🌶️ Jalapeño Fund

Live ML-Driven Quantitative Long/Short Equity

V3 Full Universe LGB - 84 Features - 10L + 10S Daily Rotation - $1M Simulated

Picks date: 2026-07-10 - Last trader run: 2026-07-10 - Equity curve: 63 pts (2026-04-11 -> 2026-07-11)

$1,119,666

Live Equity

paper x10

+11.97%

Total Return

since inception

3.86

Backtest Sharpe

walk-forward OOS

$+132,517

Unrealized P&L

65 open positions

🎯 Today's Picks scored 2026-07-10 - 2,435 tickers cumulative

🟢 TOP 10 LONG
#	Ticker	Score
1	DELL	+1.1314
2	LRCX	+1.0689
3	ORCL	+1.0179
4	QCOM	+0.9126
5	AMAT	+0.7795
6	MU	+0.4983
7	HOOD	+0.4152
8	F	+0.4011

🔴 TOP 10 SHORT
#	Ticker	Score
1	MA	-0.1796
2	ABBV	-0.1814
3	HD	-0.1981
4	MRK	-0.2022
5	RTX	-0.2205
6	PYPL	-0.2244
7	ADBE	-0.2257
8	CMG	-0.2342
9	MRNA	-0.3471
10	IBM	-0.3742

📦 Active Batches 5 overlapping 5-day batches - 77 positions in flight

Batch 1 - opened 2026-07-10 ACTIVE TODAY$11,200 per leg (19 positions)

L 9

LRCX INTC AMAT DELL COIN QCOM ORCL HOOD F

S 10

MA SBUX ACN ABNB QQQ AMZN ADBE CMG PYPL SNDK

Batch 0 - opened 2026-07-09 $11,525 per leg (11 positions)

L 4

SMCI ORCL DDOG APP

S 7

BKNG RTX HD CMG QQQ UNP SNDK

Batch 4 - opened 2026-07-08 $11,457 per leg (14 positions)

L 6

LRCX AMAT INTC DELL MU DDOG

S 8

ABNB SBUX NKE UNP HD PYPL GILD QQQ

Batch 3 - opened 2026-07-07 $11,569 per leg (15 positions)

L 7

ORCL INTC QCOM MU SMCI AMD APP

S 8

QQQ ABBV GILD ACN NKE INTU CMG ADBE

Batch 2 - opened 2026-07-06 $12,160 per leg (18 positions)

