LCSO Dashboard

Strategy

Weight

Alloc × multiplier

Net Qty Open for prior overnight

Symbol	Sector / Asset Class	Exchange	Source	Strategy	Signal	Vol %	USD	Last close	Qty Open	Qty Close	ATR%	Total assets

Leavers vs prior session

Symbol	Sector / Asset Class	Exchange	Strategy	Ovn mode	Action	Qty overnight	Qty Close	Vol %	USD	Last close	ATR%	Total assets

Daily performance

Start date

View

Strategy

During RTH: overnight = prior close→open; session = open→last. Outside RTH: overnight = last close→latest extended-hours print; session = prior completed RTH open→close. Strong +DI / $20 band when DuckDB OHLC is present; without DuckDB, quotes + ovn/ses PnL still run (Strong soft-skips). Quotes via Alpha Vantage delayed (≥1s/call) — serve with python scripts/4-dashboard/serve_dashboard.py --port 8766.

Symbol	Source	Role	Prior mode	Ovn entry	Open	Last	Ovn. qty	Sess. qty	Ovn PnL %	Ovn PnL $	Ses PnL %	Ses PnL $	Total $	Strong now	Breach	Px min	Px max	Note

History

Income

Summary

Sleeve	Weight	CAGR%	Total%	Max DD%	Calmar	Sharpe	Sortino	PF	GtPR	Avg day (ann.)%	Avg Day%	Win%	Kelly f*	Avg names	Last names	Max names	End eq×	Span	Days

Strategy

Weights

Capital ($)

History

Union Sanity report (written by the Sanity stage after Stage 4 publish).

Hard

Warnings

Stage 1a catalog filters for the live Sector universe.

Filters

Funnel (sequential)

Per ticker

View

Fail filter

Universe

Cut

Include when

Trailing LCSO scores through that close. The chosen book trades the next session, equal-weighted. Absolute values use the score itself. A blank side is ignored, and a metric with both sides blank is unused. Past-return bounds are in percent. The curve starts 2009-06-01.

Ticker

PF / Calmar floors

LCSO cumulative returns

Portfolio-style wealth (start = 1) from compounding overnight, session, and full-day LCSO returns.

ADX / +DI / −DI · Strong +DI

Wilder DMI. Green = Strong +DI at that close (ADX>25, +DI leads −DI, ADX not flat) — in force for the next session.

Union percentiles · top 4%

Cross-sectional percentile among Sector peers (100 = best). Green = in the top 4% on Calmar 1y or Past200 (union rank cuts).

LCSO metrics · floors

Trailing LCSO metrics. Green = clears the selected PF+Calmar floors, or a union absolute floor (Calmar>10, CAGR>200%, or Past200>85%).