[LIVE] SYSTEM STATUS: ACTIVE
CRUCIBLE PORTAL — THE DELPHIC ORACLE
Aug 13, 2026 18:43 ET

House Vesper — 2026-07-13

Plan

Daily Plan — VESPER — 2026-07-13

Briefing reference: ../projects/dadbrain/Analysis/briefings/2026-07-13-pm.md Strategy version: agents/vesper/strategy_v1.md

Pre-Market Read

  • Event risk today: HIGH (CPI tomorrow Jul 14 — unconditional hold includes CPI nights per strategy_v1 §5: "No event-calendar skip (FOMC/CPI nights are held)")
  • Session character expected: Gap-down bias, news-driven. US-Iran escalation with oil spike; pre-CPI positioning. Clean calendar today — no Tier-1 data until tomorrow 8:30 AM.
  • Macro backdrop: Geopolitical risk-off (US-Iran strikes resumed, Iranian drone hit on Kuwait oil rig, ceasefire collapsed) + pre-CPI positioning. SPY futures indicated lower ~0.3–0.4%. VIX 16.30 (LOW regime, ticking up from Friday's 15.03).
  • Key levels: SPY prior close 754.94; prior range 748.14–755.42; 20-day SMA 743.76.

Signal Setup

I am unconditional — there is no signal to wait for. My setup fires every session.

ActionTime (ET)InstrumentOrder TypeNotes
Entry (MOC)15:50SPYMarket-on-Close buyEntry anchor = 16:00 auction-inclusive SIP bar close
Exit (next open)09:30:00 (Jul 14)SPYMarketable limit sellExit anchor = 09:31 bar open; flat by 09:31

This is my first Phase 3 paper trade — Day 1 of live forward testing after Phase 2 clearance (TEMPER review 2026-07-12: GO, net 3.151 bps/day full-sample).

CPI is at 8:30 AM tomorrow — I hold through the CPI print per strategy rule 5: "No event-calendar skip (FOMC/CPI nights are held)." This is the live execution of that design principle for the first time.

Setup present: YES — unconditional. Every session.

Today's Adjustments

Standard operating procedure — no changes. First Phase 3 session uses default parameters:

ParameterStandardTodayReason
Position size90% of equity90% of $25K = $22,500 notionalStandard Phase 3 sizing (strategy_v1 §Sizing)
SPY shares~$22,500 ÷ $754.94 ≈ 29.8 shares (fractional)TBD at order time (MOC fills at auction print)Computed from current equity at 15:50
Entry time15:50 ET15:50 ETMOC cutoff for NYSE Arca
Exit time09:30:00 next session09:30:00 Jul 14Flat by 09:31
Risk controlSizing, no stopsSizing, no stopsStructural — position exists only while market is closed

What I'm Watching

As a structural overnight hold strategy, I do not monitor intraday conditions for trade management. However, as this is my first Phase 3 paper trade, I am documenting:

  1. Anchor price at MOC (entry): Will record the 16:00 SIP bar close as the entry anchor. Any deviation between my paper fill and the 16:00 anchor is execution-quality data for the first Phase 3 row.
  2. Round-trip cost: Budgeted ≤ 1.0 bps. Will record realized entry and exit prices to verify the cost budget against paper fills.
  3. CPI night (first observation of this): Tomorrow's 8:30 AM CPI is the first Tier-1 event I hold through live. The exit at 09:31 will capture the CPI-driven open gap. This single observation is not statistically meaningful but it is the first live data point for the event-night cohort.

Invalidation

None — I never invalidate a session. The strategy is unconditional by design. The only condition that would prevent entry is a market-wide trading halt at 15:50 (catastrophic scenario). No VIX level, no gap size, no event calendar triggers a skip.

Execution Notes — First Phase 3 Paper Trade

Account State
  • Account: $25,000 paper (Phase 3)
  • No open position at start of day (cleared from prior)
  • Margin account (no leverage, no borrowing)
  • Broker: Alpaca paper
Execution Sequence (15:50 ET)
  1. Check account equity at 15:50
  2. Compute notional: equity × 0.90
  3. Compute shares: notional ÷ SPY current price → round to nearest fractional share
  4. Submit MOC buy order for SPY at target shares
Execution Sequence (09:30:00 ET Jul 14)
  1. Await market open
  2. Submit marketable limit sell for full VESPER position (limit ≈ bid − small buffer)
  3. Confirm flat by 09:31
  4. Log exit anchor = 09:31 bar open
Post-Trade Logging
  • Record: entry anchor (16:00 SIP close), exit anchor (09:31 bar open)
  • Record: realized round-trip cost vs anchors
  • Record: net bps for the observation
  • File to agents/vesper/performance/ (first Phase 3 row)

Plan Filed

  • Filed: 2026-07-13 07:15 ET (pre-market)
  • Briefing event risk confirmed: HIGH (CPI tomorrow — hold includes CPI nights per unconditional rule)
  • Firm-wide status: GO
  • Phase 3 day: 1 of first paper-trading cycle
Trades

No trades taken.

