docs/research/strategy-tests-and-results-2026-09-08.md
Complete source census: Search all 188 ideas by identity, actual disposition, furthest stage, recorded reason, next action, and available frozen metrics.
Status: CURRENT DATED RESULT. Trial 63 completed 49 evaluations. Zero candidates qualified for paper trading.
The result in plain English
The original intake contained 188 ideas with distinct catalogue IDs: 128 from the first catalogue and 60 from the second. Initial review kept 84 for further work and set aside 104. Of the 84, 49 completed an evaluation, 17 have not been tested yet because large-universe computation is unfinished, and 18 need specific backtester support.
Browse all 188 ideas to search by name, catalogue ID, Wave 9 ID, or family.
The 49 completed evaluations were not one homogeneous contest. 47 rows formed the primary common-window comparison. Two rows—W9-066 and W9-084—completed separate coverage diagnostics and were excluded from that comparison. The exact reconciliation is therefore:
- 188 source ideas = 84 retained + 104 source exclusions.
- 84 retained = 47 primary + 2 separate coverage + 17 deferred + 18 capability blocked.
- 49 completed evaluations = 47 primary + 2 separate coverage.
The searchable explorer below publishes every source identity, its actual furthest stage, the recorded reason, a concrete next action, and only those metrics present in the frozen evidence.
Selection stopped once, for the whole roster
All 47 primary rows passed S1 integrity. S2 then applied one probability-of-backtest-overfitting calculation to the complete 47-attempt common-window matrix. In 200 of 252 comparisons, the strategy that looked best on one part of the history finished in the lower half on the other part. That is about 79%, against our 20% limit. It measures unreliable selection across the group, not the chance each strategy loses money. The authors' PBO paper explains the combinatorially symmetric cross-validation method used to assess backtest-selection overfitting.
The comparisons overlap, so 200/252 is not a set of independent coin flips and does not support a simple binomial confidence interval. The method mixes earlier and later blocks to diagnose selection instability; it is not a deployment walk-forward simulation. Family sizes varied from 1 to 12, which may influence which strategy wins a split. The conservative DSR burden remains 84 attempts across 14 clusters rather than being reduced after seeing which rows completed.
The 20% PBO limit is deliberately conservative, but it is not the only concern. Even if that group stop were ignored, the stored Holm and DSR diagnostics qualify zero of 47 strategies. These values remain diagnostics because selection did not reach those stages; they are not reasons to loosen the limits.
This was one global whole-roster gate, not 47 separate PBO tests and not 47 individual losses. S3 Holm, S4 clustered DSR, S5 cost stress, S6 recency, S7 one-per-family, and S8 cap were not reached. Their empty survivor arrays are consequences of the S2 short-circuit, not independent failures.
Diagnostic fields are not stage results
The sealed rows still contain reportable diagnostics. Labelled strictly as diagnostics because selection did not reach these gates:
- 0 of 47 had Holm adjusted p at or below 0.10; the minimum adjusted p was 1.
- 0 of 47 had clustered DSR probability at or above 0.95; the maximum was approximately 0.30623.
- 1 of 47 had a positive excess return at 10 basis points per side.
- 1 of 47 had a positive excess return at 25 basis points per side.
- 8 of 47 had a positive excess return from 2017 onward.
- W9-043 was the only positive 10- and 25-basis-point full-window excess return: approximately +0.3268 and +0.3264 percentage points per year.
These figures do not override the selection rule.
What excess return means
The reported excess return is 12 times the arithmetic mean monthly candidate net return minus separately costed benchmark net return. It is not absolute profit, absolute return, or CAGR. Absolute candidate profit was not reported.
Because candidate and benchmark turnover are costed independently, a higher cost assumption can occasionally improve the relative result when the benchmark incurs more incremental cost. That is comparison arithmetic, not free profit.
The primary comparison used 102 common months from 2013-07 through 2021-12, although some individual strategy histories extend longer. W9-066 instead observed 47 months from 2018-02 through 2021-12, and W9-084 observed 71 months from 2016-02 through 2021-12. Those two shorter histories remain completed checks outside the primary comparison.
Excluded, not ready, and untested are different
The 104 ideas set aside at initial review remain visible rather than becoming zeros: 64 need unavailable data, 7 need better data, 2 were handled separately, and 31 needed clearer rules. These are review decisions, not performance findings.
The 17 deferred ideas have not been scored. Compute cost—not an observed outcome—caused their deferral. The other 18 need specific backtester features before they can be evaluated. Together those 35 ideas have no scoring window and no return result.
The completed daily evidence therefore does not establish that all 188 ideas lose money. It establishes that the primary group did not clear its selection checks.
What happens next
The following is a proposed research sequence. None of these experiments has run or been approved.
1. Diagnose the economics first
Before changing a strategy, state its job: add return, reduce drawdowns, or diversify the portfolio. This batch judged excess return against an exposure-matched benchmark. Its selection result remains negative; it does not measure every possible risk-management benefit. A future test of a different purpose needs appropriate metrics and a benchmark fixed in advance, rather than changing the definition of success after seeing the results.
Keep the original result, then distinguish a weak signal from turnover, poor execution timing, and an unsuitable market condition. In the next evaluation, record actual strategy return, benchmark return, drawdown, exposure, and trade count alongside the excess return. Those absolute results are missing from this publication.
2. Test one fixed daily market-condition rule
Compare an unchanged ETF strategy with the same strategy using one lagged trend-and-volatility filter fixed before evaluation. Report every market condition, including bad ones, and the trades skipped. Eight strategies had positive relative results in 2017–2021; that is a reason to investigate stability, not proof that their good periods can be predicted.
Research on volatility-managed factor portfolios found benefits from reducing exposure when volatility was high. That supports a prospective test of the economic idea, but does not establish that it works for these strategies.
3. Use the ML code already built
Start with the existing regularized L2 logistic-regression model deciding trade, skip, or reduced exposure on exactly the same base opportunities. Compare it with the unchanged strategy and the simple fixed filter. Only then compare the existing shallow boosted-tree model using the same features and chronological evaluation partitions.
The shared implementation exists, but real-data feature integration and verified model results are still missing. Accuracy alone is insufficient: replay the complete portfolio with cash, turnover, costs, and the benchmark. The [ML evidence page](/ml) shows the current implementation boundary. Research on nonlinear interactions in empirical asset pricing motivates the challenger comparison; it does not show that ML rescues this failed roster.
4. Treat time of day as a separate mechanism
The first candidate is original idea 60:57, Final-Half-Hour Market Momentum: fix a morning-information signal, a 15:30 decision, an explicit execution delay, and a close exit. Original idea 128:54, Opening Range Breakout is a separate candidate. Both need minute-data feature and execution proof because daily bars cannot show whether a morning or afternoon fill was achievable.
Once the minute engine is finished, the existing daily-signal/minute-execution wrappers W9-008, W9-018, W9-023, W9-039, W9-043, and W9-048 can compare a small, declared set of execution delays without changing their daily signal.
5. Keep exploration separate from forward evidence
Freeze each change and charge every additional test. Already-seen history can diagnose problems; later untouched observations must decide whether an improvement persists. The objective is evidence for a workable mechanism, not a configuration selected because it passed once.
The historical daily batch split explains why compute was divided. The current programme status carries the completed trial-63 state.
Evidence hashes
- Manifest SHA-256:
70d41dada2b1061e8b4fe76fd2962c85e563d18525af6f5d66d87c60a9515174 - Primary batch artifact SHA-256:
144300289d531d5944da8407bc1d5e39be5ad8160bdeb8321eccbe78646689d2 - Primary batch receipt hash:
ee9800b50139aaf820d767bc1e5e610865316b495384847e340f9c60f98c0467 - Correction seal:
3f812a7832139c95e2079a05048f3e3524ffb337da65e99327a510f718f7ff8d - Selection artifact SHA-256:
053d8927e479329dd8aa83aa91efc8041f00323068ccbaeb030f0a5b4329855d - Final receipt SHA-256:
6ddcfaea5b83dc4f0571e6e833f0ad8ed013cd301e115f08c514cf5d4434d729 - Coverage report SHA-256:
555e14dfa041052c9e03110661d647dfe512785c68aa588fe78b8ea769f4e067
Search every source idea
Use the explorer below to search by name, source ID, Wave 9 ID, or family, and filter by current status. Historical labels such as DUPLICATE-KILLED are shown only as original intake labels; they are not current performance verdicts.
On this page 13 sections
Frozen trial-63 publication · 8 September 2026
Find every strategy idea
Browse all 188 ideas reviewed through 8 September 2026. Some have results; others still need data, clearer rules or backtester support.
Identities point back to the original catalogues: 128:52 means idea 52 from the 128-idea catalogue.
49results available47 in the group + 2 short-history checks
17not tested yetlarge-universe work unfinished
18blocked by the backtesterneeds a specific capability
104set aside at initial reviewreason and next step recorded
0selected after checkspaper-trading selection
Selection result
The group stopped at the stability check
188 ideas = 84 kept for further work + 104 set aside at initial review.
84 kept = 47 in the group comparison + 2 short-history checks + 17 not tested yet + 18 blocked by the backtester.
- Data and identity checksS1 · 47 of 47 passed
- Group selection stabilityS2 · PBO: 79.4% versus a 20% limit · selection stopped
- Evidence adjusted for all ideas triedS3 · Holm adjustment · Not reached
- Confidence after repeated testingS4 · clustered DSR · Not reached
- Trading-cost stressS5 · Not reached
- Recent-period checkS6 · Not reached
- One strategy per familyS7 · Not reached
- Final selection limitS8 · Not reached
In 200 of 252 comparisons, the strategy that looked best on one part of the history finished in the lower half on the other part. That is about 79%, against our 20% limit. It measures unreliable selection across the group, not the chance each strategy loses money.
Showing 188 of 188 ideas
Nasdaq 100 Oversold Open Reversion128:1 · W9-001 · Mean reversionNot tested yet
- Source identity
- 128:1
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-001
- Family
- rsi-pullback-reversion
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Low-Drawdown Nasdaq Pullback128:2 · W9-002 · Mean reversionNot tested yet
- Source identity
- 128:2
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-002
- Family
- rsi-pullback-reversion
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
S&P Candle-Confirmed Reversion128:3 · Mean reversionSet aside at initial review
- Source identity
- 128:3
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Mean reversion
- Status
- Set aside at initial review
- Reason
- The specified next-day lower-limit entry needs intraday low/fill ordering, unavailable in the available daily data; it cannot be honestly evaluated as written.
- Next action
- Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
All-Time-High Pullback128:4 · W9-003 · Mean reversionNot tested yet
- Source identity
- 128:4
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-003
- Family
- leader-pullback
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
SPX Rate-of-Decline Limit Reversion128:5 · Mean reversionSet aside at initial review
- Source identity
- 128:5
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Mean reversion
- Status
- Set aside at initial review
- Reason
- A lower next-session limit requires intraday low and fill-order validation; daily bars cannot establish whether or when the limit filled.
