Strategy Graveyard

The strategies we tested and rejected.

Most platforms show you what worked. We publish what didn't. Every failed hypothesis here comes with full in-sample / out-of-sample results, real costs, and an honest root-cause analysis. This is the part nobody else publishes.

4Hypotheses tested
1Invalidated
0Sold without validation
143.5kSettlements analyzed

Featured postmortems

✕ InvalidatedOOS Failed

Funding Rate Arbitrage

Promise

15–30% APR delta-neutral

Reality

-0.05% CAGR OOS · Sharpe -0.71

2022–2026 · 143k settlements

Read full postmortem
Coming soonOverfit

Volatility Breakout

Promise

Trend capture on volatility expansion

Status

Postmortem in preparation

Single-asset

In preparation
Coming soonMarginal

Cross-Sectional Reversion

Promise

Mean reversion across the cross-section

Status

Postmortem in preparation

Cross-sectional

In preparation
graveyard_ledger3 entries · as of May 2026
IDHypothesisIS SharpeOOS SharpeVerdictDate
AQ-001Funding Rate Arbitrage6.94-0.71Invalidated2026-05
AQ-002Volatility BreakoutIn review
AQ-003Cross-Sectional ReversionIn review

A strategy enters the ledger the moment we commit to testing it. If it survives out-of-sample, it graduates to the research library. If it doesn't, it stays here — permanently, with its full results. We don't delete failures.