Hedge · tcast-executor

what bin/tcast-hedge saved after its latest run, one section per account · the rule: no hedge while the beta-weighted imbalance is inside +/-HedgeThresholdUsd; beyond it, trade SPY to bring it back to about 0 · this page only displays those files: it never trades and writes nothing · times in UTC, ET and SGT, rendered on the server · a badge marks a snapshot more than 30 minutes old · directory: /dictwang/code/ibkr-tcast-executor/runtime/state
1 snapshot file(s) · elvajb481 no hedge

elvajb481 · account DUP786597 · positions held now

run 2026-10-02 19:51:49 UTC · 2026-10-02 15:51 ET · 2026-10-03 03:51 SGT · 41 h 29 min ago stale · session 2026-10-02 · SPY 769.35 from the quote service · file hedge_elvajb481.json
NO HEDGE: inside the +/-5,000 band
beta-weighted imbalance +1,661 is inside the 500..5,000 band: no hedge
with the raw betas (before the pull toward 1): NO HEDGE: inside the +/-5,000 band · the same answer · beta-weighted imbalance +2,913 is inside the 500..5,000 band: no hedge
Warnings

Beta-weighted imbalance vs the band

beta-weighted +1,661 USD · a 1% SPY move is about +17 USD

Totals

net value $
-13,146.32 (long +159,887.57, short -173,033.89)
beta-weighted $
+1,661.29
raw-beta-weighted $
+2,913.04
SPY held
-2 share(s), already inside the sums
no-hedge band
+/-5,000 (HedgeThresholdUsd)

