Every pre-registered family and screen in the registry with its latest verdict, the dated sequence of its verdicts, and the standard meaning of that verdict. Nearly all of these studies used academic (WRDS) or internal-use vendor data, whose licences forbid publishing results, so no study shows a figure or a study-specific reason. 1 studies built on a paid private alert channel are omitted.
PARK 64 · KILL 21 · FORWARD 6 · PASS 6 · INCONCLUSIVE 5 · FAIL 3 · open 2 · DROP 2
| Registered | Id | Idea | Data licence | Verdict | History | Meaning |
|---|---|---|---|---|---|---|
| 2026-10-16 | family 1 | E1: futures trend + carry (ETF/rate proxies) | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-16 | family 2 | prediction-market study (details withheld under the vendor's terms) | prediction market | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-16 | family 3 | Clustered insider buying (Form 4) | unclassified (treated as restricted) | open | – | registered; no verdict yet |
| 2026-10-16 | family 4 | Pre-earnings long straddle | unclassified (treated as restricted) | DROP | DROP 10-18 | dropped at the cost gate before any return was computed |
| 2026-10-16 | family 5 | No-news short-term reversion, liquid US stocks | unclassified (treated as restricted) | INCONCLUSIVE | INCONCLUSIVE 10-18 | evidence too weak to decide under the multiple-testing bar |
| 2026-10-16 | family 6 | Loop 01: cross-asset ETF time-series momentum | vendor, internal use | INCONCLUSIVE | INCONCLUSIVE 10-18 | evidence too weak to decide under the multiple-testing bar |
| 2026-10-16 | family 7 | Loop 02: overnight vs intraday | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-16 | family 8 | Loop 03: turn-of-month | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-16 | family 9 | Loop 04: pre-FOMC drift | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-16 | family 10 | Loop 05: risk-parity vol target | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-16 | family 11 | Breadth zones x vol target (EW top-20; reconstruction of a team member's shading) | WRDS (academic only), vendor, internal use | INCONCLUSIVE | INCONCLUSIVE 10-18 | evidence too weak to decide under the multiple-testing bar |
| 2026-10-16 | family 12 | Treasury supply calendar (auction concession + month-end index extension) | vendor, internal use | INCONCLUSIVE | INCONCLUSIVE 10-18 → INCONCLUSIVE 10-23 | evidence too weak to decide under the multiple-testing bar |
| 2026-10-16 | family 13 | Muni closed-end fund discount reversion (January), beta-hedged | vendor, internal use | INCONCLUSIVE | INCONCLUSIVE 10-18 | evidence too weak to decide under the multiple-testing bar |
| 2026-10-16 | family 14 | Sleeve 2: rates calendar (T1 month-end index extension) | vendor, internal use | FORWARD | FORWARD 10-18 | passed its development gates; now logging forward days (see Forward) |
| 2026-10-17 | family 15 | CRSP cross-sectional price anomalies, US large caps (bab, mom, str) | WRDS (academic only), vendor, internal use | FAIL | FAIL 10-18 | failed a pre-registered gate |
| 2026-10-17 | family 16 | Sleeve 1: CRSP cross-section (bab + mom, inverse volatility) | WRDS (academic only), vendor, internal use | FAIL | FAIL 10-18 | failed a pre-registered gate |
| 2026-10-17 | family 17 | Sleeve 1b: published-anomaly composite (142 signals), CRSP + Compustat, US large caps, fixed rule | WRDS (academic only), vendor, internal use | FAIL | FAIL 10-18 | failed a pre-registered gate |
| 2026-10-18 | family 18 | O1: index variance risk premium, SPY 20/5-delta put spread, 1 contract (forward only) | WRDS (academic only), vendor, internal use | FORWARD | FORWARD 10-18 | passed its development gates; now logging forward days (see Forward) |
| 2026-10-18 | family 19 | H1: market intraday momentum (SPY/QQQ/IWM, signal stage before 0DTE options) | WRDS (academic only), vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | 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) | vendor, internal use | FORWARD | FORWARD 10-18 | passed its development gates; now logging forward days (see Forward) |
