{ "account_number": null, "account_ref": "sha256:54f7df38b17a2581", "attributed_category_contributions": { "mean_reversion": 0.0014080969909074654, "momentum": -0.002550552271489458, "trend_following": 0.0003559961742426979 }, "book": "best_cagr", "broker_cross_check": { "delta_bps": -306.0, "note": "two Alpaca endpoints with different timing bases; both are broker figures. Neither is adjusted to match the other.", "portfolio_history_equity": 1011577.98 }, "capital_event": { "amount_usd": -30106.02, "date": "2026-08-28", "derivation": "71.236611 GLD x 422.62 (the desk's 2026-08-27 mark) = 30106.02, removed from the account", "evidence": { "asset_status_at_broker": "GLD remained tradable, fractionable and active; no asset-level event explains the removal", "broker_activity_log": "no FILL, JNL, corporate action, split or fee for GLD after 2026-08-27T13:33:33Z", "broker_equity_after_et0400": 982069.99, "broker_equity_before_et2000": 1011547.14, "broker_equity_step": -29477.15, "broker_position_endpoint": "GET /v2/positions/GLD answered 404 'position does not exist' while the account's own order history still listed all six fills as filled", "cash_credited_usd": 0.0, "desk_detection": "the desk's own broker-vs-shadow reconciliation raised the discrepancy at 2026-08-28T03:37 ET and every 15 minutes after it", "mark_date": "2026-08-27", "mark_price": 422.62, "mark_source": "the desk's own after-close mark for GLD on the last session that contained the position", "orders_sent_in_window": 0, "qty": 71.236611, "qty_source": "net of the six GLD fills published under books/best_cagr/detail/ (+72.177851, -0.321873, -1.234323, -0.506521, -0.112455, +1.233932)", "residual_check": "equity fell 31075.18 from the broker's prior close while the 15 surviving positions accounted for -968.20 of it; the 30106.98 remainder is the vanished position, matching the declared 30106.02 to within fees and the valuation-basis difference above", "same_day_trading_pnl_usd": -968.2, "step_vs_declared_note": "the broker's own hourly series steps by 29477.15 while the declared flow is 30106.02; the two differ because they value the same position on different bases (Alpaca's 04:00 valuation against the desk's 16:20 mark). The declared amount is the one a reader can reproduce from published files.", "symbol": "GLD", "unaffected_books": "best_cagr_100k holds the same strategies and weights at one tenth the capital and still held its 7.100702 GLD; no other published book was affected", "window_et": "2026-08-27T20:00 ET to 2026-08-28T04:00 ET, market closed throughout" }, "kind": "broker_adjustment", "reason_en": "A 71.236611-share GLD position disappeared from the broker's books overnight with no sale, no journal entry, no corporate action and no cash credit. Assets left the account by an act that was not a trade, so the amount is treated as an external withdrawal and excluded from the return.", "reason_fr": "Une position de 71,236611 parts de GLD a disparu des livres du courtier pendant la nuit, sans vente, sans ecriture de journal, sans operation sur titre et sans credit en especes. Des actifs ont quitte le compte par un acte qui n'etait pas une transaction : le montant est donc traite comme un retrait externe et exclu du rendement." }, "cumulative_return": 0.010713617921674468, "daily_return": -0.0005384996, "desk_manifest_hash": "3c2da81929cdc925bc3f8a1d759bccf3aba07eb28d8179f47dcdc315f0cb8add", "disclosure": { "account_type": "alpaca_paper", "annualised_metrics_gated_at_sessions": 60, "book_returns": "exact — read from the broker account endpoint", "capital_at_risk": false, "detail_lag_days": 0, "detail_release_rule": "published once the cycle has executed; the pending order plan is never published", "fills": "simulated by the broker's paper engine", "gips": "GIPS-informed, NOT GIPS-compliant (no third-party verification)", "market_data_feed": "IEX (free tier, ~2-3% of consolidated volume)", "not_investment_advice": true, "notice": "Alpaca PAPER account. No capital at risk; fills are simulated. Past performance is not indicative of future results. Not investment advice, an offer, or a solicitation.", "strategy_identity": "not published; holdings are grouped by category", "strategy_returns": "attributed model — pro-rata over write-ahead intents, aggregated to strategy category" }, "hash": "22e2bd3d528aed03064a65d9ee747c9c134619dddaae612cd4ee3bab82a1682b", "metrics": { "annualised_basis": 252, "computed_by": "rvb.metrics.compute_core_metrics", "insufficient_history": { "have": 14, "label_en": "insufficient history — 14/60", "label_fr": "historique insuffisant — 14/60", "need": 60, "suppressed": [ "sharpe", "sharpe_gross", "sharpe_autocorr_adj", "sortino", "sortino_gross", "calmar", "calmar_gross", "cagr", "volatility", "max_drawdown", "var_normal_95", "skew", "kurtosis", "ev_excess_annual", "win_rate" ] }, "risk_free_annual": 0.038674999999999994, "risk_free_source": "FRED DGS3MO", "sharpe_convention": "excess of risk_free_annual (see risk_free_source)", "values": { "best_day": 0.002064341202399511, "cagr": null, "calmar": null, "calmar_gross": null, "cumulative_return": 0.010713617921674468, "ev_excess_annual": null, "kurtosis": null, "max_drawdown": null, "n_obs": 14, "negative_days": 4, "positive_days": 10, "sharpe": null, "sharpe_autocorr_adj": null, "sharpe_gross": null, "skew": null, "sortino": null, "sortino_gross": null, "var_normal_95": null, "volatility": null, "win_rate": null, "worst_day": -0.001297192490532395 } }, "nav": { "cash": 867854.74, "equity": 980623.81, "source": "alpaca /v2/account equity, read at the desk's after-close mark" }, "prev_hash": "9b2c2abfde6bf86bb2635379d00f3398b45c16b958758d761dedc0c07e127697", "published_at": "2026-08-28T20:45:02+00:00", "return_basis": "time-weighted, net of the declared external flow: equity / (prior equity + flow) - 1", "schema": "rvb.track-record.snapshot/5", "session_date": "2026-08-28", "sessions": 14 }