articles.json

[
  {
    "slug": "breadth-at-records",
    "title": "The Narrowest Record in Years: 62.5% Breadth at an All-Time High",
    "date": "2026-08-19",
    "series": "Rotation Monitor",
    "issue": "1",
    "deck": "On the 601 days SPY closed at a record since 2007, median panel breadth was 87.5% and 73% of those days were above 80%. Today's record-adjacent breadth is 62.5% — the 13th percentile of record days. The index is narrow; the tape underneath is narrower.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "breadth",
      "rotation",
      "equities",
      "gold"
    ],
    "assets": [
      "equities",
      "gold"
    ],
    "tools": [
      "200d breadth series",
      "ATH-day conditioning",
      "63d momentum ranks",
      "rank churn"
    ],
    "reading_minutes": 4,
    "words": 834,
    "sources_internal": 1,
    "sources_external": 4,
    "status": "published",
    "teaser": "The one-paragraph version. As of Aug 14, SPY sits 0.20% below its August 13 record, but only 62.5% of our 16-ETF universe trades above its 200-day mean. Conditioning on history: across 601 record-close days since 2007, median breadth was 87.5%, and 73.2% of record days had breadt",
    "search": "the narrowest record in years: 62.5% breadth at an all-time high on the 601 days spy closed at a record since 2007, median panel breadth was 87.5% and 73% of those days were above 80%. today's record-adjacent breadth is 62.5% — the 13th percentile of record days. the index is narrow; the tape underneath is narrower. breadth rotation equities gold equities gold 200d breadth series ath-day conditioning 63d momentum ranks rank churn the one-paragraph version. as of aug 14, spy sits 0.20% below its august 13 record, but only 62.5% of our 16-etf universe trades above its 200-day mean. conditioning on history: across 601 record-close days since 2007, median breadth was 87.5%, and 73.2% of record days had breadt",
    "url": "articles/breadth-at-records/"
  },
  {
    "slug": "crypto-hourly-structure",
    "title": "Crypto Doesn't Sleep. It Takes a Lunch Break.",
    "date": "2026-08-19",
    "series": "Crypto Microscope",
    "issue": "1",
    "deck": "66,889 hourly bars per symbol: volatility peaks at 14:00 UTC (10 a.m. ET, the heart of the US session), bottoms at 05:00 UTC, weekends run 24% calmer than weekdays — and all eight majors post negative 2026 returns. One beta, eight wrappers.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "crypto",
      "microstructure",
      "volatility",
      "beta"
    ],
    "assets": [
      "crypto"
    ],
    "tools": [
      "OKX 1h bars (8 symbols)",
      "hour-of-day profiles",
      "hourly OLS betas",
      "perp funding cache"
    ],
    "reading_minutes": 4,
    "words": 847,
    "sources_internal": 9,
    "sources_external": 3,
    "status": "published",
    "teaser": "The one-paragraph version. The crypto market markets itself as 24/7; the data says it keeps US market hours. Across 66,889 hourly OKX bars per symbol (2019-01-01 through 2026-08-19), BTC's annualized volatility by hour of day runs from 47.8% at 05:00 UTC (the Asia-afternoon lull)",
    "search": "crypto doesn't sleep. it takes a lunch break. 66,889 hourly bars per symbol: volatility peaks at 14:00 utc (10 a.m. et, the heart of the us session), bottoms at 05:00 utc, weekends run 24% calmer than weekdays — and all eight majors post negative 2026 returns. one beta, eight wrappers. crypto microstructure volatility beta crypto okx 1h bars (8 symbols) hour-of-day profiles hourly ols betas perp funding cache the one-paragraph version. the crypto market markets itself as 24/7; the data says it keeps us market hours. across 66,889 hourly okx bars per symbol (2019-01-01 through 2026-08-19), btc's annualized volatility by hour of day runs from 47.8% at 05:00 utc (the asia-afternoon lull)",
    "url": "articles/crypto-hourly-structure/"
  },
  {
    "slug": "library-three-bets",
    "title": "Twenty Strategies, Two Bets: the Diversification Math Nobody Shows You",
    "date": "2026-08-19",
    "series": "Library Telemetry",
    "issue": "1",
    "deck": "The certified 20-strategy book earns Sharpe 1.09 by averaging streams that correlate 0.50 on average — an effective N of 1.9 since 2007, and just 1.4 today. Twenty lines on the factsheet; roughly two independent bets in the risk engine.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "strategy-library",
      "diversification",
      "allocation",
      "risk"
    ],
    "assets": [
      "equities"
    ],
    "tools": [
      "library net T1 streams",
      "correlation clustering",
      "effective-N (equal-vol)",
      "market vitals (price-universe eff-N)"
    ],
    "reading_minutes": 4,
    "words": 818,
    "sources_internal": 4,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. The equal-weight 20-strategy book runs a full-sample net Sharpe of 1.09 — above every individual member (best single: 0.95). That gain is real, and it is all diversification math. But the same math that produces it says the book is much less diversified",
    "search": "twenty strategies, two bets: the diversification math nobody shows you the certified 20-strategy book earns sharpe 1.09 by averaging streams that correlate 0.50 on average — an effective n of 1.9 since 2007, and just 1.4 today. twenty lines on the factsheet; roughly two independent bets in the risk engine. strategy-library diversification allocation risk equities library net t1 streams correlation clustering effective-n (equal-vol) market vitals (price-universe eff-n) the one-paragraph version. the equal-weight 20-strategy book runs a full-sample net sharpe of 1.09 — above every individual member (best single: 0.95). that gain is real, and it is all diversification math. but the same math that produces it says the book is much less diversified",
    "url": "articles/library-three-bets/"
  },
  {
    "slug": "regime-radar-001",
    "title": "Zero Fear at Record Highs — and the Hedge That Stopped Working",
    "date": "2026-08-19",
    "series": "Regime Radar",
    "issue": "1",
    "deck": "P(bear) = 0.06%, the fear gauge pinned at its 3rd percentile, stocks and bonds now moving together — the August 2026 tape computed from six data sources, with every number and every blind spot disclosed.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "regimes",
