Live Equity
$40,287.91
Cash
$20,071.73
Buying Power
$139,021.93
Day Trades
0
Current 20K Target Allocation
| Symbol | Weight | 20d Momentum | Price | Target Value | Target Qty @ 20K |
|---|---|---|---|---|---|
| INTC | 25.20% | +85.69% | $120.58 | $5,039.05 | 41.790122 |
| AMD | 21.68% | +73.74% | $448.45 | $4,336.18 | 9.669255 |
| MU | 19.96% | +67.90% | $765.80 | $3,992.63 | 5.213674 |
| QCOM | 17.09% | +58.14% | $210.36 | $3,418.92 | 16.252706 |
| SOXX | 8.36% | +28.42% | $516.05 | $1,671.11 | 3.238262 |
| UNH | 7.71% | +26.22% | $396.46 | $1,542.11 | 3.889710 |
Backtest Metrics
| Period | Series | Return | Max DD | Sharpe | Win Rate |
|---|---|---|---|---|---|
| 1M | Weekly Momentum | +44.91% | -5.48% | 7.54 | 66.7% |
| 1M | SPY | +7.61% | -0.87% | 8.35 | 61.9% |
| 3M | Weekly Momentum | +35.92% | -13.49% | 2.41 | 54.7% |
| 3M | SPY | +6.37% | -8.93% | 1.46 | 53.1% |
| 6M | Weekly Momentum | +26.91% | -29.65% | 1.08 | 55.6% |
| 6M | SPY | +10.03% | -9.13% | 1.20 | 54.0% |
| 1Y | Weekly Momentum | +230.71% | -17.33% | 2.71 | 55.8% |
| 1Y | SPY | +26.63% | -9.13% | 1.70 | 56.2% |
| 3Y | Weekly Momentum | +239.83% | -52.10% | 0.94 | 50.9% |
| 3Y | SPY | +78.73% | -18.98% | 1.12 | 57.2% |
Metrics source: reports/backtests/backtest_metrics_20260513_030619.csv
State
Baseline holdings tracked: none
Managed sleeve symbols: INTC, AMD, MU, QCOM, OKLO, SOXX
Sleeve budget: $20,000.00
Last sleeve rebalance: 2026-05-09T04:16:49.020118
P&L Curve
Chart source: reports/backtests/backtest_equity_curves_20260513_030619.png
Rolling Sharpe
| Window | Series | Min Sharpe | Avg Sharpe | Max Sharpe | Samples |
|---|---|---|---|---|---|
| 3M | SPY | -2.98 | 1.19 | 4.58 | 189 |
| 3M | Weekly Momentum | -2.12 | 1.22 | 3.63 | 189 |
| 6M | SPY | -0.98 | 1.06 | 2.59 | 126 |
| 6M | Weekly Momentum | -0.15 | 0.77 | 3.12 | 126 |
X-axis is window start date. Chart source: reports/backtests/rolling_sharpe_20260513_030624.png
Live Positions
| Symbol | Qty | Value | Unrealized P&L | Unrealized % |
|---|---|---|---|---|
| INTC | 39.263591 | $4,758.35 | $-120.15 | -2.46% |
| AMD | 9.751073 | $4,397.05 | $49.58 | +1.14% |
| MU | 5.303695 | $4,120.92 | $218.03 | +5.59% |
| QCOM | 15.954784 | $3,427.89 | $-1.04 | -0.03% |
| OKLO | 24.889971 | $1,812.74 | $19.17 | +1.07% |
| SOXX | 3.277342 | $1,699.24 | $4.74 | +0.28% |