Track record monitor
Are the published lists actually working?
Every published downside list is frozen once a day, then traded the next day at the open, costs deducted, against SPY. This page is the live forward record: it never rewrites a published list. Rebuilt at 11:00 HKT, Tue–Sat.
Back to Signal Lab · Lv3 track sorting study
Still accumulating: a first clean 5-day verdict needs about 40 frozen trading days (8 non-overlapping periods). Until then this page shows progress, not proof.
Historical reconstruction (results now)
These past lists were rebuilt later, not frozen on the day. Scores before the live start were backfilled with look-ahead inputs, so the backfill era is optimistic. Treat this as a backtest; the frozen record below is the proof.
2026-01-20 → 2026-10-26 · 134 Days · Live-computed from 2026-06-23
| List | Hold | Periods | Excess vs SPY | t-stat | Verdict | Matured days | Daily mean excess | Beat SPY | Last 20 mean | |
|---|---|---|---|---|---|---|---|---|---|---|
| Lv1 頭 8 Lv1 top 8 |
1D | 103/8 | +0.08% | 0.54 | Unproven | 133 | +0.06% | 52.6% | +0.15% | |
| Lv1 頭 8 Lv1 top 8 |
3D | 37/8 | +0.76% | 1.46 | Unproven | 131 | +0.04% | 49.6% | +0.16% | |
| Lv1 頭 8 Lv1 top 8 |
5D | 23/8 | -0.42% | -0.46 | No edge | 129 | -0.09% | 51.9% | +0.55% | |
| Lv1 頭 8 Lv1 top 8 |
10D | 13/8 | +0.73% | 0.39 | Unproven | 122 | +0.91% | 56.6% | +2.17% | |
| Lv2 頭 8 Lv2 top 8 |
1D | 99/8 | +0.16% | 1.25 | Unproven | 127 | +0.10% | 52.0% | +0.29% | |
| Lv2 頭 8 Lv2 top 8 |
3D | 36/8 | +0.82% | 1.65 | Unproven | 125 | +0.09% | 50.4% | +0.30% | |
| Lv2 頭 8 Lv2 top 8 |
5D | 23/8 | -0.11% | -0.12 | No edge | 123 | +0.10% | 51.2% | +0.70% | |
| Lv2 頭 8 Lv2 top 8 |
10D | 13/8 | -0.04% | -0.03 | No edge | 116 | +0.47% | 50.0% | -0.09% | |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
1D | 84/8 | -0.01% | -0.07 | No edge | 108 | +0.05% | 45.4% | +0.70% | |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
3D | 32/8 | +0.06% | 0.10 | Unproven | 107 | -0.16% | 49.5% | +0.93% | |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
5D | 21/8 | +1.27% | 1.15 | Unproven | 105 | +0.56% | 58.1% | +1.53% | |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
10D | 12/8 | +2.55% | 1.04 | Unproven | 101 | +1.03% | 45.5% | +1.10% | |
| Lv3(追蹤表版) Lv3 (track table) |
1D | 53/8 | +0.19% | 0.69 | Unproven | 77 | +0.19% | 46.8% | +0.60% | |
| Lv3(追蹤表版) Lv3 (track table) |
3D | 25/8 | -0.09% | -0.13 | No edge | 76 | +0.07% | 59.2% | +1.00% | |
| Lv3(追蹤表版) Lv3 (track table) |
5D | 16/8 | +2.25% | 1.69 | Unproven | 74 | +0.93% | 60.8% | +1.64% | |
| Lv3(追蹤表版) Lv3 (track table) |
10D | 9/8 | +0.94% | 0.34 | Not enough data | 70 | +1.67% | 51.4% | +1.46% | |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
1D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
3D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
5D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
10D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4(追蹤表版) Lv4 (track table) |
1D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4(追蹤表版) Lv4 (track table) |
3D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4(追蹤表版) Lv4 (track table) |
5D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4(追蹤表版) Lv4 (track table) |
10D | 0/8 | — | — | Not enough data | 0 | — | — | — |
