Record-only forward tracking

Watching whether the edge survives — or decays.

These are certified-not-deployed strategies, tracked live on unseen data with no capital and no orders, to see whether their sealed backtest edge holds up out of sample. Tracking began mid-June 2026, so the sample is short — and it is shown warts-and-all. Some are already negative. This is the honest opposite of a backtest showcase: a live falsification test, in the open.

Alongside the tracked shadows and the two sealed books built from them, the last two rows are kept deliberately negative. One is a real but weak market-neutral signal that FAILED de-Prado multiple-testing deflation and is never deployed — a signal can be genuinely real and still be too weak to trade. The other is a correction: Gap-Fade-50-2 led this page until 2026-10-04 at a forward Sharpe of +4.34, until an audit found its backtest was exiting at each bar's exact low — a price no live order can get. Repriced at an actually-fillable limit, the same sessions give −2.77. Nothing was deployed and no capital was at risk, and the row stays up, corrected, rather than quietly disappearing. That is the discipline this page exists to show.