| 2026-10-18 | family 21 | H7: trend convexity, ~2-week OTM calls on strong-uptrend large caps (puts on downtrends), DoltHub EOD | WRDS (academic only), vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 22 | N2: LLM (local qwen3.5:9b) reads 8-K item 2.02 earnings releases -> market-hedged 5/20-session drift, U-liq US stocks | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 23 | N1: VIX term-structure timed short volatility (-0.5x short-term VIX futures via SVXY/VXX, bills otherwise) | WRDS (academic only), vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 24 | N12: VIX-ETP end-of-day rebalancing flow, ride VXX move >= theta from 15:30 to 15:59 (VXX/SVXY/UVXY, SIP quotes) | WRDS (academic only), vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 25 | N12b: fade big VIX-ETP days, VXX move >= theta by 15:30 -> opposite side 15:30:10 -> 15:59:50 (VXX, SIP quotes), sealed slice only | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 26 | P1: cross-sectional end-of-day reversal, top-500 US common stocks, buy k lowest / short k highest ROD3 (prev close -> 15:00) at 15:30, exit MOC; taker or… | WRDS (academic only), vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 27 | prediction-market study (details withheld under the vendor's terms) | prediction market | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 28 | H5: the team member's style mechanised: gap_go / gap_fade (O8) / opening-range breakout on stock minute bars -> nearest-expiry ~0.3-delta OTM option… | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 29 | H3: sell 0DTE SPY/QQQ/IWM premium with defined risk: iron condor or put spread at a fixed time (10:00/12:00/14:00 ET) and short |delta| (0.10/0.20), wings 0.5 %… | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 30 | P3: earnings-move model - ATM straddle (long) or iron fly (short) through a predicted earnings date (prior-year 8-K 2.02 + 364 d), held to expiry, only when the… | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 31 | P7: front-run month-end balanced-fund rebalancing - SPY minus IEF (equal dollars) against the Harvey-Mazzoleni-Melone Calendar signal (60/40 drift since the… | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | family 32 | T3: single-name IV term-slope (Vasquez 2017) ATM straddles, cheapest-spread quartile, held to expiry; Stage 0 cost/coverage gate only (no returns), DoltHub… | WRDS (academic only), vendor, internal use | DROP | DROP 10-18 | dropped at the cost gate before any return was computed |
| 2026-10-18 | 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 (forward only, joint… | vendor, internal use | FORWARD | FORWARD 10-18 | passed its development gates; now logging forward days (see Forward) |
| 2026-10-18 | family 34 | T1b: SPY variance calendar - short the ~29 DTE ATM straddle to its expiry, long the 44-65 DTE monthly straddle at the same strike, 1:1 (risk = debit, 2 % of… | vendor, internal use | KILL | KILL 10-18 | failed its pre-registered test |
| 2026-10-18 | screen S03 | Earnings-announcement-return drift (price-based PEAD), tier-1 top 500, market-hedged | WRDS (academic only) | PARK | PARK 10-18 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-18 | screen S06 | Earnings-timing delay (late short, early long), tier-1 top 500, market-hedged | WRDS (academic only) | PARK | PARK 10-18 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-18 | screen S08 | Country-ETF value + momentum, dollar-neutral cross-section | unclassified (treated as restricted) | PARK | PARK 10-18 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-18 | screen S15 | Treasury curve carry and roll-down, duration-neutral across Treasury ETFs | unclassified (treated as restricted) | PARK | PARK 10-18 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S11 | Family-17 composite at full breadth, industry-neutral | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S09 | Days to cover (short interest / volume), long-short | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S12 | Factor momentum (time-series, tier-1-built factors) | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S14 | Net share issuance from EDGAR XBRL | WRDS (academic only) | PASS | PASS 10-19 → PASS 10-19 | passed the screen; a screen pass is not a claim |
| 2026-10-19 | screen S02 | Residual momentum, industry-neutral (CRSP tier 1, top 1,000) | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S10 | 52-week-high proximity (CRSP tier 1, top 1,000) | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S13 | Return seasonality, industry-neutral (CRSP tier 1, top 1,000) | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S07 | Quality: cash OP + gross profitability, industry-neutral (CRSP tier 1, top 1,000) | WRDS (academic only) | PASS | PASS 10-19 → PASS 10-19 | passed the screen; a screen pass is not a claim |
