{
 "what_this_is": "Every strategy idea this platform built and tested, with the honest verdict. Publishing failures is the point: a research process that only shows winners is indistinguishable from luck. Verdicts come from pre-registered statistical gates (overfitting probability, out-of-sample tests on survivorship-free data), not from taste.",
 "entries": [
  {
   "name": "Machine-learning trade filter (random forest meta-labeling)",
   "date": "2026-05",
   "verdict": "killed",
   "reason": "Overfitting probability measured at 100% with price-only features — the model memorized the past instead of learning anything. Disabled in config; would only be revisited with fundamentally new input data."
  },
  {
   "name": "Residual momentum (factor-neutralized ranking)",
   "date": "2026-05",
   "verdict": "killed",
   "reason": "Worked mechanically exactly as the literature describes — and cost about 1.7% of annual return in practice. An idea can be real and still not worth its price."
  },
  {
   "name": "Value sleeve (cheap-stock tilt)",
   "date": "2026-05",
   "verdict": "killed",
   "reason": "Added no robustness benefit on the overfitting tests. Removed."
  },
  {
   "name": "Quality, accruals, asset-growth and low-volatility tilts",
   "date": "2026-05",
   "verdict": "killed",
   "reason": "Every classic fundamental tilt was built and tested; none survived the honest evaluation harness. The conclusion — published price+fundamental signals on US large caps are exhausted — is now a standing research rule here."
  },
  {
   "name": "Graduated index-hedge overlay (scaling into SPY in stress)",
   "date": "2026-05",
   "verdict": "killed",
   "reason": "A return drag: about −1% annualized in walk-forward testing, losing in 0 of 5 test windows. Protection that costs more than the crashes it softens."
  },
  {
   "name": "A faster variant of the flagship's signal",
   "date": "2026-05",
   "verdict": "not_shipped",
   "reason": "Worsened the overfitting probability in both test modes. The incumbent stayed."
  },
  {
   "name": "A three-parameter variant of the flagship",
   "date": "2026-05",
   "verdict": "not_shipped",
   "reason": "Looked better on the headline number, but the verdict flipped depending on how the test data was partitioned — the signature of a fragile result. Investigated, documented, not shipped."
  },
  {
   "name": "Tranching (staggering the rebalance across the month)",
   "date": "2026-06-10",
   "verdict": "killed",
   "reason": "Killed by its own pre-registered gate before launch. Its useful by-product survived: a diagnostic that measures how much of any backtest headline is start-date luck — now run against our own numbers."
  },
  {
   "name": "Corporate-insider trading signal (SEC Form 4 filings)",
   "date": "2026-06-10",
   "verdict": "killed",
   "reason": "A perfect null: after building the full data pipeline, insider filings predicted nothing at all in our universe. The cleanest kind of kill."
  },
  {
   "name": "Short-horizon mean reversion",
   "date": "2026-07-05",
   "verdict": "repurposed",
   "reason": "Rejected by its pre-registered test battery — then deliberately deployed live anyway as the negative control, under a covenant that it can never be promoted. If our rejected strategy quietly wins, our tests are broken. It trades every day to keep that check honest."
  },
  {
   "name": "Micro-cap reversal program (v1)",
   "date": "2026-07-22",
   "verdict": "killed",
   "reason": "A month of data engineering (point-in-time small-cap universe, delisted-stock recovery, realistic cost model), then one hash-frozen test battery allowed to run exactly once. It failed: out-of-sample Sharpe −0.30, negative even at half the estimated trading costs. Killed without appeal; any v2 requires a brand-new pre-registration."
  },
  {
   "name": "Learning-to-rank stock selection (LambdaRank)",
   "date": "2026-05",
   "verdict": "paused",
   "reason": "No honest gain over the simple momentum ranking to date. Archived, not deleted — would be revisited only with genuinely new input data."
  },
  {
   "name": "Congressional-trading data (as a signal source)",
   "date": "2026-07-25",
   "verdict": "killed",
   "reason": "Evaluated during a data-sourcing deep-research pass: since the 2012 disclosure law, politicians' disclosed stock picks slightly underperform. A famous signal that died the moment it became famous."
  }
 ],
 "still_standing": "What survived every gate and runs in production today is a single trend-following configuration on large-cap US equities, wrapped in layered risk controls: diversification-aware weighting, conservative sizing, volatility targeting, and a hard drawdown stop. The exact signal and parameters stay in the private repository — what we publish is every output it produces, every day, and the honest scorecard including its caveats.",
 "disclaimer": "Verdicts describe simulated research results, not investment advice."
}