Portfolio live
Every other page on this site is a backtest.Live signals and open positions from the exact configuration validated out-of-sample in the Portfolio lab, running against real SEC filings as they arrive.
Active strategy
Read-only — pulled live from the VM on every refresh, not a copy kept in this page's code. Nothing here can be changed from this site; the bot's configuration lives in a private repository.
Signal filters
Position sizing
Execution code-protected
Execution funnel
Where signals actually go, computed from every filing above — not a claim, a count. A payload of zero does not mean the pipeline is idle; each stage below shows exactly where the rest were legitimately stopped.
Today's allocation (model portfolio)
Client-side simulator, not a real portfolio. Reproduces the exact causal sizing formula (sizing_live.py) against today's real eligible signals, in the real order they arrived. Nothing here sends orders, changes portfolio_size_usd, or touches production config.
guard.precio) — not a real-time executable ask/bid quote. Sizing Bankroll is fixed for sizing math and never grows with P&L (no compounding); Portfolio Equity is not implemented yet.Open positions
Current holdings in the paper account this strategy trades. Empty until the first signal actually clears execution — a filter passing and an order filling are not the same thing.
Signal history
Every qualifying purchase filing the watcher has seen, whether or not it cleared the conviction cutoff.