Project
Alpha

5-PHASE INTERMARKET, WYCKOFF & DEALER GEX SYSTEM
UPDATED 2026-11-02 00:37:52 ET · PID 60374
Watchdog & Execution Mode
HEALTHY — ACTIVE MONITORING
CENTAUR AUTONOMOUS (1.0x)
Alpaca Live Equity (***4350)
$94,270.48
Net Live P&L: $-1,363.32 (-1.43%) · Cash: $94,270
Macro Regime (Score -2)
RISK-OFF (DEFENSIVE / SHORT BIAS)
DEFENSIVE_ROTATION_AND_VALUATION_SHORTS (L:0 / D:2 / S:3)
SPY Dealer GEX Positioning
+GEX (PINNING)
Put Wall $760 · Flip $755 · Call Wall $762
Multi-Regime Walk-Forward (8 Windows · 2010–2026)
+$155,458.48 (+162.55%)
Alpha vs SPY: +78.41% · Max DD: -8.33%
Centaur Command Center & Binary Event Shield (Human + Machine Co-Pilot)
2026 BURN-IN (1.00% Risk / 15.0% Max Pos | Centaur 1.0x [AUTONOMOUS])
1. Global Execution Gate AUTONOMOUS
Stops, +1.25R scale-outs, and 3:50 PM protective exits always remain active in all modes.
2. Conviction Sizing Dial 1.0x SIZING
Effective Risk/Trade: 1.00% · Max Pos: 15.0%
3. Active Binary Event & Macro Shields ARMED
48h Earnings Shield: VETO + RUNNER LOCK
1d Shakeout Re-Entry: -0.25R..+0.35R ACTIVE
FOMC Shield: CLEAR (Next FOMC Monitored)
8:30 AM CPI Shield: CLEAR (8:30 AM CPI Monitored)
Jobs Report (NFP): CLEAR (1st Friday NFP Monitored)
Wed 10:30 EIA Oil: ARMED (Wednesdays 10:30 AM ET)
Watchdog Health & Safety Checks
OFF-HOURS / WEEKLY PLANNING MODE — STAGE CONDITIONAL STOP-LIMIT ORDERS FOR NEXT SESSION
Subsystem Detail State
Alpaca Trading API ALPACA LIVE ACCOUNT (AUTONOMOUS PROJECT ALPHA ACTIVE) | Equity $94,270.48 ONLINE
5-Phase Scanner & GEX Engine Last scan 00:37:52 ET | 2026 BURN-IN (1.00% Risk / 15.0% Max Pos | Centaur 1.0x [AUTONOMOUS]) SYNCHRONIZED
Stop-Loss Protection Audit 0 open positions | 0 active orders verified ALL PROTECTED
9:45 AM Sweep & Autonomous Executor Submitted today: 0 / 2 max daily entries | Open slots: 0 / 5 | Centaur: AUTONOMOUS (1.0x) OFF-HOURS / WEEKLY PLANNING MODE
Low-Vol Melt-Up Cash Sweep (SPY/QQQ) SPY 20d Vol: 11.59% (<9.0% req) | SPY Change: -0.85% (>=-0.35% req) STANDBY (TACTICAL SNIPER MODE)
Phase 1 Intermarket Lead Signals
20d RSP/SPY Corr: 0.44
Indicator Reading Status
TLT / ^TNX vs SPY TLT +0.45% | ^TNX -1.36% | SPY -1.04% NORMAL / SUPPORTIVE
LQD / JNK Credit Ratio LQD/JNK rising (+0.34% > +0.15%). High-yield credit lagging investment grade. CREDIT RISK-OFF
RSP/SPY & QQQE/QQQ Breadth Healthy participation: RSP-SPY +0.86%, QQQE-QQQ +1.30%, 20d Corr 0.44 BROAD PARTICIPATION
Overnight & US Semi/Tech Lead KOSPI +2.58% | TSM -4.11% | SMH -5.18% — AI/Semi supply chain weakness. SEMI CONTAGION WARNING
Energy / Inflation (BZ=F / USO) Brent -4.93% | USO +0.93% CONTAINED
Live Open Positions & Stop-Loss Audit (0 / 5 Slots)
Active Resting Orders: 0
No open positions currently held in Alpaca (0 / 5 slots used). Waiting for next post-9:45 AM ET 15-minute PDH/PDL trigger confirmation.
