Region-A baseline (as deployed)
| cache | full tot | CAGR | DD | Sh | Calmar | PF | trades | y21 CAGR | y1y | 2026 |
|---|---|---|---|---|---|---|---|---|---|---|
| C59 mc8 h5+h21 | +1310.2% | +14.34% | 36.6% | 0.81 | 0.39 | 1.44 | 1576 | +17.71% | +10.2% | +3.9% |
C59 mc8 h5+h21
| cfg | full tot | CAGR | DD | Sh | Calmar | PF | tr | y21 CAGR | y1y tot | 2026 tot |
|---|---|---|---|---|---|---|---|---|---|---|
| ent=0.05 ext=0.60 tl=0.25 vt=0.45 sm=2.5 tm=4.0 | +1999% | +16.67% | 38% | 0.91 | 0.44 | 1.50 | 1546 | +17.80% | +16.1% | +7.2% |
| ent=0.05 ext=0.40 tl=0.40 vt=0.45 sm=2.5 tm=4.0 | +1852% | +16.24% | 42% | 0.89 | 0.39 | 1.44 | 1581 | +15.43% | +16.5% | +8.4% |
| ent=0.05 ext=0.40 tl=0.25 vt=0.45 sm=2.5 tm=4.0 | +1846% | +16.22% | 39% | 0.90 | 0.41 | 1.49 | 1562 | +16.36% | +19.5% | +10.5% |
| ent=0.05 ext=0.60 tl=0.40 vt=0.45 sm=2.5 tm=4.0 | +1742% | +15.90% | 42% | 0.88 | 0.38 | 1.40 | 1571 | +14.73% | +3.3% | -3.8% |
| ent=0.05 ext=0.60 tl=0.00 vt=0.45 sm=2.5 tm=4.0 | +1717% | +15.82% | 37% | 0.89 | 0.43 | 1.47 | 1552 | +16.82% | +8.4% | +3.3% |
| ent=0.05 ext=0.25 tl=0.25 vt=0.45 sm=2.5 tm=4.0 | +1716% | +15.82% | 41% | 0.87 | 0.38 | 1.43 | 1589 | +17.88% | +0.4% | -5.4% |
| ent=0.05 ext=0.60 tl=0.15 vt=0.45 sm=2.5 tm=4.0 | +1680% | +15.70% | 40% | 0.87 | 0.39 | 1.47 | 1543 | +16.94% | +6.8% | +2.2% |
| ent=0.05 ext=0.40 tl=0.00 vt=0.45 sm=2.5 tm=4.0 | +1614% | +15.48% | 38% | 0.87 | 0.40 | 1.44 | 1565 | +16.51% | +8.4% | +3.3% |
| ent=0.05 ext=0.25 tl=0.40 vt=0.45 sm=2.5 tm=4.0 | +1560% | +15.29% | 38% | 0.86 | 0.40 | 1.43 | 1595 | +17.14% | +9.9% | +0.9% |
| ent=0.05 ext=0.15 tl=0.25 vt=0.45 sm=2.5 tm=4.0 | +1479% | +15.00% | 44% | 0.84 | 0.34 | 1.43 | 1743 | +15.50% | +8.7% | +4.5% |
YoY — region-A on each cache
| year | C59 mc8 h5+h21 | SPY | |---:|---:| | 2006 | -0.12% | +15.8% | | 2007 | -1.36% | +5.5% | | 2008 | -1.36% | -37.0% | | 2009 | +74.08% | +26.5% | | 2010 | +16.92% | +15.1% | | 2011 | +3.26% | +2.1% | | 2012 | +23.51% | +16.0% | | 2013 | +26.51% | +32.4% | | 2014 | +10.51% | +13.7% | | 2015 | +1.84% | +1.4% | | 2016 | -4.95% | +12.0% | | 2017 | +14.68% | +21.8% | | 2018 | -24.20% | -4.4% | | 2019 | +43.82% | +31.5% | | 2020 | +31.37% | +18.4% | | 2021 | +21.64% | +28.7% | | 2022 | -9.60% | -18.1% | | 2023 | +34.31% | +26.3% | | 2024 | +15.74% | +25.0% | | 2025 | +39.13% | +13.0% | | 2026 | +3.87% | +8.0% |
Sweep wall time 247s. 16 overlay configs per cache; ranked by full-window CAGR above.