One screen for what the rules say today: anything that has actually tripped a threshold, which regime the semiconductor sleeve is sized by, which systematic strategies are live and what each one is waiting on, what is actually held, what has been traded, and what has moved most across the watchlist this month.
The three books at a glance — the live IBKR main account and the two systematic sleeves, each showing exactly what is held right now. Everything below breaks down the rules and the moves.
Filled trades, split by book. The IBKR main log comes from the daily IBKR sync — Trade Size % is the trade's value against NAV on its own trade date; New Portfolio % is the resulting weight in that ticker straight after the fill. The systematic log is the entries and exits of the two rules-based sleeves, each row tagged with the strategy it belongs to.
Everything from across the site that has actually tripped a threshold, in one dated feed. Every rule is written as a crossing, so a line appears on the session the condition turned true and is not repeated while it stays true — a quiet feed means nothing has moved, not that nothing is being watched. What fires an alert →
The 200-day rule the semiconductor sleeve is sized by. A ±5% band around the average keeps it from flipping every time price brushes the line, so switches land at roughly one a year.
Two systematic books run side by side. Systematic A (TF + BO) is a ranked ladder — each rung runs under its own published rules, and the highest-ranked strategy that is in-market gets the sleeve while everything below it stands down. Under each ladder card are that strategy's own tests at today's close: a tick is a condition already satisfied, a grey cross is one still outstanding. For a strategy that is holding, the tests listed are its exit triggers, so a grey cross there is the good outcome. Systematic B (MR) is the quality-reversion book — an equal-slot basket that buys deep drawdowns in moat names once they confirm above trend, holding to a double or the clock. Its cards show the positions open right now and the names currently armed for entry.
The best and worst ten names over the last month across the whole watchlist — the non-tech compounders plus both semiconductor lists, SOXX and non-SOXX. The shortlist is always picked on the rolling 1M return; the period buttons re-measure those same twenty names over a longer window, so you can see whether this month's mover has form or is simply bouncing.