PROPQUANT — Terminal (Demo)

Equity

$50,240

▲ +$240 total P&L

of $3,000 profit target

Day P&L

+$0

0 trades today · 0 rejections

consistency share of total: 0%

Drawdown Headroom

$2,640

floor $47,600 · trailing

below 25% halts entries

Daily Loss Budget

—

no daily DD on this plan

buffer 10% reserved

Equity Curve — Session

LAST 15 SESSIONS

Eval Progress

PROFIT TARGET$240 / $3,000

TRADING DAYS2 / 1 min

CONSISTENCY (BEST DAY ≤ 30%)175%

NOT BUSTED TARGET PENDING CONSISTENCY

Consistency normalizes as total P&L grows — the throttle sizes down before a violation is possible.

Trade Log

R-MULTIPLE

Time	Sym	Side	Setup	Qty	Entry	Exit	P&L	R

Signal Pipeline

Drawdown Topology

intraday-trailing · locks at start+$100 (Apex)

Pre-Trade Gate — last decision

Kill Switch

ARMED · CLEAR

Latching halt. Once tripped, no entries until a human re-arms. Controls are DISABLED on this public demo — they act only on the localhost build next to the bot.

Safety Drills

Firm Ruleset — Apex 50k (data, not code)

Loss Budget Composition — next trade

order size = min(all budgets) ÷ worst-case loss per contract (stop + slippage)

Sweep Combos

18

grid: target_r × stop_atr × risk%

Best In-Sample

+0.83R

3R target · 0.8 ATR stop

Walk-Forward OOS

−0.54R

the only number that counts

Verdict

NO EDGE
on synthetic data — as expected

Grid Sweep — in-sample ranking

SORT: EXPECTANCY

tR	ATR×	risk%	trades	win%	exp R	PF	net	maxDD

Walk-Forward — OOS per window

PROTOCOLoptimize window N → evaluate N+1

PROMOTION GATEOOS > 0 over ≥3 windows, real data

DATASYNTHETIC 40D · SEED 11

R-Multiple Distribution — all sweep trades

n = 111

Decision Fusion — deterministic core, LLM periphery

MARKET DATA─► SMC ENGINE─► SIGNAL─► SENTIMENT ×0–1─► MEMORY ×0–1─► RISK OFFICER · FINAL VETO─► OSO BRACKET

LLM agents can shrink or veto — never create, enlarge, or price. The Risk Officer re-derives every number from raw data.

Sentiment Agent — last report

GROUNDED 2/2

NEUTRAL

CONF 0.31 → GATED

CITATION · cot-GC-b67d✓ verbatim

"non-commercial (speculators) net long 182,070 contracts (weekly change −1,840)"

CITATION · rss-94a7✓ verbatim

"Singapore tightens monetary policy in surprise move as risks build"

SIZE MULTIPLIER (LONG)×1.00 — confirm never boosts

VETOFALSE

Guardrail Cascade

LLM Budget

7 / 50

calls this session · on exhaustion the system trades pure-deterministic

Episode Memory

sweep+choch+ob×1.00 · E>0.2

sweep+bos+fvg×0.75 · E≈0

sweep+choch+fvg×0.50 · E<0

Vector Memory — live retrieval (58 docs · TTL-gated)

CHROMA · MiniLM

Runtime

CONTAINERpropquant · paper

HEALTH200 /healthz

LAST BAR—

WS USER-SYNCAWAITING DRILL #0

STATE FILEdata/live_state.json · atomic

STOP GRACE30s → flatten → save

Daily Cadence — CT

07:00propquant report — check warnings

07:15ingest refresh — COT / EDGAR / news

pre-openverify econ calendar coverage

15:55confirm flat · open_positions = 0

weeklyverify FOMC/CPI dates vs Fed/BLS

MCP Supervision

SHRINK-ONLY SURFACE

Claude can observe and stop risk — never create it.

get_status✓ exposed

get_rule_headroom✓ exposed

trip_kill_switch✓ exposed

flatten_all✓ exposed

place_order✗ by design

Promotion Gates

Daily Report — latest