Changelog
Everything we actually shipped
A subscription isn't a promise. It's ongoing delivery. Below is every single thing we've actually shipped — strategy updates, research articles, platform features.
April 2026
New article: XGBoost Sharpe 2.14 — too good to be true?
2026-04-11
Li's honest take on why we're suspicious of our own best-performing strategy.
Performance page: hash chain + drift detection + recent trades table
2026-04-11
Live Track Record now includes SHA-256 hash chain verification (any retroactive edit breaks the chain), automatic drift warnings for historical data, and a searchable table of recent trades across all strategies.
New article: 71 days in. 4 of 6 strategies are flat or red.
2026-04-10
Yuko's take on why this is expected, why we won't change anything, and what would actually justify an intervention.
Live Track Record: daily cron + systemd timer
2026-04-10
Automated daily script now runs 6 strategies with frozen default parameters at 01:00 UTC. Equity curves extend forward each day; parameters never change.
New article: The cointegration basket with zero trades
2026-04-06
Why a strategy that refuses to trade when conditions aren't right is doing its job — not broken.
Performance page: downloadable CSV + daily equity curves
2026-04-05
Every strategy now has an inline sparkline showing its 3-year equity curve, plus a one-click CSV download button. Also added a 'Download all' button that bundles every strategy's daily data into a single file.
New article: Why mean-reversion strategies are sleeping in 2026
2026-04-05
A deep dive into why pair trading, cointegration baskets, and HMM regime models have all underperformed over the past 12 months.
New article: What cointegration actually tests
2026-04-03
A detailed walkthrough of the Engle-Granger test — and why correlation alone is not enough.
New article: Why TSMOM uses a 12-month lookback
2026-04-01
The empirical reasons behind Moskowitz, Ooi, Pedersen's (2012) parameter choice.
March 2026
Signal stories: every live signal now explains itself
2026-03-28
Each signal on the /signals page now includes a 'Why this signal, right now' explanation, how the strategy works, historical context, and risk notes — all generated from current data using strategy-specific templates, no LLM involved.
Open source: published on GitHub (MIT license)
2026-03-25
All 6 strategies plus the backtest engine, 104 tests, methodology docs, and a runnable example are now at github.com/Lee26116/openalpha. You can verify, modify, or run any of it yourself.
Our commitment to subscribers
- At least 2 new deep-dive articles every month, written by Li or Yuko
- 1 automated 'State of Quant' PDF report at the start of each month
- Daily morning digest email (weekdays) with signals and regime updates
- Strategy updates and new research published as they happen, with full changelog
- If we miss a commitment two months in a row, we refund subscribers for that quarter. No questions asked.