Live edge engineOOS-first · quantified · repeatable

A tiny edge, repeated until it becomes a machine.

The reel's core lesson is right: a quant system does not need prediction genius. It needs a measurable edge, strict risk gates, and enough repetitions for the math to matter. This dashboard now leads with that story — then backs it with Andrew's actual research evidence.

Subscribe / join waitlistSee current champions
No moonshot bets. No hidden cherry-picks. Just relentless execution: generate → test → reject → promote → repeat.

Updated 2026-06-09 05:15 UTC · Source files: sprint_state.json, XAU research_state.json, knowledge.db, legacy fallback records

PositioningEvidence-firstPublic trust before paid signals.
Primary proof1.227Growth Master Sharpe with explicit fees.
Risk promise7.3%Drawdown shown before upside.
Operating styleRepeatableOne change, one test, one verdict.

The edge loop

Designed like the reel: edge first, repetition second.

1Detect lag

Look for places where price, volatility, factor state, or portfolio risk is slow to adjust.

2Test brutally

Run IS and OOS proof before a thesis gets marketing space. Misses stay visible.

3Size the edge

Drawdown caps, de-risk triggers, fee assumptions, and live-validity gates come before CAGR.

4Repeat

Thousands of variants compound the learning. One lucky trade does not become a product.

Current champions

What consumers see first

Separate deployable lanes from moonshot/R&D lanes. That keeps marketing honest.

Live master / deployable stack

Growth Quant Master IBKR

Active

Optimized growth mix: 15% SPY defined-risk PCS, 30% equity momentum, 10% crypto ETF proxy, 40% macro rotation with DBMF+EFA, 5% cash.

Live masterGQM_IBKR_Growth_V4
OOS Sharpe1.227
CAGR23.5%
Max DD7.3%
Drawdown useRisk cap: 18% kill switch

Edge: The macro sleeve looks low-return in isolation, but portfolio ablation and instrument sweeps showed it raises total CAGR while controlling drawdown and beta.

Consumer package: Best packaged as the master model portfolio: one QC+IBKR live stack, one risk dashboard, one deployment target.

  • Allocation: Options risk 15% · Equity 30% · Crypto ETF 10% · Macro 40% · Cash 5%
  • Macro upgrade: DBMF managed futures + EFA developed ex-US equity added to SPY/TLT/GLD/UUP/DBA rotation after fold validation
  • Backtest: CAGR 23.455% · DD 7.3% · Sharpe 1.227 · Sortino 1.407 · PSR 89.5%
  • Fees: explicit IBKR-style commissions included; total fees $4314.08 across 1,061 orders
  • Risk overlay: 12% de-risk, 18% kill switch, max gross 95%, max stock 8%, max ETF/proxy 25%
  • Execution: QC + IBKR is the live path for the options/ETF stack; real-money deployment still requires paper-forward validation
  • Restart safety: ObjectStore risk-state persistence plus open SPY put-spread recovery before new entries
  • Note: Clean QC compile; compile 015cb4cbfebf. Selected after explicit-IBKR-fee allocation and instrument sweeps. One QC live server is enough only because all sleeves are consolidated into this single algorithm.
QC project ↗·OOS proof ↗

Core / deployable research

Equity L/S

Active

Long the strongest quality/momentum stocks, short the weakest, then scale risk down when market internals deteriorate.

ChampionV2301
OOS Sharpe2.038
CAGR89.7%
Max DD18.1%
Drawdown use60% of 30% cap

Edge: Quality + momentum are persistent equity factors; the research edge is the crash/dispersion exposure-control layer.

Consumer package: Best packaged as a weekly US equity long/short watchlist and regime-risk meter.

  • Iterations: 322
  • Wins / qualified candidates: 5
  • KB records: 380 · OOS-tested 216 · best OOS 2.090
QC project ↗·QC backtest IDs not stored

Core / income research

SPY Options Income

Active

Systematic SPY put-credit-spread engine with VIX, DTE, and drawdown discipline.

ChampionV4240
OOS Sharpe2.153
CAGR64.1%
Max DD13.0%
Drawdown use52% of 25% cap

Edge: Harvests index insurance premium while strict sizing and volatility filters prevent one trade from dominating the book.

Consumer package: Best packaged as a monthly options-income playbook with exact strike/DTE/risk notes.