| 2026-10-19 | screen S04 | Lazy prices: 10-K/10-Q year-on-year text similarity, non-changers long, changers short, market-hedged | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S23 | Lottery demand (MAX) short, hedged with low-MAX longs or the market | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S20 | Overnight/intraday tug of war, cross-section, monthly long-short | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S19 | Distance-method pairs (GGR), 12-month formation, 6-month trading | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S31 | prediction-market study (details withheld under the vendor's terms) | prediction market | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S27 | Mortgage-convexity yield momentum: weekly 10-year-yield momentum in IEF/TLT, refinancing-incentive band | unclassified (treated as restricted) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S28 | Muni reinvestment season: MUB vs beta-matched IEF/IEI, summer (and winter) windows | unclassified (treated as restricted) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S30 | TIPS seasonal accrual: TIP vs beta-matched IEI/IEF, monthly sign of the known CPI accrual | unclassified (treated as restricted) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen H4 | Earnings 0-1DTE single-name long straddle when the implied move is below the past earnings move, entry 15:40 before the release, exit 09:45 or 10:30 the next… | vendor, internal use | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S17 | Credit-ETF month-end extension: LQD / VCIT / HYG long vs beta-matched IEF short over the month-end window | unclassified (treated as restricted) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S18 | Currency carry via CurrencyShares ETFs: six currencies ranked on lagged 3-month rates, dollar-neutral, monthly | unclassified (treated as restricted) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen S25 | Leveraged-ETF pair decay: short equal dollars of the 3x bull and 3x bear fund, 5 % borrow on every short | unclassified (treated as restricted) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen H6 | Gradient-boosted intraday direction model (SPY/QQQ/IWM minute bars, walk-forward monthly) -> ATM 0DTE call or put at 10:30 or 12:00, sold 15:45 | vendor, internal use | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | family 35 | S07f: quality-value composite (XBRL gross profitability + cash OP + B/M), within-FF48, quarterly, 150 a side, beta-hedged, $1M notional, Alpaca prices (forward… | WRDS (academic only), vendor, internal use | FORWARD | FORWARD 10-19 | passed its development gates; now logging forward days (see Forward) |
| 2026-10-19 | screen S26 | Weekly (residual) reversal across liquid ETFs: long the bottom fifth, short the top fifth of the past week's or month's return | unclassified (treated as restricted) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D5-02 | Option-implied IV changes (AABC14) / CWH10 spread traded in stocks, 3-6 month overlapping hold | WRDS (academic only) | PARK | PARK 10-19 → PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D5-08 | Filing-lag surprise (10-K/10-Q vs own norm) and NT late-filing notices, event time, beta-hedged | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D5-03 | Net share issuance on CRSP-dev (S14's mechanism, 1995-2009, top 1,000) | WRDS (academic only) | PASS | PASS 10-19 | passed the screen; a screen pass is not a claim |
| 2026-10-19 | screen D5-04 | 52-week-high proximity, volatility-managed (S10 v6 scaled by its trailing realised vol) | WRDS (academic only) | PASS | PASS 10-19 | passed the screen; a screen pass is not a claim |
| 2026-10-19 | screen D5-12 | Days to cover slowed (3-month DTC, quarterly, buffer); long-short or long low-DTC, beta-hedged | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D6-02 | Cash conversion cycle, long low-CCC (top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D6-05 | Short-term leverage orthogonal to leverage, long high (top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D5-06 | Slow quality-value-issuance composite (S07 v7 + 24-month net issuance), annual or quarterly, 30 % buffer | WRDS (academic only) | PASS | PASS 10-19 | passed the screen; a screen pass is not a claim |