      "volatility",
      "rates",
      "credit",
      "crypto",
      "strategy-library",
      "data-audit"
    ],
    "assets": [
      "equities",
      "rates",
      "credit",
      "crypto",
      "gold"
    ],
    "tools": [
      "HMM regime model",
      "macro operands ($vix",
      "$vix_term",
      "$credit_spread",
      "funding stress)",
      "market vitals (EWQ)",
      "certified library telemetry",
      "OKX 1h bars"
    ],
    "reading_minutes": 12,
    "words": 2490,
    "sources_internal": 6,
    "sources_external": 6,
    "status": "published",
    "teaser": "The one-paragraph version. As of August 19, 2026, our data says the US equity tape is in a textbook quiet-grind regime: SPY sits 0.20% below its August 13 all-time high, our causal HMM puts the probability of the turbulent regime at 0.06%, and the VIX term structure is at its 3rd",
    "search": "zero fear at record highs — and the hedge that stopped working p(bear) = 0.06%, the fear gauge pinned at its 3rd percentile, stocks and bonds now moving together — the august 2026 tape computed from six data sources, with every number and every blind spot disclosed. regimes volatility rates credit crypto strategy-library data-audit equities rates credit crypto gold hmm regime model macro operands ($vix $vix_term $credit_spread funding stress) market vitals (ewq) certified library telemetry okx 1h bars the one-paragraph version. as of august 19, 2026, our data says the us equity tape is in a textbook quiet-grind regime: spy sits 0.20% below its august 13 all-time high, our causal hmm puts the probability of the turbulent regime at 0.06%, and the vix term structure is at its 3rd",
    "url": "articles/regime-radar-001/"
  },
  {
    "slug": "stock-bond-correlation",
    "title": "220 Days of Broken Hedge: the Stock-Bond Correlation Stays Positive",
    "date": "2026-08-19",
    "series": "Rates & Credit Watch",
    "issue": "1",
    "deck": "The 60-day SPY–TLT correlation has been positive since January 7 — nearly four times the average break — and the risk reduction a 60/40 earns from bonds has halved, from 44% to 22%.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "rates",
      "correlation",
      "allocation",
      "credit"
    ],
    "assets": [
      "equities",
      "rates",
      "credit"
    ],
    "tools": [
      "rolling 60d correlation",
      "spell analysis",
      "60/40 moment model",
      "credit_spread operand"
    ],
    "reading_minutes": 4,
    "words": 709,
    "sources_internal": 2,
    "sources_external": 1,
    "status": "published",
    "teaser": "The one-paragraph version. The 60-day SPY–TLT correlation is +0.37 and has not seen a negative print since January 7, 2026 — 220 consecutive days, nearly four times the average positive-correlation spell of 56 days (record 386). This is not a curiosity: in negative-correlation re",
    "search": "220 days of broken hedge: the stock-bond correlation stays positive the 60-day spy–tlt correlation has been positive since january 7 — nearly four times the average break — and the risk reduction a 60/40 earns from bonds has halved, from 44% to 22%. rates correlation allocation credit equities rates credit rolling 60d correlation spell analysis 60/40 moment model credit_spread operand the one-paragraph version. the 60-day spy–tlt correlation is +0.37 and has not seen a negative print since january 7, 2026 — 220 consecutive days, nearly four times the average positive-correlation spell of 56 days (record 386). this is not a curiosity: in negative-correlation re",
    "url": "articles/stock-bond-correlation/"
  },
  {
    "slug": "vol-vrp-anatomy",
    "title": "Who Pays for the Calm? A Variance Risk Premium of 1.3 Points",
    "date": "2026-08-19",
    "series": "Vol Desk Notes",
    "issue": "1",
    "deck": "Implied vol trades just 1.27 points over realized — the 23rd percentile since 2007 — and the forward record says thin VRP is no sell signal either: the vol-carry trade's economics, computed.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "volatility",
      "vrp",
      "options-carry",
      "regimes"
    ],
    "assets": [
      "equities",
      "volatility"
    ],
    "tools": [
      "VIX−RV20 premium",
      "vix_term operand",
      "library stream vix_vrp_zgate (net T1)"
    ],
    "reading_minutes": 4,
    "words": 746,
    "sources_internal": 3,
    "sources_external": 1,
    "status": "published",
    "teaser": "The one-paragraph version. The variance risk premium — VIX minus trailing 20-day realized S&P vol — stands at 1.27 vol points (Aug 14), against a median of 4.18 since 2007. That is the 23rd percentile: the insurance market is cheap, and the carry from selling it is thin. But befo",
    "search": "who pays for the calm? a variance risk premium of 1.3 points implied vol trades just 1.27 points over realized — the 23rd percentile since 2007 — and the forward record says thin vrp is no sell signal either: the vol-carry trade's economics, computed. volatility vrp options-carry regimes equities volatility vix−rv20 premium vix_term operand library stream vix_vrp_zgate (net t1) the one-paragraph version. the variance risk premium — vix minus trailing 20-day realized s&p vol — stands at 1.27 vol points (aug 14), against a median of 4.18 since 2007. that is the 23rd percentile: the insurance market is cheap, and the carry from selling it is thin. but befo",
    "url": "articles/vol-vrp-anatomy/"
  },
  {
    "slug": "volume-behind-the-record",
    "title": "The $99 Billion Mirage: Record Volume That Is Mostly Record Price",
    "date": "2026-08-19",
    "series": "Liquidity Watch",
    "issue": "1",
    "deck": "Universe dollar volume runs $98.9B a day — triple the median year, #1 of 19 — but share volume is up just 3.4%: the record tape is mostly record price, with liquidity rotating from SPY (−8.6pp) to QQQ (+10.0pp).",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "liquidity",
      "volume",
      "breadth",
      "market-structure",
      "equities"
    ],
    "assets": [
      "equities"
    ],
    "tools": [
      "panel Volume field (first note use)",
      "dollar-volume decomposition",
      "up/down volume ratio",
      "share HHI"