Backfill era vs live era (5D daily mean excess)
| List | Backfill days | Backfill excess | Live days | Live excess | Matured days | Daily mean excess |
|---|---|---|---|---|---|---|
| Lv1 頭 8 Lv1 top 8 |
74 | -0.31% | 55 | +0.22% | 129 | -0.09% |
| Lv2 頭 8 Lv2 top 8 |
72 | -0.19% | 51 | +0.50% | 123 | +0.10% |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
59 | -0.21% | 46 | +1.55% | 105 | +0.56% |
| Lv3(追蹤表版) Lv3 (track table) |
28 | -0.06% | 46 | +1.53% | 74 | +0.93% |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
0 | — | 0 | — | 0 | — |
| Lv4(追蹤表版) Lv4 (track table) |
0 | — | 0 | — | 0 | — |
Lv1 頭 8 Lv1 top 8
Bars: each list day's 5D excess vs SPY. Line: running mean. 2026-01-20 → 2026-10-19
Lv2 頭 8 Lv2 top 8
Bars: each list day's 5D excess vs SPY. Line: running mean. 2026-01-20 → 2026-10-19
Lv3 頭 8(海報版) Lv3 top 8 (poster)
Bars: each list day's 5D excess vs SPY. Line: running mean. 2026-01-29 → 2026-10-16
Lv3(追蹤表版) Lv3 (track table)
Bars: each list day's 5D excess vs SPY. Line: running mean. 2026-01-29 → 2026-10-16
Lv4 頭 8(海報版) Lv4 top 8 (poster)
No matured lists yet.
Lv4(追蹤表版) Lv4 (track table)
No matured lists yet.
Latest reconstructed lists (5D)
| List day | Entry | Lv1 | Lv2 | Lv3 | Lv3 report | Lv4 | Lv4 report | SPY | Lv4 picks (return) |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-26 | — | Awaiting entry | Awaiting entry | — | — | — | — | — | |
| 2026-10-23 | 2026-10-26 | -1.10% floating → — |
-0.79% floating → — |
— | — | — | — | — | |
| 2026-10-22 | 2026-10-23 | -1.88% floating → — |
-2.50% floating → — |
-2.73% floating → — |
-2.74% floating → — |
— | — | +0.72% | |
| 2026-10-21 | 2026-10-22 | -2.33% floating → — |
-4.38% floating → — |
+0.26% floating → — |
+0.26% floating → — |
— | — | -0.13% | |
| 2026-10-20 | 2026-10-21 | -2.89% floating → — |
-2.89% floating → — |
+1.15% floating → — |
+1.15% floating → — |
— | — | -0.75% | |
| 2026-10-19 | 2026-10-20 | -3.24% | -3.09% | — | — | — | — | — | |
| 2026-10-16 | 2026-10-19 | +3.67% | +2.49% | +2.49% | +3.42% | — | — | -0.95% | |
| 2026-10-15 | 2026-10-16 | +5.63% | +6.35% | +6.35% | +6.49% | — | — | -1.20% | |
| 2026-10-14 | 2026-10-15 | +0.54% | +2.33% | +2.33% | +2.33% | — | — | +0.89% | |
| 2026-10-13 | 2026-10-14 | +3.62% | +5.17% | +5.17% | +5.17% | — | — | -0.76% | |
| 2026-10-12 | 2026-10-13 | +2.57% | +3.61% | +3.61% | +2.99% | — | — | -1.40% | |
| 2026-10-09 | 2026-10-12 | +0.18% | +0.37% | +4.17% | +4.73% | — | — | -1.99% | |
| 2026-10-08 | 2026-10-09 | +3.51% | +3.51% | +4.76% | +4.76% | — | — | -0.57% | |
| 2026-10-07 | 2026-10-08 | +2.05% | +2.16% | +4.81% | +4.81% | — | — | -0.68% | |
| 2026-10-06 | 2026-10-07 | +1.78% | +1.87% | +1.45% | +1.45% | — | — | +0.29% | |
| 2026-10-05 | 2026-10-06 | +4.07% | +2.47% | +2.11% | +3.35% | — | — | -0.01% | |
| 2026-10-02 | 2026-10-05 | +1.36% | +1.36% | +5.58% | +5.58% | — | — | +1.15% | |
| 2026-10-01 | 2026-10-02 | +2.17% | +1.82% | +2.66% | +2.66% | — | — | +0.43% | |
| 2026-09-30 | 2026-10-01 | +1.06% | +1.06% | +3.51% | +3.51% | — | — | +1.68% | |
| 2026-09-29 | 2026-09-30 | +1.26% | +0.84% | +5.47% | +5.47% | — | — | +1.65% | |
| 2026-09-28 | 2026-09-29 | -6.09% | -6.09% | — | — | — | — | — | |
| 2026-09-25 | 2026-09-28 | -5.71% | -1.95% | — | — | — | — | — | |
