Scenario models
Five long-only scenario models, each targeting a different price move over a different holding period. Every model is frozen and versioned; every result — good and bad — is published.
Loading scenario data…
The full 3-month forward test
Each month, every scenario was retrained from scratch on data before that month, then tested only on that month — the models never saw their exam month. All 15 runs completed cleanly.
| Scenario | Target | May 2026 | Jun 2026 | Jul 2026 |
|---|
Cells show net return per trade after estimated costs. Green = positive, red = negative, gray "—" = not scorable in that window, "gate" = failed its own validation gate before testing.
What this means
Loading…