A systematic equity engine that runs leveraged sector rotation off momentum and volatility targeting. The V7 "PUSH-20" strategy has traded live on an Alpaca paper account since June 9, 2026. It places its own orders on a schedule, tracks execution and slippage, and runs with no human in the loop.
The problem
Discretionary trading is inconsistent and eats your time. Most "systems" never actually run unattended. They live in a backtest notebook and die there. The hard part was never the signal. It's getting a strategy to execute itself every day without someone babysitting it.
What I built
A leveraged sector-rotation engine, live on an Alpaca paper account since June 9, 2026. It runs fully hands-off on a launchd schedule, with paper equity at $103.5k. The backtest shows 20.7% CAGR against a −30% max drawdown over 2005–2024, and now it trades itself daily: 60-second position checks, daily signal rotation, real order execution, slippage tracking.
How it works
The engine ranks sectors by momentum, sizes positions with volatility targeting, then applies leverage. That's the "PUSH-20" tuning, which produced 20.7% CAGR against a −30% max drawdown across the 2005–2024 backtest. Execution runs as a two-speed loop. A fast 60-second cycle checks open positions and order fills; a separate daily cycle recomputes signals and rotates the book. The whole thing is wired to launchd, so it wakes the Mac and runs on its own schedule, hands-off, with a live HUD dashboard for watching fills and slippage. Under the hood it's Python on pandas and numpy, yfinance for data, the Alpaca API for order execution, and pytest covering the logic.
Highlights
- 20.7% CAGR / −30% max drawdown in backtest (2005–2024)
- Live on an Alpaca paper account since Jun 9, 2026
- Two-speed loop: 60-second position checks plus daily signal cycles
- Fully hands-off via launchd, with the Mac waking itself on schedule
- Live HUD dashboard tracking fills and slippage
- Paper equity at $103.5k
Let's build yours.
Tell me what you're trying to ship — you'll get a scoped plan and a straight answer.