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.
S054PRE-REGISTERED
Hypothesis spec — Gap-surge day-one fade (exploration-first)
IdeaExploreForwardLive
No test has run yet — gates frozen —
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
—
S053PRE-REGISTERED
Liquid, position-capped market-neutral reversion book
IdeaQuick-screenWalk-forwardForward paperLive
No test has run yet — gates frozen —
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
—
S052PRE-REGISTERED
Market-neutral residual reversion on 9 sector ETFs
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
—
Max DD
—
Horizon
21y
Ann return
−1.7%
S051PRE-REGISTERED
Delta-30 short put + wheel on GDX (real option marks)
IdeaDesign & priorsForward paperLive
Equity
P/L distgate
Sharpe · ann
0.2
Max DD
−4%
Horizon
1.9y
Ann return
+1%
S050PRE-REGISTERED
GDX up/down streaks as a mean-reversion proxy
IdeaQuick-screenWalk-forwardTrade simLive
No test has run yet — gates frozen —
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
—
S042PRE-REGISTERED
SPX 0DTE condor gated to high-volatility days
IdeaDesign & priorsForward paperLive
No test has run yet — gates frozen —
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
—
S040PRE-REGISTERED
Factor-balanced market-neutral book, low turnover
IdeaQuick-screenWalk-forwardForward paperLive
No test has run yet — gates frozen 2026-07-08
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
—
S039PRE-REGISTERED
Market-neutral stock book with a bond + gold overlay
IdeaQuick-screenWalk-forwardForward paperLive
No test has run yet — gates frozen 2026-07-06 (frozen)
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
—
S022PRE-REGISTERED
Short-squeeze pressure in heavily-shorted stocks
IdeaQuick-screenWalk-forwardTrade simLive
No test has run yet — gates frozen 2026-06-08
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
—
S021PRE-REGISTERED
Fading stocks after social-attention spikes
IdeaQuick-screenWalk-forwardTrade simLive
No test has run yet — gates frozen 2026-06-08
Sharpe · ann
—
Max DD
—
Horizon
—
Ann return
—
S019PRE-REGISTERED
Following clusters of insider buying
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
—
Max DD
—
Horizon
5y
Ann return
−0%
Frozen & published 2026-07-20. Insider open-market cluster buys (≥2 distinct insiders/30d, Form-4 code P), 4,787 events 2020–2024, held 40 sessions, excess vs Russell 2000 (IWM). Result = NULL: mean excess -0.2%, hit 45%, t=-0.5; ~0 at every cluster def and 20–180d horizon. The documented anomaly does not replicate at the spec's short horizon on recent data (in-sample, benchmark-relative). Logged in the open.
S018PRE-REGISTERED
Buying beaten-down microcaps into the January rebound
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
0.1
Max DD
−12%
Horizon
20y
Ann return
+1%
Frozen & published 2026-07-20. Tax-loss rebound, worst-YTD-decile microcap basket (ADV $50k–5M, px≥$2, survivorship-free) vs equal-weight baseline, 20 Decembers 2005–2024, 100 bps friction. WEAK: mean alpha +0.7%/yr, hit 45%, t=0.5 — faint + friction-fragile (~breakeven at realistic microcap cost); strongest in the deepest/lowest-priced losers and in a short turn-of-year (Dec→early-Jan) hold. In-sample exploration result (no sealed holdout). Logged in the open.
S016RETIRED · EXPLORATION
Trading price 'pinning' to strikes into expiration
IdeaDesign & priorsForward paperLive
Dropped at the idea stage — the pinning magnet is the heavy open-interest strike, and historical option OI-by-strike isn't available to backtest it (a price-only round-strike proxy shows no effect)
Sharpe · ann
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Max DD
—
Horizon
—
Ann return
—