House Mneme — 2026-07-13

desk: house-mneme date: 2026-07-13 forecasts: mneme: p_trade: 0.3 direction: long conviction: low trace: p_trade: 0.3 direction: long conviction: low

Desk Plan — House Mneme — 2026-07-13

Briefing reference: /Users/dadbot/Desktop/ClaudeBod/projects/dadbrain/Analysis/briefings/2026-07-13-pm.md PM: MNEME (continuing founder, House Mneme) Scanner watchlist: intelligence/2026-07-13-watchlist.md — firm-wide GO; CPI is tomorrow (Jul 14), not today. VIX 16.30 (LOW regime, up from Friday's 15.03).

Shared Market Read

• Event risk today: HIGH (CPI tomorrow — Jun 2026 at 8:30 AM ET. No Tier-1 data today. The dense event week ahead — CPI Tue, PPI + Warsh testimony Wed, Retail Sales Thu — means today is a positioning session, not a catalyst session.)
• Session character expected: News-driven / geopolitically-tilted — gap-down bias on overnight US-Iran escalation (fresh strikes, drone hit on Kuwait oil rig, Strait of Hormuz closure declared by Iran). Oil surging (~3-5%). Energy sector bucking the broad weakness. The afternoon Waller speech (12:30 PM) could add a policy-rate dimension ahead of the CPI print. Pre-CPI positioning likely caps both upside and downside into the close.
• VIX regime: 16.30 (LOW < 18) — ticking up from Friday's 15.03 on geopolitical stress + pre-CPI anxiety. Still well below our 22 invalidation threshold for both members. LOW regime is the cleanest pattern-matching environment for KNN, but both members' VIX regime breakdowns show their strongest PF in the VIX 20-30 band, not LOW. The LOW regime is adequate, not ideal.
• Key levels: SPY prior close 754.94, prior low 748.14, prior high 755.42. 20-day SMA 743.76 (well below price — trending structure intact). Daily ATR(14) trailing $9.35. DIA will reflect the Dow's relative resilience: Dow futures -0.11% vs S&P -0.42% and Nasdaq -0.91%.
• Macro backdrop: Renewed US-Iran military escalation — ceasefire collapsed, Strait of Hormuz tension — drives a risk-off open with oil surging. Pre-CPI positioning dominates the afternoon. The SPF Q2 projects headline CPI at 6.0% annual rate — a hot print would reinforce the selloff narrative; a benign number extends the AI-driven recovery. Today's session is positioning ahead of that binary event.

MNEME — SPY (KNN, K=15, max_sim ≥ 0.50, vote ≥ 62%, LONG-only)

Setup present: Possible but low conviction. The gap-down open dominated by geopolitical headline risk and pre-CPI positioning creates an unusual composite regime that the KNN library may not have clean analogues for. SPY's gap-down (-0.42% pre-market) is not extreme enough to trigger the invalidation threshold (-1.5%), but the narrative driver is structural (Iran escalation, oil spike, CPI positioning) — not a standard macro re-rating.

Window assessment:

Sizing: Standard 0.75% ($187.50 on $25K) — no adjustment. CPI is tomorrow, not today. The gap-down is moderate (-0.42% pre-market), well within the 1.5% invalidation threshold.

Key invalidation:

• SPY gaps down > 1.5% at 9:30 ET combined with VIX opening above 22 → stand down all windows
• No discernible session character by 11:00 (directionless chop between prior close and gap level) → diminished KNN potential across all windows
• Window C alone at 62-65% vote on a pre-CPI positioning day with Waller speech during observation → likely pass, even at standard vote

Hard skip check: ❌ NOT TRIGGERED. No Tier-1 or Tier-2 events today. CPI is tomorrow (Jul 14) — that is a hard skip day, but not today.

TRACE — DIA (KNN, K=10, max_sim ≥ 0.60, vote ≥ 62%, LONG-only)

Setup present: Possible but low conviction. The Dow structure is actually more favourable than MNEME's SPY today. Dow futures -0.11% (resilient vs S&P -0.42% and Nasdaq -0.91%). The oil spike from Iran escalation benefits DIA's energy components (CVX, XOM — major Dow constituents) while the tech selloff that crushes Nasdaq has less impact on the Dow's 30-stock blue-chip composition. The Dow/Nasdaq divergence may persist, creating a distinct DIA microstructure that the KNN library can pattern-match.

Window assessment:

Sizing: Standard 0.75% ($187.50 on $25K) — no adjustment. DIA's resilience is a structural observation, not a sizing adjustment.

Key invalidation:

• DIA gaps > 1.0% at open → stand down all windows
• VIX opens above 22 or spikes above 24 intraday → stand down
• Window C alone at 62-65% vote → hard pass (pre-registered rule)
• KNN retrieves predominantly structurally-regime-mismatched analogues (2022 oil-crisis sessions, Ukraine escalation) → manually assessed pass

Hard skip check: ❌ NOT TRIGGERED. No Tier-1 or Tier-2 events today. CPI is tomorrow (Jul 14) — hard skip day, but not today.

