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LIVE RECORD

The live engine record

What the engine did with real money, next to SPY and QQQ — published every session, win or lose.

Settled through 2026-10-28 · every figure served from /api/perf and /api/board/proof, none typed by hand. · v6 engine live from 2026-09-10.

The record

Three returns, one window, one start date — the engine’s real account and both benchmarks on the same basis. Δ is engine minus benchmark in percentage points; negative means behind.

COIL ENGINE
LIVE
From 2026-07-08
−7.72%
Sessions 79
SPY
BENCHMARK
S&P 500 · same window
+3.61%
Engine Δ −11.33pp
QQQ
BENCHMARK
Nasdaq-100 · same window
+1.99%
Engine Δ −9.71pp

Engine -7.7% since 07-08: trailed the Nasdaq-100 (QQQ 2.0%) by 9.7pp; trails the S&P 500 (3.6%) by 11.3pp. (Settled record through 2026-10-28; refreshed live from /api/perf on load.)

By calendar month

Each month's return chained from the settled series (the month-end cumulative against the prior month-end), engine beside SPY and QQQ. A month is a handful of sessions, not a verdict; the current month is partial until it settles.

MonthSessionsEngineSPYQQQEngine − SPY
July 202617−0.62%+0.22%−3.30%−0.84%
August 202621−0.92%+2.67%+4.19%−3.59%
September 202621−4.62%−0.57%+3.21%−4.05%
October 2026 (to date)20−1.75%+1.27%−1.91%−3.02%

Settled through 2026-10-28. The first month starts at the 07-08 anchor; sessions are market sessions in the window and sum to the headline count.

Every exit, named

Every closed, engine-originated round trip since the 2026-07-08 anchor, winners and losers, newest first, with SPY over the same holding window. Percent only: no dollars, no share counts. The trades the record backs out and the session it holds flat are excluded here too; the note under the table counts the backed-out trades and never names them.

761 closed round trips since 2026-07-08 · 296 green · 462 red · 3 flat · median −0.14% · best +11.16% · worst −12.54% · 444 intraday · settled through 2026-10-28.

NameClosedHeldExitReturnSPY, same windowExcess
CBRS2026-10-285 daystrail+2.51%+1.62%+0.89pp
XLP2026-10-281 daystop−0.63%+0.34%−0.97pp
IGV2026-10-276 daystarget+2.80%−0.44%+3.24pp
FIX2026-10-274 daystarget+11.16%+1.28%+9.88pp
TECL2026-10-274 daystarget+10.89%+1.28%+9.61pp
CIBR2026-10-274 daystarget+4.14%+1.28%+2.86pp
XLE2026-10-271 daystop−1.78%+0.56%−2.34pp
OIH2026-10-271 daystop−0.14%+0.56%−0.70pp
XLU2026-10-26intradayday flat−0.21%——
ARWR2026-10-267 daystrail+3.41%−0.14%+3.55pp
TXN2026-10-23intradayday flat+0.19%——
MGM2026-10-233 daysother−2.40%−1.18%−1.22pp
MOS2026-10-232 daysother−4.52%−1.70%−2.82pp
DY2026-10-232 daysother−7.76%−1.70%−6.06pp
IREN2026-10-221 dayother−5.22%−1.18%−4.04pp
CBRS2026-10-221 dayother−7.74%−1.18%−6.56pp
SNDK2026-10-223 daysstop−6.75%−0.33%−6.42pp
ADSK2026-10-211 daystop−0.22%+0.53%−0.75pp
BRO2026-10-211 daystop−0.74%+0.53%−1.27pp
AXSM2026-10-211 dayother−1.90%+0.53%−2.43pp
RYTM2026-10-217 daystrail+3.01%+0.45%+2.56pp
ADI2026-10-211 daystop+0.47%+0.53%−0.06pp
DNTH2026-10-201 daytarget+7.89%+0.34%+7.55pp
TQQQ2026-10-20intradaystop+0.48%——
CBRS2026-10-201 dayother−1.79%+0.34%−2.13pp

Excluded, exactly as the record above excludes them: 2026-08-18 held flat; 2026-09-29 held flat; backed out: 1 operator-placed round trip (the engine neither chose, sized nor held it) and 2 engine trades a since-fixed defect admitted. SPY is its total return, dividends included, close-to-close over each trade’s own holding window; an intraday round trip has no such window, so those cells are blank.

/api/trades serves the same ledger as JSON, free, with the held-flat sessions and the backed-out trades counted by kind, never named.

Curious what produces these lines? See the board the engine trades from →

This is the record. It is not the backtest.

Above: real orders, real account, funding-adjusted, from one start date. The sample is thin — the session count says how thin — and a thin sample is evidence of nothing in either direction. A receipt, not a result.

A backtest is a simulation, not this account. The research backtest of the ranking backbone (2017–26) ran over a different period, with different capital and no orders. It tests the ranking brain; it is not this account and not a forecast. How to read a backtest before you trust it →

When the engine trails, this page says so at the same size as anything favourable — the summary is written by the engine, not for this page.

What the number includes, and leaves out

Both paragraphs are fields on the API — they travel with the number, so the frame cannot be dropped on the way to a marketing page.

Proof of prior

Every market morning the published board — every scored name and its score (each day’s count is in the log below), no account data of any kind — is SHA-256 hashed into a public append-only log. A digest committed before the market resolved cannot be back-fitted to the outcome.

Precisely: it proves the calls were made in advance and never edited. It does not prove the returns above — those come from the brokerage account.

Check it yourself

Reproduce a committed hash in your browser

Your browser fetches the log, rebuilds that day’s scoreboard and computes the digest locally — nothing uploaded, no key, no account.

The full log, on-page so machines read it without a second request. As JSON, with canonical-JSON rules and reference implementations →

Reading the commitment log from /api/board/proof.

For machines

Both records are public JSON — no key, no account, no email.

  • /api/perf — the record above, including every field this page renders.
  • /api/board/proof — the full commitment log, the canonical-JSON rules, and reference implementations in Python and JavaScript.

Wiring an agent to the board itself? Endpoints and the free MCP server are on the agents page.

Past performance does not predict future results. Percentages describe realized structure over a thin sample. Research publication, not investment advice.

Read the board or feed your agent

The same board, two ways: read it yourself (Scanner, $19/mo or $159/yr), or feed it to your agent with the discipline this record trades by (Coil Live (MCP feed), $49/mo or $419/yr).

Read the board — from $19/mo Feed your agent — $49/mo

Coil is software and impersonal research, not investment advice. It does no short selling and may hold inverse ETFs as hedges. It is not a managed account and not a signal service. Leveraged ETFs, where the engine uses them, can lose value rapidly, including total loss. The figures on this page are the live engine record on a real brokerage account, rendered as served; the only other results on this site are in the published research studies, each a research backtest, not live or client returns. Past performance does not predict future results.