Bundle: sp500_stride10_fenhanced_tr_k28_y20_w12_live | 51 symbols | 2006-2026 | SPY 20y +757.9% | SPY last 5y +85.3%
| Variant | Total | CAGR | MaxDD | PF | Trades | 2022 | 2023-26 | Trades 23-26 |
|---|---|---|---|---|---|---|---|---|
| V0 baseline | +2161.8% | +17.10% | 36.7% | 1.46 | 1,621 | -5.9% | +111.9% | 672 |
| V1 unlock mdd=9.99 (breaker off) | +2161.8% | +17.10% | 36.7% | 1.46 | 1,621 | -5.9% | +111.9% | 672 |
| V2 mdd=0.45 (loosened) | +2161.8% | +17.10% | 36.7% | 1.46 | 1,621 | -5.9% | +111.9% | 672 |
| V3 dd_gate 0.25 | +349.3% | +7.90% | 33.0% | 1.28 | 1,002 | +0.0% | +0.0% | 0 |
| V4 regime_gate | +415.7% | +8.66% | 35.3% | 1.24 | 1,354 | -20.7% | +15.9% | 634 |
| V5 dd_gate+regime | +335.8% | +7.74% | 27.9% | 1.31 | 1,053 | -20.7% | -2.1% | 32 |
Verdict
Baseline is DEAD from +111.9% / 672 trades in 2023-26; 4 variant(s) stay tradeable. Best by 2023-26 return: V1 unlock mdd=9.99 (+111.9% vs SPY +85.3%).
- If a variant beats SPY 2023-26 with positive PF: the breaker killed a still-live edge -> deploy that variant's gate.
- If no variant beats SPY 2023-26: the edge is gone post-2022; breaker choice is cosmetic.