Crosshair

Find the shot · take the shot
Snapshot
Market overview

What needs your attention today

A fast read first. Open the deeper sections only when something looks worth your time.

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Market

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Week Map — NQ prop engine

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Real account — Robinhood mirror

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Paper agent — Tradier sandbox

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Activity — Claude check-ins

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The decision screen: status first, evidence one tap deeper. Full analysis lives in Today; controls live in Desk. Labels: RULE-BASED deterministic code · AI RESEARCH model suggestions · LIVE human-controlled.

Sector heat map

20-day money flow · green = strength

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Trade posture

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Catalysts ahead

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Autotrader (paper)

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Everything here updates from live feeds when the tab opens. Tap any icon for a plain-English explanation. Educational only — not financial advice.
Go deeper — the full market data — macro regime · sectors · chart

Sector momentum — 20 days

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SPDR sector ETFs, 20-day return (Yahoo). The same ranking is injected into every AI play prompt.

Chart

TradingView embedded chart (free widget) — full indicators via the toolbar. Loads when this tab opens.
L1 · Macro regime
What changed—
    —
    —

    Where we are

    GOLDILOCKS growth ↑ · inflation ↓ REFLATION growth ↑ · inflation ↑ SLOWDOWN growth ↓ · inflation ↓ STAGFLATION growth ↓ · inflation ↑ GROWTH → INFLATION →
    Growth axis—
    Inflation axis—
    Trajectory origin: seeded baseline

    Macro inputs — edit to stress-test

    Policy & risk overlay

    Sector tilts — macro view

    L2 · Sector tape

    Layer 2 · Does price confirm the macro?

    Each sector's macro tilt (L1) set against its actual relative-strength momentum. Agreement = high conviction. Conflict = the macro says one thing and the tape says another — the trades worth a second look.

    Snapshot · 17 Jul 2026
    SectorMacroMomentumRead
    L3 · Stocks in favored sectors

    Layer 3 · Names inside the favored sectors

    The most liquid leaders in the sectors that clear both filters (macro + momentum). These are a research shortlist, not signals — precise per-name ranking needs the market-data backend. Focus sectors are driven live by L1 × L2.

    📅 Market rhythms this week — recurring calendar patterns, graded by evidence

    Intraweek playbook — today & tomorrow

    Evidence-graded timing patterns for the trading week. strong = robust & current · moderate = real but conditional · weak = historical/decayed, shown for awareness. Bias, not a guarantee.

    Today

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    Tomorrow's hints

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    Event radar

    Futures bot desk

    The NQ prop lane watches continuously, runs the Week Map rules, and reports the regime and risk state. Keep it shadow or dry-run while it earns trust; any enabled live order remains approval-gated.

    on duty
    Live means approval-gated, not autonomous. The agent may watch and propose continuously. It cannot place a live entry unless deployment enables live execution and you approve that exact, unexpired proposal. Paper mode can trade autonomously.

    Prop desk — NQ futures dry-run bot · MyFundedFutures track

    The deterministic Week Map engine, its shadow-research lanes, and every strategy candidate for the prop account. Honest state: we either haven't found the durable edge yet or we've been too restrictive — the 2026-08-05 session-regime tournament produced four candidates now earning (or failing) a forward record. Props are cheap; the gauntlet is not optional.

    Unlock the agent above to see live bot status, signals, and the shadow-lane standings.

    🧪 Prop candidates — session-regime tournament candidate-grade · 2026-08-05

    16 confluence cells through the gauntlet (discovery 2026 vs untouched 2022-25, Reality Check on both). Headline: every day-gated Week Map variant beats raw Week Map out of sample — the champion's OOS hole lives on the days the gates remove. Raw WM on 2022-25: PF 0.93, −$10,067.

    SRG-1 WM-LOWVOL — WM entries only on bottom-tercile ATR days. OOS PF 1.16, positive every year 2022-26. The most consistent NQ result we hold. ~2 trades/week.
    SRG-2 TREND-DAY — one-sided first-hour acceptance → follow from 10:30, flat 4pm. OOS PF 1.22 (+$25.9k), positive 22-25 — but lost $8.9k on the 2026 tape. Out of regime right now.
    SRG-3 AGREE-DRIFT — gap ≥0.2 ATR agreeing with the first hour → follow. OOS PF 1.24, front-loaded 2022/24.
    SRG-4 WM-EXPANSION — WM entries only on first-hour expansion days. OOS PF 1.15, steady, flat 2025-26.
    Stats honesty: discovery RC p=0.46, OOS-matrix RC p=0.14, ~32 effective trials. 30-day forward record each before real prop risk; tripwire = rolling 20-trade PF < 0.8. Evidence: docs/prop-bot.md.

    Bull vs Bear

    Two AIs argue today's market — one all-bull, one all-bear — and a third judges the fight. Adversarial pressure kills lazy theses.

