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Strategy Evidence Index

This page is the current validation and replay index for the precious-metals stack. It is the source that Notion Validation Packet and Replay Link fields should point to until every strategy has a dedicated, reproducible artifact bundle.

The goal here is honesty. This page links to surfaces that exist today. It does not pretend that every sleeve already has a complete walk-forward packet, replay file, and live attribution snapshot.

What Exists Today

What Does Not Exist Yet

  • No committed dedicated validation packet for most strategies.
  • No committed strategy-specific replay file for most strategies.
  • No Notion page today contains an auto-refreshed realized-PnL, turnover, and slippage block sourced from production.
  • The committed backtest artifact in backtest_results/ is currently for mvg, which is not part of the active runtime production surface.

Runtime Evidence Legend

Validation surface values used below:

  • Docs + code: narrative docs and implementation exist, but no dedicated committed validation artifact is attached.
  • Docs + code + generic API backtest: the strategy has docs and code, and the generic /api/v1/backtest/run surface can exercise it today.
  • Docs + code + runtime only: the strategy is live in the daemon surface, but there is no dedicated committed artifact or public backtest endpoint wired for it today.

Replay status values used below:

  • Platform replay only: deterministic replay infrastructure exists at the platform level, but no strategy-specific replay file is attached.

Active Runtime Strategy Matrix

Macro / Fundamental

Strategy Code Narrative Validation surface Replay status Live evidence
real_rate_gold qgtm_strategies/real_rate_gold.py Macro Regime Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
dxy_gold qgtm_strategies/dxy_gold.py Macro Regime Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
breakeven_inflation_gold qgtm_strategies/breakeven_inflation_gold.py Macro Regime Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
vix_haven qgtm_strategies/vix_haven.py Macro Regime Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
central_bank_gold qgtm_strategies/central_bank_gold.py Macro Regime Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness

Momentum / Trend and Runtime-Supplemental Trend

Strategy Code Narrative Validation surface Replay status Live evidence
tsmom qgtm_strategies/tsmom.py Strategies Overview Docs + code + generic API backtest Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
xsmom qgtm_strategies/xsmom.py Strategies Overview Docs + code + generic API backtest Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
overnight_gold qgtm_strategies/overnight_gold.py Microstructure Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
carver_trend qgtm_strategies/pysystemtrade_patterns.py Strategies Overview Docs + code + runtime only Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
carver_carry qgtm_strategies/pysystemtrade_patterns.py Strategies Overview Docs + code + runtime only Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness

Mean Reversion / Relative Value

Strategy Code Narrative Validation surface Replay status Live evidence
gold_silver_ratio qgtm_strategies/gold_silver_ratio.py Statistical Arbitrage Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
gold_platinum qgtm_strategies/gold_platinum.py Statistical Arbitrage Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
miners_vs_metal qgtm_strategies/miners_vs_metal.py Statistical Arbitrage Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
levered_etf_decay qgtm_strategies/levered_etf_decay.py Statistical Arbitrage Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
kalman_pairs qgtm_strategies/kalman_pairs.py Statistical Arbitrage Docs + code + runtime only Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
pairs_mr qgtm_strategies/mean_reversion.py Statistical Arbitrage Docs + code + generic API backtest Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness

Flow / Positioning

Strategy Code Narrative Validation surface Replay status Live evidence
cot_precious qgtm_strategies/cot_precious.py Positioning & Flows Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
hedging_pressure qgtm_strategies/hedging_pressure.py Positioning & Flows Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
etf_flow_pm qgtm_strategies/etf_flow_pm.py Positioning & Flows Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
sge_withdrawals qgtm_strategies/sge_withdrawals.py Positioning & Flows Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness

Carry / Curve

Strategy Code Narrative Validation surface Replay status Live evidence
gc_term_structure qgtm_strategies/gc_term_structure.py Curve & Carry Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
cross_carry qgtm_strategies/cross_carry.py Curve & Carry Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
backwardation_stress qgtm_strategies/backwardation_stress.py Curve & Carry Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness

Volatility / Overlay

Strategy Code Narrative Validation surface Replay status Live evidence
vol_risk_premium_pm qgtm_strategies/vol_risk_premium_pm.py Options Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
skew_trades qgtm_strategies/skew_trades.py Options Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
gamma_scalp_pm qgtm_strategies/gamma_scalp_pm.py Options Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
vol_term_structure_pm qgtm_strategies/vol_term_structure_pm.py Options Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
tail_hedge_pm qgtm_strategies/tail_hedge_pm.py ML and Tail Hedge Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness
vol_risk_parity qgtm_strategies/vol_risk_parity.py Strategies Overview Docs + code + generic API backtest Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness

Structural / Event

Strategy Code Narrative Validation surface Replay status Live evidence
event_drift_pm qgtm_strategies/event_drift_pm.py Microstructure Docs + code Platform replay only /api/v1/orders/attribution, /api/v1/session/readiness

Research and Catalog-Only Gaps

The following documented strategies have Notion pages and registry rows, but they do not currently have a live-known runtime slot in /api/v1/strategies as of April 16, 2026:

  • si_term_structure
  • comex_warehouse
  • fix_dislocation
  • seasonality_pm
  • meta_labeller_pm
  • regime_classifier_pm

These are documented and worth auditing, but they should not be treated as live-runtime evidence consumers until they are reconciled back into the daemon surface.

Replay and Determinism

The replay surface is currently platform-level, not strategy-level.

What exists:

What is still missing:

  • committed strategy-specific replay files
  • per-strategy replay links in Notion
  • a public replay index page keyed by strategy and trading date

Until those exist, the truthful Replay Link target is this section, not a fabricated per-strategy artifact.

Operator Rule

Do not mark a strategy page as fully evidenced just because it has narrative documentation. A strategy is only evidence-complete when it has:

  1. narrative documentation
  2. a real validation artifact or reproducible backtest surface
  3. replay lineage or an explicit statement that replay is not yet attached
  4. live or paper attribution that is current enough to support governance