- Next action
- Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
Connors Trend-Pullback Basket128:6 · W9-004 · Mean reversionNot tested yet
- Source identity
- 128:6
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-004
- Family
- rsi-pullback-reversion
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
SPY Single-ETF Pullback128:7 · W9-005 · Mean reversionResults available · group selection stopped
- Source identity
- 128:7
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-005
- Family
- rsi-pullback-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-01-12 → 2021-12-31
- Months observed
- 276
- Excess return at 10 bps/side
- −2.393 pp/year
- Excess return at 25 bps/side
- −2.378 pp/year
- Diagnostic rank
- 24 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 8b5738943104…Early-Week Weakness to Friday128:8 · W9-006 · Seasonality / reversionResults available · group selection stopped
- Source identity
- 128:8
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-006
- Family
- gap-overnight-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-02 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −4.512 pp/year
- Excess return at 25 bps/side
- −4.469 pp/year
- Diagnostic rank
- 33 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 28440912b776…Modern S&P New-High Breakout128:9 · W9-007 · BreakoutBlocked by the backtester
- Source identity
- 128:9
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-007
- Family
- price-breakout-trend
- Status
- Blocked by the backtester
- Reason
- The backtester cannot size this position from the actual entry price.
- Next action
- Add entry-price-based channel sizing, then rerun the same fixed rule.
No result metrics are available for this status.
Parabolic Exhaustion Short128:10 · Short reversalSet aside at initial review
- Source identity
- 128:10
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Short reversal
- Status
- Set aside at initial review
- Reason
- The long-only current trading system lacks borrow availability, borrow fees, halt handling, and short execution; the stated short strategy is not testable in the available data and backtester.
- Next action
- Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Multi-Asset ETF Monthly Rotation128:11 · W9-008 · Relative momentumResults available · group selection stopped
- Source identity
- 128:11
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-008
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2008-12-26 → 2021-12-31
- Months observed
- 157
- Excess return at 10 bps/side
- −11.704 pp/year
- Excess return at 25 bps/side
- −14.519 pp/year
- Diagnostic rank
- 44 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 23b1ddc76012…Nasdaq Dual-Horizon Stock Rotation128:12 · W9-009 · Relative momentumNot tested yet
- Source identity
- 128:12
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-009
- Family
- cross-sectional-equity-momentum
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Crypto Cross-Sectional Reversion128:13 · Mean reversionSet aside at initial review
- Source identity
- 128:13
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Mean reversion
- Status
- Set aside at initial review
- Reason
- No survivorship-free crypto daily price and volume data, venue history, or 24/7 execution data are in the available data and backtester; prior crypto trial 28 `crypto-momentum-longonly` (trial 28) also failed decision-time-universe reconstruction at confirm trial 31. Decision-time data must include only information available at each decision.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs.
No result metrics are available for this status.
Gap-Down Plus Close-Down Reversal128:14 · W9-010 · Mean reversionResults available · group selection stopped
- Source identity
- 128:14
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-010
- Family
- gap-overnight-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-29 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −2.703 pp/year
- Excess return at 25 bps/side
- −2.681 pp/year
- Diagnostic rank
- 29 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 55db06768865…Two-Red-Days Range-Depth Reversion128:15 · W9-011 · Mean reversionResults available · group selection stopped
- Source identity
- 128:15
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-011
- Family
- range-band-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-01-12 → 2021-12-31
- Months observed
- 276
- Excess return at 10 bps/side
- −1.647 pp/year
- Excess return at 25 bps/side
- −1.631 pp/year
- Diagnostic rank
- 17 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 4fdb5729da9e…Close Below Prior Low128:16 · W9-012 · Mean reversionResults available · group selection stopped
- Source identity
- 128:16
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-012
- Family
- gap-overnight-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-29 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −3.221 pp/year
- Excess return at 25 bps/side
- −3.176 pp/year
- Diagnostic rank
- 31 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.001
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal b952ff9db011…Bearish Engulfing Contrarian128:17 · W9-013 · Mean reversionResults available · group selection stopped
- Source identity
- 128:17
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-013
- Family
- range-band-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-29 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −1.395 pp/year
- Excess return at 25 bps/side
- −1.384 pp/year
- Diagnostic rank
- 16 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 5ca5ea07d89c…RSI(2) 200SMA to SMA5128:18 · W9-014 · Mean reversionResults available · group selection stopped
- Source identity
- 128:18
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-014
- Family
- rsi-pullback-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-01-12 → 2021-12-31
- Months observed
- 276
- Excess return at 10 bps/side
- −2.669 pp/year
- Excess return at 25 bps/side
- −2.653 pp/year
- Diagnostic rank
- 26 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 6fa3ed09c8ab…RSI(4) 25/75128:19 · W9-015 · Mean reversionResults available · group selection stopped
- Source identity
- 128:19
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-015
- Family
- rsi-pullback-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2007-05-30 → 2021-12-31
- Months observed
- 176
- Excess return at 10 bps/side
- −2.062 pp/year
- Excess return at 25 bps/side
- −2.368 pp/year
- Diagnostic rank
- 21 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 4d7dfd726467…Connors R3128:20 · W9-016 · Mean reversionResults available · group selection stopped
- Source identity
- 128:20
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-016
- Family
- rsi-pullback-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-02-12 → 2021-12-31
- Months observed
- 287
- Excess return at 10 bps/side
- −1.676 pp/year
- Excess return at 25 bps/side
- −1.667 pp/year
- Diagnostic rank
- 18 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.002
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal fc1904e61948…Three-Day Bollinger %B Oversold128:21 · W9-017 · Mean reversionResults available · group selection stopped
- Source identity
- 128:21
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-017
- Family
- range-band-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2007-05-30 → 2021-12-31
- Months observed
- 176
- Excess return at 10 bps/side
- −0.909 pp/year
- Excess return at 25 bps/side
- −1.070 pp/year
- Diagnostic rank
- 12 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.001
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal a86bf9448aa1…ETF Three-Day Reversion128:22 · W9-018 · Mean reversionResults available · group selection stopped
- Source identity
- 128:22
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-018
- Family
- range-band-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2007-05-30 → 2021-12-31
- Months observed
- 176
- Excess return at 10 bps/side
- −0.851 pp/year
- Excess return at 25 bps/side
- −0.978 pp/year
- Diagnostic rank
- 11 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal a6aef7721980…MFI(2) Pullback128:23 · W9-019 · Mean reversionResults available · group selection stopped
- Source identity
- 128:23
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-019
- Family
- rsi-pullback-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-29 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −6.906 pp/year
- Excess return at 25 bps/side
- −6.843 pp/year
- Diagnostic rank
- 39 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal d00c6e47e7ef…IBS Single-Day Reversion128:24 · W9-020 · Mean reversionResults available · group selection stopped
- Source identity
- 128:24
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-020
- Family
- range-band-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-02 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −5.202 pp/year
- Excess return at 25 bps/side
- −7.886 pp/year
- Diagnostic rank
- 36 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 1774ed1426a5…IBS Plus Lower Bollinger Band128:25 · W9-021 · Mean reversionResults available · group selection stopped
- Source identity
- 128:25
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-021
- Family
- range-band-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-02-27 → 2021-12-31
- Months observed
- 287
- Excess return at 10 bps/side
- −1.303 pp/year
- Excess return at 25 bps/side
- −1.299 pp/year
- Diagnostic rank
- 14 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.012
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 5b0094fe55f1…Bollinger 20/2 Mean Reversion128:26 · W9-022 · Mean reversionResults available · group selection stopped
- Source identity
- 128:26
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-022
- Family
- range-band-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-29 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −1.762 pp/year
- Excess return at 25 bps/side
- −1.756 pp/year
- Diagnostic rank
- 19 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.008
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal a2d5e19e5871…Keltner Upper-Band Breakout128:27 · W9-023 · BreakoutResults available · group selection stopped
- Source identity
- 128:27
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-023
- Family
- price-breakout-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-01-12 → 2021-12-31
- Months observed
- 276
- Excess return at 10 bps/side
- −0.689 pp/year
- Excess return at 25 bps/side
- −0.692 pp/year
- Diagnostic rank
- 9 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.001
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal dbcd90ece291…ATR Lower-Band Reversion128:28 · W9-024 · Mean reversionResults available · group selection stopped
- Source identity
- 128:28
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-024
- Family
- range-band-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-10-15 → 2021-12-31
- Months observed
- 279
- Excess return at 10 bps/side
- −1.871 pp/year
- Excess return at 25 bps/side
- −1.864 pp/year
- Diagnostic rank
- 20 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 72efe890b33b…Weekly Cross-Sectional Reversal128:29 · W9-025 · Cross-sectional reversalNot tested yet
- Source identity
- 128:29
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-025
- Family
- cross-sectional-reversal
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Distance Pairs Trading128:30 · Statistical arbitrageSet aside at initial review
- Source identity
- 128:30
- Original intake label
- DATA-DEGRADED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Statistical arbitrage
- Status
- Set aside at initial review
- Reason
- Dollar-neutral pairs require the unavailable short/borrow sleeve; retain only a named long-sleeve-only substitution on liquid available stock-price data stocks, which no longer tests the full pairs claim.
- Next action
- Add historical borrow availability, fees and short-execution evidence before testing. Define and verify the proposed substitute as a separate test: Liquid available stock-price data stocks; long-sleeve-only substitution
No result metrics are available for this status.
Cointegration Pairs Z-Score128:31 · W9-026 · Statistical arbitrageBlocked by the backtester
- Source identity
- 128:31
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-026
- Family
- pairs-relative-value
- Status
- Blocked by the backtester
- Reason
- The backtester cannot yet keep separate, changing hedge values for each pair.
- Next action
- Add pair-specific hedge-value tracking for the 20 pairs and 60-session calculation.
No result metrics are available for this status.
Turnaround Tuesday128:32 · W9-027 · Seasonality / reversionResults available · group selection stopped
- Source identity
- 128:32
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-027
- Family
- gap-overnight-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-02 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −2.682 pp/year
- Excess return at 25 bps/side
- −2.659 pp/year
- Diagnostic rank
- 27 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal d4d3168d7e8b…Turn of the Month128:33 · W9-028 · SeasonalityResults available · group selection stopped
- Source identity
- 128:33
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-028
- Family
- calendar-seasonality
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-02 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −2.386 pp/year
- Excess return at 25 bps/side
- −2.379 pp/year
- Diagnostic rank
- 23 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal d05fd4ca278b…Pre-Holiday Equity Premium128:34 · W9-029 · SeasonalityResults available · group selection stopped
- Source identity
- 128:34
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-029
- Family
- calendar-seasonality
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-02 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −0.582 pp/year
- Excess return at 25 bps/side
- −0.574 pp/year
- Diagnostic rank
- 7 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.002
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 21e479e45324…Halloween Effect128:35 · W9-030 · SeasonalityResults available · group selection stopped
- Source identity
- 128:35
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-030
- Family
- calendar-seasonality
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2007-05-31 → 2021-12-31
- Months observed
- 176
- Excess return at 10 bps/side
- −2.702 pp/year
- Excess return at 25 bps/side
- −3.155 pp/year
- Diagnostic rank
- 28 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.003
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal d7f9bf8ad040…Weak-Day Overnight Reversal128:36 · W9-031 · Overnight anomalyResults available · group selection stopped
- Source identity
- 128:36
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-031
- Family
- gap-overnight-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-02 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −8.162 pp/year
- Excess return at 25 bps/side
- −12.216 pp/year
- Diagnostic rank
- 42 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 6a258952313d…12-1 Cross-Sectional Momentum128:37 · W9-032 · Relative momentumBlocked by the backtester
- Source identity
- 128:37
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-032
- Family
- cross-sectional-equity-momentum
- Status
- Blocked by the backtester
- Reason
- Six overlapping position groups need one shared capital budget, which the backtester cannot yet enforce.