Positions

symbolpositionvalue $ beta+/- (se)used beta-wtd $note
MUU +56 +2,080.06 3.09 0.15 2.92 +6,082.26 one day moved 38%: check for a split, spin-off or special dividend
AAOI +17 +1,975.06 2.54 0.17 2.38 +4,701.70 one day moved 57%: check for a split, spin-off or special dividend
COHR +6 +2,023.34 2.31 0.14 2.21 +4,481.02
WYFI -112 -2,018.91 2.35 0.19 2.19 -4,415.75 illiquid? weekly beta differs
ICHR +32 +2,017.65 2.22 0.19 2.07 +4,178.66 one day moved 33%: check for a split, spin-off or special dividend
SOUN -339 -1,964.17 2.20 0.13 2.13 -4,175.99 one day moved 31%: check for a split, spin-off or special dividend
CIFR -129 -2,025.30 2.16 0.16 2.05 -4,158.91 one day moved 31%: check for a split, spin-off or special dividend
EAF -233 -2,177.15 1.95 0.14 1.88 -4,100.57 one day moved 46%: check for a split, spin-off or special dividend
MRVL +7 +1,916.96 2.17 0.09 2.14 +4,097.53 one day moved 33%: check for a split, spin-off or special dividend
FLY -86 -2,030.12 2.19 0.23 1.99 -4,039.30
CRSR +147 +2,039.77 2.01 0.16 1.92 +3,919.47 one day moved 48%: check for a split, spin-off or special dividend
TEM -26 -2,003.06 1.99 0.13 1.93 -3,860.44 one day moved 36%: check for a split, spin-off or special dividend
PDFS +39 +2,170.61 1.77 0.12 1.72 +3,744.08
CLS +5 +1,935.06 1.99 0.13 1.93 +3,732.62
RCAT -312 -1,989.34 2.03 0.22 1.87 -3,710.96 one day moved 34%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
ACHR -407 -1,979.65 1.93 0.13 1.87 -3,700.63
UVIX -55 -1,973.00 -1.86 0.04 -1.84 +3,625.71 one day moved 49%: check for a split, spin-off or special dividend
MOD -11 -1,964.39 1.91 0.15 1.84 -3,617.90
LIF -49 -2,092.13 1.70 0.09 1.68 -3,510.50
RUM -261 -1,956.46 1.86 0.14 1.79 -3,505.11 one day moved 81%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
CAMT +12 +1,989.75 1.81 0.13 1.76 +3,500.86
CRWV -22 -1,971.35 1.95 0.24 1.77 -3,493.08 one day moved 42%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
UCTT +24 +1,742.30 2.08 0.15 2.00 +3,476.86
COIN -10 -1,830.13 1.96 0.14 1.89 -3,466.27 one day moved 31%: check for a split, spin-off or special dividend
XE -138 -1,983.89 2.10 0.36 1.73 -3,433.75 illiquid? weekly beta differs
SECZ -137 -1,756.01 2.51 0.38 1.95 -3,428.52
AVEX -140 -2,022.29 1.94 0.32 1.67 -3,368.83 one day moved 31%: check for a split, spin-off or special dividend
ACMR +24 +1,990.50 1.80 0.21 1.69 +3,358.55
NCLH -134 -2,027.42 1.70 0.13 1.65 -3,350.61
ST +46 +1,999.34 1.71 0.11 1.67 +3,347.24
LRCX +5 +1,735.04 1.95 0.10 1.92 +3,328.09
SGML -239 -2,159.13 1.57 0.12 1.54 -3,325.39 one day moved 33%: check for a split, spin-off or special dividend
DJT -226 -2,012.72 1.67 0.14 1.63 -3,271.79 one day moved 42%: check for a split, spin-off or special dividend
NVDA +8 +1,875.07 1.74 0.07 1.73 +3,245.53
XMTR +19 +1,961.28 1.69 0.13 1.64 +3,225.43 one day moved 43%: check for a split, spin-off or special dividend
IBRX -234 -2,371.36 1.37 0.18 1.32 -3,135.00 one day moved 42%: check for a split, spin-off or special dividend
CD -296 -1,967.31 1.64 0.16 1.58 -3,101.71 one day moved 81%: check for a split, spin-off or special dividend
SNDK +1 +1,718.93 2.01 0.27 1.78 +3,063.10
FUN -184 -2,115.29 1.46 0.15 1.43 -3,016.16 illiquid? weekly beta differs
VECO +34 +1,946.11 1.57 0.12 1.54 +2,987.33
RCL +7 +1,951.48 1.52 0.08 1.51 +2,937.93
SPHR -15 -1,918.21 1.56 0.12 1.53 -2,936.50
SENS +195 +1,930.89 1.54 0.12 1.51 +2,918.95 one day moved 81%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
ANET +9 +1,866.74 1.62 0.17 1.56 +2,905.64 illiquid? weekly beta differs
QDEL -190 -2,036.15 1.45 0.14 1.42 -2,894.39 one day moved 41%: check for a split, spin-off or special dividend
TRIP -238 -2,029.19 1.43 0.10 1.42 -2,873.32
SG +228 +2,069.33 1.41 0.12 1.39 +2,872.78 illiquid? weekly beta differs
RUN -261 -2,013.35 1.50 0.21 1.42 -2,858.70 one day moved 40%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
TTI -343 -2,056.63 1.43 0.17 1.39 -2,850.23
FIX +1 +1,729.99 1.67 0.11 1.64 +2,833.61
TTD -164 -1,967.02 1.46 0.14 1.43 -2,805.57 one day moved 39%: check for a split, spin-off or special dividend
LIFE -61 -2,054.11 1.44 0.23 1.36 -2,796.20 one day moved 32%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
SRZN -134 -3,904.26 0.68 0.17 0.72 -2,795.11 one day moved 108%: check for a split, spin-off or special dividend
ASML +1 +1,869.64 1.51 0.10 1.49 +2,794.86 illiquid? weekly beta differs
