Demo — mock data

Strategies

Understand the edge, decision rules, risks, and evidence behind every strategy.

Strategy library
StrategyReadinessOOS SharpeWorst drawdownLast validated
value-panelv3.2.1
Paper ready0.98-10.2%2025-05-15
earnings-driftv2.4.0
Live1.02-8.1%2025-05-15
momentum-carryv1.8.3
Draft0.71-14.7%2025-05-12
ose-energyv1.1.0
Draft0.44-15.9%2025-05-09
mean-reversionv2.0.2
Paper ready0.63-6.4%2025-05-08
Showing 1 to 5 of 5 strategies

value-panel

v3.2.1Paper ready

Looks for companies where valuation, earnings revisions, and quality point in the same direction, while macro context can temper the view.

42 US and Oslo securities · long-only · reviewed weekly

Ready for paper trading, not approved for live capital

Backtest and walk-forward gates passed. Live launch is blocked until the risk review is complete.

How this strategy turns evidence into positions

  1. 1
    Where it looks42 securitiesXNAS, XNYS, XOSL
  2. 2
    What forms a view4 independent signals
  3. 3
    How views combineConviction weighted blend
  4. 4
    How positions are builtLong-only · weekly
  5. 5
    What limits every trade8.5% per name · 160% gross · 12% volatility
Advisor roles
Value LLM35%

Is the company cheap relative to fundamentals?

Earnings drift40%

Are surprise and estimate revisions improving?

Quality quant15%

Are returns, leverage, and accruals healthy?

Macro context10%

Does the rates, growth, and liquidity regime support the view?

Advisors form views. Deterministic code sizes and limits positions.
Why this might work
  • Valuation creates a margin of safety
  • Positive earnings revisions provide a near-term catalyst
  • Quality filters reduce value traps
Macro context moderates exposure; it does not place trades.
Risk contract
Maximum position
8.5%
Gross exposure limit
160%
Volatility target
12%
Mode
Long-only
Rebalance
Friday close
Hard rules · deterministic · cannot be overridden by an LLM
Did it work outside the development period?

Yes, but live approval still requires human risk review.

Latest backtest Sharpe
1.37
Mean OOS Sharpe
0.98
Worst OOS drawdown
-10.2%
Paper observation
43 / 60 days
  • OOS Sharpe
  • Latest backtest
  • Required OOS Sharpe 0.60
0.87
1.05
0.98
1.37
2024 Q2 OOS2024 Q3 OOS2024 Q4–2025 Q1 OOSLatest backtest
Drawdown
-10.2%-7.6%-9.1%-8.4%
Path to live
  1. BacktestPassed
    1.37 ≥ 0.80
  2. Walk-forwardPassed
    0.98 ≥ 0.60
  3. Paper observationPassed
    43 / 60 days
  4. LiveBlocked
    Risk review pending

Next requirement: Complete live risk review to enable launch.

Version history