM | 17.52% | +67.18% | $219.44 | $3,504.46 | 15.969633 |
| OKLO | 8.94% | +34.26% | $72.44 | $1,787.25 | 24.673903 |
| SOXX | 8.32% | +31.91% | $518.70 | $1,664.38 | 3.208746 |
Backtest Metrics
| Period | Series | Return | Max DD | Sharpe | Win Rate |
|---|---|---|---|---|---|
| 1M | Weekly Momentum | +44.32% | -4.80% | 6.40 | 60.9% |
| 1M | SPY | +11.87% | -0.87% | 9.88 | 65.2% |
| 3M | Weekly Momentum | +58.83% | -9.06% | 3.65 | 58.5% |
| 3M | SPY | +7.49% | -8.93% | 1.65 | 53.8% |
| 6M | Weekly Momentum | +88.60% | -13.60% | 2.76 | 59.4% |
| 6M | SPY | +7.92% | -9.13% | 0.89 | 53.9% |
| 1Y | Weekly Momentum | +129.11% | -29.65% | 1.90 | 55.0% |
| 1Y | SPY | +30.53% | -9.13% | 1.89 | 56.2% |
| 3Y | Weekly Momentum | +198.21% | -46.36% | 0.87 | 51.3% |
| 3Y | SPY | +79.46% | -18.98% | 1.13 | 57.2% |
Metrics source: reports/backtests/backtest_metrics_20260508_195529.csv
State
Baseline holdings tracked: none
Managed sleeve symbols: INTC, AMD, MU, QCOM, OKLO, SOXX
Sleeve budget: $20,000.00
Last sleeve rebalance: 2026-05-08T19:00:47.098895
P&L Curve
Chart source: reports/backtests/backtest_equity_curves_20260508_195529.png
Rolling Sharpe
| Window | Series | Min Sharpe | Avg Sharpe | Max Sharpe | Samples |
|---|---|---|---|---|---|
| 3M | SPY | -2.98 | 1.21 | 4.58 | 189 |
| 3M | Weekly Momentum | -0.95 | 1.78 | 3.82 | 189 |
| 6M | SPY | -0.98 | 1.08 | 2.74 | 126 |
| 6M | Weekly Momentum | 0.48 | 1.58 | 2.77 | 126 |
X-axis is window start date. Chart source: reports/backtests/rolling_sharpe_20260508_195534.png
Live Positions
| Symbol | Qty | Value | Unrealized P&L | Unrealized % |
|---|---|---|---|---|
| INTC | 39.263591 | $4,909.13 | $30.63 | +0.63% |
| AMD | 9.751073 | $4,444.54 | $97.07 | +2.23% |
| MU | 5.303695 | $3,943.30 | $40.41 | +1.03% |
| QCOM | 15.954784 | $3,498.64 | $69.72 | +2.03% |
| OKLO | 24.889971 | $1,808.26 | $14.69 | +0.82% |
| SOXX | 3.277342 | $1,701.33 | $6.83 | +0.40% |