BX +17 +1,902.20 1.48 0.07 1.47 +2,790.52 illiquid? weekly beta differs
WDC +4 +1,663.86 1.72 0.14 1.66 +2,768.99 illiquid? weekly beta differs
SGMT +198 +1,806.97 1.56 0.14 1.52 +2,746.10 one day moved 39%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
VSXY +22 +2,007.09 1.49 0.28 1.37 +2,745.73 one day moved 47%: check for a split, spin-off or special dividend
KNF -39 -1,962.24 1.39 0.11 1.37 -2,696.33 illiquid? weekly beta differs
TLN +6 +1,905.66 1.43 0.13 1.40 +2,669.50
MAIR -82 -2,055.25 1.43 0.33 1.30 -2,667.39
APH +23 +2,002.24 1.34 0.10 1.33 +2,659.59
MDB +5 +1,793.01 1.50 0.09 1.48 +2,655.23 one day moved 38%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
NAVN +91 +1,950.68 1.43 0.23 1.36 +2,650.78 one day moved 43%: check for a split, spin-off or special dividend
TNGX +80 +1,868.70 1.44 0.16 1.40 +2,622.07 one day moved 53%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
CHPT -201 -1,850.00 1.45 0.17 1.40 -2,598.78 one day moved 75%: check for a split, spin-off or special dividend
HROW -65 -1,971.38 1.33 0.11 1.32 -2,596.13
LWLG -326 -1,862.76 1.52 0.29 1.38 -2,579.18 one day moved 41%: check for a split, spin-off or special dividend
HSAI +124 +1,912.58 1.46 0.28 1.35 +2,574.94 one day moved 50%: check for a split, spin-off or special dividend
FUBO -232 -1,996.28 1.30 0.10 1.29 -2,565.99 one day moved 251%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
WBD +64 +1,980.54 1.33 0.17 1.29 +2,562.06
COOK -41 -2,164.26 1.19 0.16 1.17 -2,540.41
SKHY +10 +1,948.67 1.60 0.50 1.30 +2,536.98
AKTS -102 -1,883.57 1.41 0.23 1.34 -2,515.32
HGV -57 -1,993.66 1.27 0.10 1.26 -2,513.01
ALM +147 +1,990.97 1.28 0.17 1.25 +2,496.17 one day moved 43%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
UI +3 +1,852.49 1.37 0.13 1.34 +2,487.19 one day moved 31%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
ERAS -137 -2,010.34 1.25 0.13 1.23 -2,480.79 one day moved 48%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
ONT -148 -1,883.45 1.34 0.15 1.31 -2,474.02 one day moved 33%: check for a split, spin-off or special dividend
SMMT +115 +1,930.16 1.31 0.18 1.27 +2,457.90 one day moved 36%: check for a split, spin-off or special dividend
NU +149 +1,995.11 1.24 0.11 1.23 +2,457.04
STX +2 +1,696.44 1.48 0.14 1.45 +2,456.87 illiquid? weekly beta differs
ETN +4 +1,745.17 1.40 0.07 1.39 +2,432.45
MDA -66 -1,975.04 1.24 0.11 1.23 -2,424.51 illiquid? weekly beta differs
STLD +9 +2,086.43 1.16 0.07 1.16 +2,419.62
ALOY -249 -2,024.37 1.19 0.14 1.17 -2,377.92 one day moved 227%: check for a split, spin-off or special dividend
BRZE +79 +2,006.28 1.19 0.10 1.18 +2,376.97
VLRS -315 -2,048.76 1.16 0.12 1.15 -2,351.65
ABNB +12 +1,948.66 1.20 0.07 1.19 +2,325.90
TDOC -344 -1,887.18 1.24 0.11 1.23 -2,324.20
AMZN +7 +1,761.02 1.33 0.08 1.32 +2,323.41
CCOI -260 -2,164.20 1.07 0.13 1.06 -2,296.38 one day moved 35%: check for a split, spin-off or special dividend
FIG +92 +1,966.59 1.20 0.25 1.16 +2,288.46 illiquid? weekly beta differs
GDYN +233 +1,877.19 1.22 0.11 1.21 +2,279.60 illiquid? weekly beta differs
STRZ +93 +2,137.46 1.04 0.17 1.04 +2,216.81
COAG -64 -1,963.33 1.18 0.36 1.12 -2,193.12
PD +128 +1,971.66 1.11 0.08 1.11 +2,188.88 one day moved 34%: check for a split, spin-off or special dividend
OKTA +9 +1,898.38 1.16 0.08 1.15 +2,186.14 one day moved 30%: check for a split, spin-off or special dividend
MFG +185 +2,013.54 1.09 0.12 1.08 +2,181.82
GRML -188 -1,461.51 1.53 0.14 1.49 -2,181.47 one day moved 788%: check for a split, spin-off or special dividend
TDAY +291 +2,031.18 1.07 0.10 1.07 +2,172.09
LITE +1 +1,086.26 2.02 0.14 1.94 +2,110.55
HNGE +20 +1,955.02 1.07 0.15 1.07 +2,086.33
DFH -191 -2,067.84 1.01 0.16 1.01 -2,080.56
PAYS +134 +1,909.29 1.09 0.13 1.08 +2,068.10 one day moved 37%: check for a split, spin-off or special dividend
TENB +58 +2,134.04 0.95 0.08 0.96 +2,038.12 illiquid? weekly beta differs
DOO -36 -2,018.27 1.00 0.10 1.00 -2,024.27 one day moved 35%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
SSTI -239 -1,989.46 1.01 0.12 1.01 -2,009.81 one day moved 50%: check for a split, spin-off or special dividend
MUFG +89 +2,028.67 0.97 0.08 0.97 +1,975.66 illiquid? weekly beta differs
UBER +29 +1,976.17 0.99 0.07 0.99 +1,955.22
AVX -290 -1,831.04 1.08 0.21 1.06 -1,948.20 one day moved 138%: check for a split, spin-off or special dividend
OIG -207 -1,937.93 — — 1.00 -1,937.93 only 9 days of history: beta 1
