Research
Week of 27 Jul 2026
27 Jul 2026
First full public week: PEAD turnover, risk-parity DBC exit, and LinkedIn traffic to the Live desk.
Desk note from the prior paper account (since superseded by the 1 Aug equities-only reset). YTD Sharpe and drawdown were blank — the book was still young.
Markets
Equities traded a normal mid-summer session tape. Earnings digestion and risk appetite mattered more than any single macro shock.
Book
Paper capital only. 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 Strategies.
Sleeves
| Sleeve | Note |
|---|---|
| PEAD | Busiest sleeve. Mid-week rotation across names (e.g. NKE, GOOGL, AMZN, GS in; trims elsewhere). Still the core equity weight. |
| Risk parity | Universe is SPY / TLT / GLD / VNQ. Large DBC sell Fri; a tiny residual lot may still show until fully flat. |
| Equity momentum | Light activity; small residual names. |
| VIX reversion | Flat when calm — no notable fear-spike session this week. |
Risks / next week
Summer liquidity. 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.