Strategies · Research Status

Research Status

Every strategy in the Strategy Lab pipeline, read directly from the committed campaign records under research-output/strategy-lab/campaigns/ — no GitHub archaeology required. This page is read-only and reflects exactly what has actually run; it never re-derives or re-decides a status.

LIVE SHADOW× 2HOLDOUT SURVIVED× 1HOLDOUT ELIGIBLE× 0RESERVE× 6HOLDOUT REJECTED× 2REJECTED× 49
LIVE SHADOW2 strategies
F6 — VolExpansion E1 Immediate Fade (TRAIL 0.5R)
f6 / f6-vol-expansion-e1-immediate-fade
LIVE SHADOW

Active Phase 5 prospective live-shadow candidate; F6 FIXED 2R runs alongside as its paired control, not an independent strategy. See /api/live/f6-tally.

Shadow runner: deployed and armed
A2.10 — Final-Hour Reversion v2
a2 / a2-final-hour-reversion-v2
LIVE SHADOW

A2Dot10ShadowRunner is deployed, wired into lib/live/webhookProcessor.ts, and ARMED at its verified production true-live boundary (2026-09-16T21:12:31.000Z). Only signals entering at or after that instant count toward the prospective sample -- see /api/live/a2dot10-tally.

Discoveryn=357 · +0.266R · PF 1.61
Validationn=88 · +0.409R · PF 2.03
Holdoutn=100 · +0.260R · PF 1.55
Shadow runner: deployed and armed
HOLDOUT SURVIVED1 strategy
A12 — Efficiency Ratio Momentum
a1 / a1-efficiency-ratio-momentum
HOLDOUT SURVIVED

Survived Holdout but the Final Research Audit flagged unresolved risk(s): Longest observed losing streak 23 trades -- confirm this is tolerable before any further stage.; Holdout expectancy diverges materially from Validation's own -- treat as a fresh, not fully explained, open question..

Discoveryn=6509 · +0.053R · PF 1.08
Validationn=1830 · +0.032R · PF 1.05
Holdoutn=100 · +0.130R · PF 1.21
RESERVE6 strategies
a1-bb-keltner-squeeze-release
a1 / a1-bb-keltner-squeeze-release
RESERVE

dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available.

a1-volume-shock-follow-through
a1 / a1-volume-shock-follow-through
RESERVE

dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available.

a1-volume-climax-exhaustion
a1 / a1-volume-climax-exhaustion
RESERVE

dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available.

a1-volume-price-divergence-failure
a1 / a1-volume-price-divergence-failure
RESERVE

dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available.

a1-inside-day-compression-break
a1 / a1-inside-day-compression-break
RESERVE

The mechanism never produced a single entry over the dataset -- the preregistered trigger condition may be miscalibrated for this instrument/timeframe, or is simply extremely rare. Not evaluable on this evidence.

a3-semivariance-imbalance
a3 / a3-semivariance-imbalance
RESERVE

Execution+Statistical Gate: Survives the bootstrap CI and 0.25pt slippage but turns negative at 0.5pt (a realistic execution cost for this instrument) -- not a clean pass.

HOLDOUT REJECTED2 strategies
A3.3 — Volume Acceleration Momentum
a3 / a3-volume-acceleration-momentum
HOLDOUT REJECTED

Holdout: n=100, expectancy=-0.1100R -- did not confirm the prior evidence.

Discoveryn=3815 · +0.060R · PF 1.09
Validationn=1002 · +0.065R · PF 1.10
Holdoutn=100 · -0.110R · PF 0.84
A3.8 — Failed Expansion Continuation
a3 / a3-failed-expansion-continuation
HOLDOUT REJECTED

Holdout: n=100, expectancy=-0.2200R -- did not confirm the prior evidence.

Discoveryn=2496 · +0.058R · PF 1.09
Validationn=670 · +0.083R · PF 1.13
Holdoutn=100 · -0.220R · PF 0.70
REJECTED49 strategies
a03-vol-contraction-expansion
a0 / a03-vol-contraction-expansion
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0515R) but the top 10 winning trades alone account for 133.3% of total R -- the apparent edge is fragile.

a03-failed-breakout-reentry
a0 / a03-failed-breakout-reentry
REJECTED

Robustness Gauntlet: Removing 2024 alone flips the combined expectancy sign -- the whole edge rests on one year (that year's own totalR=114.0).

a03-mean-distance-reversion
a0 / a03-mean-distance-reversion
REJECTED

Lightning Screen: Aggregate expectancy -0.0457R over 5532 resolved trades is negative/flat (PF=0.933), with 5/5 qualifying years (n>=15) agree with the aggregate sign.

