J

Jarvis

paper trading · supervised weekly
armed · all systems go

Weekly flight log claude-opus-4-8

2026-08-24 → 2026-08-31 · generated 31 Aug, 08:01
# Weekly Flight Log — Paper Allocation Bot **Period:** 24 Aug – 31 Aug 2026 (7 days) · **Runs:** 27 total, 8 produced decisions > Reminder: this is paper trading. No real money is at risk. FX note: the single capital flow this week was a **1,000,000 HKD** paper deposit; all position values shown are in USD via an approximate paper conversion — treat the HKD/USD boundary as illustrative, not precise. --- ## Posture & performance (per sleeve, vs its mandate) Think of the two sleeves like two crew members with different job descriptions. **Conservative sleeve** — *job: protect capital, only act with corroboration.* - Realised (closed) track record this period: **+$212.68 net** over 41 closed trades, 18 wins (~44% win rate). Net positive despite fewer than half winning — meaning the winners were bigger than the losers. That's the right shape for a capital-preservation book. - Open positions are a broad, diversified spread (10 names). Current unrealised P&L is **mildly negative in aggregate** — small losses on EFA (−$49), GLD (−$60), TLT (−$42), GOP (−$22), IWM (−$33), offset by gains in XLE (+$133), NANC (+$30), DIA (+$15). - **Verdict:** behaving exactly to mandate. Diversified, no single position dominating the loss column, patient. **Aggressive sleeve** — *job: seek returns, tighter cap, may self-initiate.* - Realised track record: **−$106.70 net** over 53 closed trades, 17 wins (~32% win rate). This sleeve is underwater on closed trades and trading more actively. - Open book concentrated in **EEM ($11.1k)** and **QQQ ($10.7k)** — its two biggest bets. EEM is a small winner (+$73); the real drag is **GLD (−$198)**, a losing position the system has repeatedly flagged to trim. - **Verdict:** to mandate in *style* (more active, higher-vol names like EEM tolerated), but the results are lagging the conservative sleeve. Nothing alarming at this scale, but worth watching. --- ## What was decided, and why Across both sleeves the dominant action was **HOLD** (79 conservative, 52 aggressive). That is the correct default — most of the time there was no fresh edge, so the system sat still. Good discipline; a bot that trades constantly is usually a bot bleeding costs. Where it *did* act, the logic clustered around a few clear themes: - **GLD (gold):** the running narrative of the week. It had strong 20-day momentum (+11–16% at various snapshots) and dual BUY signals early — so both sleeves *added*. Later the signal **flipped to none** and the aggressive position moved into a real unrealised loss (−$198), so the system pivoted to **trimming** it. This is a signal doing its job: add on confirmation, reduce when confirmation vanishes. - **QQQ (tech):** whipsawed. Aggressive sleeve **CLOSED** it on a full-conviction SELL flip, then later **ADDED/OPENED** when the signal flipped back to BUY. Honest read: this is the system reacting to a genuinely choppy signal, not conviction of its own. - **EEM (emerging markets):** consistent BUY signals + strong returns → repeatedly **added** in aggressive, **opened modestly** in conservative (with explicit caution that its ~32% volatility is high for a capital-protection book). - **XLE (energy):** favoured in both sleeves for its **negative correlation** to the rest of the book — i.e. it tends to zig when the others zag, which is genuine diversification, not just another equity bet. - **Trims on ambiguity:** GOP and NANC were trimmed when signals went null/conflicting. The conservative sleeve also trimmed SPY/VOO/IWM to reduce "redundant equity beta" — sensible, since SPY and VOO are near-identical exposures. --- ## Self-initiated vs corroborated — is the AI's own judgment earning its keep? **This is the section you're evaluating, so I'll be blunt: this week there is nothing to evaluate.** - Conservative self-initiated: **0** - Aggressive self-initiated: **0** **Every single actionable decision** — all the adds, opens, trims, closes — was backed by a strategy signal (breakout, vol_regime, sma_crossover, MACD, momentum). The AI did **not** once act on its own hunch with no signal behind it. What does that tell us? The AI is currently operating as a **disciplined executor** of the underlying strategy signals, not as an independent forecaster. That's a *conservative, trustworthy* posture — but it also means you haven't yet seen the thing you're actually trying to measure: whether the AI's *own* judgment adds value. The aggressive sleeve is *permitted* to self-initiate and chose not to, even in a whippy week. Reasonable — but it leaves the key question unanswered. --- ## What I'm watching / uncertain about - **Aggressive GLD (−$198):** the largest single unrealised loss in either book, on a name with no current signal. The system has flagged it for trimming multiple times. I want to see that actually reduce, not linger. - **The Q

Past logs 16

05 Oct 2026 28 Sep 2026 21 Sep 2026 14 Sep 2026 07 Sep 2026 31 Aug 2026 24 Aug 2026 17 Aug 2026 10 Aug 2026 03 Aug 2026 27 Jul 2026 20 Jul 2026 13 Jul 2026 06 Jul 2026 29 Jun 2026 29 Jun 2026