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QuantFusion paper-trading track record -- timestamped forecasts + Brier score history

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QuantFusion paper-trading track record

Cryptographically-timestamped forecasts from the QuantFusion 22-strategy paper-trading system. Paper mode only -- org policy blocks live trading until 3 consecutive profitable paper months.

Brier (overall) Forecasts logged Days running Best DSR

Provenance

Every forecast in this repo is committed to git before the market resolves. This makes the forecast cryptographically anchored: GitHub signs every commit with its timestamp, and the commit SHA is immutable.

  • GitHub commit chain: see Commits.
  • IPFS pins (if Pinata configured): hash recorded per batch in metrics/overall.json.
  • Schema: docs/SCHEMAS.md.

SOT thresholds (institutional grade)

Metric Institutional Significant
Brier score < 0.10 (Kalshi tier) < 0.50 (beats 50/50)
Deflated Sharpe (Bailey/Lopez de Prado 2014) > 0.95 > 0.85
PBO (Bailey/Borwein) < 0.50 --

Summary by strategy

No resolved forecasts yet. Awaiting first market resolutions.

Overall

  • Total forecasts logged: 10
  • Resolved: 0
  • Unresolved (open): 10
  • Brier (overall): n/a
  • PnL (paper): $0.00
  • Last updated (UTC): 2026-09-23T20:38:13.852920+00:00

How to verify

git clone https://github.com/jabbertones-cloud/quantfusion-track-record.git
cd quantfusion-track-record
# Each forecast was committed BEFORE its market resolved.
git log --format="%h %ad %s" --date=iso forecasts/ | head -20

# Replay the same strategies on the public Jon-Becker academic dataset:
git clone https://github.com/Jon-Becker/prediction-market-analysis
# then run quantfusion-rf/backtest/jon_becker_backtester.py

Backtest report

See docs/BACKTEST.md for the latest CPCV-validated backtest on the Jon-Becker dataset (DSR + PBO computed per institutional SOT).

Disclaimer

Paper mode. Org policy blocks live trading. No fiduciary advice.

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QuantFusion paper-trading track record -- timestamped forecasts + Brier score history

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