Research
AQIL's evidence-tracked research edges - real status, not a curated highlight reel. Ranking reflects evidence maturity, not expected profitability.
Edges Tracked
10
0 strategies
Hypothesis
0
Awaiting evidence
Paper Candidate
1
Cleared initial test
Rejected
9
Ruled out by evidence
PAPER_CANDIDATE7 days ago
BTC iron condor volatility-risk-premium harvest
Same short-vol-harvest idea as gold, using Deribit's DVOL index instead of GVZ.
Evidence score 25 - WALK_FORWARD
REJECTED7 days ago
Gold CFTC COT positioning (net non-commercial, % open interest)
CFTC Commitment of Traders positioning added as a feature.
Evidence score 25 - WALK_FORWARD
REJECTED7 days ago
Gold ETF flow (GLD + IAU holdings/shares outstanding)
Free daily ETF flow data as a feature.
Evidence score 25 - WALK_FORWARD
REJECTED7 days ago
Gold macro proxies (DXY, nominal 10y yield, VIX)
Macro features added to the baseline model.
Evidence score 25 - WALK_FORWARD
REJECTED7 days ago
Gold multi-horizon forward returns (5/10/20 day)
Same technical-indicator approach at longer forecast horizons.
Evidence score 25 - WALK_FORWARD
REJECTED7 days ago
Gold real (TIPS) 10-year yield
The strongest raw bivariate correlation found in the whole project.
Evidence score 25 - WALK_FORWARD
REJECTED7 days ago
Gold technical indicators baseline (daily direction)
Original technical-indicator baseline for next-day gold direction.
Evidence score 25 - WALK_FORWARD
REJECTED7 days ago
Gold FOMC-day effects
Permutation test for a directional effect on FOMC decision days.
Evidence score 12 - STATISTICAL
REJECTED7 days ago
Gold short-straddle volatility-risk-premium harvest (GVZ)
Sell ATM straddles priced off GVZ via Black-Scholes to harvest the VRP.
Evidence score 8 - BACKTEST
REJECTED7 days ago
Gold volatility-targeting position sizing overlay
Scale position size inversely to realised volatility.
Evidence score 8 - BACKTEST