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House Mneme — 2026-08-12

House Mneme 2026-08-12
Plan

desk: house-mneme date: 2026-08-12 forecasts: mneme: p_trade: 0.0 direction: none conviction: low trace: p_trade: 0.0 direction: none conviction: low

Desk Plan — House Mneme — 2026-08-12

Briefing reference: /Users/dadbot/Desktop/ClaudeBod/projects/dadbrain/Analysis/briefings/2026-08-12-pm.md PM: MNEME

⚠️ WATCHLIST NOTE (must be read before any instrument-level read): today's scanner watchlist (intelligence/2026-08-12-watchlist.md) was generated at 10:20 ET — AFTER the open (the 4:00 AM PT run fired late). Its "pre-market" figures reflect early-session tape, not pre-open levels. The PM briefing (Alpaca/IEX-verified, generated 10:04 ET) is the authoritative price source for today's numbers. All instrument signals from the watchlist are treated as early-session context, never pre-open pre-commitments. Moot for both stacks today — this is a hard-skip day and neither gate runs — but recorded for the session read so the desk does not confuse early tape with pre-open signal.

Shared Market Read

  • Event risk today: HIGH — and it is the hard-skip event itself. July CPI printed 8:30 AM ET, in line and tame — headline +0.1% MoM / +3.4% YoY (from 3.5%), core +0.2% MoM / +2.5% YoY (from 2.6%); shelter sticky (+0.1% MoM) but energy fell −1.5% MoM. The week's dominant macro fork resolved to the benign side. Firm-wide status per watchlist: NO-GO — macro data release; all desks stand down. Both members carry CPI in their pre-registered Tier-1 hard-skip set (shared/event_calendar.py, tier_filter=2) — the paper runners will log no_trade:event_day:CPI_tier1 before any signal evaluation. No window in either stack holds past 16:00 ET, so even a tradeable day would carry nothing into the after-close CSCO/CBRS prints — but that is moot; today is closed by rule.
  • Session character expected: Mildly positive, tech/AI-led risk-on — the benign print removes the macro overhang and rekindles the AI-infrastructure bid (CoreWeave beat +10–15% AH, SMCI, NVDA's $500B AI-capital partnership with KKR among the six asset managers). Nasdaq leading (QQQ gap +1.14% to 726.46; SPY +0.33% to 773.05). Residual two-sided element: oil/Hormuz (Iran impasse persists, Brent +2% near high $80s) and tonight's Cisco (~8% implied swing) — discrete after-hours risk, not an intraday structural driver. This is a post-print momentum-continuation character, not a clean pattern-library day — exactly the class this desk's mechanism treats as having no valid historical precedent.
  • VIX regime: 14.81 — LOW (<18) and falling (−0.47). Both stacks' best backtested regime (MNEME VIX<20 PF 2.39; TRACE VIX<20 PF 2.46) — moot today: the event filter closes the session before regime matters. It matters only for what today would have looked like had it been tradeable, and for tomorrow's read.
  • Key levels: SPY prior close 770.52 (08-11), pre-market print 773.05, prior range 769.41–774.53, SMA20 752.26, ATR(14) 8.94. QQQ prior close 718.30, pre-market 726.46 (+1.14%). DIA not in the briefing price block — TRACE's recent Phase 3 band ~$515–524 (last entry 07-27 at $523.31; Dow has since drifted lower with the soft CPI-eve tape). Today is a gap-up, tech-led open — for the learning exercise, the reference is how the gap holds/extends versus fades into the close.
  • Macro backdrop: The week's inflation gauntlet resolves benign — in-line CPI clears the macro overhang, flipping the character to modest risk-on led by AI-infrastructure, with a persistent oil/Hormuz bid and a discrete CSCO after-close print. Whatever the tape does, today's intraday structure is CPI-shaped, not pattern-library-shaped — and this desk's mechanism, per its own founding documents, treats macro-catalyst sessions as having no valid historical precedent: any KNN match on a CPI-shaped day is spurious. That is why both stacks skip, and it is the frame for every section below.