a03-open-displacement-persistence
a0 / a03-open-displacement-persistence
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.1443R) but the top 10 winning trades alone account for 71.4% of total R -- the apparent edge is fragile.

a03-overnight-rth-transition
a0 / a03-overnight-rth-transition
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0579R) but the top 10 winning trades alone account for 145.2% of total R -- the apparent edge is fragile.

a1-bar-overlap-regime-break
a1 / a1-bar-overlap-regime-break
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0016, 0.1083]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a1-return-autocorrelation-regime
a1 / a1-return-autocorrelation-regime
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0047, 0.0123]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a1-prior-day-closing-strength-continuation
a1 / a1-prior-day-closing-strength-continuation
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.1402R) but the top 10 winning trades alone account for 141.2% of total R -- the apparent edge is fragile.

a1-causal-ote-retracement
a1 / a1-causal-ote-retracement
REJECTED

Lightning Screen: Aggregate expectancy -0.0059R over 6016 resolved trades is negative/flat (PF=0.991), with 3/5 qualifying years (n>=15) agree with the aggregate sign.

a2-bb-keltner-squeeze-release
a2 / a2-bb-keltner-squeeze-release
REJECTED

Lightning Screen: Aggregate expectancy -0.0042R over 954 resolved trades is negative/flat (PF=0.994), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

a2-volume-shock-follow-through
a2 / a2-volume-shock-follow-through
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0487R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result.

a2-volume-climax-exhaustion
a2 / a2-volume-climax-exhaustion
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0266R) but the top 10 winning trades alone account for 62.5% of total R -- the apparent edge is fragile.

a2-volume-price-divergence-failure
a2 / a2-volume-price-divergence-failure
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0021R) but the top 10 winning trades alone account for 77.3% of total R -- the apparent edge is fragile.

a2-realized-vol-regime-switch
a2 / a2-realized-vol-regime-switch
REJECTED

Lightning Screen: Aggregate expectancy -0.0107R over 14652 resolved trades is negative/flat (PF=0.984), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

a2-variance-ratio-persistence
a2 / a2-variance-ratio-persistence
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0057, 0.0191]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a2-range-expansion-asymmetry
a2 / a2-range-expansion-asymmetry
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0034R) but 1/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result.

a2-failed-trend-persistence
a2 / a2-failed-trend-persistence
REJECTED

Lightning Screen: Aggregate expectancy -0.0784R over 906 resolved trades is negative/flat (PF=0.887), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

a2-a12-short-efficiency-ratio-momentum
a2 / a2-a12-short-efficiency-ratio-momentum
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0054, 0.0992]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a3-gap-acceptance-rejection
a3 / a3-gap-acceptance-rejection
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0924R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result.

a3-vol-of-vol-transition
a3 / a3-vol-of-vol-transition
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0072, 0.0433]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a3-multi-session-trend-persistence
a3 / a3-multi-session-trend-persistence
REJECTED

Lightning Screen: Aggregate expectancy -0.0600R is negative/flat, and the sign is inconsistent across years (0/1 qualifying years (n>=15) agree with the aggregate sign).

a3-path-disorder-regime-shift
a3 / a3-path-disorder-regime-shift
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0130, 0.1685]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a3-range-location-volume-interaction
a3 / a3-range-location-volume-interaction
REJECTED

Lightning Screen: Aggregate expectancy -0.0052R over 24675 resolved trades is negative/flat (PF=0.992), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

a3-arm-c-volume-confirmed-continuation
a3 / a3-arm-c-volume-confirmed-continuation
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.1081R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result.

a3-pb-elite-volume-confirmed-displacement
a3 / a3-pb-elite-volume-confirmed-displacement
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0012, 0.1970]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a4-volume-dry-up-expansion
a4 / a4-volume-dry-up-expansion
REJECTED

Lightning Screen: Aggregate expectancy -0.2527R over 91 resolved trades is negative/flat (PF=0.662), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

a4-signed-volume-persistence
a4 / a4-signed-volume-persistence
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0021, 0.0374]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a4-close-location-pressure-persistence
a4 / a4-close-location-pressure-persistence
REJECTED

Lightning Screen: Only 22 resolved trades (< 30) -- expectancy/PF/drawdown figures are real but not statistically interpretable at this sample size.

a4-overnight-inventory-reversal
a4 / a4-overnight-inventory-reversal
REJECTED

Lightning Screen: Aggregate expectancy -0.0528R over 35 resolved trades is negative/flat (PF=0.918), with no individual year reached the minimum sample to assess consistency.