- Next action
- Add shared-capital accounting across overlapping position groups before testing.
No result metrics are available for this status.
6-1 Cross-Sectional Momentum128:38 · W9-033 · Relative momentumNot tested yet
- Source identity
- 128:38
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-033
- Family
- cross-sectional-equity-momentum
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
52-Week-High Closeness128:39 · W9-034 · Relative momentumNot tested yet
- Source identity
- 128:39
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-034
- Family
- cross-sectional-equity-momentum
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Residual Momentum128:40 · W9-035 · Relative momentumNot tested yet
- Source identity
- 128:40
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-035
- Family
- cross-sectional-equity-momentum
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Dual Momentum GEM128:41 · W9-036 · Relative and absolute momentumResults available · group selection stopped
- Source identity
- 128:41
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-036
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2008-09-03 → 2021-12-31
- Months observed
- 160
- Excess return at 10 bps/side
- −3.237 pp/year
- Excess return at 25 bps/side
- −3.385 pp/year
- Diagnostic rank
- 32 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.002
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 16314a18c5b6…GTAA 10-Month SMA128:42 · W9-037 · Trend timingResults available · group selection stopped
- Source identity
- 128:42
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-037
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2008-07-08 → 2021-12-31
- Months observed
- 162
- Excess return at 10 bps/side
- −5.956 pp/year
- Excess return at 25 bps/side
- −7.694 pp/year
- Diagnostic rank
- 37 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 36065a300e6d…12-Month Futures Time-Series Momentum128:43 · Trend followingSet aside at initial review
- Source identity
- 128:43
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Trend following
- Status
- Set aside at initial review
- Reason
- No continuous futures, decision-time rolls, collateral returns, margin, or shortable futures execution data exist in the available data and backtester. Decision-time data must include only information available at each decision.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
ETF 3/6/12 Momentum Rotation128:44 · W9-038 · Relative momentumResults available · group selection stopped
- Source identity
- 128:44
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-038
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2007-05-30 → 2021-12-31
- Months observed
- 176
- Excess return at 10 bps/side
- −7.757 pp/year
- Excess return at 25 bps/side
- −8.164 pp/year
- Diagnostic rank
- 40 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal f69f48f000f7…Turtle 55/20 Breakout128:45 · Trend followingSet aside at initial review
- Source identity
- 128:45
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Trend following
- Status
- Set aside at initial review
- Reason
- The intended diversified long/short futures system cannot be represented without continuous futures, roll, margin, limit-move, and short execution data.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Donchian 20 with ATR Trail and EMA200128:46 · W9-039 · Trend followingResults available · group selection stopped
- Source identity
- 128:46
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-039
- Family
- price-breakout-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2001-12-21 → 2021-12-31
- Months observed
- 241
- Excess return at 10 bps/side
- −0.604 pp/year
- Excess return at 25 bps/side
- −0.606 pp/year
- Diagnostic rank
- 8 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 59fc4b251f2d…SPY 200-Day SMA Timing128:47 · Trend timingSet aside at initial review
- Source identity
- 128:47
- Original intake label
- NOVEL-FEASIBLE
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Trend timing
- Status
- Set aside at initial review
- Reason
- This idea already has a separate defined test, so Wave 9 did not count it again.
- Next action
- Keep this idea with its separate earlier test; do not count it again in Wave 9.
No result metrics are available for this status.
Trend-Filtered Leveraged Equity128:48 · W9-040 · Trend timingBlocked by the backtester
- Source identity
- 128:48
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-040
- Family
- risk-scaling-overlay
- Status
- Blocked by the backtester
- Reason
- The original rule asks for 200% exposure, above the backtester's current 100% limit.
- Next action
- Either define a separate unlevered version or first build and verify leverage accounting; do not simply raise the limit.
No result metrics are available for this status.
Volatility-Managed SPY128:49 · W9-041 · Volatility targetingBlocked by the backtester
- Source identity
- 128:49
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-041
- Family
- risk-scaling-overlay
- Status
- Blocked by the backtester
- Reason
- The original rule asks for 150% exposure, above the backtester's current 100% limit.
- Next action
- Either define a separate unlevered version or first build and verify leverage accounting; do not simply raise the limit.
No result metrics are available for this status.
Multi-Asset Risk Parity128:50 · Risk allocationSet aside at initial review
- Source identity
- 128:50
- Original intake label
- DATA-DEGRADED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Risk allocation
- Status
- Set aside at initial review
- Reason
- The equal-risk-contribution allocation is distinct, but the stated futures sleeves and roll/financing inputs are absent; it can only be researched with the ETF history in the available fund-price data, which has not been verified.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing. Verify fund launch dates, distributions, eligibility at each decision date and total-return handling before testing. Define and verify the proposed substitute as a separate test: Available fund-price data broad-asset ETF sleeves with audited inception, distributions, and total-return handling
No result metrics are available for this status.
SuperTrend ATR Flip128:51 · W9-042 · Trend followingResults available · group selection stopped
- Source identity
- 128:51
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-042
- Family
- price-breakout-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2000-01-24 → 2021-12-31
- Months observed
- 264
- Excess return at 10 bps/side
- −2.833 pp/year
- Excess return at 25 bps/side
- −2.836 pp/year
- Diagnostic rank
- 30 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 21af84806611…Bollinger Squeeze Breakout128:52 · W9-043 · Volatility breakoutResults available · group selection stopped
- Source identity
- 128:52
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-043
- Family
- price-breakout-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed a small advantage over its separately costed benchmark, but evidence after allowing for all ideas tried was weak. Group selection stopped because results were unstable across different parts of history.
- Next action
- Check whether the small benchmark advantage persists with conservative fills and new observations.
- Dates observed
- 1999-08-03 → 2021-12-31
- Months observed
- 269
- Excess return at 10 bps/side
- +0.327 pp/year
- Excess return at 25 bps/side
- +0.326 pp/year
- Diagnostic rank
- 1 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.306
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal ea53630c271f…NR7 Breakout128:53 · Volatility breakoutSet aside at initial review
- Source identity
- 128:53
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Volatility breakout
- Status
- Set aside at initial review
- Reason
- The stated next-day dual stop orders require intraday stop sequencing and fills, which the available daily data cannot observe; its starter test itself identifies that dependency.
- Next action
- Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
Opening Range Breakout128:54 · Intraday breakoutSet aside at initial review
- Source identity
- 128:54
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Intraday breakout
- Status
- Set aside at initial review
- Reason
- Requires first-30-minute ranges, intraday trails, and session execution; no pre-2022 intraday history exists in the available data and backtester (also prior candidate opening-auction-participation-profile-INTRADAY is blocked).
- Next action
- Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
Intraday Gap Fill128:55 · Intraday reversionSet aside at initial review
- Source identity
- 128:55
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Intraday reversion
- Status
- Set aside at initial review
- Reason
- The catalogue mechanism requires a 15-minute confirmation, opening-range stop, intraday target touch, and flat-by-close sequencing. daily price and volume data cannot establish that ordering, and the prior daily open-to-close proxy weakens the stated mechanism and exit.
- Next action
- Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
20/10 Donchian Trend128:56 · W9-045 · Trend followingBlocked by the backtester
- Source identity
- 128:56
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-045
- Family
- price-breakout-trend
- Status
- Blocked by the backtester
- Reason
- The rule must resize every open position to a portfolio volatility target, but the backtester only sizes new entries and the volatility lookback is unspecified.
- Next action
- Specify the volatility lookback and add whole-portfolio rebalancing of existing positions.
No result metrics are available for this status.
Channel Scalper Mean Reversion128:57 · Mean reversionSet aside at initial review
- Source identity
- 128:57
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Mean reversion
- Status
- Set aside at initial review
- Reason
- Requires one-minute index-futures bars, spreads, and fees, none of which cover the historical record; the intraday session sample is therefore unavailable.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing. Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
Dynamic RSI Volatility Reversion128:58 · W9-046 · Mean reversionResults available · group selection stopped
- Source identity
- 128:58
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-046
- Family
- rsi-pullback-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2000-01-24 → 2021-12-31
- Months observed
- 264
- Excess return at 10 bps/side
- −2.539 pp/year
- Excess return at 25 bps/side
- −2.514 pp/year
- Diagnostic rank
- 25 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 8f035d3cc328…BB Z-Score RSI Trend-Filtered Reversion128:59 · W9-047 · Mean reversionBlocked by the backtester
- Source identity
- 128:59
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-047
- Family
- range-band-reversion
- Status
- Blocked by the backtester
- Reason
- The 200-day exponential average has no specified starting value, so different implementations could disagree.
- Next action
- Specify the EMA starting value and warm-up period before testing.
No result metrics are available for this status.
EMA50/EMA200 Trend Pullback128:60 · W9-048 · Trend pullbackResults available · group selection stopped
- Source identity
- 128:60
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-048
- Family
- price-breakout-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2010-01-26 → 2021-12-31
- Months observed
- 144
- Excess return at 10 bps/side
- −6.369 pp/year
- Excess return at 25 bps/side
- −8.002 pp/year
- Diagnostic rank
- 38 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 61d3558b206f…PEAD Long High-SUE128:61 · Event momentumSet aside at initial review
- Source identity
- 128:61
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event momentum
- Status
- Set aside at initial review
- Reason
- Standardized unexpected earnings and a known before the decision announcement/filing clock require quarterly accounting and event fields beyond daily price and volume data.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Obtain verified event dates and use only information that was available at each decision time.
No result metrics are available for this status.
PEAD Long-Short128:62 · Event momentumSet aside at initial review
- Source identity
- 128:62
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event momentum
- Status
- Set aside at initial review
- Reason
- Standardized unexpected earnings and a known before the decision announcement/filing clock require quarterly accounting and event fields beyond daily price and volume data; deleting the short sleeve does not remove that dependency.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Obtain verified event dates and use only information that was available at each decision time.
No result metrics are available for this status.