    ],
    "reading_minutes": 5,
    "words": 990,
    "sources_internal": 1,
    "sources_external": 3,
    "status": "published",
    "teaser": "The one-paragraph version. As of Aug 14, the 16-ETF universe trades $98.9 billion a day (63-day average) — its 93.6th percentile since 2007 and triple (+201.4%) the median year's Jan–Aug. But decompose it and the mirage appears: universe share volume is up just 3.4% versus the me",
    "search": "the $99 billion mirage: record volume that is mostly record price universe dollar volume runs $98.9b a day — triple the median year, #1 of 19 — but share volume is up just 3.4%: the record tape is mostly record price, with liquidity rotating from spy (−8.6pp) to qqq (+10.0pp). liquidity volume breadth market-structure equities equities panel volume field (first note use) dollar-volume decomposition up/down volume ratio share hhi the one-paragraph version. as of aug 14, the 16-etf universe trades $98.9 billion a day (63-day average) — its 93.6th percentile since 2007 and triple (+201.4%) the median year's jan–aug. but decompose it and the mirage appears: universe share volume is up just 3.4% versus the me",
    "url": "articles/volume-behind-the-record/"
  },
  {
    "slug": "time-under-water",
    "title": "Six Years Under Water: the Bond Spell Nobody Prices and the Anatomy of Recovery",
    "date": "2026-08-20",
    "series": "Recovery Lab",
    "issue": "1",
    "deck": "AGG, IEF and TLT have been below their shared 2020 peak for 6.04 years (TLT −41.6%); no asset closed within 0.1% of its high on Aug 19; SPY's median deep-spell recovery is 204 days — duration, not depth, is the risk nobody prices.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "drawdowns",
      "recovery",
      "rates",
      "gold",
      "equities"
    ],
    "assets": [
      "equities",
      "rates",
      "gold"
    ],
    "tools": [
      "underwater-spell anatomy",
      "peak-to-recovery durations",
      "deep-spell conditioning"
    ],
    "reading_minutes": 5,
    "words": 1036,
    "sources_internal": 1,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. As of Aug 19, the bond complex has been under water for 6.04 years — AGG, IEF, and TLT are tied at exactly 2,206 calendar days below their shared 2020-08-04 peak, and none has reclaimed it; TLT sits 41.6% below its peak, the deepest reading in the unive",
    "search": "six years under water: the bond spell nobody prices and the anatomy of recovery agg, ief and tlt have been below their shared 2020 peak for 6.04 years (tlt −41.6%); no asset closed within 0.1% of its high on aug 19; spy's median deep-spell recovery is 204 days — duration, not depth, is the risk nobody prices. drawdowns recovery rates gold equities equities rates gold underwater-spell anatomy peak-to-recovery durations deep-spell conditioning the one-paragraph version. as of aug 19, the bond complex has been under water for 6.04 years — agg, ief, and tlt are tied at exactly 2,206 calendar days below their shared 2020-08-04 peak, and none has reclaimed it; tlt sits 41.6% below its peak, the deepest reading in the unive",
    "url": "articles/time-under-water/"
  },
  {
    "slug": "btc-vs-first-spy-dip",
    "title": "+21.1% in Three UTC Days: Bitcoin Broke Its Own Rule While SPY Slipped",
    "date": "2026-08-21",
    "series": "Crypto Microscope",
    "issue": "2",
    "deck": "BTC compounded +21.1% across the three complete UTC days to Aug 21 while SPY slipped −0.23%, closing $78,409 and +13.6% above its 200-day mean — a break from a 2026 regime of −0.97% SPY-down-day means and 1.62 down-beta.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "crypto",
      "beta",
      "divergence",
      "short-squeeze",
      "equities"
    ],
    "assets": [
      "crypto",
      "equities"
    ],
    "tools": [
      "OKX 1h bars (through Aug 21 23:00 UTC)",
      "down/up-day conditioning",
      "beta split",
      "panel SPY"
    ],
    "reading_minutes": 6,
    "words": 1242,
    "sources_internal": 2,
    "sources_external": 5,
    "status": "published",
    "teaser": "The one-paragraph version. Across the three complete UTC days to Aug 21, BTC compounded +21.1% (+7.12%, +4.83%, +7.88%) to $78,409.4 — while SPY slipped just −0.23% over the same span, closing Aug 20 at −1.96% below its Aug-13 high before bouncing +0.41% on Aug 21. That is a brea",
    "search": "+21.1% in three utc days: bitcoin broke its own rule while spy slipped btc compounded +21.1% across the three complete utc days to aug 21 while spy slipped −0.23%, closing $78,409 and +13.6% above its 200-day mean — a break from a 2026 regime of −0.97% spy-down-day means and 1.62 down-beta. crypto beta divergence short-squeeze equities crypto equities okx 1h bars (through aug 21 23:00 utc) down/up-day conditioning beta split panel spy the one-paragraph version. across the three complete utc days to aug 21, btc compounded +21.1% (+7.12%, +4.83%, +7.88%) to $78,409.4 — while spy slipped just −0.23% over the same span, closing aug 20 at −1.96% below its aug-13 high before bouncing +0.41% on aug 21. that is a brea",
    "url": "articles/btc-vs-first-spy-dip/"
  },
  {
    "slug": "nine-sectors-one-trade",
    "title": "Nine sectors, 0.85: the sector book's best trade is the trade we already own",
    "date": "2026-08-22",
    "series": "Sector Lab",
    "issue": "1",
    "deck": "We searched a pure US sector ETF cross-section for the first time - 21 pre-registered constructions, five passed every performance metric, and every one of them correlated 0.77-0.85 with the defensive rotation our 16-ETF library already holds.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "sector-rotation",
      "diversification",
      "strategy-library",
      "etf",
      "defensive",
      "correlation"
    ],
    "assets": [
      "fig_sharpe_mdd.svg",
      "fig_maxcorr.svg",
      "fig_pair.svg"
    ],
    "tools": [
      "quantlab-loop-engine",
      "battery-metrics",
      "yfinance",
      "matplotlib"
    ],
    "reading_minutes": 8,
    "words": 1698,
    "sources_internal": 3,
    "sources_external": 3,
    "status": "published",
    "teaser": "The one-paragraph version. The industry sells sector rotation as a\ndiversifying sleeve; we finally tested the pure US sector cross-section with\nour own engine and the honest answer is: there is no second trade there. We\nbuilt a 12-ticker sector book (the nine classic Select Secto",
