Systematic investing · research in practice
Research. Execution. Evidence.
Observed broker-paper execution alongside a separately modeled five-book META portfolio.
Broker observations + separate model · through 2026-09-08Model closing history through 2026-09-08. Holdings and stock P&L on market-closed dates are available through 2026-09-08. Later model trading-day results and model intraday marks are pending. Actual broker observations are dated separately below.
Observed paper account
Capture is more than 30 minutes old. Captured 2026-09-18T16:20:02-04:00 · after-close.
Liquidated; new entries disabled
Observed whole paper account, including probe inventory and broker costs. Account value change is not a cash-flow-adjusted strategy return. The five-book reconstruction is a different modeled portfolio. Starting observed equity: $100,120. The vertical axis is truncated; points are recorded observations.
Inspect broker equity history
| Date | Equity | Observation |
|---|---|---|
| 2026-09-18 | $101,655.04 | BROKER_INTRADAY_OBSERVATION |
| 2026-09-18 | $101,655.04 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-17 | $101,647.07 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-14 | $101,607.22 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-11 | $101,599.25 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-10 | $101,601.01 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-09 | $101,611.44 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-08 | $102,786.44 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-07 | $105,877.40 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-04 | $105,958.84 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-03 | $106,244.27 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-02 | $105,944.95 | BROKER_POSTTRADE_OBSERVATION |
| 2026-09-01 | $104,519.27 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-31 | $106,025.24 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-28 | $106,692.17 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-27 | $107,977.05 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-26 | $107,515.73 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-25 | $107,333.88 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-24 | $105,848.62 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-21 | $105,941.62 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-20 | $105,617.43 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-19 | $107,318.85 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-18 | $104,858.58 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-17 | $104,440.06 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-14 | $106,122.51 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-13 | $104,591.49 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-12 | $103,826.44 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-11 | $103,139.79 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-10 | $103,000.84 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-07 | $103,616.81 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-06 | $103,055.91 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-05 | $102,982.02 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-04 | $103,612.28 | BROKER_POSTTRADE_OBSERVATION |
| 2026-08-03 | $101,012.21 | BROKER_POSTTRADE_OBSERVATION |
| 2026-07-31 | $100,435.46 | BROKER_POSTTRADE_OBSERVATION |
| 2026-07-30 | $100,360.40 | BROKER_POSTTRADE_OBSERVATION |
| 2026-07-29 | $99,688.05 | BROKER_POSTTRADE_OBSERVATION |
Five-book model · original fixed-cost reference
This separately reconstructed account uses the original $1 commission minimum. It does not describe the actual broker portfolio. The registered-band, tiered-fee diagnostic ends September 8 at $97,369.53 (-2.63%).
The account through time
Net modeled equity after execution costs, borrowing and financing. The dashed line marks starting capital. The vertical axis is truncated.
Five books. One account.
Arm A
0.528Equal thirds Quality, ORATS and market-cap selection.
View current and historical holdings ↗Event
0.580Registered realistic-base company-event book.
View current and historical holdings ↗SOX
0.180Internal-control disclosure shorts.
View current and historical holdings ↗EXH
0.600Financing-filing shorts and their SPY hedges.
View current and historical holdings ↗Proxy
0.240Contested-proxy event shorts and their SPY hedges.
View current and historical holdings ↗Relative exposure coefficients before shared risk scaling. These are not cash percentages or separately capitalized accounts.