Quant Eidolon

Research

Week of 27 Jul 2026

27 Jul 2026

First full public week: PEAD turnover, risk-parity DBC exit, FX ballast, and LinkedIn traffic to the Live desk.

First full week with the public desk live. Combined paper NAV was about $198k as of the Friday snapshot (Alpaca ~$97k, OANDA practice ~$101k). YTD Sharpe and drawdown stay blank — the book is still young (inception mid-July).

Markets

Equities traded a normal mid-summer session tape. Crypto stayed light in the paper book (small BTC/ETH marks). FX notional on the practice desk remained large versus equity sleeves — dollar pairs dominated the FX book.

Book

Paper capital only. Combined NAV and sleeve weights are on Live Paper. This week’s ops themes: honest fills (drop canceled zero-qty rows from the public feed), risk-parity DBC reduced toward flat after the universe drop, and soft LinkedIn traffic landing on Live and Backtests.

Sleeves

SleeveNote
PEADBusiest sleeve. Mid-week rotation across names (e.g. NKE, GOOGL, AMZN, GS in; trims elsewhere). Still the core equity weight.
Risk parityUniverse is SPY / TLT / GLD / VNQ. Large DBC sell Fri; a tiny residual lot may still show until fully flat.
Equity momentumLight activity; small residual names.
Crypto breakout / vol / BTC relativeSmall marks; UNI visible in BTC-relative. No forced size-up.
VIX reversionFlat when calm — no notable fear-spike session this week.
FX macro deskSeparate OANDA practice NAV; AUD/EUR/GBP shorts still the large notional sleeve vs total paper capital.
Crypto momentumRemains parked.

Risks / next week

Summer liquidity. Crypto weekend gaps while equities are closed. Treat paper fills as optimistic. Public copy and Live should stay aligned on risk-parity tickers as residual DBC clears.

Disclaimer

Simulated paper trading. Not live capital. Not investment advice. Past performance, including paper track records, does not guarantee future results.