MNEME — SPY KNN (p_trade 0.0, none, low)

No trade expected — CPI hard skip (Tier-1, pre-registered). My paper_trade.py closes the session on is_event_day(trade_date, tier_filter=2) before any KNN gate runs: no window (A 9:30–10:00 / B 10:00–12:00 / C 12:00–14:00 observation) will be evaluated, no vote or max_sim computed, no entry permitted. This is the 07-02 NFP and 07-14 CPI precedents applied verbatim. Today's bar structure is shaped by the market's reaction to the (benign) print and the post-print AI-momentum bid; my pattern library has no parallel universe where the same bar pattern occurred absent CPI context — any historical match is spurious, and the KNN gates would be measuring CPI-reaction noise as if it were normal SPY microstructure.

Setup present: No — hard skip. I do not dress this up. One nuance worth stating, given it was yesterday's focus: my event-day blackout still reads as foregone opportunity, not protection on SPY (30-day deliverable: blackout-date trades n=47, WR 42.6%, PF 3.28 — in line with or better than the general population PF 3.07). TEMPER has made no call; the deliverable reported, it did not act, and the skip remains absolute. Today is a learning data point for that question, not a license — and the benign print means today's would-have-been tape is a favourable foregone-opportunity case, worth logging for that open question.

  • Sizing vs. event risk: N/A — the event filter is a hard gate, not a sizing input. No defensive sizing, no shadow book, no "half-size the skip." Standard 0.75% ($187.50) remains the answer for any tradeable day; today is not one.
  • Session-character fit: the worst fit in my calendar — CPI-shaped days are the spurious-match class by design, and the post-print AI-momentum continuation character is not my library's clean home turf anyway.
  • Key levels (learning reference): SPY prior close 770.52, range 769.41–774.53, pre-market 773.05. Whether the post-print tape holds above 774.53 (record-extension momentum shape) or fades back toward 769.41 (open-high-fade shape) tells me whether today, had it been tradeable, would have been a library-recognizable continuation day or a gap-resolution chop day. Yesterday's loss (Window C, entry 771.19 → stop 770.73, −$44.62) was on the flagged C window in the afternoon positioning segment — the C rolling record is the standing watch, unchanged by a skip day.
  • Invalidation: absolute — nothing today changes execution; my SPRT stays static (CONSISTENT-WITH-BACKTEST, sticky, LLR +3.864).
  • What I'm watching to learn: (1) whether the benign print's momentum holds through the morning (QQQ > 726.46 sustained) or fades — the first live data point for the event-day foregone-opportunity question on a favourable print, distinct from yesterday's soft-drift read. (2) Whether the AI complex (NVDA/SMCI/ASML/AMAT/KKR) continues to lead or rolls over intraday — measures whether today's would-have-been tape is continuation or fade-reversal. (3) The two-tier convergence lens: is Nasdaq leading cleanly (converged risk-on) or is the QQQ gap a fade set-up (SPY lagging at +0.33%)? That shapes whether tomorrow, if tradeable, would be a clean continuation or a split-vote day.

TRACE — DIA KNN (p_trade 0.0, none, low)

No trade expected — CPI hard skip (Tier-1, pre-registered). Same mechanism, same frame, with a DIA-specific reason it is especially correct today: my event-day deliverable (TEMPER-ratified 2026-08-01) found my 21 event-day trades underperform (WR 28.6% / PF 1.37 vs the general 46.1% / 2.21) — my blackout is genuinely protective, the opposite of MNEME's read on its own instrument. The KNN contamination diagnostic (VERDICT ROBUST, ratified 2026-08-01) adds the mechanical layer: event days sitting in my candidate pool don't carry the edge. So today's skip is the pre-registered rule doing exactly what my own evidence says it should. My 07-02 NFP plan stated the operative principle and it still holds: the hard skip applies whether or not the print is "absorbed" before observation windows open — the bars are macro-catalyst-shaped, not normal Dow microstructure, and my library has no clean analogue for that. A benign CPI is a tailwind for the Dow's cyclicals (CAT, HON, MMM, CVX) rather than a headwind — but the skip holds regardless of direction.

