How it works

A day in the system.

A general overview of how the system runs each day — before market open, through the session, at close, and once a week.

01

Before market open

The morning brief is assembled

Before anyone is at a desk, an automated pipeline pulls together the day's reading — market data, news, sentiment signals — and turns it into a single structured brief that lands in the inbox.

  • —Market data, headlines, and sentiment feeds are pulled from multiple sources
  • —A synthesis step distils the raw material into regime, sector, and position-level commentary
  • —The brief is delivered before the trading day begins
  • —Runs automatically with fall-back retries — nothing to babysit
02

Morning review

Structured checks before anything is done

The brief is reviewed against a fixed checklist. Every potential trade passes through a sequence of checks before any action is taken — top-down conditions first, then narrower checks per position. The point is to remove judgment from moments of stress.

  • —Broader market conditions are checked before any new entry
  • —Sector context is checked next — does the sector support the intended move
  • —Each candidate ticker is checked for anything that would make today a bad day to act
  • —Anything queued from a previous day is re-checked against overnight moves
  • —Tickers close to a known event are held aside
03

During market hours

Positions monitored against a fixed exit framework

Open positions are tracked against a ranked set of exit conditions throughout the session. The most severe conditions take priority; narrower checks sit below. Every position knows exactly which condition will fire next — the decision has been made in advance.

  • —Priority runs from broad market conditions down to position-level triggers
  • —Sector context influences which positions get trimmed first when things soften
  • —Position-level exit levels are calibrated per stock
  • —Safety-net checks catch anything the primary rules miss
  • —Every rule is pre-committed — there is no in-the-moment discretion
04

After close

The book is reconciled for the day

Once the US market closes, a second pipeline runs. End-of-day prices flow in, positions update, and the dashboard refreshes. Anything traded during the session is captured automatically from confirmation emails — no manual entry.

  • —End-of-day prices update every open position and refresh P&L
  • —Trade confirmations are captured automatically and written to the database
  • —The dashboard reflects the reconciled book within a few seconds
  • —A short signal preview is prepared for the following morning
05

Weekly review

Book composition and health checked

Once a week, the full portfolio is stepped back from and looked at as a whole — composite scoring, position health, sector balance, and cash weight. Anything worth adjusting the following week is flagged and queued.

  • —Every position is re-scored on a rolling composite
  • —Position-level health is recalculated so nothing slowly drifts
  • —Sector and concentration weights are checked against target ranges
  • —A shortlist of candidates for the coming week is prepared

A working demonstration

Built for our own book. Kept public as a reference.

Opal Capital is closed to outside capital. This site exists so the systems can be seen in production — a public example of the kind of infrastructure Opal Studio builds for professional practices.

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