L 8

DELL LRCX ORCL QCOM AMAT MU HOOD F

S 10

MA ABBV HD MRK RTX PYPL ADBE CMG MRNA IBM

📊 Live Positions 65 open - sorted by mkt value

Symbol	Side	Shares	Entry	Current	Mkt Val	P&L
JNJ	🟢 LONG	1,180	$238.38	$256.98	$303,236	$+21,948 (+7.80%)
WBD	🟢 LONG	10,280	$27.61	$26.59	$273,345	$-10,486 (-3.69%)
FDX	🟢 LONG	800	$354.24	$314.69	$251,752	$-31,640 (-11.16%)
BCPC	🟢 LONG	1,440	$167.04	$162.15	$233,497	$-7,049 (-2.93%)
TPC	🔴 SHORT	1,790	$72.81	$75.89	$-135,843	$-5,511 (-4.23%)
CCXI	🟢 LONG	8,470	$10.19	$15.55	$131,708	$+45,407 (+52.61%)
IONX	🟢 LONG	3,570	$21.85	$32.15	$114,776	$+36,788 (+47.17%)
MUU	🟢 LONG	130	$125.58	$745.39	$96,901	$+80,576 (+493.58%)
RIOX	🟢 LONG	2,300	$16.04	$33.00	$75,900	$+39,002 (+105.70%)
PCRB	🟢 LONG	1,600	$46.61	$45.90	$73,432	$-1,140 (-1.53%)
AAOI	🔴 SHORT	610	$95.20	$119.92	$-73,151	$-15,081 (-25.97%)
IONL	🟢 LONG	2,760	$10.83	$17.23	$47,555	$+17,660 (+59.07%)
HIMZ	🟢 LONG	900	$19.77	$47.50	$42,750	$+24,957 (+140.26%)
RNA	🔴 SHORT	2,810	$13.06	$12.46	$-35,013	$+1,700 (+4.63%)
RKLX	🟢 LONG	1,210	$24.67	$27.45	$33,214	$+3,370 (+11.29%)
WW	🔴 SHORT	2,040	$13.36	$15.40	$-31,416	$-4,168 (-15.30%)
UMAC	🔴 SHORT	1,530	$12.94	$18.81	$-28,779	$-8,983 (-45.38%)
AKTS	🔴 SHORT	1,030	$17.95	$27.88	$-28,716	$-10,224 (-55.29%)
PIPR	🟢 LONG	360	$75.95	$72.10	$25,956	$-1,385 (-5.07%)
ISSC	🔴 SHORT	1,310	$21.47	$18.85	$-24,694	$+3,435 (+12.21%)
TNDM	🔴 SHORT	1,500	$18.43	$15.41	$-23,115	$+4,532 (+16.39%)
UNP	🔴 SHORT	80	$282.67	$286.96	$-22,957	$-343 (-1.52%)
AXTI	🔴 SHORT	390	$44.93	$57.21	$-22,312	$-4,787 (-27.32%)
ROBN	🟢 LONG	590	$16.18	$36.99	$21,824	$+12,278 (+128.62%)
QQQ	🔴 SHORT	30	$715.17	$725.51	$-21,765	$-310 (-1.44%)
GILD	🔴 SHORT	160	$134.94	$129.83	$-20,773	$+818 (+3.79%)
DDOG	🟢 LONG	80	$265.01	$257.54	$20,603	$-598 (-2.82%)
HD	🔴 SHORT	60	$337.54	$343.30	$-20,598	$-346 (-1.71%)
APP	🟢 LONG	40	$526.46	$506.98	$20,279	$-779 (-3.70%)
MAZE	🔴 SHORT	640	$28.47	$30.57	$-19,565	$-1,344 (-7.38%)
SNDK	🔴 SHORT	10	$1802.41	$1915.92	$-19,159	$-1,135 (-6.30%)
WING	🔴 SHORT	120	$156.90	$153.29	$-18,395	$+433 (+2.30%)
VITL	🔴 SHORT	1,420	$13.09	$12.95	$-18,389	$+204 (+1.10%)
ADV	🟢 LONG	360	$26.00	$39.89	$14,360	$+5,000 (+53.42%)
RBLU	🟢 LONG	1,530	$12.53	$9.09	$13,908	$-5,263 (-27.46%)
LASR	🔴 SHORT	170	$54.22	$72.05	$-12,248	$-3,031 (-32.89%)
F	🟢 LONG	870	$13.75	$14.00	$12,180	$+216 (+1.80%)
FLGT	🔴 SHORT	590	$15.42	$20.55	$-12,124	$-3,028 (-33.28%)
ABNB	🔴 SHORT	80	$141.34	$148.62	$-11,890	$-582 (-5.15%)
SBUX	🔴 SHORT	110	$103.71	$106.01	$-11,661	$-253 (-2.22%)
CMG	🔴 SHORT	330	$34.84	$35.25	$-11,632	$-135 (-1.17%)
CRWV	🟢 LONG	130	$74.30	$88.88	$11,554	$+1,895 (+19.62%)
IBM	🔴 SHORT	40	$306.25	$287.56	$-11,502	$+748 (+6.10%)
SMCI	🟢 LONG	400	$28.31	$28.31	$11,324	$-0 (-0.00%)
MSTX	🟢 LONG	1,290	$22.70	$8.60	$11,094	$-18,183 (-62.11%)
INTU	🔴 SHORT	40	$274.72	$274.96	$-10,998	$-10 (-0.09%)
ACN	🔴 SHORT	80	$139.27	$135.23	$-10,818	$+323 (+2.90%)
BKNG	🔴 SHORT	60	$177.40	$178.39	$-10,703	$-59 (-0.56%)
SJM	🔴 SHORT	90	$94.32	$111.60	$-10,044	$-1,555 (-18.32%)
BKSY	🔴 SHORT	400	$22.94	$25.02	$-10,008	$-832 (-9.07%)
QFIN	🟢 LONG	750	$12.83	$13.20	$9,900	$+278 (+2.88%)
ORCL	🟢 LONG	70	$145.50	$140.64	$9,845	$-340 (-3.34%)
RTX	🔴 SHORT	50	$194.09	$195.93	$-9,796	$-92 (-0.95%)
MRNA	🔴 SHORT	140	$81.83	$68.27	$-9,558	$+1,898 (+16.57%)
APLS	🔴 SHORT	230	$40.37	$41.03	$-9,437	$-152 (-1.64%)
BW	🔴 SHORT	700	$13.90	$11.70	$-8,190	$+1,540 (+15.83%)
WNTR	🟢 LONG	270	$33.59	$27.83	$7,514	$-1,555 (-17.15%)
NRGU	🟢 LONG	200	$44.89	$33.28	$6,656	$-2,322 (-25.86%)
KRMN	🔴 SHORT	120	$81.33	$50.01	$-6,001	$+3,758 (+38.51%)
HYMC	🔴 SHORT	270	$35.11	$21.38	$-5,773	$+3,707 (+39.11%)
MULL	🟢 LONG	220	$121.39	$25.81	$5,678	$-21,027 (-78.74%)
SOC	🔴 SHORT	1,290	$15.24	$3.92	$-5,057	$+14,605 (+74.28%)
SMCZ	🟢 LONG	400	$46.01	$9.34	$3,736	$-14,667 (-79.70%)
ELAB	🟢 LONG	1,350	$5.31	$1.12	$1,512	$-5,662 (-78.92%)
FLZH	🟢 LONG	430	$26.29	$1.88	$808	$-10,496 (-92.85%)

📈 Live Equity Curve Alpaca portfolio history - last 63 sessions

🧠 Model Card LightGBM V3 Full Universe

Algorithm

LightGBM regression - 500 trees x 63 leaves

Features

84 (42 raw + 42 cross-sectional rank)

Universe

~6,769 US tickers, equal-weight 10 long / 10 short, daily rotation

Training window

2020-07-27 -> 2026-03-13 (walk-forward, 2yr train / 1mo test)

Walk-forward steps

44 steps - never looks ahead

OOS predictions

551,226

Mean IC

0.0445 (IR 0.545, hit rate 72.7%)

Backtest summary

Sharpe 3.86 - max DD 2.43% - return 2.65% (reference snapshot)

Rebalance

Daily, 5-day overlapping batches (5 batches concurrent)

Sizing

Equal-weight $EQUITY / 20 per leg per batch

Execution venue

Alpaca paper - market-on-open / market-on-close orders

Model file

full_universe_v3/final_model.txt

Top Feature Importances

amihud

3,942

vol_volatility_csrank

3,723

mom_6_1_csrank

3,392

dist_sma10

3,279

rel_volume

2,668

rsi_14_csrank

2,645

rel_volume_csrank

2,375

mom_3_1

2,369

sma_cross_5_20

2,333

mom_3_1_csrank

2,315

🌶️ Jalapeño Fund - V3 Full Universe LGB - Paper Trading on Alpaca

Auto-refreshes every 60 seconds - all live equity from Alpaca portfolio history - model never trained on live period