🪦 RETIRED 2026-09-27 — The Book no longer trades or updates; this page is frozen as a record. Why: The lowest-return bot on the desk (~13–17%/yr). Its best idea — the volatility breaker — lives on inside The Ark and Athena 2. (All code, history and logs are kept.)

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Project dashboard · diversified un-levered book

The Book — Diversified · Un-levered

⚠ Moved to R&D. Superseded by The Ark — its vol-breaker is now The Ark's crash overlay. Kept for reference/comparison, not a core bot.

Phase 1 · Prove it forward (paper)

1× · no margin

Config (v3: un-levered)

+11%

Target CAGR (full cycle)

−28%

Worst drawdown (backtest)

$9.5M

$500k → 20yr (median)

✓ Backtest-confirmed — EODHD survivorship-free (incl. 2008): Sharpe 1.0–1.16, −28% max drawdown, beats vol-matched QQQ (0.79–0.99). Un-levered is the right call — half of QQQ's drawdown at better risk-adjusted return.

At retirement — the account as last updated · as of 2026-08-10 15:31 UTC

The Book vs QQQ vs SPY vs our estimate — profit per day

$500k start on 2026-08-10. Dashed = the +11%/yr plan (un-levered). Fills in daily as the desk records each close.

The Book QQQ SPY Estimate (+11%/yr)

QQQ vs its 200-day line — the on/off gate

Above the line = gate ON (fully invested, un-levered). Red bands = below the line (sleeve → cash). Now: UPTREND + CALM → FULL (un-levered, no margin).

The plan at a glance

Holdings — on $500k

Sleeve	Target	$	Instrument
Core equity	25%	$125k	QQQ+SPY 80/20
Gated 1× sleeve	50%	$250k	QQQ+SPY 80/20
Gold	12%	$60k	GLD / IAU
Low-volatility	5%	$25k	USMV
Buyback	5%	$25k	PKW
Cash	3%	$15k	SGOV

Where it lives

Roth IRAtax-free

Equity sleeve (QQQ/SPY), buyback

Rollover IRAtax-deferred

Gold (GLD), low-vol, some core

Taxableharvesting

Core equity, cash buffer

The rules — two speeds

Fully automated · no approval

⚡ Vol breaker + 200-day gate

Breaker: QQQ 20-day vol > 35% → whole book to cash. Gate: QQQ below its 200-day → equity sleeve to cash. The desk executes these itself, same second.

Fully automated · guarded

🧭 Quarterly rebalance

Once a quarter, sleeves past a ±5-point band are auto-trimmed back to target (sells-before-buys). A guard skips any single order >15% of equity or with a bad price — a glitch can never trade big unattended.

Checklist — from blueprint to running (tap items to check off)

Reference — the full analysis

📋 The Blueprint 🛡️ The Champion (vol breaker) 📈 The Dial (frontier + margin) 💰 Margin Profit Path 📊 The 20-Year Gap

Figures backtested 1999–2026 incl. dot-com & 2008, survivorship-free (Sharadar) — a probability, not a promise. v3 (2026-08-23): un-levered. The decider test (swap the 2× sleeve for a gated-1× sleeve) showed the leverage added zero risk-adjusted value — equal Sharpe, shallower drawdown — so the book now runs at 1× with no margin. Config: 80% QQQ / 20% SPY base, 50% gated 1× sleeve (200-day gate + 30% vol scaling), gold / low-vol / buyback diversifiers, vol breaker at QQQ 20-day vol > 35%. Paper / advisory — not investment advice.