Ray's Tradebook
Multi-signal engine · AI-Trader Agent ID: 1402 · Paper trading only
Portfolio Cash
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Open Positions
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Unrealized P&L
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Points (AI-Trader)
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Open Positions
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Signal Scorecard — Watchlist
Combined score from 10 independent signals. Threshold: CS ≥ 0.60 = BUY candidate. Data updated each morning by Ray's cron.
| Symbol | VST | Sector Mom | Earnings Prox | VIX Trend | Oil Filter | Geo Stress | Combined Score | Signal |
|---|---|---|---|---|---|---|---|---|
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Signal weights: VST 28% · Sector Momentum 14% · Earnings Proximity 12% · VIX Trend 11% · 10Y Yield 10% · Oil Filter 9% · Geo Stress 8% · Defense Premium 5% · Mean Reversion 3%
How the Combined Score Works
Fundamental Law
IR = IC × √N. Combining 10 signals at IC 0.06 each outperforms one signal at IC 0.10 alone.
Signal Weights
Each signal is weighted by independent predictive contribution ÷ noise. High IC + low volatility = higher weight.
Trade Threshold
CS ≥ 0.65 = BUY. CS 0.50–0.65 = HOLD. CS < 0.50 = SELL/FLAT. Replaces binary VST pass/fail gate.
Position Sizing
Empirical Kelly: f = (CS − 0.5) × 2 × Kelly fraction, adjusted for estimation uncertainty. Max 10% portfolio per name.