    Work a ticker together

    Type any symbol. The AI argues both sides of it and names the one price level that matters. Like the setup? Hand it to your agent — he watches that level every 30 seconds and emails you the moment it trips.

    Live market context

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    Sandbox autotrader paper money

    The AI trades the 0DTE bucket automatically in a Tradier sandbox (fake $100k) — every play is validated against the real-time chain, capped at $600 risk, defined-risk only, then placed as a paper order. Runs each weekday ~10:05am ET; real money is not connected.

    Research journal

    Generated ideas are logged server-side for 90 days so we can revisit the reasoning and measure what happened instead of relying on memory.

    Read this first. These ideas are generated on demand by an AI model for a hypothetical $10,000 account and a specific risk profile. They are not personalized advice, may be wrong or out of date, and do not account for your situation, taxes, or costs. 1–3 DTE options decay fast and can go to zero. Do your own research; consider paper-trading first.

    Your IRA planning room

    This page never trades. Keep a simple snapshot of what you own and what you are thinking, then use it as the brief for a conversation with AI.

    Not saved yet

    Ask the AI for an IRA idea

    A long-term research prompt for possible additions to the account. It is a starting point for our conversation, not an order and not an automated strategy.

    Not run yet

    Account & positions

    No IRA snapshot posted yet — send a screenshot of the current balance and holdings to get this page live.

    🕰️ Add-window timing RSI-2 · the validated dip buyer

    The house rule for when to add: buy the dip only inside an uptrend — RSI(2) under 10 with price above the 200-day. Validated over 33 years (PF ~2.5 in every era including 2008). An armed reading below is a sensible add window for the long book; below the 200-day, sit on your hands.

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    🎯 The shortlist picked together, recorded here

    No picks recorded yet. The plan: a small core of ETFs — heavy tech exposure balanced with dividend payers — chosen deliberately, added to on RSI-2 windows, and reviewed quarterly. Ask the AI to start the shortlist research when ready.

    Manual by design. IRA ideas are generated on demand for research. They may be wrong or out of date and do not automatically account for your taxes, time horizon, or full situation. Nothing on this page can place an order.

    Robinhood — AI-managed account REAL MONEY

    A read-only account snapshot with positions, watched setups, and adopted rules. The AI can monitor and propose; live execution remains approval-gated.

    Positions & standings

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    🎯 Watchlist — the next place we have in mind setups & triggers

    Trades the AI is stalking but hasn't taken — each with the trigger that would make it live. Nothing here is an open position.

    📌 RSI-2 pullback — daily watch adopted · signal only · SPY + QQQ

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    How this works — tap to expand. Adopted from the 2026-08-01 strategy tournament; the watch flags setups, and every entry stays a human decision.

    The rule. Buy SPY or QQQ at the close when the 2-day RSI dips under 10 while price is still above its 200-day average — a sharp 2–3 day dip inside a healthy uptrend. Sell the close that finishes back above the 5-day average, usually 3–6 trading days later. Long only, shares (not options — no theta clock on a multi-day hold), no leverage, no stop in the backtest (the 200-day filter is the regime stop).

    Why it's credible. This is the Connors RSI-2 family — short-term mean reversion in index ETFs — with decades of published out-of-sample persistence, not a curve-fit of ours. Our own 10-year backtest (SPY+QQQ daily, $10k notional per trade): 160 trades, 72% win, profit factor 2.56, +$9,755, max drawdown −$1,086, expectancy ~$61/trade.

    Honest caveats. Holds through overnight/gap risk with no hard stop. Adopted as a watch rule only: the Worker recomputes this daily, the card shows the reading, and any actual entry is Zac's call at the close.

    📜 Trade history & decision log

    Loads with the account snapshot — every action and every decision, newest first.

    📏 Rules & lessons — live trading self-set 2026-07-28 · graded daily

    R1. 0DTE: max $500 total, once per day, never re-enter after it resolves.
    R2. Risk appetite goes to 3+ DTE swings instead, scaled out to recover cost early.
    R3. Runners held overnight only when FREE (cost basis already banked).
    R4. Violations get called out plainly; clean days get credited.

    Lessons the account has paid for — tap to expand
    Averaging down is the reflex to beat. Adding to a loser tripled size into the worst trades (7/24, 7/27, 8/4). The add always felt cheap; it was cheap for a reason.
    Run the reachability test before buying any strike. Repeated losses came from strikes the tape never came within reach of again (687C on 7/27, 670P on 7/30, 693P on 8/4). If the strike needs a >2% move in days, it's a lottery ticket.
    Exits are the real edge. Planned, resting exits have repeatedly sold within pennies of the high. Trust the plan on the way out — the entries are what need work.
    Theta is a bill that arrives daily. Short-dated long options paid it every day the thesis waited. Since Level 3 (8/5): spreads cap risk mechanically and put time on our side — every short leg paired, risk ≤ $600/structure, 3+ DTE.
    Singles vs the index. A single name missing earnings (AMD −8%) moved the index barely a point — index puts priced for a single-name story die even when the story lands.
    Ground rules: designated trading capital only · every order broker-previewed and audited · monitor-only on Zac's positions, no stop without authorization.

