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
S033 Walk-forward 2026-07-02
S033 — Rolling-income covered call on a held ETF, DIA/QQQ × delta (buy-write pillar)
roll-income-covered-call-etf-v1
PASSED Stage 1 (modeled screen — forward-pending)
S004 Walk-forward 2026-05-30
Setup: Relative strength leadership with universe filter
rs-leadership-rotation-v1 · robustness
Failed at Stage 2 (Walk-forward validation)

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07 Jul 2026, 07:07