Phase 6 Sleeve F: Macro-Gated Allocation & Trade Auditor

Production Baseline v1.0

Core-30 Universe (N=14) · Economist Top-Down Macro Stress Gate · Barron's Page-2 Alpha · Zero Same-Day Trades

Simulation: 2026-01-02 to 2026-10-09 (194 Trading Days)
Point-in-Time (PIT) Ex-Ante Integrity Verified: 106 Trades Executed Strictly at Thursday Open (T+1) · Wednesday Close (T) Decisions · Min Execution Lag: 16.0 hours · 0 Same-Day Trades
Decision Window: 16:00 ET Wed (T) Market Fill: 09:30 ET Thu (T+1) Friction: 10 bps one-way
Sleeve F CAGR
+23.17%
Total Ret: +16.81%
Sharpe Ratio (Rf=4.5%)
1.509
vs SPY 1.107 (+36%)
Max Drawdown
-6.62%
vs SPY -8.88% (Shallower)
Calmar Ratio
3.50
vs SPY 2.23 (+57%)
Annualized Volatility
11.25%
Sub-Market (SPY 13.5%)
Mean Cash / Trades
41.7% / 106
0 Cash Drag / 14 Slots
Interactive Filter Bar Filter trades and review macro regime transitions
Active Stock Filter (Sorted by Traded Notional): All Core-30 Leaders

Zone 1: Portfolio NAV vs Benchmarks ($100k Genesis)

Sleeve F (+16.81%) vs SPY (+14.86%) vs QQQ (+22.95%)

Zone 2: Underwater Drawdown (%)

MaxDD: Sleeve F -6.62% vs SPY -8.88%

Zone 3: Top-Down Macro Regime Multiplier ($G_{ECONOMIST_REGIME}$)

Derived from 1,931 Economist Articles across 87 Issues

Zone 4: 100% Stacked Asset Allocation Stream

Active Equities vs IEF 7-10Y Treasuries vs BIL Reserves

Zone 5: Institutional Trade Execution Blotter

106 Completed Orders · Strict T+1 Open Fills · 10 bps Friction · Rebalance Pacing ≤ 15%/wk

Showing 106 trades
Decision Date (T) Fill Date (T+1) Ticker Action Shares Fill Price Trade Value Friction Target Wt Regime G Barron's Alpha Reason & Ranking