| --- |
| title: Updraft |
| emoji: 🪁 |
| colorFrom: red |
| colorTo: yellow |
| sdk: docker |
| app_port: 7860 |
| pinned: false |
| short_description: Rides the strongest quality stocks; 3 names, monthly |
| --- |
| |
| # 🪁 Updraft |
|
|
| *The Quality-Trend 3 strategy, running on its own.* |
|
|
| Three large US stocks with strong **quality and capital discipline** and the strongest **price trends**, held on an |
| Alpaca **paper** account and rebalanced automatically once a month. The page shows the live portfolio, growth vs the |
| S&P 500 since the first trade, the trade log and this month's ranking. |
|
|
| **Rule** (backtested in the RS-VCP / Quant Model research, `scripts/finalize_qt3_managed.py`): |
| 1. Universe — the 1,000 largest US companies by market cap; price ≥ $5; ≥ $5M a day traded; US-dollar statements. |
| 2. Quality pool — top 30% of a capital-discipline composite: basic-diluted gap, quality score (ROE, ROA, gross margin, |
| FCF conversion), −equity financing, FCF yield, ROE, buyback yield, net share reduction. |
| 3. Trend — the pool ranked by 0.5 · pct(MA50/MA200) + 0.5 · pct(6-1-month return). |
| 4. Monthly — keep holdings still ranked in the top 6, sell the rest, buy from the top until 3 are held, re-split |
| equally (1% kept in cash). Sells first, waited for, then buys sized to the cash actually available (no margin). |
|
|
| Backtest 1999-08 → 2026-09, after 10 bps per side, point-in-time lists incl. delisted names: **+30.9%/yr** (S&P +8.5%), |
| worst fall −34%, any 12 months median +24% (in profit 87% of the time). Backtests flatter; expect less. |
|
|
| ## How it runs without a PC |
| - **Data** — each day the Space builds the ranking itself from the Sharadar API (Nasdaq Data Link, ~40 requests, |
| ~70 s). It reproduces the research snapshot exactly (verified 2026-10-13: same top 10, same 250-name pool). |
| - **Trading** — `POST /api/rebalance?dry=0` with `X-Rebalance-Token`. It trades only when **all** hold: market open; |
| one of the first 5 trading days of the month (or the very first run); not already rebalanced this month; ranking |
| data ≤ 5 days old. Every other call is a harmless no-op. Orders carry `client_order_id = qt3-YYYYMMDD-SYM-side`, |
| so a retried call cannot duplicate them. |
| - **Schedule (built in)** — the Space runs its own timer (`qt3/scheduler.py`): every 15 minutes it rebuilds the |
| ranking if it is older than 20 hours, and on weekdays 10:00–15:30 New York time it attempts the guarded rebalance |
| above — so it trades on the first trading day of each month and does nothing otherwise. No GitHub needed. |
| Set `AUTO_REBALANCE=0` to switch it off. The GitHub workflows in `.github/workflows/` remain an optional backup. |
| - **Keep-awake** — a free Space sleeps after 48 h without visitors, and a sleeping Space's timer stops. A Hugging Face |
| **Scheduled Job** (`updraft-keepalive`, id `6acdd86bb0ad3e9da5ea6936`, cron `0 */12 * * *`, cpu-basic) visits |
| `/api/health` every 12 hours — a few seconds of compute, well under $0.10 a month; pause or delete it under the |
| account's Jobs. Alternatives: a free uptime monitor (UptimeRobot / cron-job.org) or paid hardware with sleep off. |
| - **State** — all in Alpaca (positions, orders, portfolio history). A restart only rebuilds the ranking cache. |
|
|
| ## Settings (Space → Settings → Variables and secrets) |
| | Secret | Purpose | |
| |---|---| |
| | `NASDAQ_DATA_LINK_API_KEY` | Sharadar data for the ranking | |
| | `ALPACA_API_KEY_ID`, `ALPACA_API_SECRET_KEY` | the **paper** account this Space manages (use a dedicated account) | |
| | `REBALANCE_TOKEN` | a long random string; the same value goes into the GitHub secret `UPDRAFT_REBALANCE_TOKEN` | |
|
|
| Optional variables: `ALPACA_DATA_FEED` (default `iex`), `CASH_BUFFER` (0.01), `QT3_INCEPTION` (YYYY-MM-DD for the |
| public stats). **Live trading** is off unless both `ALPACA_PAPER=false` and `ALPACA_ALLOW_LIVE=yes` are set. |
|
|
| ## API |
| Public: `GET /` page · `/api/health` · `/api/status` · `/api/portfolio` · `/api/performance` · `/api/orders` · |
| `/api/ranking` · `/api/plan` (dry-run of what a rebalance would do now). Private (token): `POST /api/rebalance?dry=0` |
| (`force=1` overrides only the window / once-a-month guards) · `POST /api/refresh` (rebuild the ranking now). |
|
|
| ## Notes |
| Educational paper-trading demonstration — not investment advice. The page shows derived rankings only, not raw |
| Sharadar data. Each stock is a third of the money: one stock halving costs ~17%. Taxes and slippage beyond 10 bps |
| are not modelled. |
|
|
