00 / Overview

How it works

A team of software agents analyses a list of US stocks and ETFs every day. Two portfolios use the same signals with different rules: one careful, one aggressive. The trader in the room plays them like a video game.

01 / Signals

The signal engine

Before Wall Street opens, the system computes for every stock it follows:

  • classic technical indicators (RSI, MACD, stochastic, Bollinger bands, volume, moving averages);
  • risk: volatility, probable daily loss (VaR), average daily range (ATR), beta against the market;
  • momentum: how much the stock rose over the last 12 months, excluding the most recent one;
  • an overall score combining the signals.

The same engine feeds both portfolios: only the way stocks are picked and weighted changes.

02 / Portfolios

Two portfolios, two modes

A · Normal mode · Balanced
  • Broad universe: large caps, sector ETFs, bonds, gold.
  • The 15 best-scoring names.
  • Weights from Hierarchical Risk Parity: names that move together weigh less.
  • At most 10% in any single name.
  • Skips names with daily risk above 4%.
  • A holding stays while it ranks in the top 25, and for at least 20 days: fewer trades, lower costs.
  • Protective stop at 2× ATR below the price.
B · Hard mode · Aggressive
  • Stocks only: no ETFs, no bonds.
  • 12 names ranked on momentum (50%), score (30%) and beta (20%).
  • Only stocks up over 12 months, with beta of at least 0.8.
  • Weights inversely proportional to volatility.
  • At most 10% per name and 30% per sector.
  • Weekly reselection; stops at 2.5× ATR, checked daily.
03 / Safeguards

Safeguards

  • Stops on each holding (A and B): an automatic sell order below the price, refreshed daily.
  • Trend filter (B): when the S&P 500 is below its 200-day average, B invests only 40% and keeps the rest in cash. It cuts exposure before long bear phases and re-enters when the market recovers.
  • Emergency brake (B): if B falls 35% from its peak, it sells everything and stops. It restarts only after a manual review.
  • Nightly checks: every evening the two portfolio ledgers are reconciled with the account's actual positions; each ledger is tamper-evident (hash chain).

The trend filter replaced a rule based on the portfolio's own losses because, in testing, rules of that kind sold near the lows and stayed out during the rebound.

04 / The game

Rules of the game

In the gameIn the portfolio
XPProfit or loss: sales at a gain add points, sales at a loss take them away.
LevelValue milestones: +2%, +5%, +10%, +15%, +20% and beyond over the starting capital.
HPDistance from the drawdown limit: 30% for A, 35% for B (the emergency brake).
Game overThe emergency brake has fired: the portfolio is stopped until it is re-enabled.
ShieldB's trend filter is on: only part of the portfolio is invested.
AsleepThe New York Stock Exchange is closed (night, weekends, holidays).
EmotionsCheers at a big winning sale, despairs at a big loss, thinks when buying.
05 / Publication

What you see and when

  • Public: the day's trades appear after 10 pm Italian time (4 pm New York), with side, ticker and percentage result. No quantities, prices or amounts.
  • Performance: closing values for every trading day, on the Track record page.
  • News: the headlines and filings the system read, each summarised in one line by its language model in its own words, with the outlet's name and a neutral tone label. Published after the close, on the home page and on the LED ticker in the room.
  • Key-based real-time access: built but not active.

All trades run on a paper trading account (simulated money) at a US broker.