Every selection is logged the same day after the close, timestamped, then compared to its own market once the quarter ends — the strategy's horizon, rebalancing every 3 months. No hindsight selection, no rewriting. Mistakes are published alongside the wins.
Live data · Supabase
Model portfolio — tracked position by position—
Net of 0.6% costs
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Entry
Ticker
Sector
Ensemble score
Model
Planned exit
Net alpha
Signal fix on 24 July 2026
A bug meant the model only received part of its input variables during the daily computation. It is fixed: the signal now uses every variable, as in the backtest that validated the strategy. For transparency, predictions made before 24 July 2026 remain displayed exactly as they were published — statistics before and after that date therefore do not measure exactly the same signal.
Results appear once a selection's quarter has closed — that is the strategy's horizon. Each cohort is frozen before the close; nothing is changed afterwards.
The first results will be available once the first tracked quarter closes.
Logging has been active since —.
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Per-security detail — Pro
The prediction-by-prediction detail (securities, scores, individual results) is reserved for Pro subscribers. The per-cohort statistics above remain public.