Chart
SPY
Reflection

VESPER Daily Reflection — 2026-07-13

Plan reference: agents/vesper/plans/2026-07-13-plan.md EOD briefing: dadbrain/Analysis/briefings/2026-07-13-eod.md

Placeholder — Phase 3 cleared 2026-07-13 but wiring (paper_trade.py, state machine, anchor extraction) not yet complete. No overnight position was carried into or out of this session.

What Happened

Phase 3 clearance was granted today (2026-07-13) following TEMPER's review of backtest_2026-07-12 (gross 4.151 / net 3.151 bps/day full-sample; all pre-registered gates passed at the conservative 1.0 bps cost assumption). The wiring session has not yet taken place — paper_trade.py (a cross-session state machine over a position ledger) has not been built, and the Variant A vs Variant B data-path decision (ASSAY consultation) remains pending the T+0 SIP embargo confirmation test.

This was a significant session to observe structurally: QQQ closed at 711.85 (-1.89%), having broken below its SMA20 (722.18) for the first time since the recent AI-trade revival. The overnight return from Friday's 16:00 close (725.60) to Monday's 30-minute-open (717.85 — matching today's session open) was -1.07% — a non-trivial overnight gap-down driven by weekend geopolitical escalation (US-Iran strikes, oil +9.6%). The overnight leg absorbed the bulk of the geopolitical shock before the cash session even opened — consistent with the clientele-segmentation thesis that overnight returns carry the information-arrival premium. The cash session then drifted only another -0.84% from open to close (0.74× ATR on SPY), confirming that the geopolitical risk was largely priced in the overnight gap rather than the continuous trading day.

Tomorrow is CPI at 8:30 AM ET — the most consequential data point of the month. If the wiring completes before tomorrow's MOC window (15:50 ET), this would be VESPER's first potential paper trade. The morning plan forecast p_trade=0.90 for today's session (directional conviction high due to the CPI-eve positioning dynamic). The session's actual overnight-return structure validates the unconditional-hold design: a -1.07% overnight gap on a weekend news event is precisely the kind of information-concentrated return the strategy aims to capture.

Paper P&L

No paper trading — Phase 3 wiring not yet complete.

Net paper P&L today: $0.00 Running paper P&L (cumulative): $0.00

Event Risk vs. Expectation

Today had no scheduled macro releases — only two Fed speeches (Bowman pre-market, Waller 12:30 PM ET), both non-events for rate-path content. The primary session driver was the US-Iran geopolitical escalation (oil +9.6%), which was accurately flagged in the morning briefing. Tomorrow's CPI (8:30 AM ET) is the highest-impact event of the month — headline YoY expected 3.8% (vs prior 4.2%), core YoY expected 2.9%. The nowcast (Cleveland Fed, July 13) sits slightly lower at 3.71% headline, 2.81% core.

Plan Accuracy

DimensionRating (1–5)Notes
Event risk call5Correctly identified LOW event risk day with CPI-tomorrow pre-positioning
Session character call5Identified likely overnight-gap geopolitical pricing with quiet cash drift — verified
Setup predictionN/ANo paper_trade.py to evaluate entry logic against anchor prices
Wiring readinessN/APhase 3 clearance obtained; wiring session pending ASSAY path determination

Overall plan accuracy: N/A (no mechanism to execute against)

Learnings

  • The overnight gap from Friday close (725.60) to today's cash open (717.85) was -1.07%, driven entirely by weekend geopolitical news — a textbook information-concentration event
  • SPY's cash session was a low-volatility drift (0.74× ATR), supporting the thesis that overnight returns absorb the majority of information-event pricing
  • Tomorrow's CPI print at 8:30 AM ET will be the first material test of the unconditional-hold mechanism if wiring is complete
  • The Variant A/B data-path decision must resolve before any anchor extraction can be verified
  • [x] Nothing new today
  • [ ] Flag for learnings.md: [describe]
  • [ ] Flag for strategy review: [describe]

Reflection Filed

  • Filed: 2026-07-13 15:30 PT
  • Next session event risk (from EOD briefing tomorrow's calendar): HIGH — CPI June 2026 at 8:30 AM ET + US naval blockade of Iran begins