v0.15 · Paper Trading Soak
2-4 calendar weeks of live IBKR paper trading
Live IBKR paper trading soak test for v0.15, running a momentum strategy on S&P 100 monthly universe over 2-4 calendar weeks. This mockup defines the visual specification before the actual soak begins, ensuring we capture all required metrics.
Daily Equity Curve
Portfolio value over 14 trading days. Actual equity (blue) vs expected equity benchmark (green dashed). The benchmark represents the theoretical portfolio value assuming perfect execution at mid-price.
Position Evolution
Position count for top 5 tickers over the soak period. Shows how positions change across rebalances as the momentum strategy rotates into/out of names.
Realized vs Expected Slippage
Scatter plot of each order's realized slippage vs expected slippage (in basis points). Points in green are within 5 bps tolerance; red points exceed tolerance. Diagonal line indicates parity.
Incidents Log
Operational events during the soak. Severity levels: WARNING (non-critical), ERROR (requires intervention). All incidents should be auto-recovered or resolved.
| Timestamp | Severity | Type | Description | Resolved |
|---|---|---|---|---|
| 2026-05-15 10:32:30 | WARNING | Reconnect | IBKR Gateway disconnect, auto-reconnected in 8s | Yes |
Cost Summary
Total transaction costs incurred during the soak. Commission is per-share fee; slippage is the difference between expected and realized execution price.
| Cost category | Total cost |
|---|---|
| Commission | $23.00 |
| Slippage | $45.50 |
| Total | $68.50 |