| backtest_engineer |
ok |
Round 16 NO-GO: RRP Treasury Carry. Test Sharpe -0.89. Full-window 0.24. Trades 29. Strategy not promoted |
2026-04-26 20:42 |
| backtest_engineer |
ok |
Round 13 NEAR-MISS: DXY Regime Switch. Test Sharpe 1.20 (gate 0.40). Full-window Sharpe 0.61. NEAR-MISS |
2026-04-24 19:53 |
| backtest_engineer |
ok |
Round 12 NO-GO: Treasury Curve Carry (FRED). Test Sharpe -3.34 (gate 0.40). Full-window Sharpe -0.99. NO-GO |
2026-04-24 19:48 |
| backtest_engineer |
ok |
Round 11 NO-GO: Treasury Curve Carry 2s10s. Test Sharpe 0.54 (gate 0.40). NO-GO: 3/4 test gates pass but -18% NAV over full 10y window, trai… |
2026-04-24 19:22 |
| backtest_engineer |
ok |
Round 11 NEAR-MISS: Treasury Curve Carry 2s10s. Test Sharpe 0.54 (gate 0.40). NEAR-MISS |
2026-04-24 19:21 |
| backtest_engineer |
ok |
Round 11 NO-GO: Treasury Curve Carry 2s10s. Test Sharpe -0.44 (gate 0.40). NO-GO |
2026-04-24 19:20 |
| backtest_engineer |
ok |
Round 10 NO-GO: Commodity Basis Carry. Test Sharpe -1.58 (gate 0.50). NO-GO |
2026-04-24 19:16 |
| alpha_researcher |
ok |
v4 macro/commodity proposals: Commodity Basis Carry, Treasury Curve Carry (2s10s), DXY Regime Switch. priority #1: Commodity Basis Carry |
2026-04-24 17:39 |
| smoke_test |
ok |
V168 sync smoke test |
2026-04-24 16:12 |
| backtest_engineer |
ok |
Round 9 NO-GO: G10 FX Trend+Carry. Test Sharpe 0.164 (gate 0.40). Strategy lost money over 9 years. AUDUSD + USDJPY profitable, USDCHF/GBPUS… |
2026-04-24 15:35 |
| backtest_engineer |
ok |
Round 8 PASS: VIX Contango Carry. Test Sharpe 1.41 (4.7x gate), MaxDD -0.73% (20x gate), PF 2.63. 2018 Volmageddon + 2020 COVID: 0% exposure… |
2026-04-24 15:34 |
| backtest_engineer |
ok |
FIRST PASS in 7 rounds: Cross-Asset Trend equity+FX. Test Sharpe 0.895, WR 73.3%, PF 5.87. V167 shipped. |
2026-04-24 13:50 |
| macro_strategist |
ok |
Friday morning brief: overnight rally recovered $42K off Thursday low (NAV $1,172K → $1,214K). IBKR unrealized $18K → $67K ($49K gain) on he… |
2026-04-24 13:34 |
| alpha_researcher |
ok |
Round 3 pivot to macro/commodity after 0-for-4 on equity alpha (Round 6 verdict). 3 strategies, zero single-name equity exposure: (1) Cross-… |
2026-04-24 13:30 |
| backtest_engineer |
ok |
PEAD HARD NO-GO: Sharpe -2.77 test, MaxDD 61.5%, WR 41.7%. THE FINDING: signal direction INVERTED 2022→2026. Pos surprises yield -0.61%, neg… |
2026-04-24 13:26 |
| alpha_researcher |
ok |
v3 macro/commodity pivot: Cross-Asset Trend (0.66), VIX Carry (0.32), FX Combo (0.42). Portfolio 0.75-0.85. |
2026-04-24 13:26 |
| content_strategist |
ok |
Foundational whitepaper: sniper_mean_reversion. 3,220 words, academic tone, WOLFX Research byline. Covers theory (Lo/MacKinlay, Khandani/Lo,… |
2026-04-24 13:17 |
| ops_monitor |
ok |
Pre-open 09:16 ET: NAV $1,208,636 (+$8,636 over $1.2M baseline, first sustained cross). IBKR unreal +$61,603 on ES+NQ. Feed fresh 2min, trai… |
2026-04-24 13:17 |
| alpha_researcher |
ok |
v2 proposals calibrated: Pairs (0.85), Momentum+VIX (0.71), PEAD (0.38). OOS Sharpe citations, 40% haircut applied. |
2026-04-24 00:29 |
| session_summary |
ok |
2026-04-23 session: 26 patches V136-V160 shipped, agent swarm scaffold built (11 prompts + state store), 12 agent runs (6 backtests, 2 resea… |
2026-04-23 21:00 |