Cadence-gap second pass: weekly ETF trend evaluation (qm-4bx.13)
Rejected qm-4bx.13 · 2026-08-09
Date: 2026-08-09.
Decision
Provenance
Equity vs S&P (aligned, rebased to 1.0)
Aligned window, both rebased to 1.0 at start — Aligned window, both rebased to 1.0 at start for fair comparison · S&P dashed, experiment solid. X = Date, Y = Equity (rebased to 1.0).
Signal driver & thresholds (x-aligned)
Weekly vs daily execution
Multiple equity curves for variants — Friday signal, next-session close
Stats
| CAGR | 4.44% | Sharpe | 62.88% |
|---|---|---|---|
| Sortino | 91.81% | maxDD | -18.53% |
Disposition
This is a genuinely separate pass over the complete paper corpus, not another ranking of the nine candidates in `qm-4bx.1`. It finds **one** evidence-backed evaluation candidate: a weekly-scheduled, long/cash, liquid-ETF proxy for time-series trend. It is routed to **qm-4bx.14** as `investigate`, not to the strategy registry or public catalog. The candidate fills a real *schedule* gap: the completed `qm-prd` inventory has daily and monthly implementations, but no dedicated weekly signal schedule. It is deliberately a proxy, not a replication of a short-enabled futures strategy. No in-sample result may promote it. No other second-pass edge is advanced. In particular, seasonality-conditioned t
Follow-on work
- Follow-up qm-4bx.13
- Follow-up qm-4bx.1
- Follow-up qm-4bx.14
Errors & data gaps
The source remains all 1,005 rows of `research-papers.csv`, SHA-256 `50f4af7dbd8ac04c713704285893c73bdef1523f035efd5b35bcca7723c1c3a1`. This pass re-read the title-plus-abstract text for the complete source with a different routing question: *does an idea define an honest daily, weekly, or monthly schedule that is absent from the public strategy universe?* It then inspected stable primary sources for any possible promotion. | Second-pass routing signal | Corpus hits | Result | |---|---:|---| | `weekly` | 5 | No frozen low-turnover ETF rule in four; one supports a weekly trend-proxy evaluation.
Follow-up
gh issue create --title "Follow-up Cadence-gap second pass weekly ETF trend evaluation qm-4bx13" --body "Follow-up to qm-4bx.13: Date: 2026-08-09." --label "priority:p2" --label "pipeline:research" --label "agent:ready"