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)
-0.38
Sharpe before costs
-0.23
Cumulative PnL
-1.0%
Given up to costs
0.34%
Hit rate
48%
vs buy & hold (info ratio)
-0.57
Turnover
17% of sessions
Sessions
54
Backtest · 252-day walk-forward
Sharpe (net of costs)
-0.60
Sharpe before costs
-0.51
Cumulative PnL
-8.1%
Given up to costs
1.02%
vs buy & hold
-22.3%
vs buy & hold (info ratio)
-1.21
Turnover
11% of sessions
Forecast history
Session
Forecast
Position
Actual
PnL
2026-09-16
-1.819%
short
—
—
2026-09-15
-2.057%
short
-0.45%
0.45%
2026-09-14
-2.129%
short
-0.45%
0.45%
2026-09-11
-1.821%
short
-0.48%
0.48%
2026-09-10
-2.024%
short
0.86%
-0.86%
2026-09-09
-1.188%
short
-0.58%
0.58%
2026-09-08
-1.027%
short
-0.48%
0.48%
2026-09-04
-0.503%
short
-0.58%
0.58%
2026-09-03
0.490%
long
-0.38%
-0.38%
2026-09-02
-0.737%
short
1.06%
-1.06%
2026-09-01
0.407%
long
0.46%
0.46%
2026-08-31
1.127%
long
-0.71%
-0.71%
2026-08-28
2.965%
long
-0.33%
-0.33%
2026-08-27
3.944%
long
-0.25%
-0.25%
2026-08-26
4.914%
long
0.72%
0.72%
2026-08-25
3.345%
long
-0.02%
-0.02%
2026-08-24
3.233%
long
0.32%
0.32%
2026-08-21
3.540%
long
-0.28%
-0.28%
2026-08-20
2.659%
long
0.43%
0.43%
2026-08-19
2.787%
long
-0.87%
-0.87%
2026-08-18
2.431%
long
0.21%
0.21%
2026-08-17
4.054%
long
-0.69%
-0.69%
2026-08-14
4.399%
long
-0.52%
-0.52%
2026-08-13
3.520%
long
-0.17%
-0.17%
2026-08-12
2.326%
long
0.65%
0.65%
2026-08-11
2.447%
long
0.26%
0.26%
2026-08-10
3.164%
long
-0.32%
-0.32%
2026-08-07
2.406%
long
-0.06%
-0.06%
2026-08-06
2.205%
long
0.62%
0.62%
2026-08-05
3.219%
long
-0.18%
-0.18%
2026-08-04
3.101%
long
-0.17%
-0.17%
2026-08-03
0.837%
long
1.79%
1.79%
2026-07-31
0.087%
long
1.48%
1.48%
2026-07-30
-0.609%
short
0.70%
-0.70%
2026-07-29
-2.443%
short
1.66%
-1.66%
2026-07-28
-0.157%
short
-1.52%
1.52%
2026-07-27
0.804%
long
0.21%
0.21%
2026-07-24
0.741%
long
0.02%
0.02%
2026-07-23
0.681%
long
0.05%
0.05%
2026-07-22
1.813%
long
-1.21%
-1.21%
2026-07-21
0.487%
long
-0.14%
-0.14%
2026-07-20
-0.764%
short
0.89%
-0.89%
2026-07-17
0.507%
long
-0.19%
-0.19%
2026-07-16
0.298%
long
-1.01%
-1.01%
2026-07-15
0.240%
long
-0.51%
-0.51%
2026-07-14
1.509%
long
0.38%
0.38%
2026-07-13
1.637%
long
0.38%
0.38%
2026-07-10
4.244%
long
-0.79%
-0.79%
2026-07-09
2.125%
long
0.42%
0.42%
2026-07-08
1.039%
long
0.81%
0.81%
2026-07-07
1.627%
long
-0.28%
-0.28%
2026-07-06
-0.618%
short
-0.45%
0.45%
2026-07-02
-0.933%
short
0.72%
-0.72%
2026-07-01
-1.663%
short
0.00%
-0.00%
2026-06-30
-1.324%
short
-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.
