Overview / Trial ledger
Multiple-testing record
Trial ledger
Every backtest the lab has run, including the failures. Try enough variants and something will look good by luck; counting attempts is how the deflated Sharpe ratio discounts for that.
Ledger entries72
Backtest trials57
Strategy families9
Holdout runs0sealed
Trials by family
Variants of one idea share a family and a trial count.
trend17
macro_divergence11
macro_quadrant10
rates_macro8
growth_target_illustration6
benchmark2
rotation1
risk_parity1
macro_regime1
All entries
Validation metrics where the entry has them. Newest first; click a column to sort.
| Time (UTC) | Kind | Family | Strategy | Purpose | Sharpe | CAGR | Max DD |
|---|---|---|---|---|---|---|---|
| 2026-10-17 02:19 | trial | growth_target_illustration | Risk parity @ 30% vol | what would +50%/yr take (exploration, not selection) | 0.52 | 12.7% | -66.7% |
| 2026-10-17 02:19 | trial | growth_target_illustration | Trend following @ 30% vol | what would +50%/yr take (exploration, not selection) | 0.53 | 10.7% | -41.8% |
| 2026-10-17 02:19 | trial | growth_target_illustration | 60/40 levered 2.5x | what would +50%/yr take (exploration, not selection) | 0.68 | 17.8% | -67.0% |
| 2026-10-17 02:19 | trial | growth_target_illustration | SPY 3x leverage | what would +50%/yr take (exploration, not selection) | 0.57 | 18.9% | -94.4% |
| 2026-10-17 02:19 | trial | growth_target_illustration | SPY 2x leverage | what would +50%/yr take (exploration, not selection) | 0.55 | 16.6% | -82.8% |
| 2026-10-17 02:19 | trial | growth_target_illustration | SPY (1x) | what would +50%/yr take (exploration, not selection) | 0.56 | 10.6% | -55.2% |
| 2026-10-17 01:47 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.2, hold=63, ret_days=63, pct_window=756, pct_min=504, d_entry=0, claims_mult=100.0, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:47 | walk_forward | macro_divergence | — | — | — | ||
| 2026-10-17 01:47 | walk_forward | rates_macro | — | — | — | ||
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.3, hold=126, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.3, hold=63, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.3, hold=42, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.2, hold=126, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.2, hold=63, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.2, hold=42, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.1, hold=126, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.1, hold=63, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.1, hold=42, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | rates_macro | LaborTurnDuration(claims_mult=1.1, unrate_gap=0.3, hike_mult=0.0, policy_days=63, use_policy=True, w_both=0.6, w_one=0.6, w_none=0.6) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | rates_macro | LaborTurnDuration(claims_mult=1.15, unrate_gap=0.3, hike_mult=1.03, policy_days=63, use_policy=False, w_both=1.25, w_one=0.75, w_none=0.35) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | rates_macro | LaborTurnDuration(claims_mult=1.15, unrate_gap=0.3, hike_mult=1.03, policy_days=63, use_policy=True, w_both=1.25, w_one=0.75, w_none=0.35) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | rates_macro | LaborTurnDuration(claims_mult=1.1, unrate_gap=0.3, hike_mult=1.03, policy_days=63, use_policy=False, w_both=1.25, w_one=0.75, w_none=0.35) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | rates_macro | LaborTurnDuration(claims_mult=1.1, unrate_gap=0.3, hike_mult=1.03, policy_days=63, use_policy=True, w_both=1.25, w_one=0.75, w_none=0.35) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | rates_macro | LaborTurnDuration(claims_mult=1.05, unrate_gap=0.3, hike_mult=1.03, policy_days=63, use_policy=False, w_both=1.25, w_one=0.75, w_none=0.35) | stability (agent) | — | — | — |
| 2026-10-17 01:46 | trial | rates_macro | LaborTurnDuration(claims_mult=1.05, unrate_gap=0.3, hike_mult=1.03, policy_days=63, use_policy=True, w_both=1.25, w_one=0.75, w_none=0.35) | stability (agent) | — | — | — |
| 2026-10-17 01:45 | trial | macro_divergence | FearVsFundamentals(scare_pct=0.2, hold=63, ret_days=63, pct_window=756, pct_min=504, d_entry=2, claims_mult=1.15, target_vol=0.12, vol_days=63) | agent cycle 20261016-140946 | 0.47 | 3.3% | -9.3% |
