Research · Model books
Model tearsheets
Operator view: design evidence is muted; out-of-sample accrual is the decision surface. The append-only consensus ledger is the only LIVE row. Default order is status group then OOS Sharpe descending; killed books remain visible at the bottom.
| LIVE | book_live | —No backfilled design series; this row is ledger-only. | 2026-07-06 → 2026-07-14-1.9%Append-only book_ledger provenance='live'; 4 ledger sessions, n=3 settled; pending 2026-07-17. | -2.02 | -5.2% | 3 days4 ledger sessions total | -0.27live |
| REPLAY | seat_v6n2 | 2026-04-27 → 2026-06-30+138.2%Selection window. CURRENT-corpus replay using current dashboard scoring semantics; historical membership and extraction can differ from what was available contemporaneously (corpus drift). Replay, not live fills. | 2026-07-01 → 2026-07-16+1.3%Current-corpus replay; live: consensus only. | 0.79 | -11.8% | 11 daysOOS replay days | 0.17OOS |
| REPLAY | seat_v9n | 2026-04-27 → 2026-06-30+30.6%Selection window. CURRENT-corpus replay using current dashboard scoring semantics; historical membership and extraction can differ from what was available contemporaneously (corpus drift). Replay, not live fills. | 2026-07-01 → 2026-07-16-4.8%Current-corpus replay; live: consensus only. | -2.92 | -9.8% | 11 daysOOS replay days | -0.65OOS |
| REPLAY | seat_modelV31 | 2026-04-27 → 2026-06-30+30.4%Selection window. CURRENT-corpus replay using current dashboard scoring semantics; historical membership and extraction can differ from what was available contemporaneously (corpus drift). Replay, not live fills. | 2026-07-01 → 2026-07-16-16.6%Current-corpus replay; live: consensus only. | -8.49 | -16.6% | 11 daysOOS replay days | -1.89OOS |
| REPLAY | seat_v6n | 2026-04-27 → 2026-06-30+261.3%Selection window. CURRENT-corpus replay using current dashboard scoring semantics; historical membership and extraction can differ from what was available contemporaneously (corpus drift). Replay, not live fills. | 2026-07-01 → 2026-07-16-35.8%Current-corpus replay; live: consensus only. | -12.74 | -36.7% | 11 daysOOS replay days | -2.82OOS |
| BENCHED | benched_v9 | 2026-04-27 → 2026-06-30+92.4%Own-era selection window. benched 2026-06-30; replayed on current corpus — corpus-drift caveat applies; July continuation shown for seat-review comparison | 2026-07-01 → 2026-07-16+10.8%Post-bench current-corpus continuation replay; corpus-drift caveat applies. | 5.61 | -5.5% | 11 daysOOS replay days | 1.23OOS |
| BENCHED | benched_v6b | 2026-04-27 → 2026-06-30+125.8%Own-era selection window. benched 2026-06-30; replayed on current corpus — corpus-drift caveat applies; July continuation shown for seat-review comparison | 2026-07-01 → 2026-07-16+18.2%Post-bench current-corpus continuation replay; corpus-drift caveat applies. | 4.91 | -10.9% | 11 daysOOS replay days | 1.07OOS |
| BENCHED | benched_v6c | 2026-04-27 → 2026-06-30+131.5%Own-era selection window. benched 2026-06-30; replayed on current corpus — corpus-drift caveat applies; July continuation shown for seat-review comparison | 2026-07-01 → 2026-07-16+3.0%Post-bench current-corpus continuation replay; corpus-drift caveat applies. | 1.44 | -11.2% | 11 daysOOS replay days | 0.31OOS |
| PAPER | n1_fade | 2026-05-19 → 2026-07-13+33.6%Single chartered window — chartered (bars frozen pre-result); OOS accrual from charter date. Structural horizon: the last eligible N1 entry is 2026-07-07 and its full five-session mark ends 2026-07-13. Live resolved-true outcomes through 2026-07-10 were evaluated; no later eligible bull-majority event has a complete locally marked hold by 2026-07-17. | trades entered after 2026-07-07n=0Strictly post-charter entries only. | n=0 | n=0 | 0 tradespost-charter trades | n=0OOS |
| VALIDATED | victory_lap_outright | 2026-05-05 → 2026-07-16+9.1%Single chartered window — chartered (bars frozen pre-result); OOS accrual from charter date. | trades entered after 2026-07-17n=0Strictly post-charter entries only. | n=0 | n=0 | 0 tradespost-charter trades | n=0OOS |
| VALIDATED | victory_lap_paired | 2026-05-05 → 2026-07-16+3.8%Single chartered window — chartered (bars frozen pre-result); OOS accrual from charter date. | trades entered after 2026-07-17n=0Strictly post-charter entries only. | n=0 | n=0 | 0 tradespost-charter trades | n=0OOS |
| CANDIDATE | short_vol_weekly | 2024-08 → 2026-04+2,644.3%Full discovery window; historical result is design evidence. | formations after 2026-05-01 → 2026-06-08+31.3%n=13 trades across 4 weekly formations; OOS mostly ahead; paper pending. Structural horizon: the last qualifying locally priceable entry is 2026-06-08 and its full 21-session exit is 2026-07-09. Local EOD chain parquet ends 2026-07-10, and later formations either fail the frozen two-sided quote/spread/contract quality rules or require unavailable later exits. All qualifying local holds completing by 2026-07-10 are included; no network data was used. | 35.24 | 0.0% | 13 trades4 weekly formations | 11.37OOS |
