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
S032 Trade sim 2026-07-01
S032 — ETF buy-write on RSI-2 pullbacks, DIA/QQQ × delta matrix (buy-write pillar)
buy-write-rsi2-etf-v1
PASSED Stage 1 (modeled screen — forward-pending)
S026 Trade sim 2026-06-14
S026 — 0DTE SPX iron condor, forward-paper, tracking matrix v1
spx-0dte-iron-condor-forward-v1
forward-paper active (first session 2026-06-15; original 6+1 matrix frozen). Extended 2026-06-16 with two additional hold-to-settle baselines (tracked forward from that date
S024 Trade sim 2026-06-13
S024 — Naked-straddle overpricing in mid-caps
earnings-straddle-naked-midcap-v1
blocked (data)
S015 Trade sim 2026-06-08
S015 — Earnings-straddle overpricing in mid-caps
earnings-straddle-overpricing-midcap-v1
Stage 0 — Pre-registered
S012 Trade sim 2026-06-01
Setup: Put-selling on capitulation with a tightened market-vol-regime filter
put-selling-capitulation-volregime-filter-v2
PASSED 2 (walk-forward validation)
S011 Trade sim 2026-05-31
Setup: Put-selling on capitulation with risk-weighted position sizing
put-selling-capitulation-risk-weighted-v1
PASSED 2 (walk-forward validation)

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07 Jul 2026, 07:06