DISCLAIMER — Research / education only. Not investment advice. Past results — in-sample or forward-tracked — do not predict future performance. YUCLAW is not a registered investment adviser.
FORWARD TRACKING LEDGER — Out-of-Sample · data through 2026-07-22
date range 2026-05-20 → 2026-07-23 · total signals 3953
· directional 1224
| label | n | directional |
matured 1d/5d/20d |
hit 1d/5d/20d |
median return 5d |
median excess 5d |
| BULLISH | 618 | 618 | 610/600/423 | 58% (n=610) / 58% (n=600) / 69% (n=423) | +0.7% | +0.5% |
| NEGATIVE_EVENT | 9 | 9 | 8/7/2 | 50% (n=8) prelim / 29% (n=7) prelim / 100% (n=2) prelim | +2.3% | +1.6% |
| NEUTRAL | 1734 | 0 | 1707/1591/1111 | — / — / — | +0.2% | +0.0% |
| STRONG_BULLISH | 136 | 136 | 135/134/109 | 43% (n=135) / 26% (n=134) / 9% (n=109) | -2.9% | -1.8% |
| WATCH | 995 | 0 | 974/848/483 | — / — / — | +0.2% | +0.1% |
| WEAKENING | 461 | 461 | 440/378/166 | 43% (n=440) / 48% (n=378) / 62% (n=166) | +0.1% | +0.4% |
| OVERALL | 3953 | 1224 | 3874/3558/2294 | 51% (n=1193) / 50% (n=1119) / 58% (n=700) | +0.2% | +0.0% |
Frozen historical window (2026-02-18 → 2026-05-13) — this regime closed when forward tracking began and is never updated, by design.
IN-SAMPLE EVENT VALIDATION — Replay
date range 2026-02-18 → 2026-05-13 · total signals 1027
· directional 235
⚠ Note on the in-sample panel: market-data components C1 / C3 / C4 / C5 / C7 ran at 0.3 confidence because the upstream dashboard cache holds only the latest snapshot. Evidence components C6 (events), C8 (cascade), C9 (model trust) are point-in-time exact. The in-sample event validation therefore primarily reflects the evidence layer.
| label | n | directional |
matured 1d/5d/20d |
hit 1d/5d/20d |
median return 5d |
median excess 5d |
| BEARISH_WATCH | 1 | 1 | 1/1/1 | 0% (n=1) prelim / 0% (n=1) prelim / 100% (n=1) prelim | +0.5% | -1.1% |
| BULLISH | 50 | 50 | 50/50/50 | 40% (n=50) / 64% (n=50) / 82% (n=50) | +1.5% | +1.5% |
| NEGATIVE_EVENT | 37 | 37 | 37/37/37 | 65% (n=37) / 57% (n=37) / 51% (n=37) | -1.2% | -0.6% |
| NEUTRAL | 339 | 0 | 339/339/339 | — / — / — | +0.1% | -0.3% |
| WATCH | 453 | 0 | 453/453/453 | — / — / — | -0.1% | -0.4% |
| WEAKENING | 147 | 147 | 147/147/147 | 56% (n=147) / 50% (n=147) / 37% (n=147) | +0.1% | -0.2% |
| OVERALL | 1027 | 235 | 1027/1027/1027 | 54% (n=235) / 54% (n=235) / 49% (n=235) | +0.1% | -0.3% |
METHODOLOGY
Full methodology, data sources, limitations, and definitions are documented at
docs/methodology/backfill.md.
Key points: data window is 2026-02-18 to 2026-05-17 (~90 days, all post-Llama 3.1 70B
training cutoff); in-sample signals were reconstructed via point-in-time replay
(leak-audited, zero future-event leakage); the Forward Tracking Ledger begins
2026-05-20 and matures daily — 20-day outcomes mature in mid-June.
DISCLAIMER — Research / education only. Not investment advice. Past results — in-sample or forward-tracked — do not predict future performance. YUCLAW is not a registered investment adviser.