Event-driven (IPO / corporate events)

IPO impact tracker

Live & validated

The question

Do dated corporate-event shocks (IPO lock-up expiries, post-IPO drift) produce a tradeable, cost- and survivorship-honest edge — or do apparent effects dissolve under proper method?

How it was tested

This is a live observability instrument rather than a pre-registered forward-edge hypothesis: it measures and reports a market condition for operator decision-support. It never auto-trades. Where a forward-edge claim exists, it is pre-registered separately and appears in the log with its own hash.

The outcome

LIVE 2026-06-04 (Phase-1 INFO-grade observability). Tracks froth/issuance/QQQ-supply-absorption around SpaceX (Jun 12)/OpenAI/Anthropic; confirming-context for the fractal late-cycle read; never auto-trades. Forward-edge 'IPO-wave marks the top' claim separately pre-registered (issuance-intensity).

This hypothesis passed its validation and is running live as operator decision-support. It never auto-trades.

Pre-registration record

Registered
Pre-registered
n/a (live instrument)
SHA-256 hash

The hash and timestamp are a contemporaneous, immutable record that the hypothesis and its success criteria were fixed before testing — not chosen with hindsight.