Seed: 7 | 20y daily bars | initial $100,000 | region-A config Universe: ABNB, AME, BG, BNY, CPRT, DOC, DUK, HSY, INVH, LII, MDLZ, NFLX, PRU, RTX, SMCI, SNDK, TEL, TJX, TXT, UBER
Portfolio results
- Final equity: $683,903 (+583.90%)
- Last 5y: +27.24% (CAGR +4.94%)
- SPY buy&hold (20y): +757.95% | SPY last 5y: +85.35%
- CAGR: +10.22% | MaxDD: 43.70% | Sharpe: 0.648
- Trades: 1410 | Win rate: 48.4% | PF: 1.258
- Positive months: 136/239 | Green years: 14/21
Year by year
| 2006 | +0.00% | | 2007 | +0.00% | | 2008 | +0.00% | | 2009 | +22.68% | | 2010 | +12.85% | | 2011 | +12.95% | | 2012 | +14.33% | | 2013 | +48.31% | | 2014 | +13.20% | | 2015 | -0.00% | | 2016 | +21.25% | | 2017 | +10.00% | | 2018 | +4.07% | | 2019 | +15.50% | | 2020 | -11.42% | | 2021 | +29.83% | | 2022 | -12.49% | | 2023 | +17.36% | | 2024 | +26.00% | | 2025 | -7.17% | | 2026 | +0.12% |
35% lock comparison (pre-fix max_drawdown_total 0.35)
- Final equity: $301,406 (+201.41%)
- Last 5y: +0.00% (CAGR +0.00%)
- CAGR: +5.74% | MaxDD: 42.14% | PF: 1.218
- Trades: 867 | Green years: 10/21
- 2023-26 window: +0.00% vs +38.25% with the 0.50 breaker
Verdict
MIXED / INCONCLUSIVE — random unseen names returned +583.90% vs SPY +757.95% (P/L 1.26).
Breaker effect: the 35% lock retired the strategy for 2023-26 (+0.00%, 867 total trades) vs the live 0.50 setting (+38.25%, 1410 trades).