| 2026-09-24 | 2026-09-25 | -3.95% | -4.61% | -7.41% | -7.41% | — | — | -0.62% | |
| 2026-09-23 | 2026-09-24 | -0.81% | -3.03% | +0.02% | +0.02% | — | — | -0.19% | |
| 2026-09-22 | 2026-09-23 | -2.64% | -2.64% | -3.69% | -3.69% | — | — | -1.11% | |
| 2026-09-18 | 2026-09-21 | +3.48% | -1.13% | -1.13% | -1.13% | — | — | +0.67% | |
| 2026-09-17 | 2026-09-18 | +4.27% | — | — | — | — | — | — | |
| 2026-09-15 | 2026-09-16 | +3.62% | — | — | — | — | — | — | |
| 2026-09-14 | 2026-09-15 | +0.95% | -3.25% | -3.25% | -3.25% | — | — | +1.76% | |
| 2026-09-11 | 2026-09-14 | -8.42% | -8.42% | -8.42% | -8.42% | — | — | +0.35% |
Current verdicts (frozen lists)
| List | Hold | Periods | Excess vs SPY | t-stat | Verdict | Matured days | Daily mean excess | Beat SPY | Last 20 mean | |
|---|---|---|---|---|---|---|---|---|---|---|
| Lv1 頭 8 Lv1 top 8 |
1D | 12/8 | -0.06% | -0.36 | No edge | 12 | -0.06% | 50.0% | -0.06% | |
| Lv1 頭 8 Lv1 top 8 |
3D | 4/8 | +0.94% | 0.65 | Not enough data | 10 | +0.04% | 50.0% | +0.04% | |
| Lv1 頭 8 Lv1 top 8 |
5D | 2/8 | +4.57% | 4.31 | Not enough data | 8 | +2.06% | 87.5% | +2.06% | |
| Lv1 頭 8 Lv1 top 8 |
10D | 1/8 | +7.54% | — | Not enough data | 2 | +4.86% | 100.0% | +4.86% | |
| Lv2 頭 8 Lv2 top 8 |
1D | 12/8 | +0.07% | 0.22 | Unproven | 12 | +0.07% | 50.0% | +0.07% | |
| Lv2 頭 8 Lv2 top 8 |
3D | 4/8 | +0.46% | 0.23 | Not enough data | 10 | +0.08% | 50.0% | +0.08% | |
| Lv2 頭 8 Lv2 top 8 |
5D | 2/8 | +4.93% | 3.47 | Not enough data | 8 | +2.59% | 87.5% | +2.59% | |
| Lv2 頭 8 Lv2 top 8 |
10D | 1/8 | +7.54% | — | Not enough data | 2 | +6.52% | 100.0% | +6.52% | |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
1D | 10/8 | +0.91% | 1.83 | Unproven | 10 | +0.91% | 70.0% | +0.91% | |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
3D | 4/8 | +1.62% | 1.21 | Not enough data | 9 | +1.90% | 88.9% | +1.90% | |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
5D | 2/8 | +5.55% | 6.97 | Not enough data | 7 | +4.13% | 100.0% | +4.13% | |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
10D | 1/8 | +10.43% | — | Not enough data | 3 | +6.50% | 100.0% | +6.50% | |
| Lv3(追蹤表版) Lv3 (track table) |
1D | 10/8 | +0.93% | 1.85 | Unproven | 10 | +0.93% | 70.0% | +0.93% | |
| Lv3(追蹤表版) Lv3 (track table) |
3D | 4/8 | +1.76% | 1.38 | Not enough data | 9 | +1.98% | 100.0% | +1.98% | |
| Lv3(追蹤表版) Lv3 (track table) |
5D | 2/8 | +5.62% | 6.49 | Not enough data | 7 | +4.27% | 100.0% | +4.27% | |
| Lv3(追蹤表版) Lv3 (track table) |
10D | 1/8 | +10.43% | — | Not enough data | 3 | +6.49% | 100.0% | +6.49% | |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
1D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
3D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
5D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
10D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4(追蹤表版) Lv4 (track table) |
1D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4(追蹤表版) Lv4 (track table) |
3D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4(追蹤表版) Lv4 (track table) |
5D | 0/8 | — | — | Not enough data | 0 | — | — | — | |
| Lv4(追蹤表版) Lv4 (track table) |
10D | 0/8 | — | — | Not enough data | 0 | — | — | — |
Verdicts use non-overlapping periods only (at least 8, excess > 0, t > 2). Daily overlapping averages on the right are descriptive and never decide the verdict.
