Strategies
One canonical inventory of every strategy TradeRep has tested, across both campaign engines, plus the prospective live-shadow candidates and the pre-registered AV2 items that have not run. Every row carries its mechanism family, market, timeframe, research gate, Phase A/B/C state, metrics, exact stop reason and integrity signals — and links to a record page with its full history. Nothing here re-decides a verdict: stage labels are the campaign runner’s own, quoted.
DashboardResearch Status (card view)Live AuditResearch History
Current
13
Completed
58
Passed
0
Failed
51
Nominal tests
59
Unique strategies
59
Effective independent
—
The Strategy Factory artifact tree (
research-output/strategy-factory/) is not in this checkout, so A6+ campaigns are not listed below. That is a missing-artifact condition, not a finding: those campaigns are produced by the multi-market research lane and appear here as soon as their artifacts are present.MarketMNQ
Mechanism familyVolatility expansion / contraction 13Order flow / aggressor imbalance 11Unclassified 11Overnight / prior-day structure 7Regime-conditioned 6Breakout / failed breakout 5Momentum / trend 5Market structure / FVG / liquidity 5Session / time-of-day 4Mean reversion 2Auction / value profile 2“inf” = classified by the flagged keyword heuristic rather than a curated mapping.
All strategies
13 of 13 shown| Strategy | Family | Campaign | Market · TF · side | Phase | Gate | Outcome | Screen n | Screen exp | Val exp | Holdout | Stop reason |
|---|---|---|---|---|---|---|---|---|---|---|---|
| F6 — VolExpansion E1 Immediate Fade (TRAIL 0.5R) f6-vol-expansion-e1-immediate-faderunner armed | Volatility expansion / contraction — | f6 pre campaign shadow | — — · — | Phase B | — | 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. |
| a03-vol-contraction-expansion a03-vol-contraction-expansion | Volatility expansion / contraction a03-vol-contraction-expansion | a0 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 291 | +0.052R | — | — | 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. |
| a1-bb-keltner-squeeze-release a1-bb-keltner-squeeze-release | Volatility expansion / contraction a1-bb-keltner-squeeze-release | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | PREREGISTRATION | parked | — | — | — | — | dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available. |
| a2-bb-keltner-squeeze-release a2-bb-keltner-squeeze-release | Volatility expansion / contraction a1-bb-keltner-squeeze-release | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 954 | -0.004R | — | — | 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-range-expansion-asymmetry a2-range-expansion-asymmetry | Volatility expansion / contraction a2-range-expansion-asymmetry | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 70,219 | +0.003R | — | — | 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. |
| A3.8 — Failed Expansion Continuation a3-failed-expansion-continuation | Volatility expansion / contraction a3-failed-expansion-continuation | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | HOLDOUT | fail | 3,166 | +0.064R | +0.083R | -0.220R · n=100 | Holdout: n=100, expectancy=-0.2200R -- did not confirm the prior evidence. |
| a3-semivariance-imbalance a3-semivariance-imbalance | Volatility expansion / contraction a3-semivariance-imbalance | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | retired | 9,682 | +0.035R | — | — | 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. |
| a3-vol-of-vol-transition a3-vol-of-vol-transition | Volatility expansion / contraction a3-vol-of-vol-transition | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 13,541 | +0.018R | — | — | 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. |
| a4-volatility-clustering-persistence a4-volatility-clustering-persistence | Volatility expansion / contraction a4-volatility-clustering-persistence | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 7,025 | +0.019R | — | — | 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. |
| a4-volume-dry-up-expansion a4-volume-dry-up-expansion | Volatility expansion / contraction a4-volume-dry-up-expansion | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 91 | -0.253R | — | — | 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. |
| a5-01-volatility-acceleration-continuation a5-01-volatility-acceleration-continuation | Volatility expansion / contraction a5-01-volatility-acceleration-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 102 | +0.118R | — | — | 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. |
| a5-10-expansion-staircase a5-10-expansion-staircase | Volatility expansion / contraction a5-10-expansion-staircase | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 45 | -0.200R | — | — | 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. |
| a5-15-trend-embedded-compression a5-15-trend-embedded-compression | Volatility expansion / contraction a5-15-trend-embedded-compression | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 1,606 | +0.037R | — | — | 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. |
Read from research-output/strategy-lab/campaigns/*/campaign_state.json · research-output/strategy-factory/campaigns/*/report.json · research-output/registry/mechanism-families.json · lib/liveStatus/strategyRoster.ts
Campaigns
Both engines, newest lastResearch rules in force
Roadmap Part 0 — quoted, not restated- ✕Merge strategy/research branches into main without explicit approval.
- ✕Alter approved/frozen V1 strategy semantics without explicit approval.
- ✕Promote any research result into V1 automatically.
- ✕Change live READY behavior based on unvalidated research.
- ✕Change risk sizing in production.
- ✕Rewrite historical results.
- ✕Reuse discovery data and later present it as unseen validation.
- ✕Quietly discard failed/negative experiments.
- ✕Optimize only for win rate.
- ✕Invent new strategy mechanics because a test performed poorly.
- ✕Skip, disable, or hide a failed replication.
Any strategy-affecting proposal stops at CANDIDATE RULE — HUMAN REVIEW REQUIRED. Research may continue around it; the candidate itself is never promoted automatically.
Read from docs/TRADE_RESEARCH_ROADMAP.md
Holdout policy
One-shot, sealed, chronological, never retried1,079,881 sealed MNQ candles (2019-05-05..2022-06-02), handed out one chronological slice at a time and frozen before evaluation. 4 Holdout(s) spent. 0 strategies are Holdout-eligible and awaiting explicit human authorisation — nothing in this UI can grant it. Full state on the Monitor.
Read from research-output/strategy-lab/sealed-holdout-bank/SEALED_holdout_bank_manifest.json