| Strategy | IS trades | IS PF | IS net | OOS trades | OOS PF | OOS net |
|---|---|---|---|---|---|---|
| ORB_early | 521 | 1.000 | -10 | 19 | 0.419 | -863 |
| ORB_all | 1,235 | 0.887 | -7,973 | 42 | 0.393 | -1,400 |
| MOM_t1.0 | 507 | 1.001 | +52 | 18 | 0.534 | -637 |
| MOM_t1.0+vol | 18 | 2.901 | +3,063 | 4 | 0.000 | -511 |
"Intraday OOS Split (120d cache: first 80 IS / last 3 OOS)"
2026-08-12