BAREMETAL BILL

// 2026-04-12 06:26:10 ET | 10:26 UTC | auto-refresh: 30s | ONLINE |

[ Market Status ]
WEEKEND Weekend — RTH closed until Monday 1d 3h 3m
RTH: 09:30 — 16:00 ET
Futures: 24/5 (Sun 18:00 — Fri 17:00 ET)

Live Positions

No positions (outside RTH or no fills today)

Paper PnL Rithmic Test (paper) · closed trades

Total PnL$-11
Trades1 (0W / 1L)
Win Rate0.0%
Profit Factor— (need a winning trade)
PeriodTradesPnL
This Week 1 $-11
Last Week 0 $+0
This Month 1 $-11
Last Month 0 $+0
EdgeTradesPnL
nq_combo_sell_delta_block 1 $-11

Equity curve ($)

Trade History (1 trades)

DateEdgeInstDirEntryExitPnL (pts)PnL ($)Reason
20260409 nq_combo_sell_delta_block NQ LONG 24213.50 24214.00 -0.6 NQ $-11 rithmic_exit

Active Edges (22)

SignalDirInstPFNRevalidatedAge
vwap_fade_25 SHORT GC 2.95 49 2026-04-12 today
very_wide_prior_day SHORT GC 6.74 34 2026-04-12 today
wide_bar_gc_down SHORT NQ 2.00 64 2026-04-12 today
combo_sell_delta_block3x LONG NQ 5.00 23 2026-04-12 today
gc_drop_bounce LONG NQ 2.81 35 2026-04-12 today
gc_crash_bounce LONG ES 2.70 20 2026-04-12 today
gc_rally_follow LONG CL 2.25 23 2026-04-12 today
gc_mild_drop_bounce LONG ES 1.61 74 2026-04-12 today
vwap_above_half_atr SHORT YM 2.36 62 2026-04-12 today
gc_session_high_es_down SHORT GC 2.78 28 2026-04-09 3d
es_dist_open_nq_up SHORT ES 2.36 48 2026-04-09 3d
nq_dist_open_gc_up LONG NQ 2.29 38 2026-04-09 3d
gc_session_low_es_up LONG GC 5.70 26 2026-04-09 3d
combo_sellpressure_oil_crash LONG GC 3.83 40 2026-04-12 today
wide_prior_day_1_5x SHORT GC 2.17 113 2026-04-12 today
wide_up_morning LONG GC 3.47 60 2026-04-11 1d
sell_conviction_above_vwap LONG GC 3.41 47 2026-04-11 1d
vwap_above_full_atr LONG GC 5.44 20 2026-04-12 today
nq_drop_bounce LONG GC 2.40 57 2026-04-12 today
auto_gc_cl_prior_day_return_above_p75 SHORT GC 2.35 68 2026-04-12 today
combo_block5x_wide5x LONG GC 2.30 65 2026-04-12 today
combo_closed_high_wide5x LONG ES 3.48 38 2026-04-12 today

Market Regime 2026-04-12T04:47:25.714923

Regime
LOW_VOL
VIX
19.23
ATR (20-day)
CL: 6.8 ES: 104.0 GC: 131.4 NQ: 455.6 YM: 713.7

Scheduler Tasks 0 active · 2 pending retry · 0 stale · 40 ok

Active = failed since last deploy (needs attention).   Pending retry = fix shipped, waiting for next scheduled run.   Stale = older than 2× cadence.   Retired = no longer scheduled (legacy state file entry).

TaskStatusClassDurationLast RunNext
data_pull (chain) failed pending retry 56.6s 6.4h ago 04:00 UTC chain
why did it fail? (fix shipped, waiting for next scheduled run)
STDOUT:
as found for the request you submitted.
documentation: https://databento.com/docs/api-reference-historical/batch/batch-submit-job, GC=error: 422 data_no_data_found_for_request
No data was found for the request you submitted.
documentation: https://databento.com/docs/api-reference-historical/batch/batch-submit-job, ZB=error: 422 data_no_data_found_for_request
No data was found for the request you submitted.
documentation: https://databento.com/docs/api-reference-historical/batch/batch-submit-job
build_bars (chain) failed pending retry 3.1s 1.3d ago 04:00 UTC chain
why did it fail? (fix shipped, waiting for next scheduled run)
STDERR:
  GC (vol): FAILED — [Errno 111] Connection refused
  NQ (vol): FAILED — [Errno 111] Connection refused
  ES (vol): FAILED — [Errno 111] Connection refused
WARNING: some exports failed — check daemon status
STDOUT:
  CL: OK — 105790 bars written to data/enriched_bars_60s_cl/enriched_bars.parquet
  ZB: exporting from daemon (port 9880)...
  ZB: OK — 99214 bars written to data/enriched_bars_60s_zb/enriched_bars.parquet
  YM: exporting from daemon (port 9881)...
  YM: OK — 105633 bars written to data/enriched_bars_60s_ym/enriched_bars.parquet
  GC (vol): exporting from daemon (port 9901)...
  NQ (vol): exporting from daemon (port 9900)...
  ES (vol): exporting from daemon (port 9902)...

