Causal decisions
A completed close generates a target; execution waits for the next eligible session opening and its data availability.
QUANTITATIVE RESEARCH / 03
Strategy Explorer
Verified data contracts. Recorded state. Explicit boundaries.
DOCUMENTED ENGINEERING · No historical performance or investment claim.DOCUMENTATION
QL-001 · SMA 50/200
FROZEN BASELINESMA50 > SMA200 → LONG
Otherwise, including equality → CASH
Otherwise, including equality → CASH
Trailing means use completed raw daily SPY closes, including the current session. Both windows require 200 consecutive valid sessions before an actionable signal. This is a target-state rule; witnessing a crossover is unnecessary.
- Specification
- algorithm_spec_v1.md · section 3
- Comparison
- 4 × sum(last 50) > sum(last 200)
- Research status
- Development evidence retained separately
- Displayable performance
- Not available — no approved display artifact
QL-002 · Close versus SMA200
UNFROZEN / SYNTHETICClose > SMA200 → LONG
Otherwise, including equality → CASH
Otherwise, including equality → CASH
Exactly 200 completed closes, including the current close. No SMA slope, crossover, volatility filter or extra entry condition. The implemented offline demonstration uses invented observations.
- Proposal
- ql002_proposed_spec.md · section 2
- Comparison
- 200 × current close > sum(last 200)
- Engineering
- Implemented with synthetic behavioral tests
- Historical authorization
- Not authorized
- Displayable performance
- Not available
Shared financial and causal boundaries
FIXED PARAMETERSWhole-share affordability
An entry uses the largest affordable whole-share quantity under decision cash and opening costs. Holdings are not topped up or rebalanced.
Explicit conventions
Separate USD accounting profiles; no implicit EUR conversion, shorting, borrowing, DRIP or parameter optimization.
Chronological research
Development, validation and final partitions remain distinct. The interface neither runs research nor unlocks held-out performance.
Available evidence and missing evidence
Specifications, deterministic synthetic tests and the inspected simulation journal support engineering claims. Frozen historical records remain separate and have not been opened for this dashboard. No strategy comparison, indicator series, Sharpe ratio or benchmark curve is inferred from the synthetic demonstration.
Inspect evidence boundaries →