a4-volatility-clustering-persistence
a4 / a4-volatility-clustering-persistence
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0116, 0.0491]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a5-01-volatility-acceleration-continuation
a5 / a5-01-volatility-acceleration-continuation
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.1176R) but the top 10 winning trades alone account for 166.7% of total R -- the apparent edge is fragile.

a5-02-price-per-volume-vacuum-continuation
a5 / a5-02-price-per-volume-vacuum-continuation
REJECTED

Lightning Screen: Aggregate expectancy -0.0057R over 5259 resolved trades is negative/flat (PF=0.991), with 2/4 qualifying years (n>=15) agree with the aggregate sign.

a5-03-price-per-volume-vacuum-reversal
a5 / a5-03-price-per-volume-vacuum-reversal
REJECTED

Lightning Screen: Aggregate expectancy -0.1739R over 138 resolved trades is negative/flat (PF=0.760), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

a5-04-opening-inventory-rejection
a5 / a5-04-opening-inventory-rejection
REJECTED

Lightning Screen: Aggregate expectancy -0.1845R over 58 resolved trades is negative/flat (PF=0.742), with 2/3 qualifying years (n>=15) agree with the aggregate sign.

a5-05-overnight-reversion-failure
a5 / a5-05-overnight-reversion-failure
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0843R) but the top 10 winning trades alone account for 1100.9% of total R -- the apparent edge is fragile.

a5-06-vwap-displacement-regime-switch
a5 / a5-06-vwap-displacement-regime-switch
REJECTED

Lightning Screen: Aggregate expectancy -0.0959R over 458 resolved trades is negative/flat (PF=0.874), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

a5-07-compression-break-false-failure
a5 / a5-07-compression-break-false-failure
REJECTED

Lightning Screen: Aggregate expectancy -0.0210R over 2004 resolved trades is negative/flat (PF=0.969), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

a5-08-session-handoff-continuation
a5 / a5-08-session-handoff-continuation
REJECTED

Robustness Gauntlet: Removing the top 20 winning trades collapses expectancy from 0.2393R to 0.0029R (>70% reduction) -- the edge depends on a small number of outsized winners.

a5-09-premarket-or-confluence-break
a5 / a5-09-premarket-or-confluence-break
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0800R) but the top 10 winning trades alone account for 333.3% of total R -- the apparent edge is fragile.

a5-10-expansion-staircase
a5 / a5-10-expansion-staircase
REJECTED

Lightning Screen: Aggregate expectancy -0.2000R over 45 resolved trades is negative/flat (PF=0.727), with no individual year reached the minimum sample to assess consistency.

a5-11-failed-mean-reversion-continuation
a5 / a5-11-failed-mean-reversion-continuation
REJECTED

Validation Gate: Validation expectancy 0.0074R is less than 30% of Discovery's 0.0715R -- severe degradation.

Discoveryn=5450 · +0.072R · PF 1.11
Validationn=1450 · +0.007R · PF 1.01
a5-12-prior-day-extreme-acceptance
a5 / a5-12-prior-day-extreme-acceptance
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0160R) but the top 10 winning trades alone account for 156.7% of total R -- the apparent edge is fragile.

a5-13-prior-day-extreme-failed-acceptance
a5 / a5-13-prior-day-extreme-failed-acceptance
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.1854R) but the top 10 winning trades alone account for 121.4% of total R -- the apparent edge is fragile.

a5-14-impulse-pullback-velocity-asymmetry
a5 / a5-14-impulse-pullback-velocity-asymmetry
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.0050R) but the top 10 winning trades alone account for 127.7% of total R -- the apparent edge is fragile.

a5-15-trend-embedded-compression
a5 / a5-15-trend-embedded-compression
REJECTED

Execution+Statistical Gate: Bootstrap 95% CI [-0.0353, 0.1113]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

a5-16-round-number-magnetism
a5 / a5-16-round-number-magnetism
REJECTED

Lightning Screen: Aggregate expectancy is positive (0.2203R) but the top 10 winning trades alone account for 153.8% of total R -- the apparent edge is fragile.

a5-17-run-length-vs-expectation
a5 / a5-17-run-length-vs-expectation
REJECTED

Lightning Screen: Aggregate expectancy -0.0533R over 6946 resolved trades is negative/flat (PF=0.922), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

a5-18-level-revisit-count
a5 / a5-18-level-revisit-count
REJECTED

Lightning Screen: Aggregate expectancy -0.0356R over 24941 resolved trades is negative/flat (PF=0.947), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

a5-19-inter-extreme-spacing
a5 / a5-19-inter-extreme-spacing
REJECTED

Validation Gate: Discovery expectancy 0.1243R flips sign to -0.0225R on the untouched Validation split.

Discoveryn=688 · +0.124R · PF 1.20
Validationn=178 · -0.022R · PF 0.97