AlphaLab

Hypothetical results only

Track record

What we tested, how we tested it, and what came out, including the claims that failed. Results come from a pre-registered, out-of-sample backtest and a forward ledger of published postures. Neither is a record of actual trading.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY AND EXECUTION SLIPPAGE. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. Trading futures involves substantial risk of loss and is not suitable for all investors.

Pre-registered backtest

Evidence run pending — we publish results only after an out-of-sample, pre-registered test. Hypothetical results only.

When the run is done, this page will show every claim we tested, whether it passed or failed, the out-of-sample sample size and confidence interval, and the hash of the pre-registration that fixed the rules before any result was seen.

Forward ledger

Forward ledger not yet published. Each trading day the published posture will be hashed and chained before the 09:35 ET decision time, then graded after the close with fixed rules. Hypothetical results only.

How to read this page

  • Pre-registered: parameters, pass/fail gates and the train/test split were fixed and hashed before the test ran.
  • Out-of-sample: only sessions the model never saw while it was being built count toward a result.
  • Hypothetical: fills, costs and slippage are modelled. No account traded these results.

Full risk disclosures: Risk Disclaimer.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY AND EXECUTION SLIPPAGE. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. Trading futures involves substantial risk of loss and is not suitable for all investors.