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VALIDATED

"Flagship OOS split (2026-08-20)"

2026-08-20

Deployed cache sp500_stride10_mc8_fenhanced_tr_k28_y20_w12 | region-A base + 16 overlays | tune 2016-20 / test 2021-26

rank-bycfgtune CAGRtune DDtest CAGRtest DDtest Shfull CAGR
testent=0.05 ext=0.15 tl=0.15 vt=0.45 sm=2.5 tm=4.0+10.94%40.6%+13.85%26.1%0.73+12.12%
testent=0.05 ext=0.15 tl=0.25 vt=0.45 sm=2.5 tm=4.0+10.67%38.4%+12.68%25.1%0.68+11.62%
testent=0.05 ext=0.15 tl=0.00 vt=0.45 sm=2.5 tm=4.0+13.58%39.7%+12.41%23.5%0.69+14.99%
testent=0.05 ext=0.40 tl=0.15 vt=0.45 sm=2.5 tm=4.0+10.41%40.3%+11.16%26.9%0.63+11.40%
testent=0.05 ext=0.60 tl=0.40 vt=0.45 sm=2.5 tm=4.0+13.47%38.6%+10.25%22.7%0.61+15.36%
testent=0.05 ext=0.15 tl=0.40 vt=0.45 sm=2.5 tm=4.0+8.70%38.7%+10.22%25.9%0.58+10.66%
testent=0.05 ext=0.60 tl=0.00 vt=0.45 sm=2.5 tm=4.0+10.86%37.7%+9.40%31.5%0.56+11.51%
testent=0.05 ext=0.25 tl=0.00 vt=0.45 sm=2.5 tm=4.0+13.43%32.9%+8.71%29.0%0.53+14.30%
testent=0.05 ext=0.25 tl=0.00 vt=0.45 sm=2.5 tm=4.0+13.43%32.9%+8.71%29.0%0.53+14.30%
testent=0.05 ext=0.40 tl=0.00 vt=0.45 sm=2.5 tm=4.0+10.00%39.5%+7.87%26.6%0.49+10.16%