A forward log appends one row per finished session from a start date fixed in the registry before that day, using code frozen at registration. Rows never change. Each log also runs an e-process (a running bet against the claim) that can kill the family on its own. The underlying returns come from internal-use vendor data, so only dates and counts are shown here. Missed days are weekdays since the start, up to yesterday in New York, with no row (machine downtime; exchange holidays also count until a calendar is wired in).
| Family | Rule | Start | Days logged | First | Last | Missed | Note |
|---|---|---|---|---|---|---|---|
| family 14 | Sleeve 2: rates calendar (T1 month-end index extension) | 2026-10-17 | 5 | 2026-10-19 | 2026-10-23 | 0 | |
| family 18 | O1: index variance risk premium, SPY 20/5-delta put spread, 1 contract (forward only) | 2026-10-19 | 5 | 2026-10-19 | 2026-10-23 | 0 | |
| family 20 | H2: LLM news (local qwen3.5:9b) 0DTE/1DTE long call or put per name, 09:45 to 12:00, $500 risk a trade (forward only) | 2026-10-20 | 4 | 2026-10-20 | 2026-10-23 | 0 | |
| family 33 | H3f: H3's 14:00 0.20-delta 0DTE iron condor on SPY and QQQ, 0.5 % wings, 2 % of a $100k book at risk each, filled at the captured bid/ask… | 2026-10-20 | 4 | 2026-10-20 | 2026-10-23 | 0 |
| Family | Rule | Start | Days logged | First | Last | Missed | Note |
|---|---|---|---|---|---|---|---|
| family 35 | S07f: quality-value composite (XBRL gross profitability + cash OP + B/M), within-FF48, quarterly, 150 a side, beta-hedged, $1M notional… | 2026-12-31 | 0 | – | – | 0 | superseded by family 37 (cost fix); kept frozen |
| family 37 | S07f2: S07f (family 35) with fees on real prices; quality-value composite (XBRL gross profitability + cash OP + B/M), within-FF48… | 2026-12-31 | 0 | – | – | 0 |