P02 · Retired
AI Swing Trader
by AI Portfolios
This is the simple view. Nothing has been removed — the decision records, the refused proposals, the AI's own words, the cost model, the published limits and the hash chain are all in Advanced, which is the switch in the header. How to verify any of it →
Showing every layer. Pick Simple or Advanced in the header to choose one — nothing is removed either way, and the full record is always in this page.
AI Swing Trader
This book is closed. Its record stays published in full; retirement is a state transition recorded as an event, not a deletion.
Capture directional moves lasting roughly 3 to 30 trading days in liquid US equities and ETFs, using a defined-risk framework where every position has a pre-committed stop and a maximum holding period.
| Slot | Last due | Answered | Status |
|---|---|---|---|
premarket scan 30 7 * * MON-FRI · America/New_York | — | never | unchecked This slot marks and reports; it never calls the model, so it leaves no decision record to check it against. |
midday check 0 12 * * MON-FRI · America/New_York | — | never | unchecked This slot marks and reports; it never calls the model, so it leaves no decision record to check it against. |
postclose react 10 16 * * MON-FRI · America/New_York | — | never | unchecked This slot marks and reports; it never calls the model, so it leaves no decision record to check it against. |
Catch-up policy. A decision instant that passes unanswered is run on the next pass, once, and the record stamps both instants — when it was due and when it actually ran. Past the catch-up window the gap stays open and is published as missed rather than backfilled.
Track record
This portfolio was retired before its first decision cycle and is preserved in this state permanently.
What the AI is allowed to do
This portfolio's AI ranks candidates and explains its reasoning. It proposes direction and conviction only. Every price, quantity, weight and risk limit is computed by deterministic code the model cannot see or influence.
BUY · TRIM · SELL · HOLD · TIGHTEN_STOP
At most 4 proposals per run, each carrying a direction, a conviction from 1 to 5, a rationale, and references to the facts it used.
- set a price
- set a quantity or share count
- set a weight or position size
- set or move a risk limit
- execute anything
Model tier fast · prompt version P02-v1. Any change to the decider or the prompt is recorded as a MODEL_CHANGE event in the audit chain — without it the record would be a chimera of two systems presented as one.
Enforced limits
Every limit below names the code path that enforces it. This is not decoration: a limit that is published but never fires is worse than no limit, because a reader has no way to tell the difference. A test walks every mandate, drives the engine into the state each declared control claims to protect against, and fails the build if nothing stops it.
| Limit | Value | Enforced by |
|---|---|---|
| Maximum gross exposure | 100.0% | gate 2 — size_order |
| Maximum single sector | 40.0% | gate 2 — size_order |
| Limit | Value | Enforced by |
|---|---|---|
| Shorting | prohibited | gate 1 — proposal validation |
| Derivatives | prohibited | gate 1 — proposal validation |
| Margin | prohibited | gate 1 — proposal validation |
| Limit | Value | Enforced by |
|---|---|---|
| Maximum positions | 12 | gate 3 — BREACH_MAX_POSITIONS (portfolio limit check) |
| Minimum new position | 2.0% | gate 2 — size_order |
| Maximum order as % of ADV | 0.5% | gate 2 — size_order |
| Limit | Value | Enforced by |
|---|---|---|
| Weekly loss limit | 8.0% | gate 3 — HALT_WEEKLY_LOSS_LIMIT |
| Single-day loss alert | 4.0% | gate 3 — alert |
| Limit | Value | Enforced by |
|---|---|---|
| Stale-data halt | 24 hours | gate 3 — HALT_STALE_DATA |
| Limit | Value | Enforced by |
|---|---|---|
| At −10.0% drawdown | alert, scale_risk_budget:0.5 | gate 3 — drawdown ladder |
| At −15.0% drawdown | alert, pause_new_positions_days:5, scale_risk_budget:0.5 | gate 3 — drawdown ladder |
| At −20.0% drawdown | alert, scale_risk_budget:0.25, mandatory_deep_review | gate 3 — drawdown ladder |
| At −25.0% drawdown | suspend_portfolio, publish_post_mortem, require_new_rulebook_version | gate 3 — drawdown ladder |
| Limit | Value | Enforced by |
|---|---|---|
| Max trades per week | 12 | entry block — PAUSE_TURNOVER_CAP_REACHED (never blocks an exit) |
| Min holding period days | 1 | entry block — PAUSE_TURNOVER_CAP_REACHED (never blocks an exit) |
| Limit | Value | Enforced by |
|---|---|---|
| Halt trading if price gap unexplained pct | 20 | gate 3 — circuit breaker |
| Halt trading if vix above | 45 | gate 3 — circuit breaker |
| Halt trading if factpack hash mismatch | true | gate 3 — circuit breaker |
Execution
Fills are struck on a VWAP window that begins strictly after the decision timestamp plus a latency delay. No fill can use information from the bar in which the decision was made, so look-ahead is arithmetically impossible rather than merely avoided.
Philosophy
Trend continuation and mean reversion are both real but regime-dependent. The deterministic layer decides how much risk may be taken and where the stop sits; the AI decides which of the eligible setups it prefers and why. Risk is sized in dollars-at-risk, never in dollars-invested.
Review schedule
| Job | Cron | Timezone | Makes a decision |
|---|---|---|---|
| premarket scan | 30 7 * * MON-FRI | America/New_York | yes |
| midday check | 0 12 * * MON-FRI | America/New_York | yes |
| postclose react | 10 16 * * MON-FRI | America/New_York | yes |
Published on a fixed, regular schedule. Never event-triggered — no "market is crashing, sell now" alerts, deliberately. This table is the promise; the cadence panel at the top of the page is whether it was kept, instant by instant.
Machine-readable mandate: config/portfolios/P02_ai_swing_trader.yaml · human rulebook: docs/portfolios/P02_ai_swing_trader.md · effective from 2026-08-06 (wall clock) · payload 06ec491b8950…