Industry Momentum128:63 · W9-051 · Relative momentumResults available · group selection stopped
- Source identity
- 128:63
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-051
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-08-04 → 2021-12-31
- Months observed
- 269
- Excess return at 10 bps/side
- −14.478 pp/year
- Excess return at 25 bps/side
- −14.978 pp/year
- Diagnostic rank
- 46 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal b2a8250c39bd…Sector ETF Momentum128:64 · W9-052 · Relative momentumResults available · group selection stopped
- Source identity
- 128:64
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-052
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-08-04 → 2021-12-31
- Months observed
- 269
- Excess return at 10 bps/side
- −11.993 pp/year
- Excess return at 25 bps/side
- −12.610 pp/year
- Diagnostic rank
- 45 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal e649d00ca2c5…Country ETF Momentum128:65 · W9-053 · Relative momentumResults available · group selection stopped
- Source identity
- 128:65
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-053
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2001-08-09 → 2021-12-31
- Months observed
- 245
- Excess return at 10 bps/side
- −4.557 pp/year
- Excess return at 25 bps/side
- −4.848 pp/year
- Diagnostic rank
- 34 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 8ded5915d551…Factor Momentum128:66 · W9-054 · Relative momentumResults available · group selection stopped
- Source identity
- 128:66
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-054
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2013-07-18 → 2021-12-31
- Months observed
- 102
- Excess return at 10 bps/side
- −0.291 pp/year
- Excess return at 25 bps/side
- −0.284 pp/year
- Diagnostic rank
- 5 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.014
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 511a736ba565…Quality Minus Junk128:67 · Equity factorsSet aside at initial review
- Source identity
- 128:67
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Gross-profit-to-assets ratio, asset growth, and net payout yield require decision-time fundamental fields beyond daily price and volume data; a price-only quality proxy would change the mechanism. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing.
No result metrics are available for this status.
Low-Volatility Stocks128:68 · W9-056 · Equity factorsNot tested yet
- Source identity
- 128:68
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-056
- Family
- low-risk-defensive-equity
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Piotroski F-Score Value128:69 · Equity factorsSet aside at initial review
- Source identity
- 128:69
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Book-to-market and Piotroski F-score require decision-time balance-sheet and income-statement fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing.
No result metrics are available for this status.
Value Plus Momentum128:70 · Equity factorsSet aside at initial review
- Source identity
- 128:70
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- The value leg requires decision-time book equity and market-cap inputs beyond daily price and volume data; momentum alone would weaken the composite. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: Named liquid-large-cap screen with a long sleeve only.
No result metrics are available for this status.
Betting Against Beta128:71 · W9-059 · Equity factorsBlocked by the backtester
- Source identity
- 128:71
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-059
- Family
- low-risk-defensive-equity
- Status
- Blocked by the backtester
- Reason
- The rule needs beta targeting and 150% exposure, while the backtester supports neither beta-targeted sizing nor more than 100% exposure.
- Next action
- Define an unlevered beta-aware version or first build beta and leverage accounting without raising the current limit.
No result metrics are available for this status.
Gross Profitability128:72 · Equity factorsSet aside at initial review
- Source identity
- 128:72
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Gross profit and total assets require decision-time fundamental fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: Named liquid-large-cap screen with the gross-profit-to-assets ratio long sleeve only.
No result metrics are available for this status.
Conservative Investment128:73 · Equity factorsSet aside at initial review
- Source identity
- 128:73
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Annual asset growth requires decision-time total-assets history beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: Named liquid-large-cap screen with the low-investment long sleeve only.
No result metrics are available for this status.
Low Accruals128:74 · Equity factorsSet aside at initial review
- Source identity
- 128:74
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Balance-sheet accruals and depreciation require decision-time accounting fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: Named liquid-large-cap screen with the low-accrual long sleeve only.
No result metrics are available for this status.
Net Share Issuance128:75 · Equity factorsSet aside at initial review
- Source identity
- 128:75
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Split-adjusted shares outstanding and corporate-action interpretation require fields beyond daily price and volume data.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: Named liquid-large-cap screen with the repurchaser long sleeve only.
No result metrics are available for this status.
Dogs of the Dow128:76 · Dividend / valueSet aside at initial review
- Source identity
- 128:76
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Dividend / value
- Status
- Set aside at initial review
- Reason
- Indicated dividends and decision-time Dow membership require fields beyond daily price and volume data; a current-constituent or trailing-return proxy would change the rule. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Obtain verified event dates and use only information that was available at each decision time. Define and verify the proposed substitute as a separate test: Named liquid-large-cap screen with annual high announced-dividend-yield ranking.
No result metrics are available for this status.
Equal-Weight Rebalancing128:77 · Portfolio constructionSet aside at initial review
- Source identity
- 128:77
- Original intake label
- DATA-DEGRADED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Portfolio construction
- Status
- Set aside at initial review
- Reason
- This is portfolio construction, not an independent return signal; the required diversified ETF total-return and decision-time eligibility data is unverified. It belongs only as a diagnostic benchmark, consistent with the existing equal weighting comparison policy. Decision-time data must include only information available at each decision.
- Next action
- Verify fund launch dates, distributions, eligibility at each decision date and total-return handling before testing. Define and verify the proposed substitute as a separate test: Named liquid multi-asset ETF screen using true inception dates and long-only equal weights.
No result metrics are available for this status.
Global Minimum Variance128:78 · Portfolio constructionSet aside at initial review
- Source identity
- 128:78
- Original intake label
- DATA-DEGRADED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Portfolio construction
- Status
- Set aside at initial review
- Reason
- A covariance optimizer is a construction variant, not a separate return payer, and needs unverified available fund-price data ETF total-return and decision-time eligibility data. Its expected incremental risk benefit is too small to power from the available monthly history without a minimum effect size fixed before the test. Decision-time data must include only information available at each decision.
- Next action
- Verify fund launch dates, distributions, eligibility at each decision date and total-return handling before testing. Set the required sample size and minimum detectable effect before testing. Define and verify the proposed substitute as a separate test: Named liquid multi-asset ETF screen using true inception dates, long-only 0-25% bounds, and a turnover cap.
No result metrics are available for this status.
Maximum Diversification128:79 · Portfolio constructionSet aside at initial review
- Source identity
- 128:79
- Original intake label
- DATA-DEGRADED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Portfolio construction
- Status
- Set aside at initial review
- Reason
- This is another covariance-based allocation rule rather than an independent alpha family; the required ETF total-return and decision-time eligibility data is unverified. The likely modest improvement over equal weighting is low-power at monthly frequency. Decision-time data must include only information available at each decision.
- Next action
- Verify fund launch dates, distributions, eligibility at each decision date and total-return handling before testing. Set the required sample size and minimum detectable effect before testing. Define and verify the proposed substitute as a separate test: Named liquid multi-asset ETF screen using true inception dates, long-only 0-25% bounds, and a turnover cap.
No result metrics are available for this status.
Inverse-Volatility Multi-Asset128:80 · Risk allocationSet aside at initial review
- Source identity
- 128:80
- Original intake label
- DATA-DEGRADED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Risk allocation
- Status
- Set aside at initial review
- Reason
- Inverse-volatility weighting is a portfolio-construction baseline, not an independent carry or defensive payer. The diversified ETF total-return and decision-time eligibility data is unverified and a small allocation uplift is low-power in the available monthly history. Decision-time data must include only information available at each decision.
- Next action
- Verify fund launch dates, distributions, eligibility at each decision date and total-return handling before testing. Set the required sample size and minimum detectable effect before testing. Define and verify the proposed substitute as a separate test: Named liquid multi-asset ETF screen using true inception dates, long-only weights, and a 35% cap.
No result metrics are available for this status.
Commodity Carry128:81 · CarrySet aside at initial review
- Source identity
- 128:81
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Carry
- Status
- Set aside at initial review
- Reason
- Requires commodity futures curves, rolls, and collateral returns; the available data and backtester do not include futures history, and no proxy is permitted.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Commodity Cross-Sectional Momentum128:82 · Relative momentumSet aside at initial review
- Source identity
- 128:82
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Relative momentum
- Status
- Set aside at initial review
- Reason
- Requires continuous commodity-futures returns and roll handling; the available data and backtester do not include futures history, and no proxy is permitted.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
FX Carry128:83 · CarrySet aside at initial review
- Source identity
- 128:83
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Carry
- Status
- Set aside at initial review
- Reason
- The frozen carry proxy ranks fund distribution yield, which is not present in the permitted daily price and volume data field set; price momentum would not preserve carry.
- Next action
- Obtain fund distribution-yield history recorded as known on each date before testing.
No result metrics are available for this status.
Bond Carry and Roll128:84 · CarrySet aside at initial review
- Source identity
- 128:84
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Carry
- Status
- Set aside at initial review
- Reason
- Requires government-bond futures, yield curves, financing, and contract rolls; the available data and backtester do not include futures history, and no proxy is permitted.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Cboe BXM Covered Call128:85 · Options premiumSet aside at initial review
- Source identity
- 128:85
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Options premium
- Status
- Set aside at initial review
- Reason
- Requires dated SPX option chains, settlement, rates, dividends, and roll-calendar data; options history is outside the available data and backtester.
- Next action
- Obtain and verify dated SPX option chains, interest rates, dividends, settlement rules, the roll calendar and executable prices before testing.
No result metrics are available for this status.
Cboe PUT Cash-Secured Put128:86 · Options premiumSet aside at initial review
- Source identity
- 128:86
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Options premium
- Status
- Set aside at initial review
- Reason
- Requires dated SPX puts, collateral returns, settlement, and roll-calendar data; options history is outside the available data and backtester.
- Next action
- Obtain and verify dated SPX put chains, collateral returns, settlement rules, the roll calendar and executable prices before testing.
No result metrics are available for this status.
Protective Collar128:87 · Options overlaySet aside at initial review
- Source identity
- 128:87
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Options overlay
- Status
- Set aside at initial review
- Reason
- Requires matched SPX put and call chains, rates, dividends, and settlement; options history is outside the available data and backtester.
- Next action
- Obtain and verify matched SPX put and call chains, interest rates, dividends, settlement rules and executable prices before testing.
No result metrics are available for this status.
Variance Risk Premium Put Spread128:88 · Options premiumSet aside at initial review
- Source identity
- 128:88
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Options premium
- Status
- Set aside at initial review
- Reason
- Requires option-surface deltas, bid-ask spreads, settlement, and rates; options history is outside the available data and backtester.
- Next action
- Obtain and verify option-surface deltas, bid-ask spreads, interest rates, settlement rules and executable prices before testing.
No result metrics are available for this status.
VIX Term-Structure Carry128:89 · W9-066 · Volatility carryShort-history check · outside group selection
- Source identity
- 128:89
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-066
- Family
- carry-and-volatility-basis
- Status
- Short-history check · outside group selection
- Reason
- This ticker history starts later, so it was tested separately and cannot be compared fairly across the full 102-month shared history.
- Next action
- Keep it as a short-history check; use a future predefined common-history test for any direct comparison.
