A $10k book in whole shares holds SNDK at 17.8% for a 10% target, so the
live record mixes the strategy with rounding and fee noise (2026-09-25..10-12:
overnight_recovery_top10 -9.0% live vs -7.65% at its own weights). Each
daily_log entry now stores the target held from that close and ideal_return,
the previous target's return to this close with fractional shares, no fees,
no resize band and no idle cash. compare prints Ideal and Gap (live minus
ideal) over the recorded days. The recorded returns compound to the
frictionless ledger (new contract test); an in-memory rerun of 10-09/10-12 on
live states reproduces the recorded equity to the cent.
systemd: SuccessExitStatus=143 on the monitor and overnight-paper units, so a
stop or restart no longer logs 'Failed' and the journal shows only crashes.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
svr_combo (preregistered): blending low_svr21 into overnight_recovery_top10
lifts Sharpe 0.81 -> 0.87 at w=1/3 but deepens MaxDD by 6pp (G1, G3
fail); as a fourth sleeve it dilutes the overnight book (1.49 -> 1.42).
fetch_options collects S&P 500 option chains after each close from
Alpaca's free indicative feed (quotes, day volume, OCC open interest),
solves IVs, and writes per-name iv_atm30 / skew / call-put spread /
option-stock volume summaries to data/options/us/. Forward-only history
for options-implied factors. Run by the quant-trading-options timer at
16:25 New York, Mon-Fri; it skips once the next session has opened.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- orb_stocks_in_play: 5-min bounds -70%/yr (conservative) vs +71%/yr
(optimistic); the optimistic bound breaks even at 3.6 bp slippage a side.
- overnight_only: the momentum sleeve's names earn their return overnight
(Sharpe 1.57) and nothing intraday; held close->open only, net Sharpe
1.29-1.42 at 1 bp a side, below the 1.5 gate.
- overnight_paper.py + systemd unit: MOC buy / MOO sell of the top 10 on the
Alpaca paper account from 2026-10-12, with a fills-vs-prints report.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The three services become quant-trading-monitor, quant-trading-api and
quant-trading-vite, run from /home/gahow/projects/quant-trading. Their
units were previously untracked files in ~/.config/systemd/user.
Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
