Where we make our living. Only trades committed to with real capital appear here — the exact live-mark + Take-It take/cut card flow, with a bold money-book header (positions, avg P&L, committed exposure). Everything else on the platform is modeling, signals, or waiting to go live. Promote a trade with python promote.py <id>.

The live money book's cumulative dollar P&L, marked every build off a $500k capital base and running from each position's entry. Per-position contribution, best/worst day, max drawdown. Options are proxied off the underlying (flagged); closed positions fold into realized as they exit.

Naming is not understanding. The intellectual-honesty core beneath the whole model, through Feynman's lens — you can name why a stock moved ('momentum', 'mean reversion') and still know nothing about whether it repeats. Real edge means saying why from the mechanism up and naming what would break it. Includes the free BBC Feynman film.

One landing page that unions every extreme reading the scanners emit — Trigger Portal, Large Movers, High/Low Breaks and 65d Touch — de-duped to one line per instrument (rewarding multi-scanner confluence), scored by STORM, gated by the TEF thesis, and sorted into buckets. Bucket 1 = high-conviction, thesis-cleared; momentum earns a seat only when its own study clears win ≥60% & n ≥8 (the Soybean rule).

The modeling & on-deck layer — every published trade dossier converted into a tracked position and re-marked against price each build: entry, direction-adjusted P&L, sessions-in-trade, targets, stops, time-stops, invalidation, and each trade's Take-It scaled-exit ladder. These are signals running, waiting, or being evaluated; commit capital to one and promote it to Production.

Every open position marked to the latest price, with the size remaining after any scaled exits, the next armed Take-It rung to take profit into, and each trade's own hard stop — plus a signal-based execution log that timestamps every 20/30/30/20 take-profit or loss rung as a daily close crosses its level. The realized record of the mechanical exit plan.

Risk & results carved from Grant's Trading Risk — Sharpe/Sortino with a standard-error band, drawdown discipline, the closed-trade distribution & per-strategy attribution, and forward risk (margin-blended exposure, parametric + historical VaR, a scenario grid, and the alpha-vs-beta test). Answers the one question: are we paid for the risk we take?

The weighted top-10 model portfolio — every Trading-Ideas signal scored by outcome potential (its own 21-day edge × sample × win-conviction, boosted on multi-scanner confluence), the best 10 conviction-weighted into a book with entries, Take-It ladders and stops. Re-ranks each build.

A dedicated execution book for the STORM top-10 — $125,000 account, 2× margin ($250,000 buying power), each name pre-sized to its STORM weight. Full fills ledger, execution timeline and Live/Library archive, independent of the main blotter.

The same scaled-exit strategy applied to every live position: enter 100%, scale out 20/30/30/20 into strength at rising profit deviations, with a mirror loss-taker at the same distances on the downside — capped by each dossier's hard stop. Levels recompute from the locked entry each build.

Your working positions spreadsheet — log the fills you actually got (price paid, sold, size) and it computes cost, proceeds and P&L $/% (sign-adjusted for shorts), Open vs Closed. Editable, saves in your browser, seeded with the live-book trades, with CSV import/export.

The MA-stretch lens on the advisor's toolkit — the 11 GICS sectors, key sub-sectors, factor/style tilts and fixed income. Each ETF's distance from its 21/65/200-day trend, its 2023-window stretch percentile, and the forward-return read from that location, distilled into a tilt verdict (add / trim / trending). The diversification companion to the concentration picture.

A standardized signal scanner across every product & ratio spread — 2σ shocks, MA-distance Z-extremes, decile extremes, and 21-day crosses — each with its own historical forward-return edge, an edge-ranked score, and a New-today filter, one click from the deep research.

A multi-horizon, volatility-adjusted move scanner — any product or spread ≥2σ over 1/2/3/5/10/15 sessions (21-day vol × √h), shown as a z-score matrix so you read the shape (acute spike vs sustained thrust), each with the forward-return edge after the same move.

Where every top-250 stock & top-75 ETF closed inside its daily range — off-high / up-from-low as a fraction of range, plus % from the low/high in return space — surfacing intraday exhaustion reversals (🔨 hammers & ⭐ shooting stars). Click any name for a forward-return analog study from its own history.

A synthetic equal-weight index of SMH's 25 semiconductor holdings vs cap-weighted SMH — the concentration premium (mega-cap vs the average semi), a full constituent scorecard with relative strength, and basket breadth. SMHEW is a first-class symbol: usable in the Spread Lab & MA-Query like an ETF.

Every product & ratio spread that broke to a new 21-day or 500-day high/low today on a session move of at least ±3% — momentum breakouts (🚀 500-day = ~2-year highs) and breakdowns (💥 500-day lows) — each with that instrument's own forward-return edge after prior same-type breaks. Click for the forward-return paths; the trade takes its direction from the edge (some breakouts historically fade).

Strong names (65d rising & above the 200d) that just pulled back to their 65-day MA — a defended touch, or a 1-2 day break & reclaim — each with the forward-return edge after prior touch-and-go setups. Click for the forward-return paths.

Every research name whose latest weekly bar engulfs the prior week's range (higher high + lower low) and closes decisively — bullish above / bearish below the prior close. Each carries its own forward-return edge over the next 1–20 sessions after prior occurrences, with the trade taken from the edge (these are often bought even when they look bearish). Click for the paths + the live occurrence.

MA readings on relative-value ratios across ETFs, single stocks & commodities — spread-Z screener, ratio-vs-MA charter with ±2σ bands, forward-return spaghetti after stretch extremes, and a fresh ratio-cross screener.

A complexity graph of the SpaceX supply chain and the publicly-traded opportunities around its IPO.

The Cboe S&P 500 Dispersion Index sits near record highs at the same time as the index — a pairing that essentially never occurred before 2024. Rolling return correlations, the post-2024 regime break (0 joint-high days in 2014–19 → 66% of 2026), and the structural drivers: single-stock leverage, the AI complex, and a now-crowded dispersion trade.

Relative rotation graph: which sectors are gaining or losing leadership against the market, and in which direction they are turning.

Which factor tilts earned their keep, which moves were genuinely big, and how the year is stacking up — live weekly data.

Hyperscaler credit: reported CDS, equity-implied spreads, capex vs free cash flow, and the banks-vs-hyperscalers divergence.