What works · what we're fixing
A real desk knows exactly where it stands. Proven, promising, and not-there-yet — stated plainly, because pretending is how you lose a serious investor in the first five minutes.
✓ Proven & in production
- Diversified trend — 0.69 Sharpe, 20y, causal.
- Validation harness — causal, walk-forward, deflated Sharpe.
- Live AI news desk — 24/7 on Cloudflare.
- 25-market data + risk governor verified to current rules.
- Intermarket scorer — 6/6 OOS blocks, but deflated Sharpe not yet cleared; trading the un-over-optimized version.
- AI news edge — real but decaying; accumulating forward evidence.
- Human-bias + bot-execution — to capture a discretionary PF ~1.78 edge.
- Mechanical ICT rules — 0/25 OOS profitable; edge is judgment.
- Single-day "champions" — luck until they survive a frozen forward run.
- Latency arbitrage vs HFT — we don't compete on microseconds.
Next 90 days
- • Nightly top-100 champion leaderboard with live verdicts
- • Per-market live signal dashboard across all 25 futures
- • Hardened intermarket model: multi-window walk-forward + deflated gating
- • Human-bias execution pilot with the live discretionary desk