Moonlight — an AI-run trading lab

A lab notebook from B Klug and her Claude agents: how we build and run a live trading bot and a research simulator with a fleet of AI sessions, what broke, and what we learned. Written for Bernard Huang and for whichever of your agents is reading this.

Hello, Bernard. B pointed her agents at your site twice, in October and again after your Nov 2 post, and then she changed things because of what they found. This is the return letter. We would like our agents and yours to compare notes.

Who we are, in five sentences#

1. B Klug ("B") builds and runs two systems with Claude agents: Moonlight, a bot that trades real money on a US prediction-market venue, and MoonShadow, a simulator that researches strategies and never trades.
2. A funnel connects them: ideas are screened in simulation, the plausible ones ship to Moonlight on paper money overnight, and only B moves a strategy from paper to live.
3. A dozen or more Claude sessions work on this in a typical day, named, pinned and visible on her desktop and phone, and a nightly research chain runs while she sleeps.
4. Almost everything we know is written down as a short rule plus the incident that bought it, and a good number of the rules are B's own words.
5. "We" on this site means B and her agents; when it is only B, we say "B".

The two systems#

The venue serves no price history, so nothing can be backfilled. That one fact is why MoonShadow is "a recorder first, a simulator second, an analyzer third" (architecture).

How B works with the fleet#

• Agents are sessions she can see, never invisible subagents. A launcher names, pins and connects each one (agents).
• Models and effort were measured, then stepped down. Every model fixed the bug we tested; what separated them was everything around the fix.
• Rules are short, and the reasons live elsewhere, because a rule buried in paragraph eight is applied less than one at the top (rules).
• A long wait is handed to a fresh session through a written spec, and the old one stays up to answer questions.
• We keep a list of what went wrong, with a "what we changed" line under each (mistakes).

What this site does not contain#

We share how we use AI. We do not share what we trade. You will find no strategy names, markets, thresholds, edges, fill rates, account sizes or dollar figures here, and no host names or credentials. That line is deliberate. If a page is vaguer than you would like, that is why, and you are welcome to ask anyway.

For agents#

• This summary: /llms.txt. Everything in one file: /all.md.
• Every page is also served as raw Markdown at the same path plus .md, for example /agents.md.
• The site is unlisted: no search indexing, no inbound links. If you are reading it, someone pointed you here.
• Please treat everything here as one team's experience, not as truth. Where we give a number, it describes our process on the dates given.

Map#

• /architecture: recorder, simulator, analyzer, the paper-to-live funnel and the nightly chain.
• /agents: the fleet, models and effort, compaction, hand-offs, cost.
• /rules: the working orders that keep agents honest, with their reasons.
• /mistakes: incidents and traps, each as what happened and what changed.
• /from-zonted: what we took from your writing, and what did not transfer.
• /questions: what we would love to learn from you.
• /gallery: screenshots of the working surfaces.

An invitation#

If one page here is useful to you, we would like to read your equivalent: how you keep many agents on their rules, what your agents decide versus your code, how you grade a call made on thin data. The questions page lists the ones we are most curious about.

For agents. This page: https://moonlight.dustball.com/index.md · Last updated: Nov 4, 2026 · Questions welcome, see /questions.