Strategy Review Matrix

Allocator View

This matrix is the highest-signal GitHub view of the strategy library. It is meant to be read quickly before a review meeting, a capital-allocation change, or an operator handoff.

Catalog Rows 29

Runtime-Only Sleeves 7

Focus Evidence + Caveats

Audience Ops + Review Committee

How To Read This Page

Column	Meaning
Registry posture	static registry state at this repo head
Evidence posture	current quality of the validation/replay surface
Critical caveat	the main reason the sleeve is not automatically trustworthy

Evidence posture labels:

• Docs + code: narrative and implementation exist, but dedicated artifacts are still thin.
• Docs + code + runtime: live-known or daemon-wired surface exists in addition to docs.
• Research blocked: the idea exists, but the feed or execution layer is not ready enough.

Macro / Fundamental

Strategy	Registry posture	Evidence posture	Critical caveat
real_rate_gold	active	Docs + code + runtime	documentation and implementation must stay aligned on exits and sizing behavior
dxy_gold	active	Docs + code + runtime	regime breaks and residual-exit behavior can diverge from the clean narrative
breakeven_inflation_gold	active	Docs + code + runtime	slow macro series and threshold drift can make the signal stale
vix_haven	active	Docs + code + runtime	safe-haven behavior is not stable across all stress regimes
central_bank_gold	active	Docs + code + runtime	reserve data is slow and revision-prone

Curve & Carry

Strategy	Registry posture	Evidence posture	Critical caveat
gc_term_structure	active in static registry, hard-off in governance docs	Research blocked	required GC curve inputs are not yet a clean live feature surface
si_term_structure	active	Research blocked	same curve-input problem plus thinner silver contract structure
cross_carry	active	Docs + code + runtime	carry comparisons are only as good as cross-contract normalization
backwardation_stress	shadow	Docs + code + runtime	extreme backwardation is sparse and easy to overfit

Cross-Metal Statistical Arbitrage

Strategy	Registry posture	Evidence posture	Critical caveat
gold_silver_ratio	active	Docs + code + runtime	hedge-ratio stability changes across macro regimes
gold_platinum	active	Docs + code + runtime	narrative can sound like a true pair trade while execution behaves more like a proxy expression
miners_vs_metal	active	Docs + code + runtime	miners carry equity beta and company risk, not just metal exposure
levered_etf_decay	shadow	Docs + code + runtime	borrow, path dependency, and friction can erase the clean decay thesis

Positioning & Flows

Strategy	Registry posture	Evidence posture	Critical caveat
cot_precious	active	Docs + code + runtime	COT data is lagged and revised
hedging_pressure	active	Docs + code + runtime	interpretation of commercial positioning is structurally noisy
etf_flow_pm	active	Docs + code + runtime	ETF flows can be endogenous to price rather than predictive
comex_warehouse	shadow	Docs + code + runtime	warehouse data timing and interpretation can be fragile
sge_withdrawals	shadow	Docs + code + runtime	publication cadence is slow and China-specific

Options & Overlay

Strategy	Registry posture	Evidence posture	Critical caveat
vol_risk_premium_pm	active	Docs + code + runtime	code emits proxy legs, not a true option-book implementation
skew_trades	active	Docs + code + runtime	surface quality and proxy direction can diverge from intended risk-reversal economics
gamma_scalp_pm	shadow	Docs + code + runtime	this is not yet a true hedged gamma engine
vol_term_structure_pm	active	Docs + code + runtime	proxy direction is not the same as an actual calendar spread
tail_hedge_pm	active	Docs + code + runtime	negative carry is predictable; sizing and funding discipline matters more than narrative

Microstructure / Event

Strategy	Registry posture	Evidence posture	Critical caveat
event_drift_pm	active in static registry, hard-off in governance docs	Research blocked	release actuals, consensus, and event timestamps are not yet a clean live feature surface
fix_dislocation	active	Docs + code + runtime	fix-time precision and quote quality determine whether the signal is real
overnight_gold	active	Docs + code + runtime	overnight edge is sensitive to session definitions and slippage
seasonality_pm	active	Docs + code + runtime	calendar effects are weak, slow, and easy to overstate

ML / Meta

Strategy	Registry posture	Evidence posture	Critical caveat
meta_labeller_pm	active	Docs + code + runtime	label leakage and governance burden dominate the raw modeling story
regime_classifier_pm	active	Docs + code + runtime	hidden-state drift can make regime labels look stable until they fail

Runtime-Only Daemon Sleeves

Strategy	Runtime posture	Evidence posture	Critical caveat
tsmom	live-known runtime sleeve	Docs + code + runtime	turnover and execution drag can dominate raw signal quality
xsmom	live-known runtime sleeve	Docs + code + runtime	crowding and cross-sectional churn must be controlled
carver_trend	live-known runtime sleeve	Docs + code + runtime	helper richness and live sizing path must stay aligned
carver_carry	live-known runtime sleeve	Docs + code + runtime	carry inputs must be normalized consistently across instruments
kalman_pairs	live-known runtime sleeve	Docs + code + runtime	parameter instability can make spread estimates fragile
pairs_mr	live-known runtime sleeve	Docs + code + runtime	residual spread breaks and execution friction can swamp the mean-reversion edge
vol_risk_parity	live-known runtime sleeve	Docs + code + runtime	vol-targeting can become reflexive during correlation spikes

Decision Rule

Use this matrix to decide what deserves:

• more capital,
• more documentation work,
• or tighter operational controls.

It is intentionally harder on the stack than a marketing overview. That is the point.