Exported 6/9 in 3.0s
health_check ok 1.6s 48m ago every 1h
screen_es ok 76.7s 1.8h ago every 48h
screen_gc ok 78.5s 1.8h ago every 48h
screen_nq ok 81.1s 1.8h ago every 48h
revalidate_edges ok 10.2s 1.8h ago every 12h
auto_signals ok 6.9s 1.8h ago every 24h
feature_health ok 1.2s 1.8h ago every 24h
ml_screen_es ok 25.8s 1.8h ago every 48h
ml_screen_gc ok 23.9s 1.9h ago every 48h
ml_screen_nq ok 27.0s 1.9h ago every 48h
vscreen_es ok 1140.0s 2.2h ago every 48h
combo_es ok 6480.9s 4.0h ago every 48h
combo_ym ok 1825.1s 4.7h ago every 48h
combo_cl ok 1546.2s 4.7h ago every 48h
combo_zb ok 1830.7s 5.3h ago every 48h
preflight ok 4.4s 5.6h ago every 6h
regime_tracker ok 0.6s 5.6h ago every 6h
walk_forward ok 9.4s 5.8h ago every 48h
discover_es ok 2137.8s 6.4h ago every 48h
discover_ym ok 674.1s 6.9h ago every 48h
discover_cl ok 544.2s 6.9h ago every 48h
combo_nq ok 6271.8s 8.7h ago every 48h
phantom_detector ok 0.0s 8.7h ago every 24h
vscreen_gc ok 272.9s 8.9h ago every 48h
vscreen_nq ok 812.7s 8.9h ago every 48h
screen_ym ok 44.9s 8.9h ago every 48h
screen_zb ok 39.8s 8.9h ago every 48h
screen_cl ok 43.3s 8.9h ago every 48h
discover_zb ok 555.3s 9.1h ago every 48h
combo_gc ok 5865.7s 10.7h ago every 48h
discover_gc ok 2077.1s 12.3h ago every 48h
discover_nq ok 2046.3s 16.3h ago every 48h
restart_engine_daemons (chain) ok 998.1s 1.3d ago 04:00 UTC chain
portfolio_corr ok 1.0s 2.5d ago every 72h
backup (chain) ok 179.2s 5.2d ago 04:00 UTC chain
auditor_checks (chain) ok 109.3s 5.2d ago 04:00 UTC chain
sliding_window_gc (chain) ok 0.5s 5.2d ago 04:00 UTC chain
sliding_window_nq (chain) ok 0.5s 5.2d ago 04:00 UTC chain
slippage_analysis ok 0.2s 5.3d ago every 168h
cost_sensitivity ok 256.9s 5.3d ago every 168h

Walk-Forward Analysis fresh (today)

EdgeAvg OOS PFConsistencyVerdict
gc_rally_follow LONG 4.44 20% WEAK
gc_crash_bounce LONG 8.13 67% ROBUST
gc_mild_drop_bounce LONG 4.16 50% ACCEPTABLE
es_dist_open_nq_up SHORT 3.87 46% ACCEPTABLE
vwap_fade_25 SHORT 6.14 86% ROBUST
very_wide_prior_day SHORT 8.94 82% ROBUST
gc_session_high_es_down SHORT 2.95 100% ROBUST
gc_session_low_es_up LONG 10.19 60% ROBUST
combo_sellpressure_oil_crash LONG 9.59 100% ROBUST
wide_prior_day_1_5x SHORT 4.03 57% ACCEPTABLE
wide_up_morning LONG 0.64 9% WEAK
sell_conviction_above_vwap LONG 0.96 40% WEAK
vwap_above_full_atr LONG 9.01 100% ROBUST
nq_drop_bounce LONG 5.30 69% ROBUST
auto_gc_cl_prior_day_return_above_p75 SHORT 3.42 46% ACCEPTABLE
combo_block5x_wide5x LONG 4.63 65% ROBUST
wide_bar_gc_down SHORT 4.58 75% ROBUST
combo_sell_delta_block3x LONG 8.72 80% ROBUST
gc_drop_bounce LONG 4.01 78% ROBUST
nq_dist_open_gc_up LONG 6.65 77% ROBUST
vwap_above_half_atr SHORT 5.54 62% ROBUST

Cost Sensitivity 5d old· weekly

Edge PF@1.0xPF@1.5xPF@2.0x
vwap_fade_25 SHORT 1.88 1.83 1.77
very_wide_prior_day SHORT 3.95 3.78 3.63
wide_bar_gc_down SHORT 2.00 1.94 1.88
combo_sell_delta_block3x LONG 2.93 2.76 2.60
gc_drop_bounce LONG 2.81 2.77 2.73
gc_crash_bounce LONG 2.70 2.58 2.46
gc_rally_follow LONG 2.25 2.01 1.80

Discovered Edges Awaiting Review 2 new today · 2 total

Passed scan → deep-validate → permutation test. Older candidates (>7d) need to be re-validated with fresh data before deploying — backtest numbers decay.