GTX +73 +1,980.20 0.98 0.08 0.98 +1,932.16
NAMS +82 +1,892.84 1.01 0.17 1.01 +1,905.54 one day moved 41%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
METC -241 -1,953.06 0.97 0.18 0.97 -1,899.55 one day moved 38%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
GLAS -400 -2,186.93 0.85 0.14 0.86 -1,885.20 one day moved 60%: check for a split, spin-off or special dividend
NKE -60 -2,030.40 0.92 0.15 0.93 -1,883.34
MLTX -171 -1,944.88 0.97 0.12 0.97 -1,883.01 one day moved 90%: check for a split, spin-off or special dividend
ITG -285 -1,974.26 0.86 0.54 0.93 -1,844.77 one day moved 33%: check for a split, spin-off or special dividend
GLUE -178 -1,866.67 0.98 0.20 0.98 -1,830.25 one day moved 94%: check for a split, spin-off or special dividend
FMC -233 -1,952.54 0.92 0.10 0.92 -1,798.72 one day moved 47%: check for a split, spin-off or special dividend
ETRA -178 -1,778.22 — — 1.00 -1,778.22 only 9 days of history: beta 1
IBTA +49 +2,044.81 0.85 0.12 0.86 +1,761.18 one day moved 52%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
SPSC +24 +1,979.94 0.89 0.10 0.89 +1,760.68
MLYS -79 -1,869.57 0.94 0.12 0.94 -1,760.52 one day moved 86%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
NBTX +71 +1,811.92 0.94 0.15 0.94 +1,712.08 one day moved 30%: check for a split, spin-off or special dividend
TRLV -192 -2,041.13 0.81 0.20 0.84 -1,707.49 one day moved 67%: check for a split, spin-off or special dividend
MEDP +3 +1,802.02 0.94 0.08 0.95 +1,703.57 one day moved 55%: check for a split, spin-off or special dividend
LTGO -121 -1,912.68 0.66 0.72 0.89 -1,702.73
PCVX +35 +1,967.08 0.83 0.19 0.85 +1,678.66 one day moved 46%: check for a split, spin-off or special dividend
PSKY -211 -1,969.90 0.81 0.15 0.83 -1,627.30 one day moved 37%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
APMD -88 -1,911.79 0.65 0.57 0.85 -1,617.60
OCS -228 -1,973.41 0.77 0.13 0.79 -1,553.60 one day moved 36%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
SPY -2 -1,539.38 — — 1.00 -1,539.38 S&P 500 fund: beta 1
LION +176 +1,959.94 0.77 0.09 0.78 +1,521.06 illiquid? weekly beta differs
BOIL -107 -2,129.72 0.62 0.26 0.70 -1,492.87 one day moved 51%: check for a split, spin-off or special dividend
CTNM -153 -2,009.69 0.66 0.24 0.73 -1,463.41 one day moved 30%: check for a split, spin-off or special dividend
MDLN -56 -1,992.67 0.70 0.15 0.72 -1,438.33
CVI +36 +1,977.01 0.71 0.12 0.72 +1,431.34
TGTX +35 +1,904.45 0.72 0.16 0.74 +1,415.12
NICE +17 +1,926.20 0.72 0.07 0.73 +1,400.83 illiquid? weekly beta differs
IHS +239 +1,991.83 0.68 0.09 0.69 +1,371.85 illiquid? weekly beta differs
YELP -110 -2,005.38 0.67 0.07 0.68 -1,359.42
IT +10 +1,852.04 0.71 0.07 0.71 +1,320.37
TPB -36 -2,010.25 0.63 0.09 0.64 -1,295.43 illiquid? weekly beta differs
VEEV -7 -1,912.07 0.64 0.08 0.65 -1,247.19
SUJA -211 -2,029.19 0.33 0.40 0.59 -1,197.18 one day moved 46%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
PRGS -50 -1,844.99 0.63 0.08 0.64 -1,188.94 illiquid? weekly beta differs
USDE -137 -1,946.55 -1.57 0.39 -0.58 +1,133.67 one day moved 85%: check for a split, spin-off or special dividend
TSCO -63 -1,964.09 0.56 0.07 0.57 -1,120.90
IOND +24 +1,972.43 0.17 0.47 0.56 +1,111.42
IMAX +37 +1,950.30 0.56 0.09 0.57 +1,111.28 illiquid? weekly beta differs
BAFN -291 -2,299.42 0.39 0.20 0.48 -1,098.84
HUM -5 -1,948.20 0.52 0.12 0.55 -1,068.75 illiquid? weekly beta differs
GFL +47 +1,977.47 0.51 0.12 0.54 +1,065.54
PBR.A +105 +2,058.42 0.49 0.09 0.51 +1,043.42
SU +28 +1,944.77 0.48 0.13 0.51 +996.90
STNG +23 +1,981.97 0.48 0.11 0.50 +988.84
PBR +95 +2,054.75 0.46 0.09 0.48 +987.08
NATH +19 +1,928.65 0.48 0.07 0.49 +941.27
BRUN -126 -2,065.64 0.41 0.13 0.44 -917.78
SHAZ -39 -1,975.11 0.43 0.13 0.46 -915.73 one day moved 3400%: check for a split, spin-off or special dividend
JBS -180 -2,106.72 0.39 0.14 0.43 -915.04
NAT +239 +2,001.86 0.40 0.08 0.42 +834.28
TRI +20 +1,948.88 0.39 0.08 0.40 +784.87
MCK +2 +1,804.51 0.13 0.08 0.15 +276.23
CBOE +7 +1,898.00 -0.16 0.09 -0.13 -241.85 illiquid? weekly beta differs
THRM -4.9081 -154.87 0.95 0.10 0.95 -147.25
XRPN -118 -4,362.93 0.01 0.02 0.01 -56.33 one day moved 70%: check for a split, spin-off or special dividend; illiquid? weekly beta differs
largest beta-wtd $ first · beta is the raw slope against SPY and +/- its standard error; used is that beta pulled toward 1 by its uncertainty, and the hedge applies used

