Disclosure
This Disclosure sets out the information the record publishes, the information it withholds, and the basis on which it withholds it.
1Status
The Program trades the proprietary capital of reout, which is not registered with any financial regulator.
The Program is traded only in the accounts listed in the account register. The operator does not trade the Program, or a strategy substantially the same as it, in any other account, under the name reout or under any other name, and does not publish another record of it. The operator gives institutional allocators and independent verifiers a written attestation of this paragraph. An account at another venue in which the Program is traded is added to the account register before it is used (Methodology, section 7).
Nothing in this document or its repository constitutes an offer, a solicitation or investment advice. The Program's signals are not sold, and no investors are solicited. The Program is not available to individual investors. Other activities of the operator are set out in section 6, and contact details in section 5.
2Published and not published
| Item | Published | Not published |
|---|---|---|
| NAV and cash flows | Daily returns, a NAV index, each external transfer, and daily realized P&L and trading costs (commissions and funding combined), each as a share of NAV | Currency amounts, including the size of the Account; individual income ledger entries; commissions and funding separately |
| Positions | — | The existence, number, direction and size of positions |
| Trades | — | Trade statistics and individual fills |
| Kill Criteria | Thresholds, and the Program's monthly position against them | The specification of system-fault signals |
| Configuration | The hash of the sealed configuration, anchored before deployment | Model, parameters and filters |
| Documents | The Methodology, the Disclosure, the Kill Criteria, the registers, the incident and intervention logs, and corrections | — |
| Operator | The name under which the Program is operated, and its official channels (section 5) | — |
| Research | — | Research process, experimental results, rejected variants and development data |
Information is withheld where it would disclose the Program's current exposure or its implementation.
3Disclosure of the method
Information on the strategy's decision process is disclosed at three levels.
| Level | Content | Audience |
|---|---|---|
| Category | Systematic, directional, single-instrument, long and short; signals generated by a self-supervised, memory-based model | Public |
| Thesis | The inputs on which the model is conditioned, the source of the expected edge and the reasons it is expected to persist | Institutional allocators and independent verifiers under NDA |
| Implementation | Model, development data, parameters, gates and execution rules | Not published. An independent verifier under NDA may inspect the sealed configuration solely to confirm it against its pre-registered hash |
Public materials on the strategy, including Monthly Reports and methodology notes, are confined to the strategy category and its measured properties, such as drawdown and correlation with the Benchmark. They do not describe the thesis.
Each deployed version is developed on data ending before it is deployed. All live results are therefore out of sample.
4Incidents
Every operational incident and every manual action is logged and disclosed as the Methodology, section 5 sets out, whether or not it affected P&L. The logs are not edited.
5Contact and identity
Institutional and verification inquiries: [email protected].
The Program is operated under the name reout. The identity of the operator and its legal form are given on request.
The official channels of reout are the domain reout.io, the GitHub account reouthq, of which
reouthq/track is the only public repository, and the X account @reouthq. Any other website,
account or address purporting to represent reout is not affiliated with it.
6Other activities
The operator may conduct other businesses, including research tools and data offered by subscription, under the name reout or under other names. None of them receives the Program's positions, signals or configuration. Those under the name reout are listed in this section when they begin. The others are disclosed to institutional allocators and independent verifiers on request.
SHA-256 b1fe1af4cb20ca6bf6271e49eada918413117bff1c6475c3ccdde933261cd037Source on GitHub
Rendered from the source file at record commit 31691c9 (site build eb94088). The anchored document is the source file, not this page.