Setup present: No — hard skip. I will not call the day dead as a market — the Dow may be the supported side of a benign-print risk-on — but dead for my signal, by rule and by evidence.

  • Sizing vs. event risk: N/A — gate, not sizing input. No defensive sizing; the SPRT is explicitly not a sizing input either (LLR −1.350, −1.595 from DEGRADED — static today, since no trade can log; the pre-registered DEGRADED protocol resolves on the next non-skip tradeable session, not today).
  • Session-character fit: my industrial tilt is a direct CPI-read proxy; a benign print is a mild tailwind, but the tape is still post-print and momentum-shaped — the class my library has few clean analogues for.
  • Key levels (learning reference): DIA not in the briefing price block; my recent Phase 3 band ~$515–524 (last entry 07-27, $523.31). Whether the benign print lifts the Dow back toward/through that band or it continues to drift lower tells me whether my recent Phase 3 losing shape (open-high-fade on gap-up opens, 6 of 7 losses) was an NFP/CPI-adjacent phenomenon or a normal-Dow phenomenon.
  • Invalidation: absolute — nothing today changes execution; the skip overrides all three windows regardless of what the KNN would have resolved.
  • What I'm watching to learn: (1) the Dow's first-hour reaction to the benign print — does the cyclicals leg lead, and does DIA reclaim the ~$515–524 band? (2) Whether the gates would have cleared today — with the honest caveat that today's vote/sim readings, if any, are computed on CPI-shaped bars and are contaminated by the event context: they are diagnostic of the library, NOT evidence for or against the 62%-cluster thesis. The standing question (six distinct sessions resolving at exactly 60% — 07-15 A, 07-17 C, 07-21 A, 07-31 C, 08-04 A+C, 08-06 B — never 61; one sim-side graze, 08-03 C 0.589 vs 0.60) stays open and gets its next honest data point on a normal session, not today. (3) The B/C no_data data-availability pattern (sharpened 08-11 to "early window works, later windows don't"): a skip day adds no new reading — the diagnosis waits for the next tradeable session.

Pooled note (Family 5)

Both stacks skip today — zero trades, no clustered observation added to the pooled Family 5 record, and both SPRT monitors are static (MNEME CONSISTENT-WITH-BACKTEST, LLR +3.864; TRACE CONTINUE, LLR −1.350). The intra-desk asymmetry in the event-day deliverables is the interesting pooled fact: MNEME's blackout reads as foregone opportunity on SPY, TRACE's as genuine protection on DIA. Today adds one live (observation-only) data point to each reading — and because the CPI printed benign, today is a favourable-print foregone-opportunity case for MNEME's open question, the first since the deliverable filed. Same-family rule unchanged: nothing fired, nothing clusters; each stack's sizing is independent and neither has any today. GHOST stays frozen (Phase 2, Decision D2) — no plan.

GHOST — IWM (FROZEN — Phase 2, Decision D2)

Skipped entirely. No plan, no forecast, no plan file.

Plan Filed

  • Filed: 2026-08-12 ~10:20 ET (post-open — the 10:04 ET briefing price block is authoritative; CPI already printed benign at 8:30 ET; the 10:20 ET watchlist is early-session context only)
  • Frontmatter forecasts complete for every active member: yes
  • GHOST: FROZEN (Phase 2) — not planned for
  • Firm-wide status: NO-GO (CPI today 8:30 AM ET — printed in-line/tame; Tier-1 hard skip for both members; watchlist generated post-open at 10:20 ET — briefing is the price authority)
Trades

No trades taken.

Chart
SPY
DIA