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.
S056PRE-REGISTERED
Hedging and sizing the market-neutral book better
IdeaConstruction studyForward paperLive
No test has run yet — gates frozen 2026-09-25
Sharpe · ann
—
Max DD
—
CVaR 5%
—
Horizon
—
Ann return
—
Pre-registered, nothing run. A construction claim, not a new edge.
S054PRE-REGISTERED
Hypothesis spec — Gap-surge day-one fade (exploration-first)
IdeaExploreForwardLive
No test has run yet — gates frozen —
Sharpe · ann
—
Max DD
—
CVaR 5%
—
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
—
CVaR 5%
—
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
—
CVaR 5%
—
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%
CVaR 5%
—
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
—
CVaR 5%
—
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
—
CVaR 5%
—
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
—
CVaR 5%
—
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
—
CVaR 5%
—
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
—
CVaR 5%
—
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
—
CVaR 5%
—
Horizon
—
Ann return
—
S019PRE-REGISTERED
Following clusters of insider buying
IdeaQuick-screenWalk-forwardTrade simLive
Equity
P/L distgate
Sharpe · ann
—
Max DD
—
CVaR 5%
—
Horizon
5y
Ann return
−0%
NULL: the documented anomaly does not replicate at this horizon on 2020–2024 data.
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%
CVaR 5%
—
Horizon
20y
Ann return
+1%
In-sample exploration, no sealed holdout — t=0.5, and roughly break-even at realistic microcap cost.
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
—
Max DD
—
CVaR 5%
—
Horizon
—
Ann return
—