Live Alpaca Executed Trades, Outcomes & P&L Ledger (Account ***4350)
Start Equity: $95,635.59 → Current: $94,270.48 · Active Cooldowns: CCJ (11-06), TMO (11-02)
Live Trades Executed
6 Executed
0 Open · 6 Closed (2W / 4L)
Open Unrealized P&L
$+0.00
Marked-to-market on 0 active position(s)
Closed Realized P&L
$-1,363.32
All losses strictly capped at ~1R via GTC OCO stops
Net Live P&L (Realized + Open)
$-1,363.32 (-1.43%)
2026 Burn-In Sizing (1.0% Risk / 15% Max Pos)
Symbol & Theme Side & Shares Entry (ET & Fill) Exit / Current Notional Outcome & R-Mult How It Went (Execution & Exit Narrative) Trade P&L ($ / %)
ABBV
Defensive & Low-Beta Value (Staples / Healthcare / Retail)
 LONG 48
CLOSED
$289.75
2026-10-29 11:33 ET
$291.49
2026-10-30 09:31 ET
 $13,908 WIN (+0.20R) PROFIT TARGET / TRAIL — Entered Long 48 shs @ $289.75; exited @ $291.49 (+0.60%).
$+83.52
(+0.60%)
CRWD
Enterprise Software & Cyber
 LONG 54
CLOSED
$259.46
2026-10-26 10:20 ET
$260.30
2026-10-30 09:30 ET
 $14,011 WIN (+0.05R) PROFIT TARGET / TRAIL — Entered Long 54 shs @ $259.46; exited @ $260.30 (+0.32%).
$+45.27
(+0.32%)
CCJ
Energy, Refiners & Nuclear/Power
 SHORT 181
CLOSED
$77.63
2026-10-23 10:15 ET
$80.62
2026-10-27 09:30 ET
 $14,051 STOP-LOSS (-1.06R) STOP-LOSS HIT — Entered Valuation-Reset Short 181 shs @ $77.63 on 10/23 PDL breakdown; GTC OCO Buy Stop ($80.46) filled @ $80.62 on 10/27 morning gap-up (7d cooldown until 11/06).
$-541.48
(-3.85%)
TMO
Defensive & Low-Beta Value (Staples / Healthcare / Retail)
 LONG 20
CLOSED
$694.54
2026-10-21 14:21 ET
$679.11
2026-10-22 10:26 ET
 $13,891 STOP-LOSS (-0.90R) STOP-LOSS HIT — Entered Defensive Long 20 shs @ $694.54 on 10/21; GTC OCO Stop ($679.32) filled @ $679.11 during 10/22 broad market selloff (7d cooldown until 11/02).
$-308.60
(-2.22%)
CRAK
Sector / Tactical
 LONG 216
CLOSED
$66.45
2026-10-21 10:12 ET
$65.69
2026-10-21 14:35 ET
 $14,354 RULE EXIT (-0.53R) RULE EXIT — Entered Long 216 shs @ $66.45 on 10/21 morning breakout; closed at market ($65.69) after 10:30 AM Wed EIA Oil Report reversal filter upgrade (7d cooldown until 10/30).
$-165.78
(-1.15%)
VLO
Energy, Refiners & Nuclear/Power
 LONG 32
CLOSED
$440.05
2026-10-21 10:12 ET
$425.17
2026-10-21 12:39 ET
 $14,082 STOP-LOSS (-1.01R) STOP-LOSS HIT — Entered Long 32 shs @ $440.05 on 10/21 morning breakout; GTC OCO Stop ($425.43) filled @ $425.17 during 10:30 AM Wed EIA Oil Report reversal (led to Wed Pre-EIA Hold Filter).