| 2026-10-19 | screen D5-07 | Earnings-information composite (EAR + 10-K/10-Q text similarity), event to event, tier-1 top 500, market-hedged | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D6-04 | Organisation capital orthogonal to gross profitability, long high (top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D6-06 | Intangible-adjusted value orthogonal to B/M, long high (top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PASS | PASS 10-19 | passed the screen; a screen pass is not a claim |
| 2026-10-19 | screen D5-10 | CHS08 failure probability (published coefficients): long safe, short distressed, top 1,000, beta-hedged | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D7-02 | ETF flow reversal: long low-flow (short high-flow) quintile of CRSP share creations, lagged, IVV-hedged, monthly | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D7-04 | Young specialised ETFs: short ETFs in months 7-24 or 7-60 after launch, long IVV at their beta, monthly | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D7-05 | FOMC-cycle even weeks in IVV: long even weeks, bills or short odd weeks, day -1 in or out | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D7-06 | IVV held 5 / 21 / 63 sessions after the first inverted VIX/VIX3M close of an episode, vs bills or vs average exposure | WRDS (academic only), vendor, internal use | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D7-07 | Oil -> next-month IVV: long when last month's WTI change is low (sign, below 12-month median, z weight), vs bills or average | WRDS (academic only), vendor, internal use | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D7-08 | Macro-announcement days ex-FOMC: long IVV from the prior close to the CPI release day's close (1 or 2 sessions), bills otherwise | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D7-09 | Equity -> HY ETF next day: after a large IVV close-to-close move, hold HYG/JNK signed with IVV to the next close, IEF-hedged or not | WRDS (academic only) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D7-01 | Period-end marking: past-quarter winners in cap ranks 1,001-2,000, 15:00/15:30 -> MOC, IWM-hedged | unclassified (treated as restricted) | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D8-04 | Edge-gated 0DTE SPY/QQQ iron condor or ATM fly at 12:00 or 14:00 ET: sell only when the straddle's implied move over a trailing forecast is >= 1.5 or 2.0 | vendor, internal use | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D8-01 | 1DTE overnight index iron condor or ATM fly on SPY/QQQ(/IWM), sold 15:30 or 15:45 ET, held to the next session's 15:59 settlement | vendor, internal use | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D8-03 | Weekly SPY/QQQ/IWM iron condors (0.20d, 0.10d; 1 % wings) and ATM flies (2 % wings), 15:45 Mon/Tue or week-end -> weekly expiry | vendor, internal use | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D8-05 | SPY short ATM iron fly, 14 / 28 DTE, 3 / 6 % wings, held to expiry, unhedged or close delta hedge, IV-HAR gate | vendor, internal use | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-19 | screen D8-07 | SPY put spread or condor, 14 / 28 DTE, short delta 0.15 / 0.30, held to expiry, VIX/VIX3M < 1 gate | vendor, internal use | PARK | PARK 10-19 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-22 | screen S36 | a team member's momentum pick: top share of his growth tiers by vol-adjusted 6/9/12-1 momentum vs its pool (CRSP tier 1) | WRDS (academic only) | PARK | PARK 10-22 → PARK 10-22 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D10-02 | 27 single names: weekly OTM put (|delta| 0.20 / 0.35) sold 15:45 ET, bought back next session 09:45 / 10:00, unhedged or share-hedged overnight, earnings nights… | vendor, internal use | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D10-01 | SPY/QQQ/IWM 1DTE iron fly or condor sold 15:45 ET, every leg bought back the next session at 09:35/09:45/10:00 (overnight only), optional VIX-slope gate | vendor, internal use | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D10-03 | 0DTE SPY/QQQ short iron fly centred on the most-traded strike within 1 % of spot, sold 13:00/14:00/15:00 ET, held