Evolution Trader
Last updated: 2026-10-15 19:54 UTC
Forward test: no data yet | forecasts resolved: 54 | 9 evolution runs on record
Paper trading only. No result here counts without its luck check.
Forward test
Not yet: no forward equity data has been recorded. Configured start date: 2026-10-16.
Forecasting scorecard
Mean Brier score of our base-rate forecasts against coin-flip forecasts of the same questions (lower is better; a coin flip scores 0.25). Fewer than 30 resolved forecasts is too few to say anything.
| Family | Resolved | Our Brier | Coin-flip Brier | Status |
|---|---|---|---|---|
| forward | 0 | n/a | n/a | not enough yet (<30) |
| run | 27 | 0.102 | 0.250 | not enough yet (<30) |
| combined | 27 | 0.102 | 0.250 | not enough yet (<30) |
Run forecasts by arena
| Arena | Forecaster | Resolved | Mean Brier | Status |
|---|---|---|---|---|
| sp500 | run-base-rate-v1 | 3 | 0.125 | not enough yet |
| sp500 | run-coin-flip | 3 | 0.250 | not enough yet |
| walkforward-sp500 | run-base-rate-v1 | 24 | 0.099 | not enough yet |
| walkforward-sp500 | run-coin-flip | 24 | 0.250 | not enough yet |
Takeaway: 27 resolved forecasts in 4 bins; dots near the dashed diagonal mean the stated odds matched reality, but 27 is not enough yet (<30).
20 most recent forecasts
| Issued | Subject | Question | Forecaster | p | Outcome | Brier |
|---|---|---|---|---|---|---|
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w0 see its champion beat the benchmark on its unseen holdout starting 2024-10-10? | base rate | 0.83 | yes | 0.028 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w0 see its champion beat the benchmark on its unseen holdout starting 2024-10-10? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w0 see its champion beat textbook momentum on its unseen holdout starting 2024-10-10? | base rate | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w0 see its champion beat textbook momentum on its unseen holdout starting 2024-10-10? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w0 see its champion ranked at or above the 90th percentile of fair random portfolios on its unseen holdout starting 2024-10-10? | base rate | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w0 see its champion ranked at or above the 90th percentile of fair random portfolios on its unseen holdout starting 2024-10-10? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w1 see its champion beat the benchmark on its unseen holdout starting 2025-04-14? | base rate | 0.83 | yes | 0.028 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w1 see its champion beat the benchmark on its unseen holdout starting 2025-04-14? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w1 see its champion beat textbook momentum on its unseen holdout starting 2025-04-14? | base rate | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w1 see its champion beat textbook momentum on its unseen holdout starting 2025-04-14? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w1 see its champion ranked at or above the 90th percentile of fair random portfolios on its unseen holdout starting 2025-04-14? | base rate | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w1 see its champion ranked at or above the 90th percentile of fair random portfolios on its unseen holdout starting 2025-04-14? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w2 see its champion beat the benchmark on its unseen holdout starting 2025-10-14? | base rate | 0.83 | yes | 0.028 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w2 see its champion beat the benchmark on its unseen holdout starting 2025-10-14? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w2 see its champion beat textbook momentum on its unseen holdout starting 2025-10-14? | base rate | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w2 see its champion beat textbook momentum on its unseen holdout starting 2025-10-14? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w2 see its champion ranked at or above the 90th percentile of fair random portfolios on its unseen holdout starting 2025-10-14? | base rate | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w2 see its champion ranked at or above the 90th percentile of fair random portfolios on its unseen holdout starting 2025-10-14? | coin flip | 0.50 | yes | 0.250 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w3 see its champion beat the benchmark on its unseen holdout starting 2026-04-16? | base rate | 0.83 | yes | 0.028 |
| 2026-10-15 | run:walkforward-sp500 | Will the walkforward-sp500 run wf-sp500-20261014-192650-w3 see its champion beat the benchmark on its unseen holdout starting 2026-04-16? | coin flip | 0.50 | yes | 0.250 |
Run history per arena
Holdout returns are on days the evolution never saw. The luck check is the champion's percentile among fair random portfolios (50 is average luck) and its return vs textbook momentum.
