Curve Trader · Signal Engine

WARMING UP

NOB · 10Y vs 30Y

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Awaiting first signal…

Live verdict from the signal engine — the age chip in the footer shows how fresh.

Kyle — would you take this trade?

CLAUDE — —

COUNCIL — —

PRE-TRADE INSPECTION

8 things a trader checks before pulling the trigger

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LIVE BOOK · TAPE FLOW

microstructure for the two legs

LONG ZN

BID

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×—

ASK

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×—

WIDTH

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DAY

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BUY VOL 60s

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SELL VOL 60s

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TRADES

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AGGRESSOR

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SHORT ZB

BID

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×—

ASK

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×—

WIDTH

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DAY

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BUY VOL 60s

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SELL VOL 60s

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TRADES

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AGGRESSOR

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STATISTICS · MACRO CONTEXT

setup quality + environment

Z-SCORE (60d)

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OU HALF-LIFE

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days to mean

STOCH K

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60s Δ

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spread ticks

5m Δ

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last 5 min

15m Δ

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last 15 min

DAY OPEN

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spread ticks

DAY HIGH

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DAY LOW

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DAY RANGE

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MOVE INDEX

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REGIME

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classification

CROSS-SPREAD CONTEXT

are correlated spreads confirming or diverging?

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Awaiting evaluation…

NOB

10Y vs 30Y · ratio 2:1

ON THE DAY

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IMPLIED

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Z-SCORE

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LONG · ZN

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SHORT · ZB

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Win rate · real trades (net)

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— signals tracked

Wins

Losses

Best persona

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Regime

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MOVE —

CLAUDE

awaiting…

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Direction

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Confidence

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COUNCIL

awaiting…

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Council votes will populate here.

ML MODELS

XGBoost ensemble

XGBoost direction

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XGBoost confidence

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Raw signal

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MARKET CONTEXT

macro + microstructure

Regime

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MOVE

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VIX

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Stoch K

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PERSONA WEIGHTS · learning loop

off — observing only until track record builds

PASSIVE

Persona weights will appear here once 10+ signals decide per persona.

AUTORESEARCH · self-tuning

Karpathy-style param mutator · evaluates & auto-reverts

Autoresearch will propose its first mutation after 15+ baseline signals.

LESSONS LEARNED · self-review

Claude analyzes its own wins/losses every hour

Lessons will appear after the first hourly self-review (or click Run Now).

SYSTEM WATCHDOG

checks pipeline health every poll

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Loading…

Signals decided

All-signal rate (mostly untraded)

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HIGH-confluence signals (scored, not trades)

HIGH-confluence hit rate

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Traded W / L

0/0

MULTI-HORIZON BREAKDOWN

Same signals, scored at 4 different windows. Trader-style (TP/SL) is the most realistic.

KYLE'S VALIDATION

your YES/NO becomes the ground-truth label for retraining

No votes yet — press YES or NO on the verdict panel to start building ground truth.

PERSONA TRACK RECORD

hit rate when each persona issued a directional call

Persona stats populate after a few signals decide.

SIGNAL HISTORY

live · all signals

No signals yet.

THE TRADE LEDGER · EVERY BOT TRADE

every trade the PRIMARY strategy takes (record starts 7/21) · entered at the signal price, exited at its target/stop — or force-flat daily at 4:30 PM ET (FOMC 1:45 PM, jobs-report days 8:10 AM; Kyle's 8/6 rule) · executing TENB (z≥1.5) — the one config fold-stable at true intraday granularity (8/7 Studies D+F, 1-min replay) — other spreads signal, score and ride the ¼-size parallel track below · real $, net of costs

Building the bot's trade ledger…

P&L BY CURVE

net after fees+slippage · all-time + today, per spread

PARALLEL TRACK · LONG-HOLD (¼ SIZE, PAPER)

the multi-day strategy Kyle benched on 8/6, still measured on the same entries at quarter size (21-day window, no daily flat) · tracking only — no texts, not in the August goal

No parallel trades yet — the long-hold track books the next reversion entry the primary takes (started 8/6).