AgeInstSignalDirExitPFNp-valVerdictScoreFound
NEW ZB auto_zb_gc_prior_day_return_below_p10 SHORT fixed_30bar 3.58 27 0.000 MARGINAL 5/8 2026-04-12
NEW ES es_range_low_nq_down LONG fixed_30bar 2.13 84 0.000 MARGINAL 5/8 2026-04-12

Auto-Discover (per-instrument)

Signals × exits × directions scanned against full backtest. Runs every 48h per instrument. Age column = days since last successful run.

InstScannedNewPassed GauntletLast RunAge
ES 47 15 2 2026-04-12 today
GC 40 10 4 2026-04-12 today
NQ 50 12 12 2026-03-26 17d ago
YM 902 198 1 2026-04-08 4d ago
ZB 1 1 1 2026-04-12 today

Feature Screener (p1-p99 sweep)

Data-driven: sweeps bar columns × p1-p99 thresholds. Every 48h per instrument. Feeds candidates into auto-discover.

InstScannedNewPassedLast RunAge
CL 3 0 0 2026-04-12 today
ES 50 0 0 2026-04-12 today
GC 50 0 0 2026-04-12 today
NQ 50 0 0 2026-04-12 today
YM 50 0 0 2026-04-12 today
ZB 0 0 0 2026-04-12 today

System Resources

RAM 43% used 71 GB free / 126 GB total
CPU load 0.0 / 0.0 / 0.0 1/5/15 min · 32 cores
Disk 2.2% used 1837 GB free

Live Feed Pulse

Black box log 9239 events · 1163 KB last write 0 min ago
last event OpenOrderReplay @ 2026-04-12T10:25:41Z
Binary SHA 29a6093ffafb (binary may be stale)
Recent notable events (last 2h)
Apr 12 11:30:30    [ERROR] Live feed exception: Gateway closed the session

Live Feed + Rithmic

Log Freshness0m ago
Binaryengine-rithmic
RithmicCONNECTED — JF32586
Cold Boot SyncPASSED
EnvironmentTEST (Orangeburg)
Reconnects1

GitHub Issues 1 SEV1 · 0 SEV2 · 3 SEV3 | 4 P1 · 6 P2 · 4 P3 · 2 idea · 24 total

SEV* = production-fire alerts (would page on-call).   P* = work-priority backlog (important but not an outage).

#SevTitleLabelsAge
#575 SEV1 [SEV1] Scheduler: health_check failed sev1-nuclear today
#572 SEV3 [SEV3] Walk-forward WEAK: GC sell_conviction_above_vwap LONG sev3-operational today
#571 SEV3 [SEV3] Walk-forward WEAK: GC wide_up_morning LONG sev3-operational today
#570 SEV3 [SEV3] Walk-forward WEAK: CL gc_rally_follow LONG sev3-operational today
#568 P1 [P1] Per-edge health controller: unified verdict from walk_forward + sliding_window + deep_validate + auditor infra today
#520 P1 [P1] Edge quality measurement: MAE/MFE tracking + exit logic optimization 4d
#501 P1 [P1] Regime-conditional signal gating: use VIX/ATR to filter edge entries 4d
#461 P1 [P1] Safety architecture: position manager, risk controller, reconciliation loop 7d
#556 P2 [P2] Sanity refactor: docs, code, and architectural debt cleanup infra 2d
#509 P2 [P2] Tick-level engine: scan tick aggregates as combo building blocks 4d
#508 P2 [P2] Outside-RTH discovery: Asian/European session edges 4d
#507 P2 [P2] Multi-timeframe analysis: 5min bars confirming 1min signals 4d
#505 P2 [P2] Intermarket lead-lag features: intraday cross-asset returns 4d
#464 P2 [P2] Decouple ingestion from signal evaluation in live feed 7d
#574 P3 [P3] Auto-set revalidation dates on new edge deploy (stop recurring SEV1) infra today
#558 P3 [P3] Latency diagnostic tool: measure Hetzner vs US VPS round-trip to Rithmic 2d
#533 P3 [P3] Vol-bar engine daemons crashed with SIGSEGV on Apr 7, still down bug, infra 4d
#510 P3 [P3] Multi-instrument basket trades: cross-asset spreads as single edges 4d
#477 idea Build relationship features: z-scores, normalized ratios, multi-bar sequences idea 6d
#476 idea Portfolio approach: deploy PF 1.2+ edges with correlation-adjusted sizing idea 6d
#576   [REVALIDATION FAIL] 2 edge(s) failed on GC today
#573   [DISCOVER] 2 new ES edges on 5-min today
#569   [DISCOVER] 2 new edge(s) on ES today
#541   [TRACKING] Ops tooling backlog — lessons learned from the Apr 8 firestorm infra, critical-context 4d

Live State (RTH)

No fills today
Updated1.6d ago

Live — auto-refresh every 30s (paused while logs are open)