  • Iterations: 1,300
  • Wins / qualified candidates: 38
  • KB records: 1,191 · OOS-tested 836 · best OOS 6.330
QC project ↗·QC backtest IDs not stored

Diversifier / low drawdown

Global Macro ETF

Active

Cross-asset ETF rotation across equity, bonds, gold, dollar, agriculture, and cash fallback.

ChampionMA_V481
OOS Sharpe1.412
CAGR24.9%
Max DD5.1%
Drawdown use20% of 25% cap

Edge: Simple regime rotation gives consumers a less intimidating diversified sleeve versus high-vol crypto tracks.

Consumer package: Best packaged as a model-portfolio allocation dashboard.

  • Iterations: 256
  • Wins / qualified candidates: 5
  • KB records: 248 · OOS-tested 137 · best OOS 1.476
QC project ↗·QC backtest IDs not stored

Active alpha lab

XAUUSD Gold CFD

Active

30-minute gold CFD trend/trailing-stop research with closed-PnL validation and ongoing AlphaEvolve iteration.

ChampionXAU_V3463
OOS Sharpe3.886
CAGR140.9%
Max DD8.4%
Drawdown use24% of 35% cap

Edge: XAU_V3463 currently combines high OOS Sharpe with controlled drawdown; still research-grade until live forward test exists.

Consumer package: Best packaged as a premium gold signal/risk lab after paper-forward proof is added.

  • Iterations: 11,970
  • Wins / qualified candidates: 7,948
  • KB records: 11,970 · OOS-tested 8,777 · best OOS 3.938
  • ATR reward/risk: 2.46x flexible
QC project ↗·IS proof ↗ · OOS proof ↗

High growth / high risk

Crypto Conservative

Active

BTC/ETH trend system with volatility-regime sizing and hard drawdown controls.

ChampionV110146
OOS Sharpe1.892
CAGR82.6%
Max DD15.2%
Drawdown use34% of 45% cap

Edge: Crypto trend alpha is real, but volatility is the killer; regime-aware leverage is the differentiator.

Consumer package: Best packaged as an optional high-volatility satellite sleeve, never as the core product promise.

  • Iterations: 261
  • Wins / qualified candidates: 12
  • KB records: 402 · OOS-tested 333 · best OOS 9.965
QC project ↗·QC backtest IDs not stored

Moonshot / experimental

Crypto Aggressive

Halted · Research view

Leverage-enhanced BTC/ETH acceleration track built to maximize upside under a very high drawdown cap.

Research bestV109082
OOS Sharpe10.047
CAGR1419.2%
Max DD66.7%
Drawdown use95% of 70% cap

Edge: Useful for storytelling and alpha discovery, but too volatile for most retail consumers without strong warnings.

Consumer package: Keep behind a Pro/Advanced risk gate; market as research, not retirement allocation.

  • Iterations: 299
  • Wins / qualified candidates: 44
  • KB records: 402 · OOS-tested 333 · best OOS 9.965
  • Note: OOS drawdown 66.7% and 6x/short crypto structure; not deployable; require DD <=45% plus approved venue/leverage before live promotion
QC project ↗·QC backtest IDs not stored

R&D / saturated

Forex R&D

Halted

Daily FX breakout family has not produced a durable OOS edge yet.

ChampionFX_V11
IS Sharpe0.394
CAGR11.6%
Max DD25.7%
Drawdown use51% of 50% cap

Edge: The lesson is valuable: the current family is saturated and needs a new architecture, not more parameter tuning.

Consumer package: Do not sell as a signal yet; show as transparency that the engine rejects weak markets.

  • Iterations: 190
  • Wins / qualified candidates: 0
  • KB records: 175 · OOS-tested 1 · best OOS -0.594
QC project ↗·QC backtest IDs not stored

R&D / rebuilding

Commodity ETF R&D

Halted · Research view

Commodity ETF sleeve is still below promotion gate in recent runs.

Legacy championCMT_V2
OOS Sharpe1.016
CAGR29.3%
Max DD11.6%
Drawdown use33% of 35% cap

Edge: Potential diversifier, but latest variants are failing IS gates; keep it in lab mode.

Consumer package: Only include in the public dashboard as research pipeline proof, not as a paid signal.