| CANDIDATE | model_optx | 2024-09-25 → 2025-09-24 (purged train)First-year fit only; no in-sample return is presented as evidence. | 2025-09-26 → 2026-07-16-19.4%Frozen second-year one-look OOS. Strict one-look MC3S-b OOS book. Purged first-year train; OOS begins 2025-09-25. Last complete 44-session entry is 2026-05-13 and marks through 2026-07-16; later signals lack a complete local hold. Plain-NumPy depth-2 gradient boosting, 200 rounds, lr=0.05. | -1.70 | -27.4% | 550 tradesfrozen OOS picks | -3.46OOS |
| CANDIDATE | n1_lap_capped | 2026-05-05 → 2026-07-16+42.2%Single chartered window — chartered (bars frozen pre-result); OOS accrual from charter date. | trades entered after 2026-07-07n=0Strictly post-charter entries only. | n=0 | n=0 | 0 tradespost-charter trades | n=0OOS |
| CANDIDATE | oiA | 2024-09-26 → 2026-07-16-13.3%MC3S chartered 2026-07-19 with bars frozen pre-result; historical replay is prior evidence, forward paper is the judge. | trades entered after 2026-07-19n=0Forward paper is the judge; no historical replay result is promoted to OOS. | n=0 | n=0 | 0 tradespost-charter paper trades | n=0OOS |
| CANDIDATE | oiT | 2026-04-22 → 2026-07-16+11.8%MC3S chartered 2026-07-19 with bars frozen pre-result; historical replay is prior evidence, forward paper is the judge. Joint Twitter/OI window starts 2026-04-20 and is severely data-limited. | trades entered after 2026-07-19n=0Forward paper is the judge; no historical replay result is promoted to OOS. | n=0 | n=0 | 0 tradespost-charter paper trades | n=0OOS |
| DEAD | dead_gs_long_straddles | 2024-08-05 → 2026-06-08-98.9%Structural horizon: the last qualifying locally priceable entry is 2026-06-08 and its full 21-session exit is 2026-07-09. Local EOD chain parquet ends 2026-07-10, and later formations either fail the frozen two-sided quote/spread/contract quality rules or require unavailable later exits. All qualifying local holds completing by 2026-07-10 are included; no network data was used. | —Killed; no OOS accrual. | — | — | 1,060 tradesfull killed window | -22.47full |
| DEAD | dead_radar_straddles | 2024-09-23 → 2026-06-22-87.2%Structural horizon: the last qualifying locally priceable entry is 2026-06-25 and its full 10-session exit is 2026-07-10. Local EOD chain parquet ends 2026-07-10, and later formations either fail the frozen two-sided quote/spread/contract quality rules or require unavailable later exits. All qualifying local holds completing by 2026-07-10 are included; no network data was used. | —Killed; no OOS accrual. | — | — | 4,334 tradesfull killed window | -23.85full |
| DEAD | dead_silence_fade | 2026-05-25 → 2026-07-06-2.0%Structural horizon: the last eligible weekly entry is 2026-07-06 and its full five-session exit is 2026-07-13. The next weekly construction cannot complete its full hold by 2026-07-17; the hub span is the Monday label of the entry week. | —Killed; no OOS accrual. | — | — | 329 tradesfull killed window | -0.41full |
Production tracking — accruing & recording
Forward-judged tracks with no return series yet: paper overlays still accruing and live instruments recording. No OOS return is shown — each is judged only at its pre-registered clock, not before.
| Status | Track | Kind | Thesis | Judgment clock | OOS |
|---|---|---|---|---|---|
| TRACKINGaccruing — forward judged | t2b_hollow_lap | paper overlay | Victory-lap fades pay when the options crowd never positioned (low own-history NDOI): +4.9-5.7%/trade, 67-76% hit.n=25, one quarter, hypothesis-inverted discovery 2026-07-19. | regrade at n>=60 hollow-lap events or 2 quartersaccruing (n~25) | — |
| TRACKINGrecording — forward judged | u1_residual | instrument | Options-vs-twin disagreement grades confidence of tweet-book trades (options model beat twin +7pp hit OOS).daily ledger live since 2026-07-19 (284 names/day). | first read after ~40 forward sessionsrecording (n=0) | — |
Click any column header to sort. Window results are span-true compounded returns. OOS statistics use only the displayed OOS return marks; when a statistic is not defined, the cell reports n=X. “Obs” is the OOS count where OOS exists and the full count for killed books. Clustered t uses OOS entry cohorts where OOS exists and the full available window otherwise.
Report conventions retained: annualized CAGR is shown only for spans of at least 180 calendar days. QuantStats Sortino uses mean/downside-deviation × √(periods/year), which differs from plain-downside conventions. Paired returns keep the verified v1 sum-of-legs convention; inference uses 10,000 entry-cohort bootstrap draws. Premium-normalized books assume a 10%-of-capital weekly premium budget; per-trade premium returns are shown unscaled in Avg obs.