Returns

Are we beating the market?

Profit, benchmark-relative truth, and the evidence behind it—without mistaking activity for progress.

Profit is the north star

Open book P&L · since entry

broker positions · live marks | attribution-epoch MTM (secondary) realized on epoch-opened lots · closed lots · thin sample

Historical evidence · closed trades

May include earlier configurations and disabled strategies; it informs confidence, not the live book's marked result.

Account equity

Equity curve will draw once history accrues.

Account move · since prior close

· from · broker read ·

Open P&L · since entry

live holdings marked from entry

Closed lots booked today · P&L

lot slices · full entry-to-exit

Attribution epoch sample

closed lots

open lots · since · thin samples are inconclusive

P&L baselines differ. Account move is live broker equity minus cash-flow-adjusted broker equity at the prior close, so it includes realized, unrealized, fee, and other account-level movement since that close. Open P&L starts at each held position's entry; closed-today P&L spans each closed lot slice's full entry-to-exit lifetime. Open and closed-today figures are not directly additive for overnight positions.

Benchmark scorecard · d

cash-flow-neutral TWR · finalized SPY total return · broker-confirmed fills

Portfolio TWR

SPY-aligned →

SPY total return

split + distribution adjusted

Active return

portfolio TWR minus SPY

Max drawdown

broker-snapshot frequency

Gross turnover

traded

Execution slippage

trusted-quote coverage · wide references excluded

Beta to SPY

minimum 20 aligned returns

Information ratio

annualized · minimum 20 returns

Portfolio TWR : . Exact TWR and active return are withheld when any interval is unreturnable.

Benchmark comparison partial: . SPY return may remain available, but exact portfolio and active returns are withheld.

SPY comparison unavailable: . No price-return substitute is used.

Capital utilization — last h

session funnel + cash + open-book · grounds postmortem deployability alerts

Equity

Cash

Buying power

Cash idle

Deployable cash

settled-only

Unsettled proceeds (T+1)

reserved from buys

Safety reserve

Open lots

/ sym

Cost basis

Open orders

Reserved BUY

Approved → Submitted gap: post-evaluator gate skips

Funnel by strategy aggregate − Σ(strategy) = orphan / un-attributable rows

Strategy	Signals	Pre-eval skip	Eval approved	Eval rejected	Post-eval skip	Submitted	Fills
					( wt)

Historical evidence by strategy — closed lots, last d

This window may combine earlier configurations and disabled strategies; it is context for the live marked book, not its current result.

Strategy	Trades	Win-rate	Realized P&L	Mean ret	Median ret	Best	Worst	Mean hold

No closed trades yet. Each take_profit / stop_loss / time_stop populates one row here.
Total

Daily results The close-by-close record behind the headline.

Cash-exhaustion replay — last h did the first fills deserve the cash they consumed? · grounds postmortem v0.38

Strategy share-vs-edge — last d capital share × expectancy · position_pct_equity evidence

Strategy	N	Win-rate	Realized P&L	Expectancy	Entry notional	Share	Avg hold

Evaluator calibration — last d confidence = direction axis · return band = magnitude axis

Confidence bands

Band	N	Win-rate	Avg predicted	Avg actual ret	Realized P&L

Return-magnitude bands (0-2% / 2-5% / 5-10% / 10%+)

Predicted band	N	Win-rate	Avg predicted ret	Avg actual ret	Realized P&L

Expectancy by strategy × regime — last d worst-first · tighten in the collapsing regime only

Strategy	Regime	N	Win-rate	Expectancy	Avg hold	Realized P&L

Exit-quality by strategy — last d trail arm · trail stop · TP · stop

Strategy	N	Avg MFE	MFE p25 / p50 / p75	Avg MAE	MAE p25 / p50 / p75	Avg giveback	Avg hold	Triggers
			—		—

Exit-trigger detail — knob aim by ExitManager rule (last d) worst-giveback first

Strategy	Trigger	N	Avg MFE	Avg MAE	Avg giveback	Avg realized

Exit-threshold proximity — knob calibration (last d)

Strategy	Winners vs stop					Losers vs TP
Strategy	N	Median	Max	Near	Breached	N	Median	Max	Near	Breached

Funnel by strategy — last d

Strategy	Signals	Pre-eval skip	Evaluated	Approved	Gate post-eval	Submitted	Filled	Closed	Realized P&L

Evaluator rejections by reason — last d per-trade Claude rejects · 24h column = freshness · dimmed rows = dead history

Reason	N	24h	Last seen	Top pairs
				—

Gate rejections by reason — last d risk-gate kills · dimmed rows = dead history · SELL-side = exit blocked

Reason	N	24h	Last seen	Top pairs
				—

Gate rejections pre/post-eval — last d pre-eval = bypassed Claude · post-eval = Claude approved but gate killed it

Reason	Pre-eval	Post-eval	Total

Symbol spread quality — last d in-session bid/ask distribution · tight share = fraction ≤ 50 bps · grounds max_buy_spread_bps

Symbol	N obs	Median bps	p75 bps	Tight share

Sentiment data health — last h per-source freshness · per-universe coverage · grounds sentiment_burst_v0 proposals

Coverage

Coverage view unavailable

Total events

Source	Events	Symbols	Latest signal	Worker

Starved

Historical daily realized P&L — 28d validation window newest first

Day	Trades	P&L

No closed-trade activity in the validation window yet.

System health fills today endpoint(s) degraded system →