- Dates observed
- 2018-02-23 → 2021-12-31
- Months observed
- 47
- Excess return at 10 bps/side
- −1.788 pp/year
- Excess return at 25 bps/side
- −1.631 pp/year
Short-history check; not included in the 47-strategy selection. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
VIX Spike Mean Reversion128:90 · Volatility reversionSet aside at initial review
- Source identity
- 128:90
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Volatility reversion
- Status
- Set aside at initial review
- Reason
- Requires VIX spot, futures curves or defined-risk option prices, and realistic spreads; none are in the available data and backtester.
- Next action
- Choose the defined-risk implementation first, then obtain verified VIX spot history plus either futures curves or option prices and realistic spreads before testing.
No result metrics are available for this status.
Crypto Time-Series Momentum128:91 · Trend followingSet aside at initial review
- Source identity
- 128:91
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Trend following
- Status
- Set aside at initial review
- Reason
- The available records have no BTC/ETH spot or perpetual price-and-identity history. Naming instruments, venues, or a start date would invent data.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs.
No result metrics are available for this status.
Crypto Cross-Sectional Momentum128:92 · Relative momentumSet aside at initial review
- Source identity
- 128:92
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Relative momentum
- Status
- Set aside at initial review
- Reason
- The catalogue requires a decision-time top-30 crypto venue universe ranked by lagged volume, but the available records have no crypto price, venue, volume, or identity history. Naming instruments or a start date would invent data, so the idea is not executable. Decision-time data must include only information available at each decision.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs.
No result metrics are available for this status.
Crypto Cross-Sectional Reversal128:93 · Cross-sectional reversalSet aside at initial review
- Source identity
- 128:93
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Cross-sectional reversal
- Status
- Set aside at initial review
- Reason
- The catalogue requires a decision-time top-30 crypto venue universe ranked by lagged volume, but the available records have no crypto price, venue, volume, or identity history. Naming instruments or a start date would invent data, so the idea is not executable. Decision-time data must include only information available at each decision.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs.
No result metrics are available for this status.
Crypto Cash-and-Carry Basis128:94 · CarrySet aside at initial review
- Source identity
- 128:94
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Carry
- Status
- Set aside at initial review
- Reason
- Requires synchronized crypto spot and dated-futures curves, fees, financing, and venue terms; crypto and futures history are outside the available data and backtester.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs. Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Perpetual Funding-Rate Carry128:95 · CarrySet aside at initial review
- Source identity
- 128:95
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Carry
- Status
- Set aside at initial review
- Reason
- Perpetual funding rates, settlement cadence, spot/perpetual identity, and collateral state are beyond daily price and volume data and absent from the available data and backtester.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs.
No result metrics are available for this status.
BTC-ETH Pairs Z-Score128:96 · Statistical arbitrageSet aside at initial review
- Source identity
- 128:96
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Statistical arbitrage
- Status
- Set aside at initial review
- Reason
- The available records have no BTC/ETH price-and-identity history; the pair and its start date cannot be fixed without inventing data.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs.
No result metrics are available for this status.
Crypto Bollinger Reversion128:97 · Mean reversionSet aside at initial review
- Source identity
- 128:97
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Mean reversion
- Status
- Set aside at initial review
- Reason
- BTC/ETH 4-hour or daily open, high, low and close prices, fees, and funding are outside the available records; trial 27 crypto-funding-carry also closed the available crypto-carry lane.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs.
No result metrics are available for this status.
Trend Plus Tail-Hedge Overlay128:98 · Portfolio overlaySet aside at initial review
- Source identity
- 128:98
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Portfolio overlay
- Status
- Set aside at initial review
- Reason
- The rule requires full SPX option history, which the available data and backtester does not contain; the prior VIX/tail-overlay family is already closed as an unavailable, high-cost overlay.
- Next action
- Obtain and verify full historical SPX option chains, collateral treatment and executable costs before testing the overlay.
No result metrics are available for this status.
60/40 With Trend Overlay128:99 · W9-072 · Portfolio overlayResults available · group selection stopped
- Source identity
- 128:99
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-072
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2008-09-03 → 2021-12-31
- Months observed
- 160
- Excess return at 10 bps/side
- −0.363 pp/year
- Excess return at 25 bps/side
- −0.356 pp/year
- Diagnostic rank
- 6 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.002
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 9198a353d03c…Trend/Reversion Regime Ensemble128:100 · EnsembleSet aside at initial review
- Source identity
- 128:100
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Ensemble
- Status
- Set aside at initial review
- Reason
- The catalogue states “If average directional index above 25 or 50-day breakout is active, use trend system; if average directional index below 20, use Bollinger or RSI reversion” but supplies no precedence when a 50-day breakout coexists with 14-day average directional index below 20. It separately requires “Each child system retains its own exit,” so the trend-channel and reversion-threshold exits cannot be represented as one permitted exit grammar without inventing or weakening semantics.
- Next action
- Specify the conflicting rule choices and their precedence before testing. Define and verify the proposed substitute as a separate test: Long-only SPY trend/reversion child sleeves
No result metrics are available for this status.
Trend-Following Crisis Sleeve128:101 · Portfolio overlaySet aside at initial review
- Source identity
- 128:101
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Portfolio overlay
- Status
- Set aside at initial review
- Reason
- Continuous futures, rolls, financing, and long/short futures implementation are absent; this is the unavailable futures form of the closed cross-asset trend sleeve family.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Seasonality Composite128:102 · W9-074 · Seasonality ensembleResults available · group selection stopped
- Source identity
- 128:102
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-074
- Family
- calendar-seasonality
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-12 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −1.035 pp/year
- Excess return at 25 bps/side
- −1.021 pp/year
- Diagnostic rank
- 13 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.002
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 8a8027b7dbf7…Momentum Plus Quality Composite128:103 · Equity factorsSet aside at initial review
- Source identity
- 128:103
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- The quality half of the composite requires gross-profit-to-assets ratio, asset growth, and accrual fields beyond daily price and volume data; momentum alone would weaken the composite.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing.
No result metrics are available for this status.
Value-Momentum-Trend Asset Rotation128:104 · W9-076 · Multi-signal allocationResults available · group selection stopped
- Source identity
- 128:104
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-076
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2007-08-23 → 2021-12-31
- Months observed
- 173
- Excess return at 10 bps/side
- −0.253 pp/year
- Excess return at 25 bps/side
- −0.246 pp/year
- Diagnostic rank
- 2 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.019
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 95bdd471176f…Carry Plus Momentum Futures128:105 · Multi-signal futuresSet aside at initial review
- Source identity
- 128:105
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Multi-signal futures
- Status
- Set aside at initial review
- Reason
- Diversified futures curves, rolls, collateral, and financing are not in the available data and backtester; the missing carry inputs cannot be replaced by daily price and volume data.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Risk-Controlled Momentum128:106 · W9-077 · Relative momentumBlocked by the backtester
- Source identity
- 128:106
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-077
- Family
- cross-sectional-equity-momentum
- Status
- Blocked by the backtester
- Reason
- The original rule asks for 150% exposure, above the backtester's current 100% limit.
- Next action
- Either define a separate unlevered version or first build and verify leverage accounting; do not simply raise the limit.
No result metrics are available for this status.
Quality Low-Vol Defensive Equity128:107 · Equity factorsSet aside at initial review
- Source identity
- 128:107
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Gross-profit-to-assets ratio requires decision-time fundamental fields beyond daily price and volume data; low volatility alone would weaken the defensive composite. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing.
No result metrics are available for this status.
Adaptive Turnover Band Rebalancing128:108 · W9-079 · Portfolio constructionBlocked by the backtester
- Source identity
- 128:108
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-079
- Family
- risk-scaling-overlay
- Status
- Blocked by the backtester
- Reason
- The backtester cannot yet remember weight drift, target resets and quarter-end resets between rebalances.
- Next action
- Add those three portfolio-state rules and verify their reset timing before testing.
No result metrics are available for this status.
Volatility-Balanced Trend Rotation128:109 · W9-080 · Multi-asset trendResults available · group selection stopped
- Source identity
- 128:109
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-080
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2007-05-30 → 2021-12-31
- Months observed
- 176
- Excess return at 10 bps/side
- −0.272 pp/year
- Excess return at 25 bps/side
- −0.268 pp/year
- Diagnostic rank
- 3 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.008
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal a3af47bea7dc…Cross-Asset Defensive Momentum128:110 · W9-081 · Relative momentumResults available · group selection stopped
- Source identity
- 128:110
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-081
- Family
- multi-asset-rotation-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2007-08-23 → 2021-12-31
- Months observed
- 173
- Excess return at 10 bps/side
- −0.280 pp/year
- Excess return at 25 bps/side
- −0.273 pp/year
- Diagnostic rank
- 4 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.010
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 1616047caab1…Market-Neutral Industry Residual Momentum128:111 · Relative momentumSet aside at initial review
- Source identity
- 128:111
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Relative momentum
- Status
- Set aside at initial review
- Reason
- Trial 13 residual-momentum already tested the core signal, while this industry-neutral long/short form additionally needs effective-dated industries and borrow data, neither available in the available data and backtester.
- Next action
- Obtain industry classifications effective on each date before testing. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Post-Breakout Pullback Entry128:112 · W9-082 · Trend pullbackBlocked by the backtester
- Source identity
- 128:112
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-082
- Family
- price-breakout-trend
- Status
- Blocked by the backtester
- Reason
- The backtester cannot yet rank new candidates and size them from the breakout channel close in one rule.
- Next action
- Add channel-close sizing and ranked entry selection, then verify both on fixed examples.
No result metrics are available for this status.
Long-Term Reversal Value128:113 · W9-083 · Cross-sectional reversalNot tested yet
- Source identity
- 128:113
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-083
- Family
- cross-sectional-reversal
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Monthly Seasonality by Asset128:114 · W9-084 · SeasonalityShort-history check · outside group selection
- Source identity
- 128:114
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-084
- Family
- calendar-seasonality
- Status
- Short-history check · outside group selection
- Reason
- This ticker history starts later, so it was tested separately and cannot be compared fairly across the full 102-month shared history.
- Next action
- Keep it as a short-history check; use a future predefined common-history test for any direct comparison.
- Dates observed
- 2016-02-29 → 2021-12-31
- Months observed
- 71
- Excess return at 10 bps/side
- −0.345 pp/year
- Excess return at 25 bps/side
- −0.341 pp/year
Short-history check; not included in the 47-strategy selection. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Earnings-Gap Continuation128:115 · Event momentumSet aside at initial review
- Source identity
- 128:115
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event momentum
- Status
- Set aside at initial review
- Reason
- A post-earnings announcement drift/gap continuation variant of trial 39 `pead-filing-sue`; its timing defect is essential, and the available data and backtester lacks verified announcement timestamps, intraday open validation, and borrow for the specified long/short trade.
- Next action
- Obtain verified event dates and use only information that was available at each decision time. Obtain verified intraday data and define signal, fill and exit ordering before testing. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Index Rebalance Event Drift128:116 · Event strategySet aside at initial review
- Source identity
- 128:116
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event strategy
- Status
- Set aside at initial review
- Reason
- The claim requires official announcement timestamps, historical index additions/deletions, and short borrow; a liquid-large-cap screen cannot substitute for index-rebalance flow events.
