Evidence
Every number on this site traces to a committed research output. Nothing is hand-picked.
The 3-month forward test
| Scenario | May 2026 | Jun 2026 | Jul 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).
| Month | Scenario | Verdict | Report |
|---|
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.