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%
CVaR 5%
−9.1%
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%
CVaR 5%
−2.0%
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
—
CVaR 5%
—
Horizon
15y
Ann return
+1%
Confirmed out-of-sample on a sealed 2010–2019 holdout, 3,796 independent events.
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%
CVaR 5%
−18.3%
Horizon
15.4y
Ann return
+1%