Harness caveat
Identical simulate() harness for both caches, so A-vs-B deltas are valid. Absolute levels do NOT reproduce the official region-A headline (+2,137.8% / CAGR 17.0% per PITCH): official numbers came from an ad-hoc 216-config sweep harness (cd x vt x rpt x tm x entry) that is not in the repo. Treat levels as harness-relative; deltas are the decision metric.
Cache A (flagship stride-10): sp500_stride10_fenhanced_tr_k28_y20_w12 — 51 symbols Cache B (mega-cap +8): sp500_stride10_mc8_fenhanced_tr_k28_y20_w12 — 59 symbols
FULL window
config | total | cagr | dd | sharpe | calmar | trades | wr | pf
A stride10 | region-A (as deployed) | +739.1% | 11.37% | 36.0% | 0.68 | 0.315 | 1655 | 47.0% | 1.26 A stride10 | overlay: ext 0.40 | +905.2% | 12.39% | 44.0% | 0.73 | 0.282 | 1547 | 47.8% | 1.33 A stride10 | overlay: ext 0.40 + trend_loose 0.15 | +789.8% | 11.70% | 42.8% | 0.70 | 0.274 | 1526 | 47.8% | 1.38 A stride10 | overlay: ext 0.40 + tl 0.15 + vt 0.25 | +615.6% | 10.48% | 41.2% | 0.64 | 0.254 | 1573 | 48.1% | 1.35 A stride10 | overlay: ext 0.40 + tl 0.15 + chop 0.50 | +538.0% | 9.84% | 43.1% | 0.61 | 0.228 | 1770 | 47.6% | 1.29 A stride10 | overlay: ext 0.40 + tl 0.15 + chop 0.75 | +461.7% | 9.13% | 39.5% | 0.61 | 0.231 | 2182 | 48.5% | 1.28 B mc8 | region-A (as deployed) | +1303.4% | 14.30% | 32.9% | 0.81 | 0.435 | 1672 | 48.1% | 1.33 B mc8 | overlay: ext 0.40 | +576.8% | 10.16% | 39.5% | 0.61 | 0.257 | 1624 | 46.8% | 1.25 B mc8 | overlay: ext 0.40 + trend_loose 0.15 | +743.6% | 11.40% | 40.3% | 0.67 | 0.283 | 1585 | 47.6% | 1.30 B mc8 | overlay: ext 0.40 + tl 0.15 + vt 0.25 | +673.9% | 10.91% | 41.5% | 0.65 | 0.263 | 1642 | 47.7% | 1.24 B mc8 | overlay: ext 0.40 + tl 0.15 + chop 0.50 | +1038.7% | 13.10% | 36.8% | 0.78 | 0.356 | 1831 | 49.1% | 1.35 B mc8 | overlay: ext 0.40 + tl 0.15 + chop 0.75 | +759.7% | 11.50% | 38.4% | 0.72 | 0.299 | 2264 | 50.4% | 1.31
YoY % — region-A config (rows = cache A vs B): year | A stride10 | B mc8 | delta
2006 | -0.25% | -0.25% | +0.00% 2007 | -1.36% | -1.36% | +0.00% 2008 | -1.36% | -1.36% | +0.00% 2009 | 61.03% | 71.73% | +10.70% 2010 | 25.90% | 10.05% | -15.85% 2011 | 0.92% | 6.03% | +5.10% 2012 | 14.39% | 21.75% | +7.37% 2013 | 16.15% | 24.96% | +8.81% 2014 | 15.59% | 18.20% | +2.61% 2015 | -0.69% | 7.98% | +8.67% 2016 | 11.52% | -1.18% | -12.70% 2017 | 14.67% | 31.88% | +17.21% 2018 | 1.18% | -10.84% | -12.02% 2019 | 38.91% | 42.34% | +3.43% 2020 | 22.66% | 41.00% | +18.35% 2021 | 18.05% | 15.75% | -2.30% 2022 | -25.78% | -13.98% | +11.79% 2023 | 11.77% | 27.00% | +15.23% 2024 | -3.74% | 3.58% | +7.32% 2025 | 26.83% | 37.40% | +10.57% 2026 | 4.11% | -11.99% | -16.10%
MATCHED 2016-01-01+ window
config | total | cagr | dd | sharpe | calmar | trades | wr | pf
A stride10 | region-A (as deployed) | +202.2% | 11.02% | 36.0% | 0.62 | 0.306 | 1063 | 44.8% | 1.24 A stride10 | overlay: ext 0.40 | +212.7% | 11.38% | 44.0% | 0.63 | 0.259 | 990 | 45.9% | 1.29 A stride10 | overlay: ext 0.40 + trend_loose 0.15 | +247.1% | 12.48% | 42.8% | 0.68 | 0.292 | 982 | 46.4% | 1.36 A stride10 | overlay: ext 0.40 + tl 0.15 + vt 0.25 | +206.7% | 11.17% | 41.2% | 0.63 | 0.271 | 1014 | 47.3% | 1.33 A stride10 | overlay: ext 0.40 + tl 0.15 + chop 0.50 | +176.6% | 10.09% | 43.1% | 0.59 | 0.234 | 1107 | 45.8% | 1.27 A stride10 | overlay: ext 0.40 + tl 0.15 + chop 0.75 | +195.8% | 10.80% | 39.5% | 0.64 | 0.274 | 1426 | 47.2% | 1.27 B mc8 | region-A (as deployed) | +276.7% | 13.33% | 32.9% | 0.71 | 0.405 | 1062 | 46.4% | 1.29 B mc8 | overlay: ext 0.40 | +248.5% | 12.51% | 36.0% | 0.69 | 0.348 | 1023 | 46.2% | 1.27 B mc8 | overlay: ext 0.40 + trend_loose 0.15 | +264.0% | 12.97% | 38.7% | 0.69 | 0.335 | 1016 | 46.7% | 1.30 B mc8 | overlay: ext 0.40 + tl 0.15 + vt 0.25 | +275.0% | 13.29% | 39.7% | 0.71 | 0.335 | 1045 | 47.2% | 1.29 B mc8 | overlay: ext 0.40 + tl 0.15 + chop 0.50 | +161.4% | 9.49% | 38.5% | 0.56 | 0.246 | 1122 | 46.0% | 1.26 B mc8 | overlay: ext 0.40 + tl 0.15 + chop 0.75 | +191.7% | 10.63% | 35.8% | 0.63 | 0.297 | 1431 | 49.1% | 1.28
YoY % — region-A config (rows = cache A vs B): year | A stride10 | B mc8 | delta
2016 | 20.81% | 9.08% | -11.73% 2017 | 14.18% | 18.95% | +4.77% 2018 | 1.17% | -11.60% | -12.78% 2019 | 38.91% | 42.31% | +3.40% 2020 | 22.66% | 41.00% | +18.35% 2021 | 18.05% | 15.75% | -2.30% 2022 | -25.78% | -14.01% | +11.76% 2023 | 11.77% | 26.95% | +15.18% 2024 | -3.74% | 3.58% | +7.32% 2025 | 26.83% | 37.40% | +10.57% 2026 | 4.11% | -11.99% | -16.10%