Evidence

Every number on this site traces to a committed research output. Nothing is hand-picked.

The 3-month forward test

ScenarioMay 2026Jun 2026Jul 2026

Net return per trade after estimated costs. Green = positive, red = negative, gray "—" = not scorable, "gate" = failed its own validation gate.

Source gate files

Each gate file is the full research report for one run — dataset, candidate models, per-fold results, and the confirmation. They are byte copies of committed outputs from the research repo (HermesUSstock, commit …, freeze 2026-07-31).

MonthScenarioVerdictReport

Production gate files (validation folds 1–5, freeze 2026-07-31): 3pct_2d · 5pct_5d · 7pct_10d · 10pct_20d · 15pct_30d

Independent review

An external ML review of the research pipeline found 1 critical, 3 important and 2 minor issues — methodology and reporting problems. All were fixed and re-verified (commits c6d967f, 6d588c8). Read the full review.

How to verify this yourself

The gate files above are byte copies of committed research outputs. The generator script (jobs/generate_scenarios.py in the site repo) parses them into data/scenarios.json — re-run it to reproduce every number on this page.