5-day excess by list day
Lv1 頭 8 Lv1 top 8
Bars: each list day's 5D excess vs SPY. Line: running mean. 2026-10-08 → 2026-10-19
Lv2 頭 8 Lv2 top 8
Bars: each list day's 5D excess vs SPY. Line: running mean. 2026-10-08 → 2026-10-19
Lv3 頭 8(海報版) Lv3 top 8 (poster)
Bars: each list day's 5D excess vs SPY. Line: running mean. 2026-10-08 → 2026-10-16
Lv3(追蹤表版) Lv3 (track table)
Bars: each list day's 5D excess vs SPY. Line: running mean. 2026-10-08 → 2026-10-16
Lv4 頭 8(海報版) Lv4 top 8 (poster)
No matured lists yet.
Lv4(追蹤表版) Lv4 (track table)
No matured lists yet.
Latest frozen lists (5D)
| List day | Entry | Lv1 | Lv2 | Lv3 | Lv3 report | Lv4 | Lv4 report | SPY | Lv4 picks (return) |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-26 | — | Awaiting entry | Awaiting entry | — | — | — | — | — | |
| 2026-10-23 | 2026-10-26 | -1.10% floating → — |
-0.79% floating → — |
— | — | — | — | — | |
| 2026-10-22 | 2026-10-23 | -1.88% floating → — |
-2.50% floating → — |
-2.73% floating → — |
-2.74% floating → — |
— | — | +0.72% | |
| 2026-10-21 | 2026-10-22 | -2.33% floating → — |
-4.38% floating → — |
+0.26% floating → — |
+0.26% floating → — |
— | — | -0.13% | |
| 2026-10-20 | 2026-10-21 | -2.89% floating → — |
-2.89% floating → — |
+1.15% floating → — |
+1.15% floating → — |
— | — | -0.75% | |
| 2026-10-19 | 2026-10-20 | -3.24% | -3.09% | — | — | — | — | — | |
| 2026-10-16 | 2026-10-19 | +3.67% | +2.49% | +2.49% | +3.42% | — | — | -0.95% | |
| 2026-10-15 | 2026-10-16 | +5.63% | +6.35% | +6.35% | +6.49% | — | — | -1.20% | |
| 2026-10-14 | 2026-10-15 | +0.54% | +2.33% | +2.33% | +2.33% | — | — | +0.89% | |
| 2026-10-13 | 2026-10-14 | +3.62% | +5.17% | +5.17% | +5.17% | — | — | -0.76% | |
| 2026-10-12 | 2026-10-13 | +2.57% | +3.61% | +3.61% | +2.99% | — | — | -1.40% | |
| 2026-10-09 | 2026-10-12 | +0.18% | +0.37% | +4.17% | +4.73% | — | — | -1.99% | |
| 2026-10-08 | 2026-10-09 | +3.51% | +3.51% | +4.76% | +4.76% | — | — | -0.57% |
Live record vs backtest (5D)
| List | Research (unseen) | t-stat | Verdict | Research (live era) | Live verdict | Frozen daily mean | Frozen excess | Verdict |
|---|---|---|---|---|---|---|---|---|
| Lv1 頭 8 Lv1 top 8 |
-0.42% | -0.46 | No edge | -1.90% | Not enough data | +2.06% | +4.57% | Not enough data |
| Lv2 頭 8 Lv2 top 8 |
-0.11% | -0.12 | No edge | -1.31% | Not enough data | +2.59% | +4.93% | Not enough data |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) |
+1.27% | 1.15 | Unproven | +4.44% | Not enough data | +4.13% | +5.55% | Not enough data |
| Lv3(追蹤表版) Lv3 (track table) |
