RH-Only (439c)

EVERYTHING RH AGENTIC CAN EXECUTE · MC BASE ~13.1%/YR · FROZEN 07-21
About this strategy — what it is, what it looks for, how it operates

The maximized Robinhood-agentic-only portfolio (research/439c, frozen 2026-07-21): every sleeve the agentic account can physically execute — long stocks/ETFs and single-leg L2 options, no margin, no multi-leg, no shorting. Mix (max-return within maxDD p95 <= -20%): Insider 35%, Options Wheel 25% (cash-secured puts + covered calls — exactly what L2 permits), Cross-Asset TSMOM 20%, Insider Calls (90DTE) 1.7%, T-bill cash (SGOV) 18.3% at 4.5%. Expected (MC): BASE ~13.1%/yr (Sharpe 0.79, DD p95 -19.5%); CONSERVATIVE ~10.1%; falls to ~12.3%/8.4% if the SGOV and collateral-yield assumptions fail. The premium-selling books (condors, SPX VRP) are structurally excluded — multi-leg is impossible at any RH option level; adding one monthly Schwab session restores ~+5-7%/yr (see Full System).

  • Construction439c max-return objective inside a -20% maxDD p95 budget; gross <= 1.0 (no margin exists); idle cash parked in SGOV
  • What was tried and failedCSP expression of the condor screen (+1.1%/yr on collateral — NO-GO) and deep-ITM-call synthetic leverage (financing +7-19%/yr over SOFR — NO-GO)
  • Verify before trusting 10%+SGOV holdable in the agentic account; RH sweep interest on CSP collateral (together worth ~+2.7%/yr)
  • Executionentirely through the RH agentic approval page: insider daily rhythm, monthly TSMOM rebalance, monthly wheel cycle, c90 satellite
Backtest — 5-fold walk-forward, honest true-daily marks (2024-01 → 2026-05)
Sharpe
0.79 base / 0.60 cons (MC)
Win rate
P(neg yr) ~14%
CAGR
+13.1% base / +10.1% cons
Max DD
-19.5% p95

Backtest numbers, not live results — measured on honest true-daily marks across a 5-fold walk-forward with 10bps costs. Past performance does not guarantee future returns.

Sleeve breakdown — weights frozen 2026-07-21 · $10k display book · P&L since inception
SleeveWeightCapitalSleeve returnContribution P&LSleeve book equity
Insider35.0%$3,500-0.45%−$16$10,388
options_wheel25.0%$2,500+0.00%+$0$100,000
Cross-Asset TSMOM20.0%$2,000+0.52%+$10$101,124
Insider Calls (90DTE)1.7%$170-1.71%−$3$98,289
T-bill cash (SGOV, 4.5%)18.3%$1,830

Each sleeve is its own live paper book. RH-Only composes the 439c BASE max-return mix — everything the Robinhood agentic account can execute (no margin, no multi-leg): the SGOV leg accrues 4.5%/yr and is an ASSUMPTION until verified holdable in the account. Excluded from the homepage aggregate to avoid double counting.

TOTAL P&L
+$8,973
+-1591.04% on $0 deployed
REGIME PAUSED
VIX
PERFORMANCE
RETURN
-15.91%
-$1,591 on capital deployed
SHARPE
need 7 more days
WIN RATE
0 closed (0 open)
MAX DD
-22.36%
worst drawdown
REALIZED P&L
+$8,973
0 closed trades
UNREALIZED P&L
$0
0 open positions
LONG EXPOSURE
$0
net $0
SHORT EXPOSURE
$0
gross $0

Open Positions0 held · live MTM

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