- Next action
- Obtain verified event dates and use only information that was available at each decision time. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Limit-Order Pullback Entry128:117 · Execution alphaSet aside at initial review
- Source identity
- 128:117
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Execution alpha
- Status
- Set aside at initial review
- Reason
- The 0.5-ATR next-day limit needs intraday low/queue/fill ordering; daily open, high, low and close prices cannot establish a fill or adverse selection, matching the execution limitation already applied to limit-entry pullback variants.
- Next action
- Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
Time-Stop Pullback Reversion128:118 · W9-085 · Mean reversionResults available · group selection stopped
- Source identity
- 128:118
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-085
- Family
- rsi-pullback-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-01-12 → 2021-12-31
- Months observed
- 276
- Excess return at 10 bps/side
- −2.128 pp/year
- Excess return at 25 bps/side
- −2.343 pp/year
- Diagnostic rank
- 22 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal e1fac2c2d8a2…No-Stop Mean Reversion Baseline128:119 · W9-086 · Mean reversionResults available · group selection stopped
- Source identity
- 128:119
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-086
- Family
- rsi-pullback-reversion
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-01-12 → 2021-12-31
- Months observed
- 276
- Excess return at 10 bps/side
- −1.332 pp/year
- Excess return at 25 bps/side
- −1.328 pp/year
- Diagnostic rank
- 15 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal 05db892c3cf8…Volatility-Scaled Mean Reversion Basket128:120 · W9-087 · Mean reversionNot tested yet
- Source identity
- 128:120
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-087
- Family
- rsi-pullback-reversion
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Breakout Portfolio with Correlation Cap128:121 · Trend followingSet aside at initial review
- Source identity
- 128:121
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Trend following
- Status
- Set aside at initial review
- Reason
- The specified diversified-futures 55/20 system requires continuous futures histories, rolls, and contract-level risk data, none of which are in the available data and backtester.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Carry-Momentum Defensive Overlay128:122 · Multi-signal allocationSet aside at initial review
- Source identity
- 128:122
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Multi-signal allocation
- Status
- Set aside at initial review
- Reason
- Global-futures carry requires curves, rolls, financing, and long/short implementation; the available data and backtester do not include supported futures history, so the defensive overlay cannot be evaluated as specified.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Multi-Strategy Equal-Risk Ensemble128:123 · EnsembleSet aside at initial review
- Source identity
- 128:123
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Ensemble
- Status
- Set aside at initial review
- Reason
- The two-child ensemble depends on catalogue-128 ID 72 Gross Profitability, which is excluded by the available daily fields. The remaining single momentum child is no longer a multi-strategy, cross-cluster ensemble.
- Next action
- Test this ensemble only after both named component strategies have eligible evidence.
No result metrics are available for this status.
Simple Majority Trend Ensemble128:124 · W9-089 · Trend ensembleResults available · group selection stopped
- Source identity
- 128:124
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-089
- Family
- price-breakout-trend
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1999-04-09 → 2021-12-31
- Months observed
- 273
- Excess return at 10 bps/side
- −8.656 pp/year
- Excess return at 25 bps/side
- −8.663 pp/year
- Diagnostic rank
- 43 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal b404857f95f6…Drawdown-Responsive Risk Target128:125 · W9-090 · Risk management overlayBlocked by the backtester
- Source identity
- 128:125
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-090
- Family
- risk-scaling-overlay
- Status
- Blocked by the backtester
- Reason
- The rule needs portfolio value and its previous peak carried through time so exposure can fall after drawdowns and return only at a new high.
- Next action
- Add portfolio-value and high-water-mark state, then verify the cut-and-restore sequence before testing.
No result metrics are available for this status.
Crash-Conditional Equity Reversion128:126 · W9-091 · Mean reversionBlocked by the backtester
- Source identity
- 128:126
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-091
- Family
- crash-state-reversion
- Status
- Blocked by the backtester
- Reason
- The required VXX and VXZ volatility and curve history has not passed data checks.
- Next action
- Verify the full volatility-state history and its dates before testing this rule.
No result metrics are available for this status.
Liquidity-Filtered Small-Cap Momentum128:127 · W9-092 · Relative momentumNot tested yet
- Source identity
- 128:127
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-092
- Family
- cross-sectional-equity-momentum
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
All-Weather Trend-Risk-Parity Hybrid128:128 · W9-093 · Multi-asset allocationBlocked by the backtester
- Source identity
- 128:128
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-093
- Family
- multi-asset-rotation-trend
- Status
- Blocked by the backtester
- Reason
- The ETF basket still lacks checked launch dates, distributions and historical eligibility.
- Next action
- Verify those ETF histories and eligibility dates before testing the fixed basket.
No result metrics are available for this status.
Same-Calendar-Month Stock Seasonality60:1 · W9-094 · SeasonalityNot tested yet
- Source identity
- 60:1
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-094
- Family
- calendar-seasonality
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Pre-FOMC Announcement Drift60:2 · Event timingSet aside at initial review
- Source identity
- 60:2
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event timing
- Status
- Set aside at initial review
- Reason
- The available data and backtester do not include official historical US Federal Open Market Committee decision calendar. The maximum scheduled in advance schedule is only 8 meetings/year x 24 usable years = 192 events before the catalogue's subperiod splits.
- Next action
- Obtain the official historical US Federal Open Market Committee decision calendar before testing. Set the required sample size and minimum detectable effect before testing.
No result metrics are available for this status.
Option-Expiration Week Equity Timing60:3 · W9-095 · SeasonalityResults available · group selection stopped
- Source identity
- 60:3
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-095
- Family
- calendar-seasonality
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2000-10-30 → 2021-12-31
- Months observed
- 255
- Excess return at 10 bps/side
- −5.024 pp/year
- Excess return at 25 bps/side
- −5.003 pp/year
- Diagnostic rank
- 35 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal f3d9793e3842…Mid-Month Payday Anomaly60:4 · W9-096 · SeasonalityResults available · group selection stopped
- Source identity
- 60:4
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-096
- Family
- calendar-seasonality
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 1998-01-02 → 2021-12-31
- Months observed
- 288
- Excess return at 10 bps/side
- −0.742 pp/year
- Excess return at 25 bps/side
- −0.736 pp/year
- Diagnostic rank
- 10 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal f0175bf962f8…January Small-Cap Rotation60:5 · W9-097 · SeasonalityResults available · group selection stopped
- Source identity
- 60:5
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-097
- Family
- calendar-seasonality
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2000-05-30 → 2021-12-31
- Months observed
- 260
- Excess return at 10 bps/side
- −7.945 pp/year
- Excess return at 25 bps/side
- −8.307 pp/year
- Diagnostic rank
- 41 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal e49dde8c2c9b…January Barometer Equity-Treasury Switch60:6 · W9-098 · Market timingBlocked by the backtester
- Source identity
- 60:6
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-098
- Family
- calendar-seasonality
- Status
- Blocked by the backtester
- Reason
- Matched SPY, cash and distribution histories have not passed the required checks.
- Next action
- Verify aligned total-return histories, fund launch dates and cash treatment before testing.
No result metrics are available for this status.
Ramadan Equity-Index Basket60:7 · SeasonalitySet aside at initial review
- Source identity
- 60:7
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Seasonality
- Status
- Set aside at initial review
- Reason
- The lunar event dates, local trading calendars, and historically eligible country-ETF basket are absent. Even after acquisition the available data and backtester provides only 24 annual events.
- Next action
- Obtain verified lunar-event dates and local trading calendars before testing. Verify fund launch dates, distributions, eligibility at each decision date and total-return handling before testing. Set the required sample size and minimum detectable effect before testing.
No result metrics are available for this status.
Earnings Announcement Premium60:8 · Event factorSet aside at initial review
- Source identity
- 60:8
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event factor
- Status
- Set aside at initial review
- Reason
- The expected-announcement-volume concentration needs verified known before the decision announcement dates; the available data and backtester's event fields do not establish when dates were known. The long/short book also requires borrow. Prior 128 IDs 61/62 show the same timestamp boundary.
- Next action
- Obtain verified event dates and use only information that was available at each decision time. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Pre-Earnings Return Reversal60:9 · Event reversalSet aside at initial review
- Source identity
- 60:9
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event reversal
- Status
- Set aside at initial review
- Reason
- A tradable t-4 signal requires proof that the earnings date was scheduled and known then; that decision-time event calendar and the short sleeve are unavailable. post-earnings announcement drift is an adverse family anchor, not the same rule. Decision-time data must include only information available at each decision.
- Next action
- Obtain verified event dates and use only information that was available at each decision time. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Prior-Earnings-Reaction Reversal60:10 · Event reversalSet aside at initial review
- Source identity
- 60:10
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event reversal
- Status
- Set aside at initial review
- Reason
- Historical optionability, known-ahead earnings schedules, abnormal-return controls, and borrow are absent. Prior post-earnings announcement drift/gap work does not make those inputs known before the decision.
- Next action
- Obtain and verify historical option eligibility, earnings schedules known before each trade, abnormal-return controls and borrow evidence before testing.
No result metrics are available for this status.
Repurchase-Conditioned Earnings Window60:11 · Event factorSet aside at initial review
- Source identity
- 60:11
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event factor
- Status
- Set aside at initial review
- Reason
- The narrow >=5% repurchase-before-earnings conjunction needs verified pre-trade repurchase terms and a known before the decision earnings calendar; neither exists, and the event design is intrinsically sparse.
- Next action
- Obtain verified event dates and use only information that was available at each decision time. Set the required sample size and minimum detectable effect before testing.
No result metrics are available for this status.
Net Payout Yield Factor60:12 · Equity factorsSet aside at initial review
- Source identity
- 60:12
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Dividends and split-adjusted shares outstanding require decision-time fundamental/corporate-action fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: High-net-payout long sleeve on a dynamic liquid-US screen with frozen lags and a corporate-action audit.
No result metrics are available for this status.
Net Current Asset Value Deep Value60:13 · Equity valueSet aside at initial review
- Source identity
- 60:13
- Original intake label
- NOVEL-FEASIBLE
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity value
- Status
- Set aside at initial review
- Reason
- This separate accounting idea lacks balance-sheet data as known on each date and has too few observations for the planned test.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Set the required sample size and minimum detectable effect before testing. Define and verify the proposed substitute as a separate test: Long-only, microcap-excluded accounting-eligible screen with a four-month filing lag and explicit delisting treatment.
No result metrics are available for this status.
Constrained Short-Interest Factor60:14 · Short sellingSet aside at initial review
- Source identity
- 60:14
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Short selling
- Status
- Set aside at initial review
- Reason
- Short interest, institutional lend supply, borrow availability/fees, financing, and the live short lane are all essential and absent; removing them destroys the stated mechanism.
