Strategies — live sleeves
Each live paper sleeve has a frozen rule, a full backtest (with costs), and a live paper track — plus one live brokerage sleeve with real fills and no backtest. Pick a card to see methodology, parameters, and live vs backtest.
Runs several sleeves in one shared account: an ETH trend sleeve, six smaller crypto sleeves at 10% each, a 28-ETF trend sleeve, and an adaptive ETH forward test. The numbers shown are the ETF sleeve only, not the whole account.
+4.2% ETF leg (EW) · 0.66 · −12.3%
Live CAGR −1.18% · Sharpe -0.16 · Max DD −1.35%
View methodology →Paper →Ranks 59 large-cap stocks with a machine-learning model that keeps retraining on newer data, then holds the top eight. Live filters keep the inputs clean and cut exposure in bad markets.
+28.1% (2021–26 OOS, a_k8) · 1.26 · −19.4%
Live CAGR −21.45% · Sharpe -1.07 · Max DD −12.54%
View methodology →Paper →A long-or-cash trend rule on Bitcoin: hold while price is above its 200-day average and momentum is positive, otherwise sit in cash. Built to sidestep bear markets.
+143.3% total (2021–26) · — · −21.1%
Live CAGR −1.16% · Sharpe 0.11 · Max DD −10.98%
View methodology →Paper →Buys stocks after the largest positive earnings surprises and holds them about three months, but only while market volatility is below its one-year median. Sits in cash when volatility spikes.
+42.0% cum (2023+ OOS) · 1.01 · −11.5%
Live CAGR −12.35% · Sharpe -0.45 · Max DD −4.44%
View methodology →Paper →Trades a daily shortlist from an LLM research model: the top eight names, equal-weighted, long only, filled at the next open. A kill-switch flattens the sleeve at a 5% drawdown. Live since 2026-09-19. The account is shared with the RL allocator test, so the figures shown are account-level.
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Live CAGR −14.43% · Sharpe -4.33 · Max DD −2.53%
View methodology →A forward paper test of an hourly momentum book on US stocks: each hour it goes long the top 20 and short the bottom 20, equal-weight and dollar-neutral. Unproven and expected to lose — the gross signal is weak and the trading costs are heavy. It runs on a reused account to record real fills; the monthly Conviction Stack is the validated cadence.
REJECT — net −97% OOS @10bps · 1.61 gross (net negative) · −97%
Live CAGR −26.71% · Sharpe -7.89 · Max DD −3.82%
View methodology →Paper →Buys the strongest large-caps by six-month momentum, rebalanced about monthly, and moves to cash when credit markets get stressed. Long only. Live since 2026-09-08.
+1065% base (OOS) · 1.25 · −41%
Live CAGR +3.23% · Sharpe 0.38 · Max DD −1.98%
View methodology →Paper →Intraday, Monday only. Before the open the book ranks the S&P 500 by its weekend gap, buys the 20 biggest gap-down names at the open, and sells them at the close. Costs matter here: only commission-free equities make it viable.
+57% (OOS, 2bps) · 0.50 · −26.7%
Live CAGR −5.78% · Sharpe -1.04 · Max DD −3.04%
View methodology →Paper →A residual-momentum base book (top-50 large-caps, held about a month) whose weights are tilted by a per-name reinforcement-learning conviction score instead of equal weight. Live since 2026-09-28.
+4345% (OOS 2016+) · 1.68 · −33%
Live CAGR −4.89% · Sharpe -1.14 · Max DD −1.00%
View methodology →A real brokerage account, mirrored here read-only. Positions are picked by hand with no systematic rule, and deposits or withdrawals never distort the return.
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Live CAGR +4.30% · Sharpe 0.60 · Max DD −8.93%
View methodology →