WOLFX Research · daily/2026-08-19-eod.md

The WOLFX Daily — 2026-08-19

Auto-composed by V187 daily brief cron

Scoreboard

Combined NAV: $1,384,419 (-$64,187 vs $1.45M baseline — below baseline).

Alpaca: $49,788
OANDA: $91,200
IBKR: $1,243,430 (unrealized +$0)

Live strategy attribution

Realised P&L from trades placed by the engine. **Strategies tagged (kill-switch) are gauntlet-rejected and gated off in V194 — their P&L reflects pre-V194 history, not future expectation.**

Strategy	Status	Trades	Win rate	PF	Realised P&L
wolf_reflexivity_negative	live	42	31%	1.18	+$432.55
wolf_reflexivity_positive	live	225	80%	1.75	+$2422.39
sniper_mean_reversion	(kill-switch — V194)	55	64%	3.10	+$3766.74
wolf_quantum_convergence	(kill-switch — V194)	5	80%	3.17	+$447.16
wolf_oracle	live	167	82%	5.96	+$674.13
news_alpha	(kill-switch — V194)	6	100%	99.90	+$55.64
squeeze	live	1	100%	99.90	+$184.97
orb_breakout	live	13	92%	152.77	+$603.72

Shadow-canary status

overnight_drift: trades=24, sharpe=1.547, eligible=True — PROMOTE: sharpe 1.55 >= 0.5, 2wk DD -0.29% >= -3%, 24 trades
vix_carry: trades=0, sharpe=None, eligible=False — hold: sharpe None < 0.5; only 0 closed trades (need 3)
trend_xasset: trades=3, sharpe=1.207, eligible=True — PROMOTE: sharpe 1.21 >= 0.5, 3-mo DD +0.0% >= -10%, 3 closed cycles
vwap_breakout: trades=14, sharpe=-0.671, eligible=False — hold: sharpe -0.671256961753333 < 0.5; only 14 trades (need 20)
smcap_rotation: trades=4, sharpe=0.036, eligible=False — hold: sharpe 0.03577444904938826 < 0.5; only 4 closed cycles (need 5)
tlt_ief_curve: trades=0, sharpe=None, eligible=False — hold: sharpe None < 0.5; only 0 closed cycles (need 5)
antipead_short: trades=0, sharpe=None, eligible=False — 43 sessions logged but no entry candidates yet
cef_discount: trades=0, sharpe=None, eligible=False — 15 sessions logged but no z<=-1.5 candidates
lottery_short: trades=6, sharpe=3.266, eligible=False — hold: only 6 closed trades (need 50)
gap_faller_long: trades=0, sharpe=None, eligible=False — 43 sessions logged but no candidates

Cross-strategy correlation: max pairwise -0.756, 5 strategies with data. max pairwise correlation -0.76 — WARNING: strategies are highly correlated; promoting all four simultaneously may not improve risk-adjusted returns

Recent alerts

first_auto_promote_trend_xasset — [ALERT:first_auto_promote_trend_xasset] V179b PROMOTED trend_xasset for the first time — strategy will start submitting real orders on next cron cycle
first_auto_promote_overnight_drift — [ALERT:first_auto_promote_overnight_drift] V179b PROMOTED overnight_drift for the first time — strategy will start submitting real orders on next cron cycle

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WOLFX publishes every signal and every realised fill. Past performance, including walk-forward backtest performance, is not predictive of future results. Trading involves substantial risk of loss.

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