● autonomous / self-verifying loop.taikunsystems.com · refresh 60s
QUANT/LOOP live kill switch armed

A trading loop that runs itself: a maker proposes, a deterministic verifier decides, only a PASS may trade — and a hard drawdown kill switch is the floor.

Equity
$100,000
high-water $100,000
Drawdown budget
+0.00%
0.0% of the −15% kill line
Last verdict
REJECT
0 open positions
Cycles
112
7 min ago
[01]The cycle
STAGE 1

Ingest

market data → parquet

STAGE 2

Signal

maker proposes (LLM)

STAGE 3 · GATE

Verify

deterministic checker

STAGE 4 · GATE

Execute

PASS-only, kill-armed

STAGE 5

Risk

drawdown kill switch

[02]Candidate vs the gauntlet
REJECT
failed the gauntlet — nothing executes
lookback 60 top_k 3 hold 20
The maker proposes; this panel is the checker's call — numbers vs thresholds, never an opinion.
Friction survivalRet/DD ≥ 1.0 +0.89 ✗
Sharpe ratio≥ 1.5 +0.58 ✗
Max drawdown≥ −10% -32.9% ✗
Newey-West t≥ 2.0 +0.94 ✗
Out-of-sample≥ 2.0y +2.15 ✓
Mean per trip> 0 after costs +2.47 ✓
all six gates must pass · friction-honest · out-of-sample enforced
[03]Memory / recent cycles
reject
Candidate {'lookback': 80, 'top_k': 3, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t). Ret-DD 0.39, Sharpe 0.39, maxDD -42.3%.
2026-08-19
reject
Candidate {'lookback': 80, 'top_k': 2, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t). Ret-DD -0.16, Sharpe 0.09, maxDD -49.8%.
2026-08-17
reject
Candidate {'lookback': 90, 'top_k': 2, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t). Ret-DD 0.89, Sharpe 0.58, maxDD -37.6%.
2026-08-11
reject
Candidate {'lookback': 30, 'top_k': 2, 'hold': 20} REJECTED (failed: sharpe, max_drawdown, newey_west_t). Ret-DD 2.25, Sharpe 0.82, maxDD -26.1%.
2026-08-11
reject
Candidate {'lookback': 20, 'top_k': 2, 'hold': 20} REJECTED (failed: sharpe, max_drawdown, newey_west_t). Ret-DD 2.90, Sharpe 1.14, maxDD -33.6%.
2026-08-06
reject
Candidate {'lookback': 100, 'top_k': 2, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t, oos_span_years). Ret-DD 0.98, Sharpe 0.72, maxDD -47.2%.
2026-08-05
reject
Candidate {'lookback': 50, 'top_k': 2, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t). Ret-DD 0.20, Sharpe 0.29, maxDD -48.1%.
2026-08-05
reject
Candidate {'lookback': 90, 'top_k': 3, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t). Ret-DD 0.36, Sharpe 0.39, maxDD -42.8%.
2026-08-04
reject
Candidate {'lookback': 50, 'top_k': 3, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t). Ret-DD 0.20, Sharpe 0.24, maxDD -32.6%.
2026-08-03
reject
Candidate {'lookback': 100, 'top_k': 3, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t, oos_span_years). Ret-DD 0.68, Sharpe 0.57, maxDD -39.5%.
2026-07-31
reject
Candidate {'lookback': 30, 'top_k': 3, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t). Ret-DD 0.87, Sharpe 0.62, maxDD -36.9%.
2026-07-31
reject
Candidate {'lookback': 20, 'top_k': 3, 'hold': 20} REJECTED (failed: friction_survival, sharpe, max_drawdown, newey_west_t). Ret-DD 0.67, Sharpe 0.40, maxDD -25.4%.
2026-07-30
✗ 2026-10-24 21:02 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-23 21:02 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-22 21:01 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-21 21:01 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-20 21:01 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-19 21:01 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-18 21:00 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-17 21:00 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-16 21:00 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk
✗ 2026-10-15 21:15 UTC · verdict=REJECT equity=$100,000 dd=+0.0% errors=risk