P02 · Retired

AI Swing Trader

by AI Portfolios

No recorded value yet. This book is not at zero — it has not been marked.

All time

—

Holdings

Risk level

high

About

Trend continuation and mean reversion are both real but regime-dependent. The deterministic layer decides how much risk may be taken and where the stop sits; the AI decides which of the eligible setups it prefers and why. Risk is sized in dollars-at-risk, never in dollars-invested.

Follow AI Swing Trader

This is the simple view. Nothing has been removed — the decision records, the refused proposals, the AI's own words, the cost model, the published limits and the hash chain are all in Advanced, which is the switch in the header. How to verify any of it →

Showing every layer. Pick Simple or Advanced in the header to choose one — nothing is removed either way, and the full record is always in this page.

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AI Swing Trader

P02retiredhigh riskrulebook v2.2.0rank and explain

RetiredRETIRED

This book is closed. Its record stays published in full; retirement is a state transition recorded as an event, not a deletion.

This portfolio is retired. It is preserved unedited, it appears in every aggregate statistic on this site, and it was never deleted. Retired at era 2's opening, having traded in era 1. Two measured reasons, neither of them a fault in the thesis. First, its universe is the platform's widest — 1,706 candidates for 532 eligible — and even after session 29 cut the tick's feed cost by 63% it carries roughly five and a half minutes of rate-limiter floor before the model is called, against a published fifteen-minute intraday cadence shared with two other books. A tick that overruns is skipped by `flock` and a skipped firing writes no record, so the book would have decided at a fraction of the rate its page promises with nothing disclosing it. Second, its TRIM rule — the only way it frees cash without exiting a position outright — was arithmetically inert until session 28 replaced it, and the replacement has never fired against the model. A fresh record must not open carrying either.

Capture directional moves lasting roughly 3 to 30 trading days in liquid US equities and ETFs, using a defined-risk framework where every position has a pre-committed stop and a maximum holding period.

AI Swing Trader's decisions, live →The public decision feed posts every decision when it's made — before settlement, refusals included. On Telegram, free.

Cadence — when it last decided, and when it next will

Next decision due

2026-09-28 11:30Z

Decision slots

Slot	Last due	Answered	Status
premarket scan 30 7 * * MON-FRI · America/New_York	—	never	unchecked This slot marks and reports; it never calls the model, so it leaves no decision record to check it against.
midday check 0 12 * * MON-FRI · America/New_York	—	never	unchecked This slot marks and reports; it never calls the model, so it leaves no decision record to check it against.
postclose react 10 16 * * MON-FRI · America/New_York	—	never	unchecked This slot marks and reports; it never calls the model, so it leaves no decision record to check it against.

Catch-up policy. A decision instant that passes unanswered is run on the next pass, once, and the record stamps both instants — when it was due and when it actually ran. Past the catch-up window the gap stays open and is published as missed rather than backfilled.

Track record

No track record exists.

This portfolio was retired before its first decision cycle and is preserved in this state permanently.

Starting capital

$100,000own work — never restated

Benchmarks

SPY · MTUM, 50_50_SPY_CASH

Mandate hash

e310a29c1eaca2c92ca9c98757be6581561dcd478cc6dab92e6700765a64d3dc

What the AI is allowed to do

This portfolio's AI ranks candidates and explains its reasoning. It proposes direction and conviction only. Every price, quantity, weight and risk limit is computed by deterministic code the model cannot see or influence.

It may propose

BUY · TRIM · SELL · HOLD · TIGHTEN_STOP

At most 4 proposals per run, each carrying a direction, a conviction from 1 to 5, a rationale, and references to the facts it used.

It cannot

set a price
set a quantity or share count
set a weight or position size
set or move a risk limit
execute anything

Model tier fast · prompt version P02-v1. Any change to the decider or the prompt is recorded as a MODEL_CHANGE event in the audit chain — without it the record would be a chimera of two systems presented as one.

Enforced limits

Every limit below names the code path that enforces it. This is not decoration: a limit that is published but never fires is worse than no limit, because a reader has no way to tell the difference. A test walks every mandate, drives the engine into the state each declared control claims to protect against, and fails the build if nothing stops it.

exposure

Limit	Value	Enforced by
Maximum gross exposure	100.0%	gate 2 — size_order
Maximum single sector	40.0%	gate 2 — size_order

permissions

Limit	Value	Enforced by
Shorting	prohibited	gate 1 — proposal validation
Derivatives	prohibited	gate 1 — proposal validation
Margin	prohibited	gate 1 — proposal validation

sizing

Limit	Value	Enforced by
Maximum positions	12	gate 3 — BREACH_MAX_POSITIONS (portfolio limit check)
Minimum new position	2.0%	gate 2 — size_order
Maximum order as % of ADV	0.5%	gate 2 — size_order

loss limits

Limit	Value	Enforced by
Weekly loss limit	8.0%	gate 3 — HALT_WEEKLY_LOSS_LIMIT
Single-day loss alert	4.0%	gate 3 — alert

data integrity

Limit	Value	Enforced by
Stale-data halt	24 hours	gate 3 — HALT_STALE_DATA

drawdown ladder

Limit	Value	Enforced by
At −10.0% drawdown	alert, scale_risk_budget:0.5	gate 3 — drawdown ladder
At −15.0% drawdown	alert, pause_new_positions_days:5, scale_risk_budget:0.5	gate 3 — drawdown ladder
At −20.0% drawdown	alert, scale_risk_budget:0.25, mandatory_deep_review	gate 3 — drawdown ladder
At −25.0% drawdown	suspend_portfolio, publish_post_mortem, require_new_rulebook_version	gate 3 — drawdown ladder

turnover

Limit	Value	Enforced by
Max trades per week	12	entry block — PAUSE_TURNOVER_CAP_REACHED (never blocks an exit)
Min holding period days	1	entry block — PAUSE_TURNOVER_CAP_REACHED (never blocks an exit)

circuit breakers

Limit	Value	Enforced by
Halt trading if price gap unexplained pct	20	gate 3 — circuit breaker
Halt trading if vix above	45	gate 3 — circuit breaker
Halt trading if factpack hash mismatch	true	gate 3 — circuit breaker

Execution

Cost profile

zero_commission_us

Fill convention

vwap_window

Decision → order latency

60s

VWAP window

15 minutes

Fills are struck on a VWAP window that begins strictly after the decision timestamp plus a latency delay. No fill can use information from the bar in which the decision was made, so look-ahead is arithmetically impossible rather than merely avoided.

Philosophy

Review schedule

Job	Cron	Timezone	Makes a decision
premarket scan	30 7 * * MON-FRI	America/New_York	yes
midday check	0 12 * * MON-FRI	America/New_York	yes
postclose react	10 16 * * MON-FRI	America/New_York	yes

Published on a fixed, regular schedule. Never event-triggered — no "market is crashing, sell now" alerts, deliberately. This table is the promise; the cadence panel at the top of the page is whether it was kept, instant by instant.

Machine-readable mandate: config/portfolios/P02_ai_swing_trader.yaml · human rulebook: docs/portfolios/P02_ai_swing_trader.md · effective from 2026-08-06 (wall clock) · payload 540d30e63326…