  • Iterations: 168
  • Wins / qualified candidates: 0
  • KB records: 166 · OOS-tested 0 · best OOS 1.016
  • Note: Track halted after low-novelty plateau; showing last validated commodity ETF champion.
QC project ↗·QC backtest IDs not stored

R&D / early

Rates ETF R&D

Halted · Research view

Rates proxy sleeve exploring duration, real-rate, and inflation regimes.

Best testedRT_V104
IS Sharpe0.029
CAGR2.1%
Max DD11.9%
Drawdown use48% of 25% cap

Edge: Useful as portfolio hedge research, but early variants remain below gate.

Consumer package: Future model-portfolio feature; not monetizable yet.

  • Iterations: 121
  • Wins / qualified candidates: 0
  • KB records: 121 · OOS-tested 0 · best IS 0.029
  • Note: No deployable champion active; showing best KB row (is_fail).
QC project ↗·QC backtest IDs not stored

Monetization hypothesis

Start with trust, then charge for timeliness

Audience growth

Free Radar

$0
  • Delayed champion board
  • Weekly market regime note
  • Research transparency, no trade alerts

Retail power users

Pro Signals

$49–99/mo
  • Current model watchlists
  • SPY options-income playbook
  • Gold/crypto risk meter
  • Telegram alerts

Serious traders / small funds

Premium Lab

$299–999/mo
  • Live research feed
  • Full backtest evidence
  • Strategy packs
  • Priority feature votes

Advisors / communities

White Label

$5k+ setup
  • Branded dashboard
  • Custom universe
  • Private alerts
  • Monthly research call

Live research tape

Recent engine activity

  • 2026-05-21T13:42:46Z | XAU_V11967 no promotion. Best valid OOS return remains 140.892% (Sharpe 3.886, DD 8.4)
  • 2026-05-21T13:45:09Z | XAU_V11968 OOS: WR=51.0 Sharpe=3.886 DD=8.4 Orders=256.0
  • 2026-05-21T13:45:09Z | XAU_V11968 no promotion. Best valid OOS return remains 140.892% (Sharpe 3.886, DD 8.4)
  • 2026-05-21T13:46:45Z | XAU_V11969 OOS: WR=52.0 Sharpe=3.867 DD=8.4 Orders=254.0
  • 2026-05-21T13:46:46Z | XAU_V11969 no promotion. Best valid OOS return remains 140.892% (Sharpe 3.886, DD 8.4)
  • 2026-06-08T19:39:07Z | equity | V2896 | is_fail 0.179<1.5
  • 2026-06-08T21:38:27Z | equity | V2897 | IS_PASS(2.191) -> OOS
  • 2026-06-08T21:38:30Z | equity | V2897 | OOS_RUNNING | bt=78b4945507fa7bb3c4086300605e5661
  • 2026-06-08T21:40:11Z | equity | V2897 | IS=2.191/68.813%/25.9% bt=84e631c2b925ef4bd66ccf36f64be14c | OOS=1.649/61.407%/18.9% bt=78b4945507fa7bb3c4086300605e5661 | miss_below_champ
  • 2026-06-08T23:36:24Z | equity | V2898 | IS_PASS(2.314) -> OOS
  • 2026-06-08T23:36:27Z | equity | V2898 | OOS_RUNNING | bt=830c059d73005a6160c0bd9bde9918bf
  • 2026-06-08T23:37:42Z | equity | V2898 | IS=2.314/66.782%/19.6% bt=a3ccd751890d16185366982474d22358 | OOS=1.479/45.905%/15.2% bt=830c059d73005a6160c0bd9bde9918bf | miss_below_champ

Risk posture

What we do not oversell

!Backtest ≠ live PnL

Phase 1 sells research transparency. Phase 2 needs paper-forward/live-forward proof before aggressive claims.

!Crypto is not core

High CAGR tracks are visually powerful but must sit behind risk gates and drawdown warnings.

!OOS is king

Avoid promoting IS-only wins. Show misses to prove the engine rejects bad ideas.

!No financial advice

Dashboard is educational/research tooling unless licensed advisory/compliance is built.

Educational and informational research dashboard only. It does not constitute financial, investment, tax, or trading advice. Backtests are hypothetical and can overfit; live execution, slippage, borrow, fees, liquidity, taxes, and psychology can materially change results.