    "search": "nine sectors, 0.85: the sector book's best trade is the trade we already own we searched a pure us sector etf cross-section for the first time - 21 pre-registered constructions, five passed every performance metric, and every one of them correlated 0.77-0.85 with the defensive rotation our 16-etf library already holds. sector-rotation diversification strategy-library etf defensive correlation fig_sharpe_mdd.svg fig_maxcorr.svg fig_pair.svg quantlab-loop-engine battery-metrics yfinance matplotlib the one-paragraph version. the industry sells sector rotation as a\ndiversifying sleeve; we finally tested the pure us sector cross-section with\nour own engine and the honest answer is: there is no second trade there. we\nbuilt a 12-ticker sector book (the nine classic select secto",
    "url": "articles/nine-sectors-one-trade/"
  },
  {
    "slug": "crypto-weekends-58-pairs",
    "title": "55% of weekday vol: the quiet weekend regime on the 58-pair crypto book",
    "date": "2026-08-23",
    "series": "Crypto Microscope",
    "issue": "3",
    "deck": "Crypto never closes, but it does doze: on our 58-pair OKX book every pair with a year of history runs quieter on weekends, and BTC's weekend volatility has run at roughly half its weekday level over the last 90 days.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "crypto",
      "weekend-effect",
      "volatility",
      "liquidity",
      "okx",
      "market-structure"
    ],
    "assets": [
      "fig_vol_ratio.svg",
      "fig_volume_profile.svg",
      "fig_this_weekend.svg"
    ],
    "tools": [
      "okx-ccxt-fetch",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 8,
    "words": 1518,
    "sources_internal": 2,
    "sources_external": 4,
    "status": "published",
    "teaser": "The one-paragraph version. While the equity book waits for Monday, the\ncrypto book has already printed 36 straight hourly bars this weekend (35\nreturn bars) - and what it prints is quiet. On our 58-pair OKX universe,\nweekends are a measurably calmer regime, not a wilder one: BTC'",
    "search": "55% of weekday vol: the quiet weekend regime on the 58-pair crypto book crypto never closes, but it does doze: on our 58-pair okx book every pair with a year of history runs quieter on weekends, and btc's weekend volatility has run at roughly half its weekday level over the last 90 days. crypto weekend-effect volatility liquidity okx market-structure fig_vol_ratio.svg fig_volume_profile.svg fig_this_weekend.svg okx-ccxt-fetch pandas matplotlib the one-paragraph version. while the equity book waits for monday, the\ncrypto book has already printed 36 straight hourly bars this weekend (35\nreturn bars) - and what it prints is quiet. on our 58-pair okx universe,\nweekends are a measurably calmer regime, not a wilder one: btc'",
    "url": "articles/crypto-weekends-58-pairs/"
  },
  {
    "slug": "library-august-scoreboard",
    "title": "17 of 20 up: the strategy library's August scoreboard",
    "date": "2026-08-23",
    "series": "Library Telemetry",
    "issue": "2",
    "deck": "We re-ran all 20 equity strategies through the engine on data through Friday: 17 are up in August with a +1.6% median, the momentum wing leads, and the honest headline is that the defensive book trails a tape that set records into mid-August.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "strategy-library",
      "scoreboard",
      "august-2026",
      "momentum",
      "defensive",
      "performance"
    ],
    "assets": [
      "fig_aug_bars.svg",
      "fig_aug_vs_ytd.svg",
      "fig_book_vs_spy.svg"
    ],
    "tools": [
      "quantlab-loop-engine",
      "battery-metrics",
      "yfinance",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1136,
    "sources_internal": 3,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. With the panel refreshed through Friday\n2026-08-21, we re-ran every one of the library's 20 equity members through\nthe same engine that certified them and graded the month: 17 of 20 are up\nin August with a +1.63% median net return, led by 12-1 momentum ",
    "search": "17 of 20 up: the strategy library's august scoreboard we re-ran all 20 equity strategies through the engine on data through friday: 17 are up in august with a +1.6% median, the momentum wing leads, and the honest headline is that the defensive book trails a tape that set records into mid-august. strategy-library scoreboard august-2026 momentum defensive performance fig_aug_bars.svg fig_aug_vs_ytd.svg fig_book_vs_spy.svg quantlab-loop-engine battery-metrics yfinance matplotlib the one-paragraph version. with the panel refreshed through friday\n2026-08-21, we re-ran every one of the library's 20 equity members through\nthe same engine that certified them and graded the month: 17 of 20 are up\nin august with a +1.63% median net return, led by 12-1 momentum ",
    "url": "articles/library-august-scoreboard/"
  },
  {
    "slug": "live-desk-first-two-sessions",
    "title": "+0.20% in two sessions: the live ledger opens, and the evidence clock starts",
    "date": "2026-08-24",
    "series": "Live Desk",
    "issue": "1",
    "deck": "Our paper-live book wrote its second hash-chained session and flipped positive (+0.20% cumulative, chain valid, kill stage GREEN) - and the platform's own tested Minimum-Track-Record-Length maths says exactly how much evidence the book still owes: 585 sessions.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "live-ledger",
      "paper-trading",
      "mintrl",
      "evidence-clock",
      "library-book",
      "telemetry"
    ],
    "assets": [
      "fig_ledger.svg",
      "fig_clock.svg",
      "fig_te.svg"
    ],
    "tools": [
      "quantlab-live-engine",
      "min-track-record-length",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1226,
    "sources_internal": 2,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. The paper-live ledger wrote its second\nsession on 2026-08-24: +0.38% on the day, +0.20% cumulative, NAV $1,002,050\non the $1.0M start, hash chain valid, kill stage GREEN, sixteen orders and\nzero rejections, tracking error 0.28%. Two good days prove noth",
