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.
S033QUEUED S3
Rolling-income covered calls on a held ETF
IdeaExploreForwardLive
Equity (proxy)
P/L distgate
Sharpe · ann
1.0
Max DD
−31%
Horizon
27.4y
Ann return
+14%
Proxy premium — model under-prices tail risk, so Sharpe is optimistic.
S032QUEUED S3
ETF buy-write entered on oversold (RSI-2) pullbacks
IdeaDesign & priorsForward paperLive
Equity (proxy)
P/L distgate
Sharpe · ann
0.7
Max DD
−10%
Horizon
27.4y
Ann return
+2%
Proxy premium — model under-prices tail risk, so Sharpe is optimistic.
S020QUEUED S3
Drift after share-buyback announcements
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
—
Max DD
—
Horizon
15y
Ann return
+1%
CONFIRMED 2026-07-20 via a sealed-holdout out-of-sample test. Small-cap 8-K share-repurchase announcements (EDGAR full-text search), enter after the filing, excess vs Russell 2000. In-sample 2020–2024: +0.7% @40d (t=2.8), +1.1% @60d (t=3.6). SEALED HOLDOUT 2010–2019 (a disjoint decade the exploration never saw): +1.0% @40d (t=5.7), +1.2% @60d (t=5.2) — replicates STRONGER out-of-sample on 3,796 independent events. The drift curve above is the average cumulative excess return session-by-session after the announcement. A genuine, OOS-validated small-cap post-announcement drift. Frozen config; per-event alpha (event study). Not yet forward-paper or live.
S004FAILED · STAGE 2
Rotating into the strongest relative-strength leaders
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
0.2
Max DD
−53%
Horizon
15.4y
Ann return
+1%