Cortana

The engine that replaces the job. A multi-layer trading system I own, understand, and continuously improve. Short-term cash generation funds the operation. Swing compounds. Trend positions for macro cycles. All layers feed a unified signal hub that is the future commercial product.

State

• Owner: Cody Smith (solo operator)
• Architecture: Hub-and-spoke. See concepts/hub-and-spoke-signal-engine.md.
• Regulatory shape: Publisher, not advisor. Never FINRA/SEC registered. See concepts/publisher-not-advisor.md.
• Validation mandate: Paper first, capital second. See concepts/paper-first-capital-second.md.
• Infrastructure: IBKR Pro + IB Gateway + Python + ib_async on Mac. Claude Code for implementation velocity.
• Primary repo: ~/conductor/workspaces/cortanaroi-mk2/ (trading engine)
• Brain repo: ~/brain/ → cDSe2403/cortanaroi-brain

Layers

Layer 1 - 0DTE Cash Generation

• Purpose: Daily cash flow from 0DTE SPY signals
• Target: 10% wins, 80% win rate
• Status: Beta MK2 built. Paper trading. XGBoost signal layer with walk-forward + purged CV validation.

Layer 2 - Swing Trades

• Purpose: Compound capital on 2-5 day swing trajectories
• Status: John Neal building beta. I integrate beta → production into the Cortana hub, apply Layer 1 validation discipline, wire IBKR execution.

Layer 3 - Trend Trades

• Purpose: Longer holds on congressional disclosures, insider filings, macro regime signals. Munger 200-week MA framework + economic moat thinking.
• Status: Not built. Deliberate sequencing - Layer 1 must prove live first.

Key Metrics

• Win rate target: 80% (8/10 trades) - hard mandate
• Latency principle: “Early and right” beats “late and confirmed”
• Validation: Walk-forward + purged cross-validation per López de Prado

Open Threads

• Paper→live threshold: [No data yet] - specific validation metrics that graduate a layer from paper to small live sleeve
• Signal service API: [No data yet] - what fields subscribers consume, pricing tiers, go-to-market
• Securities attorney: [No data yet] - engagement status for publisher/ advisor line review before signal service launch
• Trader Tax Status: Filing with CPA. Section 475(f) election to evaluate.

See Also

• writing/2026-04-23-cortana-north-star.md - full north star doc
• concepts/hub-and-spoke-signal-engine.md
• concepts/publisher-not-advisor.md
• concepts/paper-first-capital-second.md
• concepts/three-layer-thesis.md
• concepts/cortana-is-the-asset.md

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Timeline

2026-04-23 - North star filed

North star document written and filed to brain. Seven foundational pages created: this project root, one writing page (verbatim north star), and five concept pages capturing the load-bearing ideas.