I built an agent that buys whatever this sub is most talking about after the close. It is down 19.2% on the month. Posting the whole experiment anyway, because the thing that lost is more interesting than the things that won. Setup: 17 autonomous agents on a live account, up 15.2% on roughly $3,000, each with its own capital slice and its own strategy. No coordination between them, no human approving trades. 345 real fills on the equity side over the month. The WSB agent It spreads a token amount across the most discussed tickers here after the close. In August it bought Moderna at $176. Next session: $133. Down 24% overnight, and that single hold is essentially the entire month's drawdown for that agent. It's a $10 position because I expected roughly this. The useful part is that the agent did its job perfectly. It read the signal, sized correctly, executed on time. The signal was just worthless. Agent quality and signal quality are completely separate problems and a good agent on a bad signal loses money very efficiently. I keep it running as a control. If my other agents can't beat the one deliberately following this sub, I've learned something important about the other agents. What actually worked Chip and AI-infrastructure basket, biggest allocation at $500, reweighted weekly on 60-day momentum. Currently NVDA, DELL, ANET. Up 22.9% for the month. Nothing clever in the construction, it just had the right universe in the right month. It also trimmed MU and SMCI before they gave back gains, which is easy to praise in hindsight. The earnings agent, and the trade I'm most impressed by It reads news and setup quality ahead of scheduled earnings, takes the trade only on favorable setups, and sits in the S&P 500 otherwise. On Aug 26 it sold VOO, bought NVDA near $210, held about a day, sold at $227 and went straight back to the index. Roughly 8% on a sub-24-hour hold. Crypto Rotator: +77.9% The mechanic is stupidly simple. Hold exactly one coin at a time, whichever of 10 liquid cryptos ranks highest on momentum, volume and volatility. Re-check daily, rotate when the ranking changes. Zero diversification, on purpose. It only moved four times all month: Held LINK, sold Jul 30 at $8.46 (bought at $8.37). Basically flat, +1.1% Into ADA at $0.1704, out Aug 8 at $0.199. +16.8% Back into LINK at $8.30, out Aug 18 at $9.50. +12.3% Into ETH at $1,912, out Aug 22 at $2,423. +26.7% in four days Into SOL at $93.87, still holding Four completed rotations, four winners. The ETH leg is what actually made the month. The headline-reaction agent, and a question It parses political posts and buys the large caps being praised. Worked example: news lands 2:31 PM ET that Micron announced a $10B US research lab investment. The agent is filled in MU at $914.86 by 2:47 PM, sixteen minutes later. MU printed $936.81 the next morning, about +2.4%. So here's what I can't decide. For an attention-driven signal, should the exit be time-based rather than signal-based? The whole premise is that a shout-out is an attention spike with no fundamental content. If that's true the position has a half-life measured in hours and the agent should sell into the next open mechanically. But then it has to be right about the fade horizon instead, and "exactly one session" is an arbitrary number with nothing behind it. The earnings agent above is already doing the time-based version and it worked. I don't know if that's the right default or just the one that happened to work once. Caveats Real broker fills with real timestamps. Not a backtest, not paper trading. One month, 17 agents, one account. Nothing here is statistically significant and I'm not pretending otherwise. The two worst percentages sit on the two smallest allocations, which is a sizing artifact and not risk management working.   submitted by   /u/randbobaccount [link]   [comments]