to the close; random-side (mirrored-strike)… | vendor, internal use | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D11-01 | D10-03's 0DTE SPY/QQQ pin fly (14:00/15:00, last hour's most-traded strike, 1 % wings) closed at 15:40 / 15:50, threatened side at 15:50, or held under Alpaca's… | vendor, internal use | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D11-02 | 0DTE SPY/QQQ 1 % iron fly at 14:00/15:00 held to the close, centred on the last hour's most-traded strike, the last hour's mean price, the price an hour… | vendor, internal use | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D11-03 | D10-03's 0DTE SPY/QQQ pin fly at 14:00 with 1.25 / 1.5 / 1.75 % wings at 2 % of the book at risk, closed at 15:50 or held under Alpaca's expiry rule… | vendor, internal use | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D6-03b | Low firm productivity (TFP, pooled elasticities, industry-year intercepts), long low-TFP (top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D6-01 | Never-held fundamentals composite (CCC, low TFP, OC perp GP, INT perp BM; top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D12 | 0DTE XSP iron fly (0.5/1/1.5 % wings) at 14:00/15:00 held to the cash settlement, centred on the strike nearest the price an hour before entry (D11-02's rule)… | vendor, internal use | KILL | PASS 10-23 → KILL 10-23 | failed its pre-registered test |
| 2026-10-23 | screen D13-02 | Sin stocks (alcohol, tobacco, gaming) in the top 1,000, long beta-hedged or against HK09 comparables, July rebalance | WRDS (academic only) | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D13-04 | Stock-split drift: long CRSP splitters for 6 or 12 months (top 1,000), beta-hedged, momentum-matched null | WRDS (academic only) | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen W10-01 | Analyst value-to-price V/P (FL98), long high, 3- or 1-year cohorts (top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen W10-02 | Analyst long-term growth LTG (La Porta 1996), long low, orthogonal to cfp (top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen W19-01 | 13F trade persistence (DPV 2011): long stocks sold exactly 3 quarters running, 24-month cohorts, NYSE terciles 2-3 of the top 1,000 tier-1, hedged with S&P… | WRDS (academic only) | PARK | PASS 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen W19-01R | 13F trade persistence (DPV 2011) robustness: hold 12 / 30 months, (-4), long-short (-3,3), whole top 1,000 tier-1 | WRDS (academic only) | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | family 37 | S07f2: S07f (family 35) with fees on real prices; quality-value composite (XBRL gross profitability + cash OP + B/M), within-FF48, quarterly, 150 a side… | WRDS (academic only), vendor, internal use | FORWARD | – | passed its development gates; now logging forward days (see Forward) |
| 2026-10-23 | family 38 | S07 v7 tier-2: quality-value composite (Compustat GP + cash OP + B/M), within-FF48, quarterly, 150 a side, beta-hedged, $1M notional, CRSP tier-2 firms… | WRDS (academic only) | KILL | KILL 10-23 | failed its pre-registered test |
| 2026-10-23 | screen W19-02 | 13F trade persistence (DPV 2011) long-short (-3/+3), 12/24/30-month cohorts, buffer band 0/0.5/1.0, D6 cost 0.30 %/unit | WRDS (academic only) | PARK | PARK 10-23 → PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen D6-01x | Non-value fundamentals composite (CCC, low TFP; top 1,000 non-financial, July rebalance), beta-hedged | WRDS (academic only) | PARK | PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-23 | screen PF-01b | Pension funding ratio (plan assets - PBO) / ME, long funded / short underfunded (top 1,000 non-financial DB sponsors, July rebalance) | WRDS (academic only) | PARK | PARK 10-23 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-24 | screen DFC-01 | Dash-for-cash reversal timing on SPY: w = clip(-z, -2, 2) of the settlement-adjusted pressure window, held through the reversal window | vendor, internal use | PARK | PASS 10-24 → PARK 10-24 | shelved: missed a pre-registered screen floor or was overridden on review |
| 2026-10-25 | family 39 | E1F: futures trend + carry on licensed per-contract daily data (Carver EWMAC16/32/64 + carry 5/20/60/120 at 60:40, verdict; MOP 12-month TSMOM, reported), MOP… | vendor, internal use | open | – | registered; no verdict yet |