Performance — since inception
live record
Position
PAPER
Current signal
—
Entry date—
Signal date—
Last updated—
Flip imminent—
P(up)—
P(down)—
P(neutral)—
HMM rank—
File age—
Account
net liquidation
Net Liq—
Gross pos. value—
Cash—
Available funds—
Leverage—
File age—
Pipeline
feed freshness
Model & market
decision inputs
Model snapshot
BTC cycle
—
Phase—
Cycle day—
Next Bull in—
Next Bear in—
Cycle progress—
Backtest · OOS
Open Backtest tab to load
Equity — strategy vs benchmarks
Strategy
Benchmarks
log scale · ⇄ click two points to compare
Drawdown
Effective exposure — since inception
—
Rolling alpha — 30-day vs TQQQ B&H
strategy minus benchmark
/01
Signal
Signal Hero
—
—
—
—
Final Model Score
—
Smoothed bull minus effective threshold
Meta Bull
Raw — Smoothed
Effective Threshold
—
Base threshold
Decision State
Resolved asset—
Meta regime—
Target leverage—
/02
Attribution
Whole-Model Decision Attribution
—
/03
LGBM
Base Feature Attribution — bull signal
—
/04
Diagnostic
Decision Diagnostic
/05
Ensemble
Model Breakdown
HMM State
—
Current rank
Regime—
Weight—
LightGBM
—
P(up)
P(down)—
Weight—
LSTM
—
P(up)
P(down)—
Weight—
Ensemble Output
Combined P(up)—
Combined P(down)—
Signal—
Target asset—
Flip imminent—
Leverage & Margin
Target leverage2.0x
Actual leverage—
Maint margin req—
Excess liquidity—
Cushion—
/06
Confidence
Meta Cascade
—
0%
100%
Threshold: —
/07
Account
Net Liq & Margin over time
/08
History
Recent Signal History — last 60 days
/09
State
Signal State & sizer detail
Signal State (raw)
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Holding Period Stats
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Margin Sizer State
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/10
LLM
Decision Decoder
Password protected
Sends the current signal state, whole-model attribution, SHAP values, margin context, and recent signal
history to Claude for an on-demand explanation of what is driving the active position and current flip pressure.
Decoder output will appear here.
Decode History
| Date | Env | Asset | Signal | Flip | Margin | Model |
|---|---|---|---|---|---|---|
| No decoder history loaded. | ||||||
Net Liq
—
Gross Pos Value
—
Cash
—
Available Funds
—
Leverage
—
Margin Cushion
—
/01
Live Account
Open Holdings
live quote
—
| Symbol | Type | Qty | Avg Cost | Price | Value | Return | Port % | UPnL |
|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||
/02
Live Equity
Performance Analytics — period-scoped
respects the global period selector
Period Returns
Trailing Performance
/03
Monthly
Monthly Returns Heatmap
/04
Annual
Annual Returns
/05
Risk-Adjusted
Rolling Sharpe — 252-day
/06
Comparison
Strategy vs Benchmarks — live
| Metric | Strategy | TQQQ B&H | QQQ B&H | S&P 500 B&H |
|---|---|---|---|---|
Benchmark stats use each series' full history (period selector does not apply to the benchmark columns); the Strategy column honors the selected period. When the active strategy is MSTR the first benchmark column is unavailable (backend serves TQQQ / QQQ / GLD / SPY only).
Net Liq
—
account value
Gross Exposure
—
gross position value
Maint. Margin
—
requirement
Excess Liquidity
—
buffer above maint.
Drop to Margin Call
—
uniform position drop
Dollar Drop to Call
—
gross value at risk
Actual Leverage
—
gpv / net liq
Maint. Ratio
—
maint / gpv
Est. Call Price
—
largest position
Call vs Avg Cost
—
call price vs cost basis
/01
Snapshot
Current Margin Stack
Awaiting account snapshot
/02
Stress
Shock Table
| Drop | Net Liq | Maint. | Excess |
|---|---|---|---|
/03
IBKR Margin
Margin Detail
Effective Exposure
Target Leverage—
Actual Leverage—
Maintenance Margin—
Initial Margin—
Excess Liquidity—
Cushion—
Available Funds—
Snapshot Age—
/04
Buffer
Margin-Call Sensitivity
Adverse move before maintenance margin call
—
0% buffer
100% adverse move
This models an immediate uniform drop in current long positions. It solves for the point where
account net liquidation equals the maintenance margin requirement after the position value falls.
