Live Now — lablab hackathon account (paper, $100k)
Risk Guardian's 24h hold cap hit at 12:07 PM PDT on Sep 3. The position closed by 12:22 PM.
Portfolio Value
—
Unrealized P&L
—
Cash
—
Trade Result
+$172.83
Agent Control — Autonomous Runner
CHECKING…
Gates new entries only — stop-loss / hold-cap enforcement always runs.
Applies within one scan cycle (~5 min).
Applies within one scan cycle (~5 min).
| Symbol | Side | Qty | Avg Entry | Current | Unrealized P&L |
|---|---|---|---|---|---|
| No open positions. The spread closed on Sep 3 at 12:22 PM PDT for a realized +$172.83 — see Recent Orders below. | |||||
This account has no open positions right now. Values above are live from the Alpaca paper API, polled every 60 seconds; the trade card and log below show exactly what happened while it was open.
The Trade — SPY debit call spread, placed and closed by the agents
Net Debit Paid
$481
Risk Guardian Stop
$580 / 24h
Realized P&L
+$172.83
Status
CLOSED — SETTLED
Closed Sep 3, 2026 · 12:22 PM PDT
Entry Order
c49e917f-5ad5-404a-bdfe-5af3524dcb0a
Long Leg
SPY260916C00765000: $7.37 → $12.33
Short Leg
SPY260916C00775000: $2.56 → $5.79
Spread Width
$10 wide
Reward:Risk
~1.08:1
Held
Sep 2, 12:07 PM → Sep 3, 12:22 PM PDT (~24.3h)
Risk Guardian's 24-hour hold-time cap hit at 12:07 PM PDT on Sep 3. A Codespace outage delayed the automated close by about 15 minutes. Both legs closed by 12:22 PM for a realized +$172.83. Full sequence in the Agent Reasoning log below.
| Submitted | Symbol | Side | Qty | Status | Filled Avg |
|---|---|---|---|---|---|
| Sep 3, 12:22 PM PDT | SPY260916C00765000 | sell | 1 | filled | $12.33 |
| Sep 3, 12:18 PM PDT | SPY260916C00775000 | buy | 1 | filled | $5.79 |
| Sep 2, 12:07 PM PDT | SPY260916C00765000 / SPY260916C00775000 | buy / sell | 1 | filled | $4.81 net |
Live Activity — what the runner is doing right now, every ~5 min scan cycle
Connecting to the runner…
Agent Reasoning — live pipeline transcripts, updated every scan cycle
waiting for the next signal…
| Timestamp | Signal | Scout | Risk Guardian | Executor |
|---|---|---|---|---|
| No agent decisions yet this session — rows appear here live the moment Scout → Risk Guardian run. | ||||
How It Works — deterministic math, AI judgment, nothing blurred
Deterministic core
FVG Engine
ATR-based gap filter, MSS + displacement confirmation. Fires the raw directional signal.
→
LLM Agent · Groq
Scout
Contextualizes the FVG signal into a structured thesis and confidence score (openai/gpt-oss-120b).
→
LLM + Rules Agent
Risk Guardian
Hard limits in plain code first, fail-closed, then Groq reasoning. Sets the real stop-loss and hold-time cap, can veto outright.
→
Deterministic script
Executor
Alpaca CLI. Target-aware debit-spread strike selection, multi-leg order placement. No LLM in this step.
→
Deterministic script
Position Monitor
Polls the open position against Risk Guardian's max-loss and max-hold-time, and closes it when either trips.
Built the Hard Way — real bugs found live, fixed, committed
Silent Misroute Bug
str(Enum) would have flipped every bullish signal into a put spread, silently. Caught by diffing the real schema before the first live run, not after.
Cost-Blind Veto Bug
Risk Guardian kept setting a $50 stop no real spread could satisfy. It only surfaced once we ran it against live Groq; the fix went straight into the prompt.
Zero-Collision Filter
43.7% of backtest trades priced entry and exit off the same bar, faking $0 P&L. We caught it by distrusting a win rate that looked too clean, not by luck.
Enforcement State Loss
A Codespace rebuild wiped the Position Monitor's gitignored database, so it silently reported zero open positions while the spread was live. Caught by cross-checking the account directly and restoring the record.
Backtest Evidence — 2.5 years, real Alpaca options prices
Cumulative Backtest P&L — 1,569 clean trades
Mar 2024 – Aug 2026 · SPY / QQQ / XLV / XLF / IWM. Not a smooth rocket. The strategy dug a -$1,957 hole through 2024, peaked at +$2,090, and survived a -$2,179 peak-to-trough drawdown before finishing +$1,295. We show the drawdowns because that's the honest curve.
48.9% Win Rate
768 profitable / 801 losing trades across 1,569 clean trades. Avg win $42.33, avg loss $38.97: close to a coin flip with a small edge, which is what a real, non-curve-fit options strategy looks like.
Why the Risk Guardian Exists
19.4% of winning underlying signals still lost more than $20 on the options leg (8.5% lost more than $50). Directional accuracy alone doesn't protect the trade, so the Risk Guardian sets its own loss and hold-time stops instead of trusting the FVG signal.
Mean P&L per trade — symbol × direction
Clean dataset, real historical Alpaca options prices (intraday hourly bars, target-aware strikes). QQQ puts are the strongest replicated signal; the live strategy stays symmetric across all directions and symbols.
SPY, QQQ, XLV, XLF, IWM · Mar 2024 – Aug 2026 · zero-collision-filtered. Same-bar entry/exit pricing artifacts removed. That's a measurement fix, not a tuning change. Total P&L +$1,295 across 1,569 priceable trades.