Lab
Every strategy we test gets a pre-registered gate before it runs. If it passes, it moves toward the next gate. If it fails, the postmortem stays public — and the gate is frozen, so we cannot quietly rewrite the rules.
This page is the full record: every failure, every survivor, every contributor.
S047FAILED · STAGE 1
SPX 0DTE at-the-money fly with tight scalp exits
IdeaDesign & priorsForward paperLive
Charts pending — trade-level data not wired yet
Sharpe · ann
−1.7
Max DD
—
Horizon
—
Ann return
—
Stage-1 in-sample scalp (5% PT + ±EM stop, 444 sessions): worst −$948, win 82%. Under investigation — data errors found.
S046FAILED · STAGE 1
SPX 0DTE managed condor, high-vol days only
IdeaDesign & priorsForward paperLive
Equity (proxy)
P/L distgate
Sharpe · ann
0.7
Max DD
−26%
Horizon
4y
Ann return
+9%
Proxy premium — model under-prices tail risk, so Sharpe is optimistic.
S036FAILED · STAGE 1
Mean-reversion on cointegrated ETF baskets
IdeaQuick-screenWalk-forwardForward paperLive
Equity
P/L distgate
Sharpe · ann
−0.4
Max DD
−8%
Horizon
19.1y
Ann return
−0%
S035FAILED · STAGE 1
Cross-sectional ETF momentum (12-minus-1-month)
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
+5.8%
S034FAILED · STAGE 1
Mean-reversion on cointegrated ETF pairs
IdeaQuick-screenWalk-forwardForward paperLive
Equity
P/L distgate
Sharpe · ann
−0.2
Max DD
−3%
Horizon
19.1y
Ann return
−0%
S031FAILED · STAGE 1
Rotating across asset classes by relative strength
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
0.59
Max DD
—
Horizon
—
Ann return
—
S030FAILED · STAGE 1
Buying pullbacks to the 21-EMA in strong trends
IdeaExploreForwardLive
Equity
P/L distgate
Sharpe · ann
—
Max DD
−43%
Horizon
—
Ann return
—
S029FAILED · STAGE 1
Buying pivot breakouts in trending stocks
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
—
Max DD
−41%
Horizon
—
Ann return
—
S028FAILED · STAGE 1
Oversold-dip reversion (RSI-2) with a protective stop
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
−0.6
Max DD
−78%
Horizon
15.6y
Ann return
−9%
S027FAILED · STAGE 1
Buying short-term oversold dips (RSI-2) in uptrends
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
−0.3
Max DD
−71%
Horizon
15.6y
Ann return
−6%
S025FAILED · STAGE 1
Long low-issuance stocks, short share diluters
IdeaExploreForwardLive
Equity
P/L distgate
Sharpe · ann
0.3
Max DD
−37%
Horizon
14.8y
Ann return
+3%
S017FAILED · STAGE 1
Trading the Russell index-reconstitution drift
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
−2.2
Max DD
−15%
Horizon
4y
Ann return
−4%
S014FAILED · STAGE 1
Put-selling on dips: combined filter, sizing and stop
IdeaDesign & priorsForward paperLive
Equity (proxy)
P/L distgate
Sharpe · ann
2.6
Max DD
−3%
Horizon
9.9y
Ann return
+5%
Proxy premium — model under-prices tail risk, so Sharpe is optimistic.
S013FAILED · STAGE 1
Put-selling on dips: vol gate + risk sizing + stop
IdeaDesign & priorsForward paperLive
Equity (proxy)
P/L distgate
Sharpe · ann
2.6
Max DD
−3%
Horizon
9.9y
Ann return
+5%
Proxy premium — model under-prices tail risk, so Sharpe is optimistic.
S010FAILED · STAGE 1
Put-selling on dips, gated by the market's vol regime
IdeaDesign & priorsForward paperLive
Equity (proxy)
P/L distgate
Sharpe · ann
2.2
Max DD
−9%
Horizon
10.1y
Ann return
+24%
Proxy premium — model under-prices tail risk, so Sharpe is optimistic.
S009FAILED · STAGE 1
Put credit spreads on dips in an uptrend
IdeaDesign & priorsForward paperLive
Equity (proxy)
P/L distgate
Sharpe · ann
−0.2
Max DD
−25%
Horizon
10.3y
Ann return
−1%
Proxy premium — model under-prices tail risk, so Sharpe is optimistic.
S008FAILED · STAGE 1
Selling puts into sell-offs within an uptrend
IdeaDesign & priorsForward paperLive
Equity (proxy)
P/L distgate
Sharpe · ann
2.6
Max DD
−29%
Horizon
10.3y
Ann return
+28%
Proxy premium — model under-prices tail risk, so Sharpe is optimistic.
S007FAILED · STAGE 1
First-30-minute drift in speculative small caps
IdeaExploreForwardLive
Equity
P/L distgate
Sharpe · ann
−4.1
Max DD
−93%
Horizon
2.9y
Ann return
−58%
S006FAILED · STAGE 1
Fading overnight gaps in calm markets
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
−0.8
Max DD
−51%
Horizon
15.3y
Ann return
−4%
S005FAILED · STAGE 1
Fading volume spikes that don't follow through
IdeaExploreForwardLive
Equity
P/L distgate
Sharpe · ann
−0.1
Max DD
−45%
Horizon
16.2y
Ann return
−2%
S003FAILED · STAGE 1
Volatility squeeze, then expansion breakout
IdeaExploreForwardLive
Equity
P/L distno gate
Sharpe · ann
0.4
Max DD
−34%
Horizon
15.4y
Ann return
+4%
S002FAILED · STAGE 1
Screening breakouts by volatility-of-volatility
IdeaExploreForwardLive
Equity
P/L distno gate
Sharpe · ann
1.1
Max DD
−31%
Horizon
16.1y
Ann return
+12%
S001FAILED · STAGE 1
52-week-high breakouts confirmed by volume
IdeaExploreForwardLive
Equity
P/L distgate
Sharpe · ann
1.0
Max DD
−25%
Horizon
15.4y
Ann return
+11%