sp500
| Date | Champion | Benchmark | Momentum | Percentile | Verdict |
|---|---|---|---|---|---|
| 2026-10-14 | +7.50% | +10.33% SPY | +8.60% | 58 | no signal yet: champion within the range of fair random portfolios (percentile 58) |
| 2026-10-14 | +7.50% | +10.33% SPY | +8.60% | 58 | no signal yet: champion within the range of fair random portfolios (percentile 58) |
| 2026-10-14 | +0.48% | +10.33% SPY | +8.60% | 31 | no signal yet: champion within the range of fair random portfolios (percentile 31) |
| 2026-10-12 | +32.41% | +13.13% SPY | not recorded | not recorded | champion beat SPY, but baseline base-trend-stocks did better |
| 2026-10-09 | +18.43% | +14.61% SPY | not recorded | not recorded | champion beat random bots but not SPY |
nasdaq100
| Date | Champion | Benchmark | Momentum | Percentile | Verdict |
|---|---|---|---|---|---|
| 2026-10-12 | +19.23% | +20.32% QQQ | not recorded | not recorded | champion beat random bots but not QQQ |
| 2026-10-09 | -20.91% | +22.89% QQQ | not recorded | not recorded | no signal yet: random bots did as well |
smallcap
member list uses hindsight; not reportable.
| Date | Champion | Benchmark | Momentum | Percentile | Verdict |
|---|---|---|---|---|---|
| 2026-10-12 | +30.55% | +4.45% IWM | not recorded | not recorded | champion beat IWM and every baseline on unseen days |
| 2026-10-09 | +20.85% | +7.58% IWM | not recorded | not recorded | champion beat IWM and every baseline on unseen days |
Experiments
| Id | Change | Expected | Observed | Verdict |
|---|---|---|---|---|
| E-T7 | Full-market SIP feed, 9.5-year default history, end date clamped to the last completed trading day | More training and test data; less noise in holdout results and fewer missing-bar artifacts | pending | pending |
| E-T10 | Training fitness measured against textbook momentum per fold; top 5 finalists ranked by min(own, median of 6 one-setting neighbors) | Fewer lucky or fragile champions; more champions beat textbook momentum on unseen days | 1 S&P run each on the same unseen Apr-Oct 2026 window: before T10 champion +0.5% (31st pct); after T10 +7.5% (58th pct); momentum +8.6%. Still below momentum. | too early (n=1) |
| E-T18 | Deflated Sharpe: discount the champion's Sharpe for the number of strategies tried | Honest probability that the champion's Sharpe is real; most champions should not clear it | pending | pending |
Latest CEO digest
CEO digest, 2026-10-15 (evening)
Shipped today
- Fair luck test: champions are ranked against 100 fully invested random portfolios (T6, T9)
- Full-market prices and 9.5 years of history, including the 2018, 2020 and 2022 selloffs (T7)
- Renamed S&P joiners count only from their real join dates (T8)
- Evolution must now beat textbook momentum, and neighboring settings must hold up (T10)
- Forward test v1 starts Fri Oct 16: 5 frozen strategies recorded every weekday (T11)
- Monday forecasts with Brier scores (T20); Saturday scorecard post (T21)
- Deflated Sharpe (T18); blend-core4 strategy (T19); honest single-strategy run and settings schema (T22, T23)
- Point-in-time Nasdaq-100 members from Mar 2020 (T16)
Results (S&P 500, unseen Apr 16 to Oct 14, 2026)
- Newest champion +7.5% vs SPY +10.3% and textbook momentum +8.6%
- Luck check: 58th percentile of random portfolios, so no signal yet
Problems
- Forward ledger (Fri) and Monday forecasts have not run on real data yet
- Nasdaq-100 member tables for Jul to Oct 2026 didn't parse; today's list covers that gap
Needs you
- Nothing right now
Budget
- Actions: about 240 of 2,000 min (budget 1,200)
Forecasts for next run
- 80%: Friday's forward ledger run is green
- 75%: Saturday's evolve is green in all three arenas
- 70%: Monday's forecast run is green on its first try