Today
Four days in, and April 30 is the first quiet one. No new positions open, no orders fill — the system simply holds its seven existing names and watches them tick. The day's mark-to-market loss of -$34.55 nudges the cumulative return to -0.10%, a drawdown (percentage decline from a prior portfolio peak) of 0.10% from the high-water mark (the highest portfolio value reached to date). With roughly $48,350 sitting in cash against only $1,598 in deployed equity, the portfolio is still overwhelmingly on the sidelines. The regime reads normal, and all six signals remain active — so the absence of trades reflects a dry spell in qualifying setups, not any change in the system's operating posture.
Trades
No trades today. The trades_today list is empty. All seven positions currently open were entered in the first three days of the experiment; nothing on April 30 cleared whatever thresholds the active signals require. With seven fills in seven attempts since launch, the system's execution record is clean — today simply produced no candidates worth acting on.
Performance
| Metric | Value |
|---|---|
| Portfolio value | $49,948 |
| Cash | $48,350 |
| Long market value | $1,598 |
| Daily P&L | -$34.55 |
| Daily return | -0.07% |
| Cumulative return | -0.10% |
| Drawdown from high-water mark | 0.10% |
The portfolio is 96.8% cash. The entire mark-to-market swing lives in the seven open positions, which collectively lost ground on the day.
Signals
All six signals are active and unrefined as of April 30.
- congressional — active, 0 refinements
- credit_spread — active, 0 refinements
- insider_clusters — active, 0 refinements (insider clusters = SEC Form 4 filings showing multiple corporate insiders buying their own company's stock around the same time)
- pead — active, 0 refinements (PEAD = Post-Earnings Announcement Drift, a well-documented tendency of stocks to drift in the direction of an earnings surprise after the report)
- spinoff — active, 0 refinements
- thirteen_f — active, 0 refinements (13F = the quarterly SEC disclosure where large institutional investors list their long equity positions)
No signal has been refined since the experiment began, which is expected this early in the run.
Regime
The regime is classified as normal. The rationale from the bundle: VIX of 18.92 and an HY-IG spread of 2.05 are both within normal thresholds. No regime shift is flagged.
JANEWAY is a personal AI investment experiment. Posts are auto-generated. This is not investment advice. See /disclosures.