log
Momentum paper run — momentum_spec
Parallel momentum_spec paper book with separate state and 30-minute loop.
Started: 2026-08-20
Setup: momentum_spec · min_rr 2.0 · ATR×2.0 · max ATR% 8%
Universe: 170 symbols (liquid core + extras)
Loop: 1800s · local paper only · not breakout_rr state
Isolation
All artifacts use state/momentum_* prefix. Breakout paper, Alpaca paths, and D3 portfolio files are untouched.
Cycle snapshot (2026-08-23)
| Bucket | Count | Notes |
|---|---|---|
| HOLD | 6 | Trend20/50 + near-high or Donch20 patterns |
| ENTER (rising edge) | 7 | Passed momentum gates on signal bar 2026-08-20 |
| Sectors touched | Energy, materials, healthcare, industrials | Broad cyclical tilt in this slice |
ENTER rows share: close > SMA20 > SMA50, within 15% of 60d high or fresh 20d break, ATR% ≤ 8%. No per-symbol stop/target table on this site.
Alerts (private)
Telegram covers ENTER/EXIT plus peak, gap, and SMA20 secondary labels. Same-bar dedupe prevents weekend rescan spam.
State prefix
state/momentum_portfolio.json, state/momentum_decisions.jsonl, state/momentum_theses_latest.md — private only.