It uses IBKR account snapshot fields, not a simulated backtest path.
/05
History
Distance to Call — over time
No snapshot history yet
/06
History
Net Liq vs Maintenance margin
No snapshot history yet
/01
Regime Model
The Bitcoin Cycle Clock
fixed-length bear → bull phases, anchored at the last peak
Current Phase Day
—
—
/ —
day count within the current phase
Phase Transitions
Next Bull in—
Next Bear in—
Peak ref: —
Cycle Progress
—
today's position · ▲ markers = projected flips
/02
Daily Closes
BTC-USD Price — Cycle Period
Bull flip
Bear flip
Dotted verticals mark the projected regime flips (peak ref + N days) · window follows the global period selector.
/01
Options Chain
MSTR LEAPS Chain Monitor
Top Pick for the Strategy
—
—
—
Median
—
p90 · homerun
—
p10
—
Live IV · Ask
—
Spot
—
BTC Top
—
expected cycle-top range
mNAV
expected premium range
Peak
— → —
median (p10–p90) MSTR peak
/02
Heat Matrix
Chain Matrix — Strikes × Expiries
Compare across expiries
as
★ overall optimum · ● best in expiry · green = better · ×/$ applies to returns · click a contract to model the position
Loading chain…
/01
Liq Map
Liquidation Heatmap — by Ticker
Bands = estimated outstanding liquidation notional (OI-delta × leverage tiers 10/25/50/100x, swept on touch, decayed on OI drops — a model, not data).
Dots = real liquidation prints (Bybit = complete feed · Binance/OKX sampled). rose = longs liquidated · green = shorts liquidated.
Loading heatmap…
Contributions
—
principal in
Debit Balance
—
margin debit
Accrued Interest
—
net accrued
Margin Run-Rate /yr
—
at current rate
Interest Cost (life)
—
lifetime debit
Fees & Commissions
—
logged
Taxes
—
logged
Weighted Rate
—
eff. annual
/01
IBKR Flex
Operations Sync
Pulls contributions, margin interest, taxes, and fees from IBKR Flex when credentials are configured.
Debit Balance
—
—
Accrued Interest (net)
—
Excess Liquidity
—
Eff. Margin Rate
—
This reads IBKR/account data only. It does not change strategy logic or place orders.
/02
Costs
Current Costs
| Cost | Amount | Ann. Rate | Period | Source |
|---|---|---|---|---|
/03
Rates
Margin Rates
| Rate | Annual | Source | Applies To |
|---|---|---|---|
/04
Ledger
Contributions
—
| Date | Amount | Days Held | Note | |
|---|---|---|---|---|
/05
Ledger
Costs Ledger
| Date | Type | Amount | Note | |
|---|---|---|---|---|
/01
On-Demand Evaluator
MSTR/BTC Tactical Short
MSTR—
BTC—
mNAV
NAV/sh
rfr—
Budget—
Chain—
/02
Portfolio Constructor
My Book
Add positions from the chain or manually; the Evaluate button marks them off live data, and (with Claude ticked) returns posture / rolls / targets from hourly price action.
Add from live put chain — click a cell
Run an evaluation to load the live chain.
Evaluation history
No evaluations yet.
/03
Payoff Split
Balanced Down-Leg
Book P&L per BTC scenario, split into the MSTR leg (mNAV compression) and the IBIT leg (pure BTC beta). Add IBIT puts to balance which leg actually drops.
Add positions and hit Evaluate to see the blended payoff.
/04
Pure BTC Beta
IBIT Puts
—
—
—
E[return]
—
Median
—
P(profit)
—
p5 · worst
—
Run an evaluation.
