CB Arbitrage Desk Refinitiv · LSEG Eikon updated 2026-05-17 08:07
DEMO MODE · Static snapshot. The live version (running locally) pulls fresh Refinitiv data every weekday at 08:04. View code on GitHub.

$5,000,000 paper trading portfolio

Live track of what the agent's signals would have done with a real $5 million starting account, 5 concurrent positions, 25bp bond + 5bp equity transaction costs, 1% JPY financing. Re-runs every weekday morning — as the live agent generates new signals, this curve extends.

Starting capital$5,000,000
Current equity$5,867,674
Total P&L +$867,674
Total return+17.4%
CAGR+5.6%
Max drawdown-3.89%
Sharpe0.49
Days running1064
How to read this This is a live paper account. Every weekday morning the agent: (1) pulls fresh Refinitiv data, (2) reprices the universe, (3) takes any new BUY signals as new positions (up to 5 concurrent), (4) marks open positions to market, (5) closes anything that hit the exit rule (60d held or cheap% < 1%), and (6) regenerates this page. Watch the equity curve extend rightward over the coming weeks as the strategy plays out in real time.

Equity curve · $5M paper account

Drawdown

Open positions

No open positions at the latest mark. The agent will open new ones on the next BUY signal — check back tomorrow morning.

Recent closed trades

last 10
IssuerEntryExitDays Entry cheap%Exit cheap% Δ used Net bp Net P&L (¥)
Nikkon Holdings 2026-04-03 2026-05-15 29 +6.4 +7.1 0.044 +2330 23,298,456
Rohm 2026-03-06 2026-05-15 50 +5.6 +9.1 0.024 +2388 23,882,615
Taiyo Yuden 2026-03-03 2026-05-15 53 +6.3 +16.3 0.018 +3613 36,128,738
Mizuno 2026-03-17 2026-05-15 43 +7.3 +3.8 0.011 -117 -1,168,485
JVCKENWOOD 2026-03-27 2026-05-15 35 +5.1 +10.8 0.024 -101 -1,009,190
Daifuku 2026-04-01 2026-05-15 32 +10.9 +2.9 0.025 +4732 47,323,784
OSG Corp 2026-03-30 2026-05-15 34 +5.1 +2.3 0.037 +4532 45,318,949
Rohm 2026-03-06 2026-05-15 50 +5.3 +10.5 0.026 +2503 25,032,578
Hosiden 2026-04-03 2026-05-15 30 +5.1 +9.3 0.025 -229 -2,292,075
Daifuku 2026-04-22 2026-05-15 17 +5.0 +5.6 0.026 +2135 21,349,252