Hypothetical analysis

Backtest standards before headline results

A large hypothetical number is not evidence of an executable account return. This page documents the gates a model must pass before any aggregate is published.

Signal timestamps are contemporaneous; historical option paths are modeled unless explicitly marked observed. Educational research, not personalized advice.

Required assumptions

• Unambiguous sample period, model version, and market-data source.
• Signal, entry, contract-selection, exit, and missing-quote rules.
• Bid/ask treatment, commissions, fees, and conservative slippage.
• No use of data that arrived after the decision timestamp.
• Separate in-sample development and out-of-sample evaluation.

No verified aggregate is published yet

The current source material proves contemporaneous signal timing, not executed option returns. Until a reproducible dataset satisfies the standards above, this page intentionally publishes no win rate, return, drawdown, or compounding claim.

Hypothetical scenario tool

The former high-of-day compounding simulator has been removed from the landing page. It may return here only with explicit entry/exit assumptions, friction, loss paths, and a persistent hypothetical label. A daily high is not an executable exit.

What you can audit now

Use the public signal ledger for timestamped decisions and provenance. Read costs, fills, slippage, and look-ahead bias for the evaluation framework.