$-476.24
(-3.38%)
Cumulative Live Execution Total (6 Trades: 0 Open, 6 Closed) Realized: $-1,363.32  ·  Open Unrealized: $+0.00
$-1,363.32
(-1.43%)
Ranked Weekly Momentum Trade Tickets & Centaur Pre-Flight Controls
50% Scale-Out @ +1.25R & Lock Breakeven · 50% Runner @ Target 1 / Option Wall
# Symbol & Bucket Direction & Shares Spot PDH/PDL Trigger Stop-Loss (1R) 50% Scale / T1 9:45 AM Sweep & Exec State Event & Peer Shields Centaur Ticket Decision Thesis & GEX Walls
1
KO
LOW_CORR_DEFENSIVE_LONG
 BUY 151
$14,078 (14.93%)
 $93.98 $93.23
Lmt $93.41
 $92.03
-$181
$94.73
T1 $95.93 (2.25R)
WAITING FOR 9:45 AM BAR
ARMED / MONITORING
CLEAR
True Defensive/Rotation | 20d SPY Corr (-0.51 < 0.35) | 4W RS +11.7%, 5D RS +2.0% | PM RS +2.87% | STAGE 2 WEEKLY UPTREND
Put $94 · Flip $93 · Call $95
Validated Zero-Lookahead Walk-Forward Track Record (8 Blind Regimes · 2010–2026)
Adversarially Audited · 48h Earnings Shield + NFP Shield + 1d Shakeout Re-Entry Verified
Walk-Forward Window Trading Days Trades Win Rate Profit Factor Max Drawdown SPY Benchmark Project Alpha Return Net Alpha vs SPY Net Profit ($)
2010 Full Year (Flash Crash & QE2) 252d 34 58.8% 2.57 -3.27% +12.84% +26.28% +13.44% $+25,133.50
2011 Full Year (Debt Crisis & Chop) 252d 47 53.2% 1.36 -8.33% -0.20% +8.84% +9.04% $+8,454.22
2012 Full Year (Rotational Bull) 250d 39 59.0% 2.54 -4.39% +13.47% +20.18% +6.71% $+19,299.34
2017 Full Year (Low-Vol Melt-Up) 251d 61 62.3% 3.48 -2.48% +19.43% +41.46% +22.03% $+39,649.59
2018 Full Year (Volmageddon & Q4 Bear) 251d 46 52.2% 1.96 -5.59% -6.32% +17.59% +23.91% $+16,826.43
2019 Full Year (Fed Pivot Bull) 252d 48 62.5% 2.39 -5.16% +28.70% +25.48% -3.22% $+24,369.04
2020 Full Year (COVID Crash & Fed QE) 253d 25 64.0% 2.86 -6.24% +16.28% +17.25% +0.97% $+16,497.41
Sept 29 – Oct 26, 2026 (Rotational) 20d 7 57.1% 6.39 -1.59% -0.06% +5.47% +5.53% $+5,228.95
Watchdog Activity & Execution Log
Live Daemon Events
Timestamp (ET) Level Event Detail
2026-11-02 00:07:31 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 1 ranked candidates [2026 BURN-IN (1.00% Risk / 15.0% Max Pos | Centaur 1.0x [AUTONOMOUS])].
2026-11-01 16:43:46 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 1 ranked candidates [2026 BURN-IN (1.00% Risk / 15.0% Max Pos | Centaur 1.0x [AUTONOMOUS])].
2026-11-01 16:43:07 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 1 ranked candidates [2026 BURN-IN (1.00% Risk / 15.0% Max Pos | Centaur 1.0x [AUTONOMOUS])].
2026-10-30 18:40:12 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 15:48:27 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 15:17:55 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 14:46:36 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 14:15:39 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 13:44:46 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 13:14:24 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 12:43:27 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 12:12:37 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 11:51:33 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 11:23:11 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
2026-10-30 10:53:04 ET INFO Refreshed 5-Phase Scan & Weekly Plans: Regime='RISK-OFF (NEGATIVE GAMMA / SHORT BIAS)' (Score -4), Mode='DEFENSIVE_ROTATION_AND_VALUATION_SHORTS', 0 ranked candidates [2026 BURN-IN (1.0% Risk / 15% Max Pos -> 2.5% / 40% in 2027)].
Recent Walk-Forward Executed Trades
50% (+1.25R) Scale-Out + 50% Runner
Dates Symbol Side P&L ($) R-Mult
2018-10-30 → 2018-10-31 XLU LONG 1525 $-762.50 -1.00R
2018-11-08 → 2018-11-16 NVDA SHORT 7846 $+5,570.66 +3.55R
2018-11-09 → 2018-11-20 META SHORT 284 $+3,034.54 +2.00R
2018-11-12 → 2018-11-27 PANW SHORT 1402 $+2,818.02 +1.30R
2018-11-28 → 2018-11-28 META SHORT 342 $-1,118.34 -1.00R
2018-12-04 → 2018-12-06 JNJ LONG 308 $-822.36 -1.16R
2019-11-11 → 2019-11-14 LLY LONG 400 $-700.00 -1.00R
2019-11-07 → 2019-11-15 AMAT LONG 812 $+3,053.12 +3.08R
2019-11-22 → 2019-12-02 AVGO LONG 1467 $-953.55 -0.88R
2019-11-21 → 2019-12-03 COP LONG 775 $-689.75 -0.42R