    "search": "+0.20% in two sessions: the live ledger opens, and the evidence clock starts our paper-live book wrote its second hash-chained session and flipped positive (+0.20% cumulative, chain valid, kill stage green) - and the platform's own tested minimum-track-record-length maths says exactly how much evidence the book still owes: 585 sessions. live-ledger paper-trading mintrl evidence-clock library-book telemetry fig_ledger.svg fig_clock.svg fig_te.svg quantlab-live-engine min-track-record-length matplotlib the one-paragraph version. the paper-live ledger wrote its second\nsession on 2026-08-24: +0.38% on the day, +0.20% cumulative, nav $1,002,050\non the $1.0m start, hash chain valid, kill stage green, sixteen orders and\nzero rejections, tracking error 0.28%. two good days prove noth",
    "url": "articles/live-desk-first-two-sessions/"
  },
  {
    "slug": "stock-bond-corr-60d",
    "title": "+0.33 and holding: the stock-bond correlation that forgot to break",
    "date": "2026-08-24",
    "series": "Rates & Credit Watch",
    "issue": "2",
    "deck": "Our standing call said the 60-day SPY-TLT correlation would break below zero within 166 sessions - through Friday it has spent 157 straight sessions above it, and at +0.33 it now exceeds even its 2022 inflation-shock peak.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "stock-bond-correlation",
      "diversification",
      "rates",
      "tlt",
      "standing-call",
      "regime"
    ],
    "assets": [
      "fig_corr60_full.svg",
      "fig_corr60_2026.svg",
      "fig_spy_tlt_2026.svg"
    ],
    "tools": [
      "pandas",
      "calls-grader-parity",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1292,
    "sources_internal": 1,
    "sources_external": 3,
    "status": "published",
    "teaser": "The one-paragraph version. On August 19 we stood behind a falsifiable\ncall: the 60-day SPY-TLT correlation - positive for 220 consecutive days\nthen - would print below zero before its spell ties the all-time record of\n386 (calendar) days. Through Friday the score is sobering: the",
    "search": "+0.33 and holding: the stock-bond correlation that forgot to break our standing call said the 60-day spy-tlt correlation would break below zero within 166 sessions - through friday it has spent 157 straight sessions above it, and at +0.33 it now exceeds even its 2022 inflation-shock peak. stock-bond-correlation diversification rates tlt standing-call regime fig_corr60_full.svg fig_corr60_2026.svg fig_spy_tlt_2026.svg pandas calls-grader-parity matplotlib the one-paragraph version. on august 19 we stood behind a falsifiable\ncall: the 60-day spy-tlt correlation - positive for 220 consecutive days\nthen - would print below zero before its spell ties the all-time record of\n386 (calendar) days. through friday the score is sobering: the",
    "url": "articles/stock-bond-corr-60d/"
  },
  {
    "slug": "rotation-breadth-one-tick",
    "title": "11 of 16 for three straight sessions: breadth knocks on the 70% door",
    "date": "2026-08-25",
    "series": "Rotation Monitor",
    "issue": "2",
    "deck": "Our standing call says panel breadth closes above 70% within 20 sessions - it has now printed exactly 11 of 16 ETFs above their 200-day mean for three straight sessions, one tick short, with the entire below-line complex being bonds and utilities.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "market-breadth",
      "rotation",
      "standing-call",
      "etf-panel",
      "200-day",
      "bonds"
    ],
    "assets": [
      "fig_breadth_2026.svg",
      "fig_dist.svg",
      "fig_breadth_full.svg"
    ],
    "tools": [
      "calls-grader-parity",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1177,
    "sources_internal": 1,
    "sources_external": 3,
    "status": "published",
    "teaser": "The one-paragraph version. The standing call rotation-breadth-70\n(issued 2026-08-19) says the share of our 16-ETF panel above its 200-day\nmean closes above 70% within 20 sessions. Through Monday the score: three\nsessions elapsed, all three printed exactly 68.75% - 11 of 16, one t",
    "search": "11 of 16 for three straight sessions: breadth knocks on the 70% door our standing call says panel breadth closes above 70% within 20 sessions - it has now printed exactly 11 of 16 etfs above their 200-day mean for three straight sessions, one tick short, with the entire below-line complex being bonds and utilities. market-breadth rotation standing-call etf-panel 200-day bonds fig_breadth_2026.svg fig_dist.svg fig_breadth_full.svg calls-grader-parity pandas matplotlib the one-paragraph version. the standing call rotation-breadth-70\n(issued 2026-08-19) says the share of our 16-etf panel above its 200-day\nmean closes above 70% within 20 sessions. through monday the score: three\nsessions elapsed, all three printed exactly 68.75% - 11 of 16, one t",
    "url": "articles/rotation-breadth-one-tick/"
  },
  {
    "slug": "wing-rotation-six-cells",
    "title": "5 of 6 pass, 0 admitted: wing rotation survives costs but not the diversity rule",
    "date": "2026-08-25",
    "series": "Library Telemetry",
    "issue": "3",
    "deck": "We pre-registered six strategies that rotate between the library's momentum and defensive wings; our first run mis-charged their trading costs 10x, and at the correct 3.5 bps five of six pass the battery - but all five are refused by the corr-below-0.75 diversity rule at 0.77-0.94.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "strategy-library",
      "wing-rotation",
      "market-timing",
      "diversification",
      "pre-registered",
      "cost-error-disclosure"
    ],
    "assets": [
      "fig_cells.svg",
      "fig_blend.svg",
      "fig_stability.svg"
    ],
    "tools": [
      "quantlab-battery",
      "pre-registered-wave",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 7,
    "words": 1463,
    "sources_internal": 3,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. The operator asked this cycle to run\nresearch until something was worth publishing; the something has two\nparts. First, the process catch: our first execution of the\npre-registered wing-rotation family charged switching costs at 35 bps -\n10 times the pr",
