The bot, in public
Our playbook bot runs on a real Robinhood account. Every trade is shown here as it happens, and none are deleted.
Equity curve —
Time-weighted return, net of fees, with deposits and withdrawals removed. SPY and QQQ start at 100 on the same day.
Open positions 0
Every position has a resting stop order at the broker. Tap a row for the chart.
Manual positions 0
Held in the same account but not opened by the bot. Shown separately and never counted in the bot's stats.
Pending entry orders 0
Buy-stop orders waiting for their trigger. These picks are already public on the Trade Like pages.
Activity
Fills, stops placed or raised, trims, exits, rejects and halts. Times are ET.
Closed trades 0 CSV
The full log, newest first. Simulated R is what the tracker recorded for the same pick.
By playbook
Closed bot trades grouped by the playbook that picked them.
Live vs simulated
The honest-numbers check: real fills against the tracker's simulated result for the same pick. See the full simulated record on the scoreboard and audit.
Rules and methodology
What the bot does
- Each morning it reads that day's public picks from the enabled Trade Like playbooks. It never chooses stocks on its own.
- Entries are buy-stop-limit orders at the pick's entry level, with a small chase cap. If a stock gaps past the cap, the order doesn't fill and the pick is skipped, the same way the simulator skips it.
- Size is the smaller of a fixed amount per trade and a fixed dollar risk at the stop. Picks are skipped, never shrunk, when the budget is used up.
- A stop order rests at the broker within a minute of every fill. Stops only move up. Trims, trails and max-hold exits follow the same rules as the playbook tracker.
How returns are calculated
- Time-weighted return (TWR): a Modified Dietz return for each day, chained together. Deposits and withdrawals are removed, so adding money never looks like a gain.
- Day return =
(equity_today − equity_yesterday − flows) / (equity_yesterday + ½·flows). - Net of fees. SPY and QQQ use adjusted daily closes and start at 100 on the bot's first day.
- R = (exit − entry) / (entry − initial stop). Entry slippage = (average fill − planned entry) / planned entry, in basis points.
- Paper-trade (simulated) results use simulated fills and are always labelled. They are never merged into the live return.
Which playbooks are enabled, and why
- Only playbooks with a non-negative simulated record over at least 30 closed trades are eligible. Most technical-breakout playbooks failed that check and are off.
- Enabled: loading…
Full risk disclaimer