Due diligence pack

Live archive (production API)

Fetched from GET /v2/lsri/track-record on page load. Use for a quick sanity check before deeper review.

Document map

Suggested reading order for a 30–45 minute first review:

• Validation & limitations — scope, limits, regimes, crises (start here)
• Methodology — score, regimes, tip vs timeline, ρ, scenario C
• Track record — transitions, period chips, CSV export
• FTX 2022 (BTC) · COVID 2020
• Backtests — curated 2018 / 2022 / FTX cycles
• Audit & OOS — validation metrics
• Case study — weekly Desk → Committee workflow
• LSRI Terminal — Proof tab crisis filters + PDF (account)

Known limitations

• Proprietary formulas — outputs are documented; full math available under NDA on request.
• Twelve Data history starts around mid-2019 per asset — pre-2019 proof is on Backtests, not the live API.
• OOS Sharpe and illustrative drawdowns are not a performance marketing claim.
• Gateway 502 may occur on cold start — retry or call Render URL directly for audits.