// Strategies Review
Every strategy, audited.
Walk-forward diagnostics, deflated Sharpe ratios and regime stress tests. Open review notes, full disclosure on what failed.
Approved
24
On monitor
9
Rejected (last 90d)
37
APPROVED Risk Committee · Apr 18, 2026
Volatility Term-Structure Carry v3
Walk-forward Sharpe 2.31. Holds across 2008/2020 stress windows. Approved for deployment.
WF Sharpe
2.31
OOS Sharpe
2.04
DSR
0.91
Regimes
4/5
Score
92
MONITOR Research Lead · Apr 12, 2026
ML Order-Flow Predictor
Strong in-sample, IR drops 38% out-of-sample. Approved for paper trading.
WF Sharpe
1.42
OOS Sharpe
0.88
DSR
0.42
Regimes
2/5
Score
71
APPROVED Risk Committee · Apr 09, 2026
EM FX Carry v2
Survives EM crisis bootstrap. Capacity-limited before slippage degrades Sharpe.
WF Sharpe
1.48
OOS Sharpe
1.39
DSR
0.78
Regimes
3/5
Score
84
REJECTED Research Lead · Apr 02, 2026
Crypto Funding Reversal
Edge concentrated in 2021-22 funding spikes. No persistence post-2023. Out-of-sample Sharpe 0.21.
WF Sharpe
1.94
OOS Sharpe
0.21
DSR
0.08
Regimes
1/5
Score
34
APPROVED Risk Committee · Mar 28, 2026
Cross-Sectional Equity Momentum (refresh)
12-1 momentum revival, robust to factor crowding metric. Approved with 0.4 vol target.
WF Sharpe
1.92
OOS Sharpe
1.74
DSR
0.83
Regimes
4/5
Score
88