Sam Poore — S&P 500 Signal Desk (Python)

Sam Poore is the S&P 500 desk from the Synthetic Capital / Charting the Rubicon AI Agents Fund — isolated into a single standalone Python script you can run yourself. It reproduces the exact decision the fund's Sam Poore desk makes.

What it does

Sam runs a selective RSI(2) fade on the S&P 500: when the index overshoots short-term, he fades the move, leaning on the index's well-documented tendency to revert intraday dislocations. Each run reads real S&P 500 (SPX500 CFD) candles and prints the desk's current call — LONG, SHORT, or FLAT — with entry, an ATR-based stop, and a 0–1 conviction score, as of the last completed candle.

Signal only. The script never places an order and never touches your account.

What's included

• sam_poore_spx.py — the self-contained desk script (only dependencies: requests, pandas, numpy)
• SETUP_GUIDE — a plain-English, step-by-step setup guide for non-coders

Requirements

• Python 3 and pip install requests pandas numpy
• A free OANDA practice API token (read-only pricing)

Historical backtest — zero-fee paper model on real prices

• Archetype: selective RSI reversion · 15-minute · 540-day OANDA history
• Net return +15.1% · Sharpe 0.70 · Max drawdown −14.8% · Win rate 49.6% · 3 of 4 positive walk-forward folds
• Internal status: Watch — one negative fold; deployed with awareness that further evidence is wanted.

Important: These figures are a zero-fee, zero-slippage paper model on historical data. They are not a forecast and not a promise of profit — live spread, commissions, and slippage will reduce results. This is a research tool, not financial advice. Past performance does not indicate future results, and you are responsible for any trading decisions you make.