Live IBIT put chain — click a cell to add 1 long IBIT put
Run an evaluation to load the IBIT chain.
/05
Live Spot · Monte-Carlo
Enter Now
Best duration × strike to put on today, from the live spot.
—
—
—
E[return]
—
Median
—
P(profit)
—
p5 · worst
—
p95 · best
—
/06
From Live Spot
Duration × Strike Grid
click a cell for the full distribution
Run an evaluation.
/07
Projected Migration
Forward Roll Plan
starting from today's spot (entry + rolls)
Run an evaluation.
▸ Other models & assumed-path detail — BTC entry (M1), put grid (M2) & path-anchored migration
/08
Optima
Model Top Picks
Best put · Model 2
——
—
IV—
Breakeven—
Δ—
θ/day—
Contracts—
Deployed—
BTC entry · Model 1
—
—
Cover—
Target—
Win—
Fill—
Risk—
EV/acct—
Cover targets ($) — edit & Run to re-score
Duration · Model 3
—migration
—
Best fixed—
Edge—
Rolls—
Fees—
Spread—
Path end—
/09
Model 1
BTC Entry × Cover Target
expected R per cell · click for detail
Run an evaluation.
/10
Model 2
Put EV Grid
strike × expiry · click a cell for scenario breakdown
Run an evaluation to populate the grid.
/12
Model 3
Duration Migration
strikes to roll into, ranked by MC path distribution
Run an evaluation.
Strategy
/01
Deep Dive
MSTR Model Deep Dive
—
—
Champion cascade with BTC-liquidation features, model frozen at the 2022-11-09 train boundary. OOS-cycle metrics evaluate from the frozen boundary; walk-forward re-fits on an expanding window. Deployed overlays (donchian + vts + BB-trim) shown where available; the "OOS only" checkbox and global period selector do not affect this section.
/02
Champion vs Field
Champion Equity — OOS-cycle @2x
8bps friction · vs benchmark cascade & buy-holds
/03
Rotation
Trades — MSTR price · OOS-cycle bands
/04
Allocation
Rolling Allocation
/05
Relative
Champion ÷ Benchmark
/06
Liq Flow
Liquidation Flow
/07
Liq Positioning
Liquidation Positioning
/08
Importance
Feature Importance — top 25
/09
Single-Feature AUC
Liq AUCs
/10
Margin Risk
Margin Risk — OOS-cycle
—
/11
Episodes
Trade Episodes — 0 · OOS-cycle
| Asset | Entry | Exit | Days | Strategy | MSTR Move | MAE | Lev@Entry |
|---|
/01
Weekly Runs
Retraining History
| Stamp | Status | P Sharpe | P CAGR | P MaxDD | S Sharpe | S CAGR | S MaxDD | Score |
|---|---|---|---|---|---|---|---|---|
Challenger KPIs are live-recomputed table metrics on a primary and secondary evaluation window · click a row to inspect its reports below.
/02
Reports
Selected Run Detail
Retraining Reports
No retraining selected.
/01
Ledger
Trade History
Position legs reconstructed from the daily positions ledger — one row per continuous
holding (GLD → TQQQ → SGOV …), newest first; the current holding shows as an
OPEN leg. Return is the home-currency (DKK) result, blending the USD move
with the USD/DKK move over the leg. Money cells follow the header currency toggle.
Monitor
Live Decisions
idle
no run
Contracts
0 contracts
Contract Book
State
Symbol
Contract
Spot
Call b/a
Put b/a
Straddle
Half sprd
Rich3
Size
Order px
Fill px
Position
Waiting for a run. The signal job draws
a row per contract as it quotes them; the trader then advances those same rows into order,
fill and position. Nothing here is read back into the strategy, so this view cannot affect
trading. Press Replay to re-watch the last run.
Detail
Contract Cascade
none selected
Click a contract to replay its own decision path —
every number the strategy used, in the order it computed them.
Capital
Budget & Orders
Tape
Raw Event Stream
0 events