The paper program (Apr–Sep 2026, +12.76%) proved the framework and is now closed — its record is frozen here. This page tracks the real capital at a simplified level: how much is deployed, into which blocks, and which rule authorized each move. Broker, tickers-level detail and execution remain private. Updated each session that changes the book.
% of the $1M in risk assets (cash & money-market excluded). Target path: gate-driven, not calendar-driven.
Same rules, different mandates. Consolidated allocation above; per-envelope donuts will replace it once the two books diverge.
No margin, no derivatives, rebalanced 1–2× a year. Destined for the metals & miners complex, long treasuries on a confirmed shake, and the protocol watchlist when its gates open. Money-market carry while waiting.
Futures, options and FX. Carries the index exposure (single leverage vehicle, hard stop), the FX legs of the cycle, and the permanent hedge ladder — insurance is bought before exposure, never after. Structurally cash-heavy: margins are the working capital.
One line per update — newest first. Every move names its rule.
| Date | Deployed | What changed & the rule that authorized it |
|---|
Two envelopes ($500k dormant, cash-only · $500k active, derivatives-capable), governed by two systems: Protocol v5.2 (36 frozen rules — regime states, hard triggers, the drawdown ladder) and the macro roadmap (sequenced entries: metals & miners, index futures, duration, FX). The standing hard lines: real yield ≥2.50% = full deployment freeze · S&P decisive weekly close <7,100 = stop deploying · permanent hedge while index exposure exists · 25% cash floor until the rate gate resolves. Framework and session-by-session reasoning: the macro research pages. Not financial advice — this is a personal, rule-governed deployment published for methodology transparency.