- Next action
- Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Momentum Plus Asset Growth Composite60:15 · Composite factorsSet aside at initial review
- Source identity
- 60:15
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Composite factors
- Status
- Set aside at initial review
- Reason
- Annual asset growth requires decision-time total-assets history beyond daily price and volume data; momentum alone would weaken the composite. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: No additional family test; at most a defined in advance incremental long-sleeve diagnostic against both frozen parents.
No result metrics are available for this status.
F-Score-Conditioned One-Month Reversal60:16 · Composite reversalSet aside at initial review
- Source identity
- 60:16
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Composite reversal
- Status
- Set aside at initial review
- Reason
- Piotroski F-score requires decision-time accounting fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: No additional family test; at most a high-F-score loser long sleeve tested once against both frozen parents.
No result metrics are available for this status.
R&D Intensity Factor60:17 · Equity factorsSet aside at initial review
- Source identity
- 60:17
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Five-year R&D expenditure requires decision-time accounting fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: High-R&D-intensity long sleeve with a conservative filing lag and dynamic accounting eligibility, only within the existing intangible-adjusted high-minus-low value research research comparison.
No result metrics are available for this status.
Positive Filing-Similarity Factor60:18 · Text factorsSet aside at initial review
- Source identity
- 60:18
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Text factors
- Status
- Set aside at initial review
- Reason
- The signal needs acceptance-timestamped filing text plus a reproducible positive-language embedding or licensed score; neither is in the available data and backtester and a fundamental proxy changes the claim.
- Next action
- Obtain timestamped text and fix the text-processing rules before testing. Obtain verified event dates and use only information that was available at each decision time.
No result metrics are available for this status.
Filing Lexical-Density Factor60:19 · Text factorsSet aside at initial review
- Source identity
- 60:19
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Text factors
- Status
- Set aside at initial review
- Reason
- The direction, tokenizer, timestamped 10-K/Q corpus, and frozen NLP pipeline are essential; none exists in the available data and backtester.
- Next action
- Obtain timestamped text and fix the text-processing rules before testing. Obtain verified event dates and use only information that was available at each decision time.
No result metrics are available for this status.
13F Consensus Best Ideas60:20 · Institutional holdingsSet aside at initial review
- Source identity
- 60:20
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Institutional holdings
- Status
- Set aside at initial review
- Reason
- Available fund-price data contains fund prices, not known before the decision 13F holdings. the available data and backtester lacks holdings, manager classifications, and stable issuer mappings; at most 4 x 24 = 96 quarterly formations precede the sparse consensus filter.
- Next action
- Obtain fund holdings, manager classifications and issuer mappings recorded as known on each date before testing. Set the required sample size and minimum detectable effect before testing.
No result metrics are available for this status.
Mutual Fund Return Momentum60:21 · Fund selectionSet aside at initial review
- Source identity
- 60:21
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Fund selection
- Status
- Set aside at initial review
- Reason
- Available fund-price data do not establish decision-time fund status, dead-fund completeness, fees, share-class lineage, or survivor-free total returns. A fixed survivor roster changes the claim. Decision-time data must include only information available at each decision.
- Next action
- Verify fund launch dates, distributions, eligibility at each decision date and total-return handling before testing.
No result metrics are available for this status.
REIT Momentum60:22 · W9-103 · Relative momentumResults available · group selection stopped
- Source identity
- 60:22
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-103
- Family
- cross-sectional-equity-momentum
- Status
- Results available · group selection stopped
- Reason
- This strategy showed no reliable advantage and trailed its separately costed benchmark. Group selection also stopped because results were unstable across different parts of history.
- Next action
- Separate signal, timing and costs in the next predefined test; compare fixed market conditions before adding ML.
- Dates observed
- 2012-11-23 → 2021-12-31
- Months observed
- 110
- Excess return at 10 bps/side
- −15.762 pp/year
- Excess return at 25 bps/side
- −15.763 pp/year
- Diagnostic rank
- 47 of 47
- Holm adjusted p Evidence after allowing for all ideas tried; not a probability of profit.
- 1.000
- Clustered DSR Confidence after repeated related tests; not a probability of profit.
- 0.000
The rank, Holm and DSR figures are diagnostics; selection stopped before these became stage outcomes. 10 bps means 0.10% for each purchase or sale. pp/year means percentage points per year above or below a separately costed benchmark. Absolute profit is not reported.
Result seal fc49060961a7…Cross-Sectional Currency Momentum60:23 · FX factorsSet aside at initial review
- Source identity
- 60:23
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- FX factors
- Status
- Set aside at initial review
- Reason
- This is an asset-class momentum sibling, but the required spot, forwards, rates, collateral, and executable venue costs are wholly outside the available data and backtester.
- Next action
- Obtain aligned currency spot, forward, interest-rate, collateral and trading-cost history before testing.
No result metrics are available for this status.
PPP Currency Value60:24 · FX factorsSet aside at initial review
- Source identity
- 60:24
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- FX factors
- Status
- Set aside at initial review
- Reason
- Vintage purchasing-power-parity and consumer-price-index data, spot, forwards, rates, collateral, and executable costs are absent. Quarterly formation yields at most 96 observations before vintage and coverage losses.
- Next action
- Obtain aligned currency spot, forward, interest-rate, collateral and trading-cost history before testing. Set the required sample size and minimum detectable effect before testing.
No result metrics are available for this status.
Dollar Carry Timing60:25 · FX carrySet aside at initial review
- Source identity
- 60:25
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- FX carry
- Status
- Set aside at initial review
- Reason
- Directional USD-versus-basket timing is not the same portfolio as 128 ID 83 FX Carry, but it needs the same unavailable matched spot/forwards or rates, collateral, and venue costs.
- Next action
- Obtain aligned currency spot, forward, interest-rate, collateral and trading-cost history before testing.
No result metrics are available for this status.
Volume-OI Futures Reversal60:26 · Futures reversalSet aside at initial review
- Source identity
- 60:26
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Futures reversal
- Status
- Set aside at initial review
- Reason
- Contract-level futures, decision-time volume/open interest, roll rules, collateral, limit handling, margin, and execution are absent; a daily equity proxy cannot preserve the rule. Decision-time data must include only information available at each decision.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing. Obtain futures volume and open interest recorded as known at each decision date before testing.
No result metrics are available for this status.
Commodity Skewness Factor60:27 · Commodity factorsSet aside at initial review
- Source identity
- 60:27
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Commodity factors
- Status
- Set aside at initial review
- Reason
- The higher-moment rank requires contract-level commodity futures, continuous rolls, collateral, and executable costs, none of which exists in the available data and backtester.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Commodity Return-Asymmetry Factor60:28 · Commodity factorsSet aside at initial review
- Source identity
- 60:28
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Commodity factors
- Status
- Set aside at initial review
- Reason
- The 260-day tail-count signal requires contract histories and a frozen continuous-roll construction; those inputs are outside the available data and backtester.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Analyst-Disagreement Dispersion Trade60:29 · Options relative valueSet aside at initial review
- Source identity
- 60:29
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Options relative value
- Status
- Set aside at initial review
- Reason
- Historical option surfaces, decision-time analyst forecasts, rates, dividends, index weights, delta hedging, margin, and option execution are all unavailable. Decision-time data must include only information available at each decision.
- Next action
- Obtain and verify historical option surfaces, analyst forecasts known at each date, interest rates, dividends, index weights, delta hedging, margin and executable prices before testing.
No result metrics are available for this status.
WTI-Brent Spread Reversion60:30 · Commodity spreadsSet aside at initial review
- Source identity
- 60:30
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Commodity spreads
- Status
- Set aside at initial review
- Reason
- Matched WTI/Brent maturities, roll conventions, financing, FX, and spread execution costs are absent; ETF proxies do not preserve the futures spread.
- Next action
- Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing. Obtain aligned currency spot, forward, interest-rate, collateral and trading-cost history before testing.
No result metrics are available for this status.
Crypto Rebalancing Premium60:31 · Crypto relative valueSet aside at initial review
- Source identity
- 60:31
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Crypto relative value
- Status
- Set aside at initial review
- Reason
- The available data and backtester contains no decision-time coin universe, venue prices, volumes, funding, or borrow, so neither side of the rebalanced-versus-drift portfolio can be reconstructed. Decision-time data must include only information available at each decision.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Bitcoin Two-Hour Seasonality60:32 · Crypto intradaySet aside at initial review
- Source identity
- 60:32
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Crypto intraday
- Status
- Set aside at initial review
- Reason
- BTC minute bars from stable venues, spreads, fees, and funding are absent; daily US equity data cannot substitute for a fixed two-hour crypto window.
- Next action
- Build a crypto universe showing which venues and coins were available at each decision date, with prices, volumes, funding and executable costs. Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
Synthetic Lending-Rate Market Timing60:33 · Alternative dataSet aside at initial review
- Source identity
- 60:33
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Alternative data
- Status
- Set aside at initial review
- Reason
- The 15:57/15:59 rule requires timestamped Hanweck borrow intensity, intraday SPY, and a live short lane; every essential input is outside the available data and backtester.
- Next action
- Obtain timestamped borrow-intensity data showing what was available before the 15:57 decision. Obtain verified intraday data and define signal, fill and exit ordering before testing. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Standalone Book-to-Market HML60:34 · Equity factorsSet aside at initial review
- Source identity
- 60:34
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Book-to-market and market capitalization require decision-time accounting/share fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: Dynamic liquid-US breakpoints and high-B/M long sleeve, only as the fixed comparator in the existing intangible-adjusted high-minus-low value research comparison.
No result metrics are available for this status.
Standalone Size Premium60:35 · Equity factorsSet aside at initial review
- Source identity
- 60:35
- Original intake label
- DATA-DEGRADED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- No prior standalone size identity was found. available stock-price data can form a liquid small-cap long sleeve, but the original New York Stock Exchange-breakpoint long/short small-minus-big size-factor claim, verified historical membership, and borrow cannot be reproduced; only 24 annual formations exist.
- Next action
- Obtain constituent membership and size breakpoints as they were known at each formation date before testing. Add historical borrow availability, fees and short-execution evidence before testing. Set the required sample size and minimum detectable effect before testing. Define and verify the proposed substitute as a separate test: Defined in advance dynamic liquid-US capitalization ranks; test only the liquid-small-cap long sleeve versus its eligible-universe benchmark.
No result metrics are available for this status.
ROA Profitability Factor60:36 · Equity factorsSet aside at initial review
- Source identity
- 60:36
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Net income and beginning/ending total assets require decision-time accounting fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: High-return on assets long sleeve on the same dynamic liquid-US eligibility framework as the frozen quality parent.
No result metrics are available for this status.
Four-Signal Earnings Quality60:37 · Equity factorsSet aside at initial review
- Source identity
- 60:37
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- Accruals, ROE, operating cash flow, debt, and assets require decision-time accounting fields beyond daily price and volume data. Decision-time data must include only information available at each decision.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: No separate return test; retain only already-charged component diagnostics.
No result metrics are available for this status.
