LLMR — live sleeve
Trades a daily shortlist from an LLM research model: the top eight names, equal-weighted, long only, filled at the next open. A kill-switch flattens the sleeve at a 5% drawdown. Live since 2026-09-19. The account is shared with the RL allocator test, so the figures shown are account-level.
Backtest — · — · —·Live −14.45% · -4.34 · −2.53%·Dashboard →
Holds up to 15 US stocks nominated by an LLM research shortlist each day, equal-weight and long only, filled at the next open. A kill-switch flattens the sleeve at a 5% drawdown, and the model never controls exits.
LLM-nominated US stocks.
Daily.
No backtest — forward paper results are the evidence.
Concentrated (up to 15 names) and long-only. No backtest, so forward paper results are the whole story, and the account figures are shared with another sleeve.
| Sleeve | Sep 26 | Oct 26* | Total | Positive |
|---|---|---|---|---|
| LLM Watchlist | -0.0 | -2.4 | -2.4% | 0% |
* Current month is partial.
Today, month-to-date, last month, year-to-date and year-over-year returns by sleeve, with day-by-day history.
| Sleeve | Today | Prev day | MTD | Last mo | YTD | YoY |
|---|---|---|---|---|---|---|
| LLM Watchlist | +0.01% | −0.23% | −2.37% | −0.04% | — | — |
| S&P 500 | — | −1.79% | −0.87% | −0.59% | — | — |
Today is live vs the prior close; weekends show — until the next session. MTD/YTD anchor on the prior month/year-end close; YoY needs ~1y of history. The vs S&P 500 view subtracts the benchmark's same-period return.
| Equity | vs S&P 500 | ||
|---|---|---|---|
| 2026-10-31live | $9,759.16 | +0.01% | — |
| 2026-10-30 | $9,758.54 | −0.23% | +1.56pp |
| 2026-10-29 | $9,780.67 | −0.67% | −0.31pp |
| 2026-10-28 | $9,847.08 | −0.08% | −0.42pp |
| 2026-10-27 | $9,855.03 | +0.29% | −0.29pp |
| 2026-10-26 | $9,826.09 | −0.07% | −0.78pp |
| 2026-10-23 | $9,832.82 | −0.22% | +0.33pp |
| 2026-10-22 | $9,854.53 | −0.54% | +0.63pp |
| 2026-10-21 | $9,908.30 | +0.22% | −0.31pp |
| 2026-10-20 | $9,886.64 | +0.42% | +0.10pp |
| Symbol | Qty | Value | % | P&L | P&L % |
|---|---|---|---|---|---|
| BTCUSD | 0.008 | $608.90 | 6.2% | −$62.32 | −9.3% |
| SPY | 0.768 | $580.24 | 5.9% | −$13.54 | −2.3% |
| ETHUSD | 0.254 | $569.24 | 5.8% | −$105.27 | −15.6% |
| MTUM | 1.988 | $564.73 | 5.8% | −$59.48 | −9.5% |
| Shown (4) | — | $2,323.11 | 23.8% | −$240.61 | −9.4% |
| Cash | — | $7,436.05 | 76.2% | — | — |
% of equity · P&L unrealized · positions + cash = 100%
4 positions · top 5 = 100% · effective N = 4.0
Gross market value, so both legs of a hedge count. Cash is excluded; P&L in the drill-down is unrealized.
| Time (ET) | Symbol | Side | Qty | Fill | Value | P&L % | P&L $ |
|---|---|---|---|---|---|---|---|
| Oct 30, 4:20 PM | ETH/USD | buy | 0.0063 | $2,238.78 | $14.10 | — | — |
| Oct 30, 4:20 PM | BTC/USD | buy | 0.0002 | $76,857.85 | $15.37 | — | — |
| Oct 30, 9:30 AM | SPY | buy | 0.014 | $761.26 | $10.66 | — | — |
| Oct 29, 4:20 PM | ETH/USD | buy | 0.0056 | $2,316.13 | $12.97 | — | — |
| Oct 28, 4:20 PM | ETH/USD | sell | 0.0055 | $2,360.10 | $12.98 | −12.98% | −$1.94 |
| Oct 28, 4:20 PM | BTC/USD | sell | 0.0001 | $81,142.06 | $8.11 | −5.42% | −$0.47 |
| Oct 28, 9:30 AM | MTUM | sell | 0.0571 | $301.88 | $17.24 | −4.14% | −$0.75 |
| Oct 27, 9:30 AM | SPY | sell | 0.0172 | $767.51 | $13.20 | −0.84% | −$0.11 |
| Oct 26, 4:20 PM | ETH/USD | buy | 0.0065 | $2,312.34 | $15.03 | — | — |
| Oct 26, 4:20 PM | BTC/USD | buy | 0.0002 | $79,759.80 | $15.95 | — | — |
| Oct 23, 9:32 AM | C | sell | 2.5906 | $120.10 | $311.13 | −3.15% | −$10.11 |
| Oct 23, 9:30 AM | GS | sell | 0.3656 | $877.17 | $320.69 | −1.73% | −$5.64 |
| Oct 23, 9:30 AM | JNJ | sell | 1.2597 | $265.16 | $334.02 | +3.88% | +$12.47 |
| Oct 23, 9:30 AM | MTUM | buy | 0.0761 | $287.78 | $21.90 | — | — |
| Oct 22, 4:20 PM | ETH/USD | buy | 0.0089 | $2,379.72 | $21.18 | — | — |
Live stats are annualized from daily equity; short windows are noisy. Backtest numbers are from the paper’s full window.