| 2026-10-17 01:45 | trial | rates_macro | LaborTurnDuration(claims_mult=1.1, unrate_gap=0.3, hike_mult=1.03, policy_days=63, use_policy=True, w_both=1.25, w_one=0.75, w_none=0.35) | agent cycle 20261016-140946 | 0.38 | 3.4% | -16.1% |
| 2026-10-16 19:17 | walk_forward | macro_quadrant | — | — | — | ||
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=1764, z_min=756, band=0.5, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=1764, z_min=756, band=0.25, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=1764, z_min=756, band=0.0, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=1260, z_min=756, band=0.5, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=1260, z_min=756, band=0.25, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=1260, z_min=756, band=0.0, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=756, z_min=756, band=0.5, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=756, z_min=756, band=0.25, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:17 | trial | macro_quadrant | MacroQuadrant(z_window=756, z_min=756, band=0.0, vol_days=63, target_vol=0.1, max_gross=1.5) | stability (agent) | — | — | — |
| 2026-10-16 19:16 | trial | macro_quadrant | MacroQuadrant(z_window=1260, z_min=756, band=0.25, vol_days=63, target_vol=0.1, max_gross=1.5) | agent cycle 20261016-140946 | 1.11 | 9.5% | -9.6% |
| 2026-10-16 19:13 | profile | data:ICSA | — | — | — | ||
| 2026-10-16 19:13 | profile | data:HOUST | — | — | — | ||
| 2026-10-16 19:13 | profile | data:TRUCKD11 | — | — | — | ||
| 2026-10-16 19:13 | profile | data:RAILFRTCARLOADSD11 | — | — | — | ||
| 2026-10-16 19:12 | profile | data:DGS2 | — | — | — | ||
| 2026-10-16 19:12 | profile | data:UNRATE | — | — | — | ||
| 2026-10-16 19:12 | profile | data:TOTALSA | — | — | — | ||
| 2026-10-16 19:12 | profile | data:INDPRO | — | — | — | ||
| 2026-10-16 19:12 | profile | data:ICSA | — | — | — | ||
| 2026-10-16 19:12 | profile | data:CPIAUCSL | — | — | — | ||
| 2026-10-16 19:12 | profile | data:T5YIE | — | — | — | ||
| 2026-10-16 18:09 | walk_forward | trend | — | — | — | ||
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=378, vol_days=126, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=378, vol_days=63, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=378, vol_days=21, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=252, vol_days=126, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=252, vol_days=63, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=252, vol_days=21, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=189, vol_days=126, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=189, vol_days=63, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=189, vol_days=21, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:09 | trial | trend | TrendFollowing(lookback_days=126, vol_days=126, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:08 | trial | trend | TrendFollowing(lookback_days=126, vol_days=63, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:08 | trial | trend | TrendFollowing(lookback_days=126, vol_days=21, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:08 | trial | trend | TrendFollowing(lookback_days=63, vol_days=126, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:08 | trial | trend | TrendFollowing(lookback_days=63, vol_days=63, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:08 | trial | trend | TrendFollowing(lookback_days=63, vol_days=21, target_vol=0.1, long_only=True, max_gross=1.5) | parameter stability | — | — | — |
| 2026-10-16 18:08 | trial | macro_regime | MacroRegime(max_equity=0.9, min_equity=0.3) | baseline | 1.05 | 14.6% | -23.5% |
| 2026-10-16 18:08 | trial | risk_parity | RiskParity(vol_days=126, target_vol=0.1, max_gross=2.0) | baseline | 0.77 | 9.1% | -26.6% |
| 2026-10-16 18:08 | trial | rotation | AssetRotation(top_n=3, safe=SHY) | baseline | 0.74 | 9.7% | -18.2% |
| 2026-10-16 18:08 | trial | trend | TrendFollowing(lookback_days=252, vol_days=63, target_vol=0.1, long_only=False, max_gross=1.5) | baseline | -0.01 | 0.7% | -11.1% |
| 2026-10-16 18:08 | trial | trend | TrendFollowing(lookback_days=252, vol_days=63, target_vol=0.1, long_only=True, max_gross=1.5) | baseline | 0.46 | 4.3% | -15.0% |
| 2026-10-16 18:08 | trial | benchmark | SixtyForty(equity=0.6) | baseline | 1.09 | 11.9% | -18.9% |
| 2026-10-16 18:08 | trial | benchmark | BuyHold(symbol=SPY) | baseline | 0.92 | 17.3% | -33.7% |