Focused daily portfolio-capacity matrix
Generated: 2026-08-05T19:25:17.150472+00:00
Question
The current daily Phase A control admitted 472 trades and rejected 519 qualified opportunities because the ten-slot book was full. This run brackets the economic cost of that binding constraint; it has no formal promotion gate.
Universe caveat: today's production membership is projected backward. Use paired arm-versus-control differences, not absolute profitability, for construction conclusions.
Validated universes
- Tradable setup symbols with prices: 505.
- Rank-only symbols with prices: 4149.
- Full ranking symbols with prices: 4654.
- Tradable qualified longs: 6118.
- Rank-only qualified rows removed: 136286.
Paired annual medians
Empty Book — 0.10% per fill
| Arm |
ΔEV net R |
90% context |
ΔCalmar |
90% context |
| cap10_incumbent |
0.000 |
[0.000, 0.000] |
0.000 |
[0.000, 0.000] |
| cash_unbounded |
0.044 |
[-0.011, 0.060] |
0.030 |
[-0.030, 0.120] |
| cap10_weekly_top10 |
0.000 |
[-0.091, 0.000] |
0.000 |
[-0.260, 0.000] |
| cap15_incumbent |
0.000 |
[0.000, 0.011] |
0.000 |
[0.000, 0.130] |
| Arm |
ΔPF |
ΔGain-to-Pain |
ΔSortino |
ΔCAGR pp |
ΔMaxDD pp |
| cap10_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| cash_unbounded |
0.079 |
0.047 |
-0.013 |
1.350 |
0.000 |
| cap10_weekly_top10 |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| cap15_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
Warm Book — 0.10% per fill
| Arm |
ΔEV net R |
90% context |
ΔCalmar |
90% context |
| cap10_incumbent |
0.000 |
[0.000, 0.000] |
0.000 |
[0.000, 0.000] |
| cash_unbounded |
0.034 |
[-0.014, 0.100] |
0.050 |
[-0.160, 0.250] |
| cap10_weekly_top10 |
0.000 |
[-0.158, 0.065] |
0.000 |
[-0.200, 0.330] |
| cap15_incumbent |
0.000 |
[-0.006, 0.000] |
0.000 |
[0.000, 0.180] |
| Arm |
ΔPF |
ΔGain-to-Pain |
ΔSortino |
ΔCAGR pp |
ΔMaxDD pp |
| cap10_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| cash_unbounded |
0.062 |
0.085 |
-0.004 |
2.200 |
0.400 |
| cap10_weekly_top10 |
0.000 |
0.012 |
0.018 |
0.300 |
0.000 |
| cap15_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
Empty Book — 0.20% per fill
| Arm |
ΔEV net R |
90% context |
ΔCalmar |
90% context |
| cap10_incumbent |
0.000 |
[0.000, 0.000] |
0.000 |
[0.000, 0.000] |
| cash_unbounded |
0.041 |
[-0.010, 0.052] |
0.030 |
[-0.015, 0.100] |
| cap10_weekly_top10 |
0.000 |
[-0.090, 0.000] |
0.000 |
[-0.260, 0.000] |
| cap15_incumbent |
0.000 |
[0.000, 0.010] |
0.000 |
[0.000, 0.110] |
| Arm |
ΔPF |
ΔGain-to-Pain |
ΔSortino |
ΔCAGR pp |
ΔMaxDD pp |
| cap10_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| cash_unbounded |
0.066 |
0.035 |
-0.014 |
0.900 |
0.000 |
| cap10_weekly_top10 |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| cap15_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
Warm Book — 0.20% per fill
| Arm |
ΔEV net R |
90% context |
ΔCalmar |
90% context |
| cap10_incumbent |
0.000 |
[0.000, 0.000] |
0.000 |
[0.000, 0.000] |
| cash_unbounded |
0.034 |
[-0.022, 0.102] |
0.040 |
[-0.130, 0.230] |
| cap10_weekly_top10 |
0.000 |
[-0.158, 0.065] |
0.000 |
[-0.190, 0.310] |
| cap15_incumbent |
0.000 |
[-0.006, 0.000] |
0.000 |
[0.000, 0.170] |
| Arm |
ΔPF |
ΔGain-to-Pain |
ΔSortino |
ΔCAGR pp |
ΔMaxDD pp |
| cap10_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| cash_unbounded |
0.060 |
0.083 |
-0.003 |
2.100 |
0.300 |
| cap10_weekly_top10 |
0.000 |
0.017 |
0.020 |
0.300 |
0.000 |
| cap15_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
Warm-seed initialization dispersion
| Arm |
Cost/fill |
Median EV IQR ratio |
Median Calmar IQR ratio |
| cap10_incumbent |
0.10% |
1.000 |
1.000 |
| cash_unbounded |
0.10% |
1.000 |
1.000 |
| cap10_weekly_top10 |
0.10% |
1.000 |
1.000 |
| cap15_incumbent |
0.10% |
1.000 |
1.000 |
| cap10_incumbent |
0.20% |
1.000 |
1.000 |
| cash_unbounded |
0.20% |
1.000 |
1.000 |
| cap10_weekly_top10 |
0.20% |
1.000 |
1.000 |
| cap15_incumbent |
0.20% |
1.000 |
1.000 |
Capacity and operations — 0.10% per fill
| Arm |
Median trades |
Median blocked |
Median positions |
Peak |
Turnover |
Min-risk rejects |
| cap10_incumbent |
76.0 |
21.6% |
4.98 |
10 |
26.36 |
0 |
| cash_unbounded |
74.0 |
0.0% |
4.82 |
12 |
26.76 |
85517 |
| cap10_weekly_top10 |
88.0 |
18.1% |
5.13 |
10 |
28.44 |
0 |
| cap15_incumbent |
79.0 |
0.0% |
5.15 |
12 |
27.32 |
0 |
Weekly-ranking opportunity set
- Median fresh entrant pool: 0.0.
- Median zero-entrant fraction: 0.558.
- Replacements across reported paths: 2170.
- Same-symbol re-entries within 10 sessions: 529.
Bootstrap intervals above resample seven annual summaries and are descriptive context only. They are not gates or independent-population confidence claims.
