Thales
sleeve · meanrev

Mean Reversion

/data/meanrev.json
Live paperNegative controlequities

A strategy our own tests REJECTED, run live on purpose. If it performs well, our testing is broken — not our luck.

total return
+6.1%
paper, simulated · since Jul 13, 2026 · 74 sessions
evaluation · 73 days
+6.1%
clock reset Jul 13, 2026
max drawdown
-6.6%
worst peak-to-trough
current book
271 names
0.67x gross exposure
the record

Performance — indexed to 100 at inception

Drawdowndistance below the account's own peak
rationale

Why we run a strategy our own tests rejected

This sleeve bets on mean reversion — short-horizon price reversals in liquid large-cap stocks. Our test battery REJECTED it before launch — and that is exactly why it trades. It is a negative control, the same idea as a placebo group in a drug trial: if a strategy our process rejected goes on to perform well, the fault is in our process, not in our luck, and we need to know that. It runs under a covenant that it can never be promoted to real capital, no matter what its record looks like. A public negative control is standard practice in laboratory science and almost unheard of in trading research — that gap is the point.

orders

Every submitted order

The complete paper order log for this sleeve, newest first.

DateSymbolSide% of book
Oct 23, 2026BWXTSell0.55%
Oct 23, 2026ADMSell0.60%
Oct 23, 2026TSell0.58%
Oct 23, 2026PMSell0.60%
Oct 23, 2026APTVSell0.56%
Oct 23, 2026PANWSell0.63%
Oct 23, 2026SNXSell0.62%
Oct 23, 2026HPESell0.57%
Oct 23, 2026CTVASell0.58%
Oct 23, 2026SAMSell0.14%
Oct 23, 2026CSCOSell0.59%
Oct 23, 2026UGISell0.10%
Oct 23, 2026MURSell0.13%
Oct 23, 2026BGSell0.60%
Oct 23, 2026HRLSell0.11%
Oct 23, 2026SHCSell0.11%
Oct 23, 2026SJMSell0.11%
Oct 23, 2026NYTSell0.10%
Oct 23, 2026SCHWSell0.58%
Oct 23, 2026MTDRSell0.13%
Oct 23, 2026CUBESell0.11%
Oct 23, 2026GMSell0.58%
Oct 23, 2026SBACSell0.63%
Oct 23, 2026UBSISell0.12%
Oct 23, 2026NFLXSell0.60%
Oct 23, 2026ARSell0.13%
Oct 23, 2026AVBSell1.13%
Oct 23, 2026DELLSell0.55%
Oct 23, 2026JBLSell0.61%
Oct 23, 2026WSOSell0.14%
Oct 23, 2026TOLSell0.12%
Oct 23, 2026HWCSell0.10%
Oct 23, 2026LNTHSell0.10%
Oct 23, 2026CRWDSell0.62%
Oct 23, 2026MSell0.10%
Oct 23, 2026BURLSell0.59%
Oct 23, 2026VLOSell0.58%
Oct 23, 2026FTNTSell0.60%
Oct 23, 2026BROSell0.12%
Oct 23, 2026BLDRSell0.13%
Oct 23, 2026RBASell0.60%
Oct 23, 2026TPLSell0.12%
Oct 23, 2026AESSell0.10%
Oct 23, 2026ATIBuy0.49%
Oct 23, 2026SNDKBuy0.49%
Oct 23, 2026GMEBuy0.49%
Oct 23, 2026VSTBuy0.49%
Oct 23, 2026ENTGBuy0.44%
Oct 23, 2026AMKRBuy0.45%
Oct 23, 2026ETNBuy0.45%

Showing 50 of 5386 submitted orders — the full log is in the JSON twin.

See the methodology and the kill list for how this sleeve earned its place, or the machine-readable twin of this page for the same record as JSON.