WOLFX Research · daily/2026-06-12-eod.md

The WOLFX Daily — 2026-06-12

Auto-composed by V187 daily brief cron

Scoreboard

Combined NAV: $1,384,187 (-$64,419 vs $1.45M baseline — below baseline).

Alpaca: $49,556
OANDA: $91,200
IBKR: $1,243,430 (unrealized +$0)

Live strategy attribution

Realised P&L from trades placed by the engine. **Strategies tagged (kill-switch) are gauntlet-rejected and gated off in V194 — their P&L reflects pre-V194 history, not future expectation.**

Strategy	Status	Trades	Win rate	PF	Realised P&L
wolf_reflexivity_negative	live	42	31%	1.18	+$432.55
wolf_reflexivity_positive	live	225	80%	1.75	+$2422.39
sniper_mean_reversion	(kill-switch — V194)	55	64%	3.10	+$3766.74
wolf_quantum_convergence	(kill-switch — V194)	5	80%	3.17	+$447.16
wolf_oracle	live	167	82%	5.96	+$674.13
news_alpha	(kill-switch — V194)	6	100%	99.90	+$55.64
squeeze	live	1	100%	99.90	+$184.97
orb_breakout	live	13	92%	152.77	+$603.72

Shadow-canary status

overnight_drift: trades=6, sharpe=1.187, eligible=False — hold: only 6 trades (need 20)
vix_carry: trades=0, sharpe=None, eligible=False — hold: sharpe None < 0.5; only 0 closed trades (need 3)
trend_xasset: trades=1, sharpe=None, eligible=False — hold: sharpe None < 0.5; only 1 closed cycles (need 3)
vwap_breakout: trades=10, sharpe=-5.326, eligible=False — hold: sharpe -5.326259973503757 < 0.5; only 10 trades (need 20)
smcap_rotation: trades=2, sharpe=None, eligible=False — hold: sharpe None < 0.5; only 2 closed cycles (need 5)
tlt_ief_curve: trades=0, sharpe=None, eligible=False — hold: sharpe None < 0.5; only 0 closed cycles (need 5)
antipead_short: trades=0, sharpe=None, eligible=False — 26 sessions logged but no entry candidates yet
cef_discount: trades=0, sharpe=None, eligible=False — 5 sessions logged but no z<=-1.5 candidates
lottery_short: trades=13, sharpe=-0.023, eligible=False — hold: sharpe -0.023252041618890495 < 0.8; only 13 closed trades (need 50)
gap_faller_long: trades=0, sharpe=None, eligible=False — 25 sessions logged but no candidates

Cross-strategy correlation: max pairwise -0.403, 3 strategies with data. max pairwise correlation -0.40 — diversifying portfolio

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WOLFX publishes every signal and every realised fill. Past performance, including walk-forward backtest performance, is not predictive of future results. Trading involves substantial risk of loss.

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