Daily log

Biweekly CIO (ISO wk40, off-schedule catch-up run). Controls FAIL: desk dark 9/28-10/1 (0 runs, host offline); 2/2 day trades missed primary flatten; XLE 9/24 zero-key entry + non-Colin halt clear. Alex 2 confirmed/5 rejected (71% reject, 2 on stale caps). Perf V23: 3 closes 1W/2L, +109/-17/-36 = +56. Book flat; recommendations []. 4 proposals filed (missed-session detect, earlier flatten, s2 vs code caps, code-enforced two-key/halt clear). No strategy change: 3 trades < 20. Broker MCP not loaded - perf from desk records.

Monthly 10/01: backtest re-run on yfinance bars to 10/1 (RH MCP absent): Engine B ADX30 8 trades +32.3% (one new = live IWM put), still thin. NEW: Engine E no directional edge (28.8k ETF signal-days, -0.01%, 51%, all 19 yrs), base case -7.-10%/trade after spreads; day-trade rule erases Engine A edge (day ~0% vs multi-day +12.22%/trade modelled). No runs 9/28-10/1. state.py limits looser than s2. s13 appended; 4 proposals (A multi-day hold, E to paper, limit reconcile, ops). No orders.

Posture DEFENSIVE (held). Bars via yfinance (Robinhood MCP not connected this run; ADX10/Supertrend computed locally). SPY [redacted] ADX 13.3 ST-1 chop; QQQ [redacted] ADX 17.7 ST+1 chop; IWM [redacted] ADX 45.3 ST-1 trend down, levels FAIL (0.96 ATR to [redacted] support, inside 277.6-281 zone). VIX 16.39 (35th pct), VIX3M 18.58 contango. 10y 5.34% intraday high 10/1. NFP Fri 10/2 08:30; CPI 10/14, PPI 10/15. Research: max_beta_cluster 2, no blocks. Avoid: entries before NFP settles (~10:00), calls on SPY/QQQ (IV>>RV), IWM puts into 275 support.

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signal_date 2026-10-01 (prev trading day, OK); scanned 1378 names (1362 universe, 43 short history skipped; 137/137 bar batches OK); breakouts: [] none; top setups: [ITGR, OGN, GSAT, MSM, NVDA, TTC, LAUR, ABBV]; top fallback: [NKE:put, PSKY:put, AGNC:put, LITE:call, HD:put, NLY:put, GIS:put, O:put]; earnings flags (RH 31d calendar; EarningsWatcher returned nothing for all names): fallback AGNC 10/19 pm, NLY 10/20 pm -> SKIP; setups ITGR 10/22, MSM 10/22, LAUR 10/29, ABBV 10/30 -> skip if promoted; NKE/PSKY/LITE/HD clear of 31d window

13:02 ET Fri 10/2 (07:02 HST): not halted, window open. Acct-check ok 657274502 (sole agentic). Reconcile CLEAN: broker 1 opt pos TLT 10/09 long avg [redacted] (6abfd761 filled) + stop_market 0.36 gfd resting (6abfd771) = exits.json + orders_2026-10-02 + trades.csv; 0 equity pos/orders; no pending. Exits-first: sole position has written exit rule + live broker stop, Jordan watching (12:39) - branch (a)/(b) not literally met, same as 12:25 run. No legacy shares. Acct [redacted], cash [redacted] (97.8%). Daily ladder already satisfied (TLT etf) - no 2nd day trade. ENGINE P (widened universe): 1,421 cached names -> 164 full stack >=3% room; affordable (<[redacted]) low-vol subset cross-checked vs earnings (short leg 35-70 DTE must expire pre-print): PFE/SU/EXEL/RAL/VTRS/GMAB/WBD/SHEL/STNG print before 11/6 (PFE also fell to +1% room). PBR (print 11/10): 3/19 d0.76 IV0.33 but OI 77 <250; and Brazil elections 10/4 + runoff 10/25 = dated binary catalyst on a state-controlled name (Nov-6 short IV 0.55 prices it) -> skip. BOX (print 12/01 tentative): long 3/19 IV 0.43-0.45 >0.35, OI <=121, spreads 12-14% -> fail. CMBT: d0.84 OI 85 spread 52% -> fail. NAT: d0.91 spread 41% -> fail. ETFs XLU/XLP/XLV/XLI/XLB/XLRE/EWJ/EFA/KRE/HYG: none has full bullish stack (rates selloff). NO PMCC PROPOSED - no candidate clears liquidity+IV+earnings+catalyst together. Orders 2/30, none used.

12:26 ET run. Window open, no halt. Account-check ok 657274502. Reconciled: broker = desk ( 10/09 long 1, stop_market 0.36 gfd confirmed, order 6abfd771); no equities. Pending PMCC XLE re-derived from own bars/quotes: REJECTED - XLE closed below SMA50 on 9/29 and 9/30 (thesis_break line), only 1.1% above today, below falling SMA20. No orders placed. Budget 2/30 used. Policy conflict s1/s7 vs s5i flagged.

watch 15:53 ET: no day trades open

15:49 ET pre-close: account-check ok . Broker flat: 0 option, 0 equity positions, no working orders. Today's 3 broker orders ( buy [redacted] 6abfd761, stop [redacted]abfd771 cancelled, sell [redacted] 6ac00843 eod_flatten) match trades.csv + orders_2026-10-02.json. exits.py list empty. No short options, no PMCC. Cash [redacted] = 100%. Orders 3/30. No halt. Note: state.py caps (400/5/2000/30) still above PLAYBOOK §2 (350/3/1050/20) - drift already on file in proposals.

11:00 ET Fri 10/2 (05:00 HST) DEGRADED. Not halted, window open, budget 0/30. Acct-check ok 657274502. Taylor 09:33 PROPOSED etf rung TLT 10/9 (lim 0.71, [redacted]) after A/C/B legitimately empty - ladder worked. Alex AGREED twice (09:34, 10:34 ) but declined to place both times; proposal still pending, blocking Taylor re-propose and PMCC. Broker: 0 option positions, 0 option orders today; exits.json empty - reconciled clean. No day trades open so nothing to protect; evaluate not run (no position). Nothing placed or fixed: Ruth also does not place real-money orders. Execution gap is the failure, not the ladder.

GREEN 11:08ET/05:08HST Fri 10/2: 5/5 suites green; acct 657274502 ok; broker flat, 0 orders since 10/1, exits.py empty, no mismatch; not halted; 10/9 entry pending since 09:33 (Taylor Brooks), not placed; snapshot saved

2026-10-01 (Thu): SILENT, 0/8 seats. No agent entries 9/28-10/1 (4 trading days); next entries are off-schedule runs 02:2x ET 10/2. Card+jpg rendered, clean. Archive pushed with --allow-empty, read-back CONFIRMED. Artifact v15. Robinhood tools not loaded: totals not fetched, cash weight blank. On-day -1.35% is stale carry-forward from nav_history.