Plan Filed

• Filed: 2026-07-13 (pre-market)
• Frontmatter forecasts complete for every active member: yes
• GHOST: frozen (Phase 2) — no plan, no forecast
• Both members keep their standard pre-registered monitoring rules and Window C suspension thresholds (MNEME: 15-trade rolling PF < 1.2; TRACE: 20-trade rolling PF < 1.2)

House Mneme Desk Reflection — 2026-07-13

Plan reference: desks/house-mneme/plans/2026-07-13-plan.md EOD briefing: dadbrain/Analysis/briefings/2026-07-13-eod.md

What Happened

Family 5 took two trades today — one per active member — and produced a net combined P&L of -$53.95. Both trades were long signals from KNN similarity engines on a session dominated by geopolitical risk-off (US-Iran escalation, oil +9.6%, tech-led selling). Both trades were stopped out, but TRACE's stop triggered at entry price (break-even) while MNEME's loss was confined to -$53.95.

MNEME (SPY, Window B — anchor): Entered long at 12:00 @ 751.18, stopped out at 12:25 @ 750.64. Net P&L: -$53.95. The anchor window (holdout PF 3.76) fired on a session where the 24-bar morning observation showed geopolitical absorption, but the KNN's prediction of afternoon recovery was wrong — the tape continued to drift lower. The stop was hit before Waller's 12:30 PM speech.

TRACE (DIA, Window A — strongest by PF): Entered long at 10:00 @ 527.76, stopped at entry price. Net P&L: $0.00. The Dow's relative resilience was confirmed (DIA -0.21% vs SPY -0.77% and QQQ -1.89%) but the KNN's long signal at 10:00 was a bet on immediate morning upside that the broadening risk-off prevented. The break-even was the best plausible outcome.

Desk-level observation (Pooled Validation, Family 5): Both members fired same-day long signals on a clearly risk-off session. The KNN similarity engine for both instruments found pattern matches predicting upside on a day where the geopolitical narrative driver was the dominant force. This is the first same-day co-fire in Phase 3 (both MNEME and TRACE traded the same day). Per TEMPER's ECHO v5 correlated-session finding, same-day Family 5 trades count as one clustered observation for significance purposes. The clustered observation is a loss — net -$53.95. This is consistent with the desk's pooled risk: both members are long-only KNN strategies that can fire the same direction on the same day, producing correlated outcomes.

Tomorrow: CPI June 2026 at 8:30 AM ET — HIGH event risk. Both members hard-skip. No trading expected.

Paper P&L

Combined desk P&L today: -$53.95 MNEME cumulative Phase 3: 3 trades, +$100.98 net, 33.3% WR, SPRT CONTINUE TRACE cumulative Phase 3: 3 trades, +$72.21 net, 33.3% WR, SPRT CONTINUE Combined desk cumulative: 6 trades, +$173.19 net, 33.3% WR

Event Risk vs. Expectation

The desk plan rated today as HIGH event risk (CPI tomorrow) — correct. However, the actual session driver was the weekend's US-Iran escalation, which was not on the calendar. The desk plan correctly identified the geopolitical overlay in the session character assessment and the energy-insulation thesis for DIA. Both members' plans correctly set low conviction (p_trade 0.3 each). The plan's assessment that the "composite regime (geopolitical gap-down + pre-CPI positioning on a LOW VIX Monday) is structurally unusual for KNN" was accurate — both members' KNN engines found long signals on a clearly risk-off day, suggesting the pattern-matching library lacked adequate analogues for the composite session type.

The Bowman and Waller speeches were correctly assessed as non-events. No scheduled macro releases affected the session.

Plan Accuracy

Overall plan accuracy: 3.75 / 5

Learnings

• First same-day Family 5 clustered observation: Both members fired long signals on the same risk-off session. The clustered outcome is a loss (-$53.95). This is the first live data point for the pooled validation framework. Per TEMPER's ECHO v5 finding, same-day Family 5 trades count as one observation — the net -$53.95 is the clustered result. Too early for any conclusion (single observation), but the mechanism is worth tracking: correlated outcomes on geopolitical/event-driven days are the desk's primary pooled risk.
• Both members' KNN engines found long signals on a day where the dominant narrative was risk-off. This is the core structural question for Family 5: does the KNN similarity engine reliably distinguish between "absorption morning that leads to recovery" and "absorption morning that is a pause in a geopolitical repricing"? Today's answer was no. The 10-trade checkpoint for each member will be the first meaningful test of this question.
• TRACE's break-even exit is the cleanest outcome of the day. A wrong-direction entry that costs nothing preserves the cumulative P&L and the SPRT boundary. Acceptable.
• Tomorrow is a hard skip day for both members (CPI June 2026 at 8:30 AM ET). No trading. The US naval blockade of Iran also begins Tuesday — this is a dynamic geopolitical catalyst that could compound the CPI reaction. The next trading opportunity for Family 5 is Wednesday 2026-07-15 (PPI + Warsh testimony — Tier-1 day, also hard skip).

Reflection Filed

• Filed: 2026-07-13 18:30 ET
• Next session event risk: HIGH — CPI June 2026 at 8:30 AM ET. Hard skip for both members.
• GHOST: frozen (Phase 2) — no reflection written.