    "search": "5 of 6 pass, 0 admitted: wing rotation survives costs but not the diversity rule we pre-registered six strategies that rotate between the library's momentum and defensive wings; our first run mis-charged their trading costs 10x, and at the correct 3.5 bps five of six pass the battery - but all five are refused by the corr-below-0.75 diversity rule at 0.77-0.94. strategy-library wing-rotation market-timing diversification pre-registered cost-error-disclosure fig_cells.svg fig_blend.svg fig_stability.svg quantlab-battery pre-registered-wave pandas matplotlib the one-paragraph version. the operator asked this cycle to run\nresearch until something was worth publishing; the something has two\nparts. first, the process catch: our first execution of the\npre-registered wing-rotation family charged switching costs at 35 bps -\n10 times the pr",
    "url": "articles/wing-rotation-six-cells/"
  },
  {
    "slug": "spy-ath-reclaim-clock",
    "title": "9 sessions, 1.52% short: the record-reclaim clock",
    "date": "2026-08-26",
    "series": "Recovery Lab",
    "issue": "2",
    "deck": "Our standing call says SPY reclaims its August 13 record within 20 sessions; the spell is 9 sessions old and 1.52% short with 16 sessions left - and every one of the 14 completed shallow spells that ever reached age 9 was resolved by age 25.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "drawdown-recovery",
      "record-high",
      "spy",
      "standing-call",
      "spell-analysis",
      "market-timing"
    ],
    "assets": [
      "fig_spell_hist.svg",
      "fig_spy_2026.svg",
      "fig_survival.svg"
    ],
    "tools": [
      "calls-grader-parity",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 7,
    "words": 1388,
    "sources_internal": 1,
    "sources_external": 4,
    "status": "published",
    "teaser": "The one-paragraph version. The standing call recovery-spy-reclaim-ath\n(issued 2026-08-20) says SPY closes above its August 13 record (777.88)\nwithin 20 sessions. Through Wednesday the score: 4 sessions observed, 16\nremaining, SPY at 766.08 - 1.52% short, needing a 1.54% gain. The",
    "search": "9 sessions, 1.52% short: the record-reclaim clock our standing call says spy reclaims its august 13 record within 20 sessions; the spell is 9 sessions old and 1.52% short with 16 sessions left - and every one of the 14 completed shallow spells that ever reached age 9 was resolved by age 25. drawdown-recovery record-high spy standing-call spell-analysis market-timing fig_spell_hist.svg fig_spy_2026.svg fig_survival.svg calls-grader-parity pandas matplotlib the one-paragraph version. the standing call recovery-spy-reclaim-ath\n(issued 2026-08-20) says spy closes above its august 13 record (777.88)\nwithin 20 sessions. through wednesday the score: 4 sessions observed, 16\nremaining, spy at 766.08 - 1.52% short, needing a 1.54% gain. the",
    "url": "articles/spy-ath-reclaim-clock/"
  },
  {
    "slug": "vrp-compression-watch",
    "title": "118 of 159 days above 2.0, then 1.47: the VRP compression the call is waiting out",
    "date": "2026-08-26",
    "series": "Vol Desk Notes",
    "issue": "2",
    "deck": "The standing call says the VRP recovers above 2.0 vol points within 60 sessions; the grader last saw 1.47 on August 20, while Cboe's fresher spot print implies an estimated 2.16 - and the call now waits on a cache that refreshes in September.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "variance-risk-premium",
      "vix",
      "realized-vol",
      "standing-call",
      "staleness",
      "vol-regime"
    ],
    "assets": [
      "fig_vrp_2026.svg",
      "fig_vrp_hist.svg",
      "fig_vix_rv.svg"
    ],
    "tools": [
      "calls-grader-parity",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1280,
    "sources_internal": 2,
    "sources_external": 3,
    "status": "published",
    "teaser": "The one-paragraph version. The standing call vol-vrp-recovers-2\n(issued 2026-08-19) says the variance risk premium - VIX minus 20-day\nrealized SPY vol - recovers above 2.0 vol points within 60 sessions, a\nlow bar in a year that spent 118 of 159 sessions above it (mean 5.47,\nfull-",
    "search": "118 of 159 days above 2.0, then 1.47: the vrp compression the call is waiting out the standing call says the vrp recovers above 2.0 vol points within 60 sessions; the grader last saw 1.47 on august 20, while cboe's fresher spot print implies an estimated 2.16 - and the call now waits on a cache that refreshes in september. variance-risk-premium vix realized-vol standing-call staleness vol-regime fig_vrp_2026.svg fig_vrp_hist.svg fig_vix_rv.svg calls-grader-parity pandas matplotlib the one-paragraph version. the standing call vol-vrp-recovers-2\n(issued 2026-08-19) says the variance risk premium - vix minus 20-day\nrealized spy vol - recovers above 2.0 vol points within 60 sessions, a\nlow bar in a year that spent 118 of 159 sessions above it (mean 5.47,\nfull-",
    "url": "articles/vrp-compression-watch/"
  },
  {
    "slug": "btc-squeeze-settles-calls",
    "title": "8 for 8 and 5 for 5: the squeeze settled both BTC calls",
    "date": "2026-08-27",
    "series": "Crypto Microscope",
    "issue": "4",
    "deck": "Both standing BTC calls look resolved: every one of the 8 window sessions since the reclaim call's anchor closed above the 200-day mean, all 5 since the $75,000 call's anchor closed above $75,000, and BTC now prints $80,264 - 27.8% off the August 1 low.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "bitcoin",
      "standing-call",
      "short-squeeze",
      "200-day-mean",
      "okx",
      "track-record"
    ],
    "assets": [
      "fig_2026.svg",
      "fig_window.svg",
      "fig_ratio.svg"
    ],
    "tools": [
      "calls-grader-parity",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 7,
    "words": 1309,
    "sources_internal": 2,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. The two fastest-moving calls on the Track\nRecord look settled. The reclaim call (crypto-btc-reclaims-200d, issued\n2026-08-19) required BTC back above its 200-day mean within 120\nsessions: all 8 window sessions since its anchor have closed above it.\nThe ",
