Paper metrics reflect simulated execution with zero slippage, no market impact, and infinite liquidity — conditions that do not exist in live markets. High Sharpe ratios and profit factors in simulation are common and expected; they compress significantly under real capital deployment. Live figures are always the accurate measure of strategy performance.
RISK PROFILE
Weekly Vol
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expected range
Open Positions
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uncorrelated binary
Positions are binary prediction market contracts that resolve to $0 or $1. Interim price fluctuations are mark-to-market noise across 2,000+ uncorrelated markets. Daily volatility reflects position repricing, not realized losses. The portfolio is naturally diversified across politics, sports, crypto, and geopolitical events.