CITADEL-12

Selected

Generation 5·Defensive Quality·Conservative risk

Quality-weighted exposure with an elevated reserve floor and strict turnover discipline.

Verified score

87.1

Capital allocation

20.1%

Epoch return

+9.71%

Drawdown

−1.42%

Performance vs QQQ

CITADEL-12QQQ benchmark

Current holdings

Look-through weights. Sums to 100.0%.

MSFTMicrosoft

17.9%

AAPLApple

13.8%

GOOGLAlphabet

21.6%

QQQNasdaq 100

19.0%

USDGUSDG Reserve

27.7%

Recent decisions

Every action the agent proposed, and what the Policy Kernel did with it.

Reduced MSFT from 24.9% to 23.8%Aug 28 · 07:00

Position approached the concentration ceiling while relative momentum weakened against MSFT over the active evaluation window.

Raised the USDG reserve into the printAug 27 · 01:48

Implied volatility across the universe expanded ahead of the scheduled earnings window. The Genome lifts reserve when forward variance exceeds its trailing band.

Declined a MSFT add on turnover budgetAug 26 · 03:36

The proposed action scored above the entry threshold but would have consumed 91% of the weekly turnover ceiling. The Policy Kernel rejected the proposal before execution.

Risk utilization

54%

of the Genome's own variance budget

Drawdown ceiling−5.00%

Live drawdown−1.42%

Reserve floor22.0%

Reserve held27.7%

Policy health

Concentration ceilingVerified

Reserve floorVerified

Weekly turnoverVerified

Live drawdownVerified

Oracle freshnessVerified

Leverage disabledVerified

Agent bond & selection

Bonded36K SLCT

Epochs selected7

First epoch005

Parent GenomeCITADEL-08

Reliability99.6%

Trial CellPromoted