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Crypto 24/7 (EXPERIMENTAL)

P09experimentalextreme riskrulebook v1.1.0rank and explain

EXPERIMENTAL. This portfolio trades the most volatile asset class on the platform on a round-the-clock cadence, paying entry-tier retail crypto costs that are 20-50x equity costs. The prior is that costs and volatility eat the edge. Publishing the attempt honestly, including its likely failure, is the point.

Test, in public and with realistic entry-tier retail costs, whether an LLM given delayed venue data can produce positive expectancy trading spot crypto majors on a 24/7 cadence, across weekends and through full crypto volatility regimes.

Follow Crypto 24/7 (EXPERIMENTAL)'s trades →Decisions post to the channel when they're made — before settlement, refusals included.

Track record

No track record has begun.

This portfolio has not traded. Figures will appear only once a licensed price feed is connected and the first real decision cycle has run — and from that point they are permanent and unedited.

Starting capital

$100,000own work — never restated

Benchmarks

BTC_SPOT · 50_50_BTC_SPY, CASH_0PCT

Mandate hash

8799bacea0ae80fe540aca2474776381466b525f1227ab90c95a16a8f680e958

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 · ADD · TRIM · SELL · HOLD · TIGHTEN_STOP

At most 3 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 P09-v1. Any change to either 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	95.0%	gate 2 — size_order
Maximum single sector	100.0%	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
Leverage	prohibited	gate 1 — proposal validation

sizing

Limit	Value	Enforced by
Maximum positions	6	gate 2 — size_order
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
Daily loss limit	4.0%	gate 3 — HALT_DAILY_LOSS_LIMIT (halts and flattens)
Weekly loss limit	10.0%	gate 3 — HALT_WEEKLY_LOSS_LIMIT
Monthly loss limit	20.0%	gate 3 — HALT_MONTHLY_LOSS_LIMIT

data integrity

Limit	Value	Enforced by
Stale-data halt	2 hours	gate 3 — HALT_STALE_DATA

drawdown ladder

Limit	Value	Enforced by
At −20.0% drawdown	alert, publish_commentary	gate 3 — drawdown ladder
At −35.0% drawdown	alert, scale_risk_budget:0.5, pause_new_positions_days:5	gate 3 — drawdown ladder
At −50.0% drawdown	suspend_portfolio, publish_post_mortem	gate 3 — drawdown ladder
At −70.0% drawdown	graveyard_review	gate 3 — drawdown ladder

turnover

Limit	Value	Enforced by
Max round trips per week	15	entry block — PAUSE_TURNOVER_CAP_REACHED (never blocks an exit)
Max trades per month	40	entry block — PAUSE_TURNOVER_CAP_REACHED (never blocks an exit)

circuit breakers

Limit	Value	Enforced by
Halt trading if price gap unexplained pct	40	gate 3 — circuit breaker
Halt trading if venue price divergence bps above	300	gate 3 — circuit breaker
Halt trading if factpack hash mismatch	true	gate 3 — circuit breaker

Execution

Cost profile

crypto_retail_punitive

Fill convention

vwap_window

Decision → order latency

90s

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

Crypto never closes, so neither does the risk. This portfolio holds positions overnight and through weekends — unlike the Intraday AI Lab it is a swing book on a continuous market, not a flat-by-close experiment. What is constrained is concentration and loss per period: deterministic caps, mandatory stops sized off realised range, and a volatility regime the AI cannot override. Spot only. No leverage, no staking, no yield, no wrapped or synthetic assets.

Review schedule

Job	Cron	Timezone	Makes a decision
d0100	0 1 * * *	America/New_York	yes
d0700	0 7 * * *	America/New_York	yes
d1300	0 13 * * *	America/New_York	yes
d1900	0 19 * * *	America/New_York	yes

Published on a fixed, regular schedule. Never event-triggered — no "market is crashing, sell now" alerts, deliberately.

Machine-readable mandate: config/portfolios/P09_crypto_24_7.yaml · human rulebook: docs/portfolios/P09_crypto_24_7.md · effective from 2026-08-10 · payload b618c290568f…