    "search": "8 for 8 and 5 for 5: the squeeze settled both btc calls both standing btc calls look resolved: every one of the 8 window sessions since the reclaim call's anchor closed above the 200-day mean, all 5 since the $75,000 call's anchor closed above $75,000, and btc now prints $80,264 - 27.8% off the august 1 low. bitcoin standing-call short-squeeze 200-day-mean okx track-record fig_2026.svg fig_window.svg fig_ratio.svg calls-grader-parity pandas matplotlib the one-paragraph version. the two fastest-moving calls on the track\nrecord look settled. the reclaim call (crypto-btc-reclaims-200d, issued\n2026-08-19) required btc back above its 200-day mean within 120\nsessions: all 8 window sessions since its anchor have closed above it.\nthe ",
    "url": "articles/btc-squeeze-settles-calls/"
  },
  {
    "slug": "liquidity-dv63-drift",
    "title": "2.46x median and drifting down: the liquidity call's long road back",
    "date": "2026-08-27",
    "series": "Liquidity Watch",
    "issue": "2",
    "deck": "Our standing call says 63-day dollar volume falls back under 2x its long-run median; it has printed 2.46x through Wednesday - and the decomposition says the call is secretly a price call, because share volume is 0.80x its own median while prices run 2.77x theirs.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "liquidity",
      "dollar-volume",
      "standing-call",
      "volume-decomposition",
      "etf-panel",
      "participation"
    ],
    "assets": [
      "fig_ratio.svg",
      "fig_decomp.svg",
      "fig_2026.svg"
    ],
    "tools": [
      "calls-grader-parity",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1216,
    "sources_internal": 1,
    "sources_external": 3,
    "status": "published",
    "teaser": "The one-paragraph version. The standing call\nliquidity-dv63-back-under-2x (issued 2026-08-19, 60 sessions) says the\n16-ETF universe's 63-day dollar volume falls back under twice its\nfull-sample median. Through Wednesday it prints 2.46x - $96.7 billion a\nday against a $39.4 billio",
    "search": "2.46x median and drifting down: the liquidity call's long road back our standing call says 63-day dollar volume falls back under 2x its long-run median; it has printed 2.46x through wednesday - and the decomposition says the call is secretly a price call, because share volume is 0.80x its own median while prices run 2.77x theirs. liquidity dollar-volume standing-call volume-decomposition etf-panel participation fig_ratio.svg fig_decomp.svg fig_2026.svg calls-grader-parity pandas matplotlib the one-paragraph version. the standing call\nliquidity-dv63-back-under-2x (issued 2026-08-19, 60 sessions) says the\n16-etf universe's 63-day dollar volume falls back under twice its\nfull-sample median. through wednesday it prints 2.46x - $96.7 billion a\nday against a $39.4 billio",
    "url": "articles/liquidity-dv63-drift/"
  },
  {
    "slug": "live-desk-first-drawdown",
    "title": "-1.03%: the live book's first drawdown",
    "date": "2026-08-28",
    "series": "Live Desk",
    "issue": "2",
    "deck": "Six sessions in, the paper-live book just took its first drawdown - three straight red days totaling -1.03%, the 7.1st percentile of its own backtest's three-day noise, with 96% of the distance to the first kill-switch latch still in reserve.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "live-ledger",
      "drawdown",
      "kill-switch",
      "paper-trading",
      "evidence-clock",
      "library-book"
    ],
    "assets": [
      "fig_ledger.svg",
      "fig_r3.svg",
      "fig_clock.svg"
    ],
    "tools": [
      "quantlab-live-engine",
      "min-track-record-length",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1191,
    "sources_internal": 2,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. The live ledger wrote its sixth session\nFriday, and it was the book's worst: -0.62% on the day, the third\nconsecutive red session, taking the compounded streak to -1.03% and the\ncumulative return to -0.46% (NAV $995,369 against the $1.0M start). The\nmac",
    "search": "-1.03%: the live book's first drawdown six sessions in, the paper-live book just took its first drawdown - three straight red days totaling -1.03%, the 7.1st percentile of its own backtest's three-day noise, with 96% of the distance to the first kill-switch latch still in reserve. live-ledger drawdown kill-switch paper-trading evidence-clock library-book fig_ledger.svg fig_r3.svg fig_clock.svg quantlab-live-engine min-track-record-length matplotlib the one-paragraph version. the live ledger wrote its sixth session\nfriday, and it was the book's worst: -0.62% on the day, the third\nconsecutive red session, taking the compounded streak to -1.03% and the\ncumulative return to -0.46% (nav $995,369 against the $1.0m start). the\nmac",
    "url": "articles/live-desk-first-drawdown/"
  },
  {
    "slug": "regime-radar-002",
    "title": "P(risk) 0.0004: the regime model's verdict on the pullback",
    "date": "2026-08-29",
    "series": "Regime Radar",
    "issue": "2",
    "deck": "Seven sessions after issue 1, SPY has given back 1.10% and the live book took its first drawdown - and the causal HMM's risk posterior FELL from 0.0006 to 0.0004, staying in the bull state: the radar's verdict is that this is not a regime event.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "regime",
      "hmm",
      "drawdown",
      "market-state",
      "radar",
      "causal-model"
    ],
    "assets": [
      "fig_spy.svg",
      "fig_hmm.svg",
      "fig_gauges.svg"
    ],
    "tools": [
      "quantlab-hmm-regime",
      "macro-operands",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1297,
    "sources_internal": 4,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. Regime Radar issue 1 (August 19) read a\nmarket 0.20% off its record with a risk posterior of 0.0006. Seven\nsessions later the tape has done its first real work of the cycle: SPY\nis 1.10% below the August 13 high, the paper-live library book just took\nit",
    "search": "p(risk) 0.0004: the regime model's verdict on the pullback seven sessions after issue 1, spy has given back 1.10% and the live book took its first drawdown - and the causal hmm's risk posterior fell from 0.0006 to 0.0004, staying in the bull state: the radar's verdict is that this is not a regime event. regime hmm drawdown market-state radar causal-model fig_spy.svg fig_hmm.svg fig_gauges.svg quantlab-hmm-regime macro-operands matplotlib the one-paragraph version. regime radar issue 1 (august 19) read a\nmarket 0.20% off its record with a risk posterior of 0.0006. seven\nsessions later the tape has done its first real work of the cycle: spy\nis 1.10% below the august 13 high, the paper-live library book just took\nit",