Consistent Momentum Filter60:38 · W9-107 · Relative momentumNot tested yet
- Source identity
- 60:38
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-107
- Family
- cross-sectional-equity-momentum
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Paired Equity-Treasury Switching60:39 · W9-108 · Asset rotationBlocked by the backtester
- Source identity
- 60:39
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-108
- Family
- multi-asset-rotation-trend
- Status
- Blocked by the backtester
- Reason
- The SPY and TLT quarter-return inputs still need checked launch dates, distributions and cash treatment.
- Next action
- Verify aligned SPY and TLT total returns and cash treatment before testing.
No result metrics are available for this status.
Country-ETF One-Month Reversal60:40 · W9-109 · International reversalBlocked by the backtester
- Source identity
- 60:40
- Original intake label
- VARIANT
- Wave 9 test ID
- W9-109
- Family
- cross-sectional-reversal
- Status
- Blocked by the backtester
- Reason
- The 16-country ETF basket still lacks checked launch dates, distributions and historical eligibility.
- Next action
- Verify those histories before running monthly inverse-volatility selection.
No result metrics are available for this status.
Thresholded VIX-Basis Trade60:41 · W9-110 · Volatility carryBlocked by the backtester
- Source identity
- 60:41
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- W9-110
- Family
- carry-and-volatility-basis
- Status
- Blocked by the backtester
- Reason
- The original rule needs futures, spot, settlement, roll and execution history that is unavailable; the proposed ETF proxy would be a different strategy.
- Next action
- Choose and document either the original futures test after its data exists or a clearly separate ETF-proxy idea.
No result metrics are available for this status.
Oil-Conditioned Equity Timing60:42 · Macro timingSet aside at initial review
- Source identity
- 60:42
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Macro timing
- Status
- Set aside at initial review
- Reason
- The available data and backtester lacks a vintage-stable crude benchmark and cash rates. A single expanding monthly forecast path has at most 288 overlapping fits and an ETF proxy changes the oil/collateral claim.
- Next action
- Obtain a date-correct crude-oil benchmark and cash rates before testing the forecast. Set the required sample size and minimum detectable effect before testing.
No result metrics are available for this status.
Sentiment-Filtered Overnight Equity60:43 · Alternative dataSet aside at initial review
- Source identity
- 60:43
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Alternative data
- Status
- Set aside at initial review
- Reason
- Timestamped sentiment and VIX are unavailable. Removing them changes the signal and leaves only the close-to-open family already refuted by trial 4 `overnight-premium` and 128 ID 36.
- Next action
- Obtain timestamped sentiment and VIX history before testing this combined signal.
No result metrics are available for this status.
Customer Momentum60:44 · Network momentumSet aside at initial review
- Source identity
- 60:44
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Network momentum
- Status
- Set aside at initial review
- Reason
- The signal requires decision-time supplier-customer disclosures and an effective-dated entity graph. Current identifiers cannot prove when a relationship was public. Decision-time data must include only information available at each decision.
- Next action
- Obtain supplier-customer relationships and entity mappings with the date each relationship became public. Obtain verified event dates and use only information that was available at each decision time.
No result metrics are available for this status.
Insider Purchase Accumulation60:45 · Insider activitySet aside at initial review
- Source identity
- 60:45
- Original intake label
- DUPLICATE-KILLED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Insider activity
- Status
- Set aside at initial review
- Reason
- Timestamped Form 4 transaction codes, filing delays, and insider/issuer mappings are event fields beyond daily price and volume data.
- Next action
- Obtain verified event dates and use only information that was available at each decision time.
No result metrics are available for this status.
Open-Market Repurchase Drift60:46 · Corporate eventsSet aside at initial review
- Source identity
- 60:46
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Corporate events
- Status
- Set aside at initial review
- Reason
- ACTIONS/EVENTS do not establish decision-time authorization terms and release timestamps. Realized share-count change from the net-issuance trial is not a known before the decision substitute for an announced authorization. Decision-time data must include only information available at each decision.
- Next action
- Obtain verified event dates and use only information that was available at each decision time.
No result metrics are available for this status.
CHS Distress Avoidance60:47 · Equity factorsSet aside at initial review
- Source identity
- 60:47
- Original intake label
- VARIANT
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Equity factors
- Status
- Set aside at initial review
- Reason
- The pinned Campbell-Hilscher-Szilagyi financial-distress score requires profitability, liabilities, cash, book value, and market-cap inputs beyond daily price and volume data.
- Next action
- Obtain accounting and share data recorded as it was known on each date, with publication lags fixed before testing. Define and verify the proposed substitute as a separate test: Lowest-distress long sleeve on a defined in advance dynamic liquid-US screen, only as a diagnostic counted as another test against frozen momentum.
No result metrics are available for this status.
Idiosyncratic-Volatility Factor60:48 · W9-113 · Equity factorsNot tested yet
- Source identity
- 60:48
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-113
- Family
- low-risk-defensive-equity
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
MAX Lottery Avoidance60:49 · W9-114 · Equity factorsNot tested yet
- Source identity
- 60:49
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- W9-114
- Family
- low-risk-defensive-equity
- Status
- Not tested yet
- Reason
- Testing across the large stock universe is unfinished because of compute cost. This is not a strategy failure.
- Next action
- Complete the predefined large-universe computation before drawing a performance conclusion.
No result metrics are available for this status.
Analyst Revision Drift60:50 · Analyst signalsSet aside at initial review
- Source identity
- 60:50
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Analyst signals
- Status
- Set aside at initial review
- Reason
- Timestamped recommendations, estimate revisions, dissemination times, and borrow are absent. Filing-date post-earnings announcement drift proxies do not substitute for analyst information.
- Next action
- Obtain verified event dates and use only information that was available at each decision time. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
High-Yield Corporate-Bond Momentum60:51 · Credit momentumSet aside at initial review
- Source identity
- 60:51
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Credit momentum
- Status
- Set aside at initial review
- Reason
- The rule is six-month cross-sectional corporate-bond momentum, not the killed 12-month time-series fixed-income ETF candidate. US Trade Reporting and Compliance Engine bond records trades, terms, defaults/calls, ratings, Treasury curve, and shorts are absent.
- Next action
- Obtain date-correct bond prices, terms, rates and executable costs before testing. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Cochrane-Piazzesi Treasury Timing60:52 · Rates timingSet aside at initial review
- Source identity
- 60:52
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Rates timing
- Status
- Set aside at initial review
- Reason
- Vintage zero curves, bills, and duration returns are absent. Monthly fits forecast overlapping next-year outcomes, so the maximum 288 scheduled fits overstate independent power.
- Next action
- Obtain date-correct bond prices, terms, rates and executable costs before testing. Set the required sample size and minimum detectable effect before testing.
No result metrics are available for this status.
Commodity Hedging-Pressure Factor60:53 · Commodity factorsSet aside at initial review
- Source identity
- 60:53
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Commodity factors
- Status
- Set aside at initial review
- Reason
- Vintage CFTC reports, contract mappings, futures curves, rolls, collateral, and executable long/short futures are unavailable.
- Next action
- Obtain regulator reports with publication dates and stable contract mappings before testing. Obtain continuous futures history with contract rolls, collateral, margin and executable costs before testing.
No result metrics are available for this status.
Single-Name Option Volatility Mispricing60:54 · Options cross-sectionSet aside at initial review
- Source identity
- 60:54
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Options cross-section
- Status
- Set aside at initial review
- Reason
- Clean decision-time option chains, rates, dividends, corporate actions, daily delta hedging, and executable bid/ask data are wholly absent. Decision-time data must include only information available at each decision.
- Next action
- Obtain and verify option chains known at each date, interest rates, dividends, corporate actions, daily delta hedging and executable bid-ask prices before testing.
No result metrics are available for this status.
Option-Return Momentum60:55 · Options momentumSet aside at initial review
- Source identity
- 60:55
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Options momentum
- Status
- Set aside at initial review
- Reason
- Decision-time straddle returns, chains, deltas, dividends, rates, corporate actions, and a short-volatility lane are outside the available data and backtester. Decision-time data must include only information available at each decision.
- Next action
- Obtain and verify straddle returns and option chains known at each date, deltas, dividends, interest rates, corporate actions and short-volatility execution before testing.
No result metrics are available for this status.
Single-Name IV Term-Slope Factor60:56 · Options term structureSet aside at initial review
- Source identity
- 60:56
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Options term structure
- Status
- Set aside at initial review
- Reason
- Decision-time multi-expiry option surfaces, event dates, rates, dividends, and daily delta-hedge execution are unavailable. Decision-time data must include only information available at each decision.
- Next action
- Obtain and verify multi-expiry option surfaces known at each date, event dates, interest rates, dividends and daily delta-hedge execution before testing.
No result metrics are available for this status.
Final-Half-Hour Market Momentum60:57 · Intraday momentumSet aside at initial review
- Source identity
- 60:57
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Intraday momentum
- Status
- Set aside at initial review
- Reason
- The 15:30 signal and closing-auction exit require minute bars, auction sequencing, spreads, fees, and fill ordering; no lawful pre-2022 intraday panel exists.
- Next action
- Obtain verified intraday data and define signal, fill and exit ordering before testing.
No result metrics are available for this status.
Systematic Merger Arbitrage60:58 · Event arbitrageSet aside at initial review
- Source identity
- 60:58
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Event arbitrage
- Status
- Set aside at initial review
- Reason
- Decision-time deal terms, regulatory chronology, break outcomes, dividends/corporate actions, and acquirer borrow are absent; a liquid-stock proxy cannot preserve event membership or hedge ratios. Decision-time data must include only information available at each decision.
- Next action
- Obtain verified event dates and use only information that was available at each decision time. Add historical borrow availability, fees and short-execution evidence before testing.
No result metrics are available for this status.
Spin-Off Drift60:59 · Corporate eventsSet aside at initial review
- Source identity
- 60:59
- Original intake label
- DUPLICATE-TESTED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Corporate events
- Status
- Set aside at initial review
- Reason
- Known before the decision spin-off child membership and effective-date mapping require timestamped corporate-event fields beyond daily price and volume data.
- Next action
- Obtain verified event dates and use only information that was available at each decision time.
No result metrics are available for this status.
Closed-End-Fund Discount Reversion60:60 · Fund relative valueSet aside at initial review
- Source identity
- 60:60
- Original intake label
- DATA-BLOCKED
- Wave 9 test ID
- Not kept for Wave 9 testing
- Family
- Fund relative value
- Status
- Set aside at initial review
- Reason
- Available fund-price data do not supply timestamped closed-end-fund net asset values, distributions, leverage, fees, legal-status history, or borrow. A generic pairs proxy does not preserve discount-to-NAV.
- Next action
- Obtain timestamped closed-end-fund net asset values, distributions, leverage, fees, legal-status history and borrow evidence before testing.
No result metrics are available for this status.
Evidence hashes
How this publication was checked
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LAB documentation describes design intent and research safeguards. It does not provide trading instructions or operational access.