Public track record · rolling 30 days

Weekly results, signed and reconcilable.

Every fill below is recorded against the broker contract note within minutes of execution. The weekly summary is signed and the ledger root is published — you can verify any week independently. We do not delete losing weeks.

Sample dataNumbers below are illustrative. Live broker-reconciled weekly summaries will replace this view once the audit-chain export is wired to the published ledger.

Trades · 30d

158

Net R · 30d

+12.5R

Avg win rate

52.1%

Worst week

-1.1R

Weekly cohorts · signed Download manifest · CSV

Week	Trades	Win %	Net R	Worst R	Slip (bps)	Ledger hash
W22 · May 26–30	41	53.7	+4.2R	-1.4R	5.8	4f9c…a1e2
W21 · May 19–23	38	50.0	+2.6R	-1.2R	6.1	9d12…7b03
W20 · May 12–16	44	47.7	-1.1R	-1.6R	7.4	c082…11ee
W19 · May 05–09	35	57.1	+6.8R	-1.0R	5.2	1a44…9c70

Methodology

· Walk-forward only — every published week is out-of-sample for the model in production that week.
· Fills reconciled against the broker contract note nightly. Reconciliation gaps publish as red rows.
· R is reported on the engine's pre-trade target risk, not realized capital — so sizing changes don't flatter the curve.
· Slippage is measured as (fill − intended) ÷ intended, in basis points, on the post-confirmation entry order.
· Ledger root is published weekly. Any third party can recompute the sha256 of the published CSV and verify it matches.

See losses, drawdowns, failure modes View raw audit log