+2.25% | 1.69 | Unproven | +4.23% | Not enough data | +4.27% | +5.62% | Not enough data |
| Lv4 頭 8(海報版) Lv4 top 8 (poster) |
— | — | — | — | — | — | — | Not enough data |
| Lv4(追蹤表版) Lv4 (track table) |
— | — | — | — | — | — | — | Not enough data |
Historical validation summary
Lv3
| List | Research (unseen) | t-stat | Verdict | Research (live era) | Live verdict |
|---|---|---|---|---|---|
| Lv1 頭 8 Lv1 top 8 | -0.42% | -0.46 | No edge | -1.90% | Not enough data |
| Lv2 頭 8 Lv2 top 8 | -0.11% | -0.12 | No edge | -1.31% | Not enough data |
| Lv3 頭 8(海報版) Lv3 top 8 (poster) | +1.27% | 1.15 | Unproven | +4.44% | Not enough data |
| Lv3(追蹤表版) Lv3 (track table) | +2.25% | 1.69 | Unproven | +4.23% | Not enough data |
Missing-member upper bound: +0.06% (t=0.07) · inserted picks' 5D return -3.13% · Rank IC 5D -0.125 (t=-1.80)
Signal Lab
Point-in-time constituent history is incomplete (all constituents share one backfill effective_from date), so this run uses today's constituents for the full history. Results carry survivorship bias: stocks removed from the index in the past are missing.
| Signal | Periods | Excess vs SPY (out-of-sample) | t-stat | Verdict |
|---|---|---|---|---|
| 新:12-1 動量最高 10 隻 New: 12-1 momentum Top 10 |
39 | +0.51% | 0.49 | Unproven |
| 新:強勢股回調 New: momentum pullback |
38 | +0.31% | 0.46 | Unproven |
| 現有:五日動能最高 10 隻 Existing: 5D momentum Top 10 |
6 | -0.62% | -0.60 | Not enough data |
| 現有:投影中位數最高 10 隻 Existing: projection median Top 10 |
14 | +0.52% | 0.63 | Unproven |
| 新:上升趨勢中短期反轉 New: short-term reversal in uptrend |
42 | +0.08% | 0.14 | Unproven |
| 現有:總分最高 10 隻 Existing: total score Top 10 |
6 | -0.06% | -0.04 | Not enough data |
Open Signal Lab · Open Lv3 study
Verdict changes
| List day | Scope | List | Change |
|---|---|---|---|
| 2026-10-24 | lv3 | Lv2 top 8 | Unproven → No edge |
| 2026-10-22 | signal | momentum5d_top | No edge → Not enough data |
| 2026-10-22 | signal | score_top | No edge → Not enough data |
Published thresholds over time
| Range | Days | Thresholds (band / min score) |
|---|---|---|
| 2026-10-08 → 2026-10-26 | 13 | (-25, -2) / 60 |
Caveats
- Frozen lists are captured once a day at 10:45 HKT; the first capture of a day wins and is never rewritten.
- Verdicts need at least 8 non-overlapping periods with excess > 0 and t > 2; daily overlapping averages are descriptive only.
- Pending cohorts show floating returns to the latest close and are excluded from every statistic.
- Signal Lab history still uses today's constituents, so its summary carries survivorship bias.
2026-10-27T03:03:43.548Z