The events that drive every trade.
When a Trump statement, macro print or sector rotation moves the market, the engine reads it and decides what happens next. Each external event, and what the bot did with it, is shown below.
The stream below is the genuine activity of Apex Quantum’s own model-portfolio paper account. The events are cited by the engine via Live Search; the actions are what it actually did in the same scan. Nothing curated.
Every figure, with source and timestamp.
These are the key figures for the Apex Quantum model-portfolio paper account — the same account whose decisions are logged below — set out like audited notes: value, source, fetch time and definition. The live card on the front page is a different account: it shows whichever connected paper account is ahead right now, so the two sets of figures are not meant to match.
The ledger, row by row.
Open positions sorted by market value, with unrealised return per position.
Equity, day by day.
Why we publish this
AI trading runs on trust. We expose the events that drove each trade (Trump posts, tariffs, macro prints, sector rotations) and what the engine did with them. Not curated. Just what actually happened, as it happened.
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All figures are fetched from Apex Quantum’s own model-portfolio paper account at Alpaca Markets via API and cached for up to five minutes. Return is measured against the first recorded value of the calendar year; drawdown is measured against the running maximum in the same window. Minus signs are true minus characters, and all figures are tabular.
The event stream further down is the engine’s own decision log, with cited sources, thesis and outcome per scan. Nothing is curated away: failed and skipped orders are shown with the same weight as executed ones.
- 01.07.2026Transparency protocol extended: KPI ledger with source and definition, positions table and equity chart added above the event stream.