Live performance viewer
Qelly Live Index
Watch Qelly's company-funded event-market model portfolio. It is not a fund, deposit account, savings product, or guaranteed product. Subscriber funds are never used, subscribers do not participate in profits or losses, and Qelly does not guarantee outcomes.
Agent Activity
Aggregate Live Index Activity
Free viewers see activity volume and risk controls in aggregate. Pre-trade signals and exact real-time open positions are not public.
Portfolio Curve
DB-backed index snapshots for public proof.
How we measure skill
Skill metrics publish at n ≥ 30
Sample size matters. We publish CLV, Brier, and two shadow-strategy curves only once the research portfolio reaches n ≥ 30 settled forecasts — target: post-World Cup group stage. Until then, structural metrics only.
- CLV Closing-line value — % beat of entry vs. close. Predictive even when realized P&L is too noisy.
- Brier Mean squared error of predicted probability vs. realized outcome. Lower is better.
- vs. implied Shadow strategy using market-implied probabilities. Gap to our curve = alpha over zero-edge baseline.
- vs. Kelly-only Shadow strategy with the LLM filter removed. Measures the LLM's marginal contribution.
Optimizer Backends
Classical + quantum annealer
Every position-sizing call is tagged with the optimizer that produced it. QUBO-formatted problems run on CPU pre-QPU; QPU routing is in calibration.
Company-funded model portfolio
Qelly does not accept user bankroll deposits for this product. Free viewers see aggregate performance and activity. Live Index Pro subscribers see final executed decision cards, probability movement, exposure, and weekly attribution.
Last update: May 25, 2026 12:00 UTC