Left out

none: every position is in the sums above

Advice

Recent runs

last 27 run(s) from hedge_elvajb481.jsonl, newest first
time (ET)viewbeta-weighted $ decisionSPY price
2026-10-02 15:51:49 now +1,661.29 no hedge 769.35
2026-10-02 15:21:49 now +1,371.32 no hedge 769.51
2026-10-02 14:51:49 now +1,438.24 no hedge 769.31
2026-10-02 14:21:49 now -1,191.32 no hedge 768.75
2026-10-02 13:51:49 now -3,336.14 no hedge 769.30
2026-10-02 13:21:49 now -2,297.50 no hedge 768.79
2026-10-02 12:51:49 now -4,132.25 no hedge 769.54
2026-10-02 12:21:49 now -3,654.36 no hedge 769.39
2026-10-02 11:51:49 now -2,364.49 no hedge 768.71
2026-10-02 11:21:49 now +8,551.09 HEDGE SELL 11 767.33
2026-10-02 10:51:49 now -230.26 no hedge 771.17
2026-10-02 10:21:49 now +5,475.26 HEDGE SELL 7 772.22
2026-10-02 09:51:49 now -26,280.02 HEDGE BUY 34 769.81
2026-10-01 15:57:39 now -675.45 no hedge 764.02
2026-10-01 15:27:39 now -835.34 no hedge 764.55
2026-10-01 14:57:39 now -1,095.94 no hedge 764.79
2026-10-01 14:27:39 now -2,053.86 no hedge 764.12
2026-10-01 13:57:39 now -1,673.35 no hedge 763.67
2026-10-01 13:27:39 now -372.45 no hedge 763.68
2026-10-01 12:55:20 now -2,553.52 no hedge 760.51
2026-10-01 12:38:06 now +759.75 no hedge 761.90
2026-10-01 12:33:48 now +734.16 no hedge 762.27
2026-10-01 11:57:16 now +15,141.04 HEDGE SELL 20 760.52
2026-09-30 12:24:41 now -15,607.24 HEDGE BUY 20 768.32
2026-09-30 11:15:28 now -15,401.09 HEDGE BUY 20 768.40
2026-09-30 11:12:07 now -15,429.76 HEDGE BUY 20 768.19
2026-09-30 06:57:00 now -8,240.56 HEDGE BUY 11 764.65