The Ledger · Public record

Buy the Dip (tested)

Spec frozenspec a2d9…43d4 ✓ verifiedby houseForward-tested 2 days1d

Execution model · Paper trading on end-of-day data: signals are evaluated on the daily close and filled per the strategy's entry price field with the same slippage assumption as backtests. The deployed spec is frozen (hash-verified); the ledger is append-only.

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Original backtest (in-sample, 2016 →)

CAGR
2.25%
Total return
+27%
Max drawdown
12.4%
Sharpe
0.35

Live forward test (out-of-sample, since 2026-08-03)

Forward return
+0.00%
Max drawdown
0.0%
Days live
2
Ledger signals
0

Forward paper equity

Drawdown

Signals ledger

append-only — rows can never be edited or deleted

No signals yet — this strategy is waiting for its rules to fire on live end-of-day data. That's the ledger being honest.
Frozen strategy rules (immutable since deployment)
{
  "backtest_timeframe": "1d",
  "description": "SPY/QQQ down 3%+ in 5 days while above sma_200; exit +5% or 10 days.",
  "entry_price_field": "close",
  "entry_rule_long": "(close < lag(close, 5) * 0.97) & (close > sma_200)",
  "exit_rule": "",
  "indicators": [
    {
      "length": 200,
      "name": "sma_200",
      "source": "close",
      "type": "sma"
    }
  ],
  "max_holding_days": 10,
  "max_positions": 2,
  "name": "Buy the Dip",
  "position_size_mode": "notional_pct",
  "position_size_pct": 50,
  "stop_loss_pct": 0,
  "symbols": [
    "SPY",
    "QQQ"
  ],
  "take_profit_pct": 5
}

Forward testing has no survivorship bias — signals are recorded as they happen, on the symbols the strategy actually watches. Historical simulation for research and education. Not financial advice. Past performance does not predict future results.