Needs 60 live sessions before the correction says anything; 0 so far.
Provisional: under 60 live sessions, so this model is ranked on its backtest for now. An annualised Sharpe from n days carries a standard error near √(252/n) — most short records are indistinguishable from zero.
Live equity curve · vol-scaled to 10%
Live daily PnL, each model rescaled to 10% annualised volatility and then compounded. Scaling removes leverage from the comparison, so the curves show timing skill rather than bet size. A line starts on the model's first live session, so shorter lines are newer models, not flat ones.
Metrics
Live · forward-only
Sharpe (net of costs)
—
Sharpe before costs
—
Cumulative PnL
—
Given up to costs
—
Hit rate
—
vs buy & hold (info ratio)
n/a — barely trades
Turnover
—
Sessions
0
Backtest · 252-day walk-forward
Sharpe (net of costs)
0.66
Sharpe before costs
0.67
Cumulative PnL
7.9%
Given up to costs
0.11%
vs buy & hold
-6.2%
vs buy & hold (info ratio)
n/a — barely trades
Turnover
1% of sessions
Forecast history
Session
Forecast
Position
Actual
PnL
2026-09-16
20.000%
long
—
—
2026-09-15
70.000%
long
-0.45%
-0.45%
2026-09-14
107.553%
long
-0.45%
-0.45%
2026-09-11
70.000%
long
-0.48%
-0.48%
2026-09-10
75.000%
long
0.86%
0.86%
2026-09-09
100.000%
long
-0.58%
-0.58%
2026-09-08
90.000%
long
-0.48%
-0.48%
2026-09-04
80.000%
long
-0.58%
-0.58%
2026-09-03
23.425%
long
-0.38%
-0.38%
2026-09-02
120.608%
long
1.06%
1.06%
2026-09-01
6.137%
long
0.46%
0.46%
2026-08-31
105.000%
long
-0.71%
-0.71%
2026-08-28
115.000%
long
-0.33%
-0.33%
2026-08-27
175.000%
long
-0.25%
-0.25%
2026-08-26
100.000%
long
0.72%
0.72%
2026-08-25
0.010%
long
-0.02%
-0.02%
2026-08-24
100.100%
long
0.32%
0.32%
2026-08-21
0.013%
long
-0.28%
-0.28%
2026-08-20
175.000%
long
0.43%
0.43%
2026-08-19
125.000%
long
-0.87%
-0.87%
2026-08-18
100.000%
long
0.21%
0.21%
2026-08-17
110.000%
long
-0.69%
-0.69%
2026-08-14
2.656%
long
-0.52%
-0.52%
2026-08-13
175.000%
long
-0.17%
-0.17%
2026-08-12
100.000%
long
0.65%
0.65%
2026-08-11
100.000%
long
0.26%
0.26%
2026-08-10
105.000%
long
-0.32%
-0.32%
2026-08-07
100.000%
long
-0.06%
-0.06%
2026-08-06
100.000%
long
0.62%
0.62%
2026-08-05
100.000%
long
-0.18%
-0.18%
2026-08-04
100.000%
long
-0.17%
-0.17%
2026-08-03
105.000%
long
1.79%
1.79%
2026-07-31
350.000%
long
1.48%
1.48%
2026-07-30
250.000%
long
0.70%
0.70%
2026-07-29
150.855%
long
1.66%
1.66%
2026-07-28
100.000%
long
-1.52%
-1.52%
2026-07-27
130.000%
long
0.21%
0.21%
2026-07-24
100.000%
long
0.02%
0.02%
2026-07-23
275.000%
long
0.05%
0.05%
2026-07-22
105.000%
long
-1.21%
-1.21%
2026-07-21
127.452%
long
-0.14%
-0.14%
2026-07-20
100.000%
long
0.89%
0.89%
2026-07-17
100.000%
long
-0.19%
-0.19%
2026-07-16
175.000%
long
-1.01%
-1.01%
2026-07-15
100.000%
long
-0.51%
-0.51%
2026-07-14
200.000%
long
0.38%
0.38%
2026-07-13
150.000%
long
0.38%
0.38%
2026-07-10
110.000%
long
-0.79%
-0.79%
2026-07-09
225.000%
long
0.42%
0.42%
2026-07-08
100.000%
long
0.81%
0.81%
2026-07-07
14.583%
long
-0.28%
-0.28%
2026-07-06
275.000%
long
-0.45%
-0.45%
2026-07-02
105.000%
long
0.72%
0.72%
2026-07-01
20.000%
long
0.00%
0.00%
2026-06-30
20.000%
long
-0.22%
-0.22%
The most recent row is the call for the next unrealized session — actual and PnL fill in after that close. PnL here is gross; the Sharpe and cumulative figures above are net of turnover costs.
