Each shipped strategy has a public whitepaper covering academic lineage, full backtest results, honest caveats, and canary protocol. Every NO-GO from the gauntlet is published on the scoreboard.
12-1 skip-month momentum on ES, NQ, RTY, YM, 6E, 6J. 10% annualised volatility target per leg. Monthly rebalance. Round 7 PASS, Sharpe 0.895.
Short VXX (front-month VIX) / long VXZ (mid-curve) when VIX < 30 AND SPY 6mo return > 0. Emergency exit at VIX > 40. Round 8 PASS, Sharpe 1.41.
Long SPY at MOC, exit at MOO, but only when prior 5-day intraday log return is negative. ~108 trades/year. Round 14 PASS, Sharpe 1.229.
Live execution. All three strategies are in 30-day paper-shadow canary via the V170 / V174 scheduler. Flag flip to live capital happens after rolling Sharpe ≥ 0.5 with no monthly drawdown > 3%.