    📖 Playbook — every strategy we've tested reference · as of 2026-08-01

    The whole research record in one place: what each strategy is, its profit factor left alone (recent window vs all history), when it wants to trade, and its honest status. Evidence lives in docs/prop-bot.md; the forward lanes keep score and this card gets updated when a status changes.

    🟢 RSI-2 pullback (shares) — swing, 2–6 day holds · VALIDATED · adopted watch
    PF left alone: 2.56 over the last decade · 2.55 over the prior 23 years (positive in every era incl. dot-com and 2008). A 30-day stretch usually holds only 1–3 trades — judge it by quarters, not months.
    When it trades: SPY/QQQ above the 200-day only; fires on 2–3-day fear dips (~1–2/month). Uncorrelated with the intraday book — it works the daily clock.
    The strongest evidence in the house: full gauntlet pass, 33 years, 450+ trades. All-weather instrument.

    🟢 RSI2-LEAP-60d — long-term, ~3-month holds · VALIDATED (historical) · paper-first
    Same trigger, instrument = 10%-ITM 365-DTE call held ~60 sessions. PF left alone: ~7 in the recent decade · 2.61 over 23 untouched years (modeled premiums). Timing beats the no-timing control everywhere, most in 2008 (+$2,154 vs −$1,984).
    When it trades: same signal as shares. Known weak spot: lags shares in deep bears (00–02) — vol tax on long calls. Fair-weather amplifier, not a replacement.
    Forward paper record runs from the next armed signal; shares stay the adopted instrument until it earns the switch.

    🟡 Week Map (NQ 8/14 EMA) — day trade, futures · REGIME-LOCAL · dry-run bot
    PF left alone: 1.32 on the current-regime 130d tape (~30 trades/30d) · 0.88–0.93 on 2022–25 history — the edge exists only in the 2026 tape character so far. Discovery Reality Check p=0.37.
    When it trades: NQ RTH only (edge does NOT travel — ES/GC/IWM all negative). Wants energy: bottom-tercile momentum days are its worst tape in every era (the WM_STANDDOWN lane skips them). Conviction = the regime dial above (rolling forward PF20), the only regime detector that survived testing.
    House verdict on props: recorded recommendation was against funding on this evidence; proceeding anyway = a deliberate bet the current regime persists — minimum size, dial confirming, stand down on the tripwire (rolling 20-trade PF < 1.0 or 3 straight red weeks).

    🟡 Overnight drift (NQ) — overnight holds · PARKED · personal account only
    Buy the 16:00 close, sell the 9:30 open. PF 1.39 / +$20k on the 130d window at 3 MNQ — but never gauntleted on long history, and structurally incompatible with prop rules (holds through liquidation). Worst night −$5,708.
    If ever revived: personal futures account only, and it owes the full gauntlet first.

    ⚫ The graveyard — tested and killed, with cause of death
    IDX-1050 (ES/RTY 20/50 cross): looked great in-sample (PF 1.37–1.50), survived fill audits and real-futures checks — then 2.2y untouched history came back negative on both and the Reality Check hit p=0.62. The reference lesson: same-window replications can share one regime artifact.
    Level-rejection scalps (NQ 1m, 3 structures, gated + ungated): ~500 trades, zero profitable configs. Costs own the 1–10min horizon.
    VWAP 2σ reversion (PF 0.91) · ORB standalone (PF 0.96) · Mag7 pop via options (PF 0.14–0.49) · TTM squeeze entries/exits (drag both sides) · scaled/BE exit variants (all lost to the plain bracket).
    Stand-down days: nothing works there — all 14 entry families negative across 3 eras. Flat is the trade.
    House rules distilled: nothing gets believed before the gauntlet (untouched multi-year history + selection-corrected stats), the forward record outranks every backtest, and PF numbers here are simulations — real fills decide.

    Agent

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    Risk & limits display-only · enforced server-side

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    Connections

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    Learn

    The 16 lessons in force and every sourced write-up — the evidence behind the rules.

    Device

    Forgets the stored control key on this device. Theme & accent live behind the ⚙ up top.

    Knowledge bank — what we trade on, and why

    Every rule the system trades with, distilled from our own backtests, the forward record, and sourced research. Governance: the forward record outranks everything, and origin of an idea is not evidence. Full sourced write-ups live in the repo (links open GitHub).

    Lessons in force

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    What this is. A disciplined, transparent read of the cycle and the tape — decision-support, not investment advice or a predictor. Tilts are relative, the frameworks are probabilistic, and a transitional regime gives a weaker signal than a clean one. Everything here runs on live feeds: macro from FRED, tape and sectors from Yahoo, options metrics from CBOE, headlines from the wires.
    Crosshair · a private trading cockpit
    macro regime → sector momentum → the shot