Lab

Every strategy we test gets a pre-registered gate before it runs. If it passes, it moves toward live signals. 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 cut, every survivor, every contributor.

ONGOING · EXPLORATION Stock cross-sectional momentum — free research in progress (heatmaps & long/short visuals). Not a frozen test → ONGOING · FORWARD PAPER Market-neutral residual momentum — forward paper, net of borrow, tracking only. Not a live signal, not on the grid → ONGOING · FORWARD PAPER Reversion + momentum (S-038) — combined market-neutral book, confirmed on the sealed holdout, now forward paper. Not live →
All36Ideas7Failed21Walk-forward2Trade sim6Live0
S023 Ideas 2026-06-08
Setup: Overnight-only return capture
overnight-only-capture-v1
open
S022 Ideas 2026-06-08
Setup: Short-squeeze pressure
short-squeeze-pressure-v1
blocked (data)
S021 Ideas 2026-06-08
Setup: Attention-spike fade
attention-spike-fade-v1
blocked (double data)
S020 Ideas 2026-06-08
Setup: Buyback-announcement drift
buyback-announcement-drift-v1
open (data scraper required)
S019 Ideas 2026-06-08
Setup: Insider cluster buys
insider-cluster-buys-v1
open (data scraper required)
S018 Ideas 2026-06-08
Setup: Tax-loss rebound in microcaps
tax-loss-rebound-microcap-v1
open
S016 Ideas 2026-06-08
Setup: Single-name expiration pinning
opex-pinning-single-name-v1 · 2026-06-13 — low conviction: the single-name mid-cap pinning effect is expected to be too noisy to extract net of friction. Dropped at the idea stage by judgment, before any test; no gate was run. Kept on the public record rather than deleted.
dropped (2026-06-13)

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07 Jul 2026, 07:06