Session
RTH OPEN
New York
11:24:08 ET
UTC
15:24:08

Good morning, Moshe.

Tuesday, May 26, 2026 · Day 14 of paper pilot
Undertow P&L (paper)
+$8,683
134 closed trades · since 07-09
Bots Live
10
7 IBKR paper · 3 Alpaca paper
Alpha-Engine campaigns
21
0 tradeable found · chain dormant to Nov
Win Rate (Undertow avg)
54%
placebo-validated 07-20

Undertow trio — paper equity (cumulative)

+$8,683 · since 07-09
JUL 9JUL 15JUL 21JUL 28TODAY

Representative open positions

paper · illustrative
SymbolBotQtyUnrealized
NVDAUndertow-1−28+$182
ASMLUndertow-2−12+$94
SPOTUndertow-3−15−$41
AVGOBot-Donchian3+8+$1,124
PLTRBot-Donchian3+52+$438
TSLABot-ORB BASE+18+$267
SNOWBot-C H1+45+$189

Bot Fleet

11 live · IBKR + Alpaca paper
BotBrokerStatusTradesCum. P&L
Undertow-1 · event short 15:55AlpacaLive43+$4,925
Undertow-2 · event short 14:00AlpacaLive44+$1,881
Undertow-3 · event short 15:00AlpacaLive47+$1,877
Bot-C baseline · VolRegimeORBIBKRLivetracked in DB
Bot-C H1 · tighter trailIBKRLivetracked in DB
Bot-C H4 · portfolio equity trailIBKRLivetracked in DB
Bot-C H5v3 · long-only ratchetIBKRLivetracked in DB
Bot-Donchian3 · S&P150 35/20 momentumIBKRLive95 sessions · 100% fidelity
Bot-ORB BASE · ORB + multi-dayIBKRLivemulti-day
Bot-Swing · beaten-down MOOIBKRObservingpre-registered review 2026-11-10

Event stream

illustrative
Aug 11
GATE
Data lake vendor swap complete · all pre-08-11 backtests being re-baselined
Aug 11
GATE
Cost Model V2 · min viable live clip = $1,500 · small ops disadvantaged
Aug 11
AUDIT
Bot-C cost audit · ~4.7bp edge vs ~8.5bp real cost · margin narrower than assumed
Aug 10
AUDIT
Bot-D3 · 5-session fidelity check · 100% decisions honoured
Aug 09
EXIT
Bot-Donchian & Bot-Donchian2 · MOO winddown complete · both retired forever
Aug 07
SIGNAL
Alpha-Engine CONTINUOUS mode chain armed · campaigns #1–#17 · 0 tradeable found
Aug 07
SIGNAL
Undertow-IBKR A/B experiment opened on DUO*** · fills-quality comparison
Aug 04
LIVE
Bot-Donchian3 first live session · multi-day trend book grows to 3
Aug 03
GATE
Undertow · new size $3,500/trade active (was $10k) · ep20 opens
Aug 03
EXIT
Bot-Bounce · MOO winddown complete · retired