    "url": "articles/regime-radar-002/"
  },
  {
    "slug": "sector-lab-august-scoreboard",
    "title": "9.5 points top to bottom: August's sector scoreboard",
    "date": "2026-08-30",
    "series": "Sector Lab",
    "issue": "2",
    "deck": "August through Friday splits the nine sector SPDRs by 9.5 points - tech +5.9% and the materials/health/energy cluster just behind, utilities -3.7% dead last and alone below its 200-day mean - while energy still runs +42.1% year-to-date.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "sector-rotation",
      "august-2026",
      "scoreboard",
      "200-day",
      "etf",
      "dispersion"
    ],
    "assets": [
      "fig_aug.svg",
      "fig_aug_ytd.svg",
      "fig_200d.svg"
    ],
    "tools": [
      "yfinance",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1200,
    "sources_internal": 2,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. August through Friday (month base =\nJuly's close, compounded daily) splits the sector book by 9.5 points:\ntech leads at +5.90%, with materials (+5.45%), health care (+5.30%) and\nenergy (+5.26%) packed just behind it; industrials (-1.50%) and\nutilities (",
    "search": "9.5 points top to bottom: august's sector scoreboard august through friday splits the nine sector spdrs by 9.5 points - tech +5.9% and the materials/health/energy cluster just behind, utilities -3.7% dead last and alone below its 200-day mean - while energy still runs +42.1% year-to-date. sector-rotation august-2026 scoreboard 200-day etf dispersion fig_aug.svg fig_aug_ytd.svg fig_200d.svg yfinance pandas matplotlib the one-paragraph version. august through friday (month base =\njuly's close, compounded daily) splits the sector book by 9.5 points:\ntech leads at +5.90%, with materials (+5.45%), health care (+5.30%) and\nenergy (+5.26%) packed just behind it; industrials (-1.50%) and\nutilities (",
    "url": "articles/sector-lab-august-scoreboard/"
  },
  {
    "slug": "rates-corr-september-state",
    "title": "+0.31 into the drawdown: bonds still refuse to hedge",
    "date": "2026-09-01",
    "series": "Rates & Credit Watch",
    "issue": "3",
    "deck": "The 60-day stock-bond correlation printed its call-window minimum on Tuesday (+0.31) as the streak reached 164 sessions - and the five-session equity dip put the non-hedge on tape: SPY -0.54% with TLT -1.92% beside it.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "stock-bond-correlation",
      "standing-call",
      "drawdown",
      "tlt",
      "non-hedge",
      "regime"
    ],
    "assets": [
      "fig_corr_full.svg",
      "fig_corr_recent.svg",
      "fig_spy_tlt.svg"
    ],
    "tools": [
      "calls-grader-parity",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 5,
    "words": 1077,
    "sources_internal": 2,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. Rates & Credit Watch returns to its\nstanding call (rates-corr-below-zero: the 60-day SPY-TLT correlation\nprints below zero before the positive spell ties the record) with the\nfirst genuinely two-sided reading. The correlation stands at +0.31 -\nthe LOWES",
    "search": "+0.31 into the drawdown: bonds still refuse to hedge the 60-day stock-bond correlation printed its call-window minimum on tuesday (+0.31) as the streak reached 164 sessions - and the five-session equity dip put the non-hedge on tape: spy -0.54% with tlt -1.92% beside it. stock-bond-correlation standing-call drawdown tlt non-hedge regime fig_corr_full.svg fig_corr_recent.svg fig_spy_tlt.svg calls-grader-parity pandas matplotlib the one-paragraph version. rates & credit watch returns to its\nstanding call (rates-corr-below-zero: the 60-day spy-tlt correlation\nprints below zero before the positive spell ties the record) with the\nfirst genuinely two-sided reading. the correlation stands at +0.31 -\nthe lowes",
    "url": "articles/rates-corr-september-state/"
  },
  {
    "slug": "track-record-first-hit",
    "title": "1 hit, 0 misses: the Track Record's first graded call",
    "date": "2026-09-01",
    "series": "Track Record",
    "issue": "1",
    "deck": "The ledger's first maturity arrived this cycle and the grader stamped it: the $75,000 BTC conviction call is a hit - cleared on session 1 of 10 at $77,525 and never closed below it - the Track Record reads 1 hit, 0 misses, 6 open.",
    "authors": [
      "QuantLab Research Desk"
    ],
    "tags": [
      "track-record",
      "standing-call",
      "bitcoin",
      "grading",
      "first-resolution",
      "falsifiability"
    ],
    "assets": [
      "fig_window.svg",
      "fig_ledger.svg",
      "fig_margin.svg"
    ],
    "tools": [
      "calls-grader",
      "pandas",
      "matplotlib"
    ],
    "reading_minutes": 6,
    "words": 1156,
    "sources_internal": 2,
    "sources_external": 2,
    "status": "published",
    "teaser": "The one-paragraph version. The Track Record has its first graded\nresolution. The call crypto-btc-holds-75k - issued August 22 from the\nsqueeze anatomy note, requiring a BTC close above $75,000 within 10\nsessions - matured Tuesday, and the grader stamped it a hit: the first\nwindow",
    "search": "1 hit, 0 misses: the track record's first graded call the ledger's first maturity arrived this cycle and the grader stamped it: the $75,000 btc conviction call is a hit - cleared on session 1 of 10 at $77,525 and never closed below it - the track record reads 1 hit, 0 misses, 6 open. track-record standing-call bitcoin grading first-resolution falsifiability fig_window.svg fig_ledger.svg fig_margin.svg calls-grader pandas matplotlib the one-paragraph version. the track record has its first graded\nresolution. the call crypto-btc-holds-75k - issued august 22 from the\nsqueeze anatomy note, requiring a btc close above $75,000 within 10\nsessions - matured tuesday, and the grader stamped it a hit: the first\nwindow",
    "url": "articles/track-record-first-hit/"
  }
]