Every position and every fill, posted the day it happens. No discretion, no cherry-picking, the red days too. An AI designed the rules; a bot pulls the trigger.
Reset every morning from volatility, trend, valuation, and drawdown. It decides how much leverage to carry that day. Whatever it holds back sits in T-bills earning yield.
It holds TQQQ, three times the Nasdaq, when conditions are good, and rotates into Treasury bills when they are not. In a bull market that leverage is a cheat code. In a crash or a grind it is a wood chipper. So the whole game is knowing when to hold it, and a rule makes that call every single morning.
Built for roughly 20% a year across a full cycle with crashes priced in, 40% or more in a strong tech bull, not much in a chop year. The drawdowns are real: a 35% dip is a normal bad stretch and 55% is possible. The point is not to dodge them. It is to survive them and keep compounding on the other side.
The rules were frozen before any testing, checked on data the strategy never saw, and rebuilt in a second engine to confirm the first was not lying. It is not clever. It is disciplined.
| Timestamp (ET) | Side | Sym | Qty | Fill | Signal |
|---|---|---|---|---|---|
| No trades yet. Deploys when the account funds. | |||||