Only repositories designated LIVE or VALIDATION enter the lab. Each surface translates active research into an explorable model without replacing the underlying methodology or source.
1 live spine11 validation repositories12 active repositories
01
Eligibility rule
ONLY ACTIVE WORK ENTERS THE LAB.
LABS is the interactive surface of the current BLAQUE BAUX research program. LIVE and VALIDATION repositories are visible here; Research, Concept, Null, and Rejected work remains in the Corpus rather than being dressed up as an active model.
Current organization state / Aug 2026
02
Featured interactive studies
THE RESEARCH, MANIPULABLE.
Each study begins with the repository's actual thesis and reported finding, then exposes the idea through a restrained interactive surface. Reported metrics remain fixed to the research record; sliders and regime controls are used to explore the mechanism, not to manufacture new backtest claims.
HOW TO READ THE LABS
Finding is what the repository currently reports. Interaction lets you interrogate the mechanism behind that finding. Source remains authoritative for methodology, assumptions, code, and validation.
STATUS MATTERS
LIVE means the work has graduated into the governed spine or live path. VALIDATION means the idea has survived enough research to be studied here, but has not earned the production bar.
LAB 001 / LIVE
BASE
The governed spine / risk structure
Repository finding: the production spine combines an inverse-vol / equal-risk-contribution base with 12-month time-series trend, volatility-targets each sleeve, blends them, then applies a drawdown regime brake. Reported production profile: ~0.97 Sharpe, ~1.30 Sortino, ~−11% max drawdown.
Repository finding: aggression is a distribution choice, not a Sharpe choice. The first pass reports that strong edge can tolerate 2–3× leverage, while weak or negative edge can move rapidly toward ruin; the keeper is fractional Kelly plus a volatility target.
Repository finding: fast reversal dies on turnover. The keeper is slow 10-day cross-sectional reversal, gated to choppy regimes; the live driver uses SPY efficiency ratio < 0.35 and is dollar-neutral.
Repository finding: the static Brown−Blue spread is not alpha; the keeper is rotation. The first pass reports spread trend at +0.73 Sharpe and camp rotation at +0.85 versus +0.72 hold.
Blue / growthRegime: growthBrown / inflation-value
LAB 005 / VALIDATION
BITDOLLAR
Governed crypto trend
Repository finding: the dollar-axis thesis was rejected, but trend plus volatility targeting survived. Real BTC/USD + ETH/USD validation reports +0.72 Sharpe / −12% max drawdown versus buy-and-hold +0.29 / −76%.
Repository finding: Brown and Blue are distinct but the static spread is a disguised value/rate bet, not alpha. The keeper is rotation: trend the spread or hold the stronger 126-day camp. The research records a −35% spread move in the 2020–21 growth regime and +40% in the 2022 inflation regime.
Repository finding: the cap-ladder thesis was rejected. Large-cap drawdown bounce survives better after cost: +0.52 net versus +0.45 for small caps. The smaller-cap ladder also shows lower standalone Sharpe and deeper drawdowns; the keeper moved back up to quality large caps.
Repository finding: apparent beta-neutral momentum still carried about +0.20 residual beta. The hedged prototype reduces beta to −0.04 and leaves a more modest but genuine stream: Sharpe +0.34 and alpha +3.5%/yr. True neutrality costs the beta tailwind.
unhedged +0.20alpha +3.5% / yr at full hedgetarget ≈ 0
LAB 009 / VALIDATION
BLUNT
Crude → refiner / one-day follow-through
Repository finding: five of six tactical ideas failed or were only marginal. The survivor is crude leading refiner equities by one day: crude is the signal, CRAK is the traded asset, volatility-targeted to 10%. The prototype reports net Sharpe ~1.06 at 3 bp/side.
Repository finding: no single hedge covers both deflation and inflation crises. The keeper is a diversified basket: 40% TLT / 30% GLD / 20% DBC / 10% VIXY. Validation passes on insurance criteria: on SPY's worst-5% days the sleeve returns +79% while SPY returns −82%, with corr-SPY −0.29.
Repository finding: the cross-section flips from reversal to momentum around 20 days. Reversal dominates at ≤10d; momentum appears at ≥20d. The keeper blends 20/40/60-day growth, beta-neutral, with reported net Sharpe +0.50; acceleration itself was rejected as a reversal signal.
Repository finding: directional APAC is mostly US beta and contains only ~2.5 effective bets across 12 ETFs. But APAC is the one region with a positive country-rotation pulse (+0.30 long-short). The research also records severe FX drag in Japan: EWJ +138% versus currency-hedged DXJ +367%.
country dispersionrelative strength, not betaFX matters
Prototype note: repository names, LIVE / VALIDATION eligibility, thesis language, and quoted research metrics are taken from the BLAQUE BAUX GitHub corpus. Reported metrics are labeled as repository findings. Interactive response curves and regime controls are explanatory UI demonstrations unless explicitly tied to a reported scorecard value. Production LABS should execute repository code, a verified browser-safe port, or an embedded notebook before presenting newly computed results.