The Kill Criteria Register

Every live strategy carries its death conditions — registered in advance.

A structural edge is only credible if its abandonment conditions are pre-registered, witnessed, and public. This register is where they live: filed before the observation window opens, verified by a named witness, and permanent — retired entries are archived, never deleted.

Published, Never Pledged

What this register is — and deliberately is not.

Everything the firm controls — deliverables, logging cadence, rules frozen before capital moves — belongs in written commitments with named remedies. Everything that depends on markets belongs here instead: as a falsification condition we publish in advance, so a third party can check whether the condition fired.

These entries are research-discipline commitments. They are not performance undertakings, and nothing on this page warrants any investment result or protection against loss. The register tells you when we would stop — it never promises what markets will do while we run.

The Four-Question Gate

No entry publishes without passing four questions.

Binary

Pass or fail. No degrees, no judgment calls after the fact.

Observable

Verifiable by a third party without privileged access — broker statements and the witnessed log.

Time-bounded

An explicit window or deadline is embedded in the condition itself.

Retire-able

If the condition fires, the retirement is logged publicly. Retired entries are archived, never deleted.

Plus verifier sign-off: a named witness countersigns every registration, modification, and retirement. A modification re-runs the gate. An entry that fires is retired publicly — the retirement itself is part of the record.

The Register · v1

Entries.

The register opens with the cash-flow engine’s condition in draft. The options-track experiment joins only after its falsifiability protocol is written, witnessed, and locked — its conditions must exist before its first live fill, not after.

Cash-Flow Engine (futures track)

Pending registration

Claim: The rolling profit factor, measured from logged fills, remains at or above the registered threshold.
Metric: Gross profit ÷ gross loss over the rolling trade window, computed from timestamped fills.
Threshold: Threshold and weekly loss cap — pending registration
Window: Rolling trade window — pending registration; weekly cap resets each Monday
Data source: Broker statements + witnessed log
Verifier of record: Witness of record (countersignature)
Registered: Not yet — registration precedes the window
Retire action: Breach halts trading for the period; a witnessed review is published before any restart; persistent breach retires the strategy's public claims.

This entry is drafted, not yet in force. It activates only when the numeric threshold and window are fixed and the verifier of record countersigns — and the registration date will precede the observation window it governs.

Futures and options trading involves substantial risk of loss and is not suitable for all investors. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading and may be under- or over-compensated for the impact of certain market factors. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. (CFTC Rule 4.41)

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