Harness caveat
Identical simulate() harness for both caches, so A-vs-B deltas are valid. Absolute levels do NOT reproduce the official region-A headline (+2,137.8% / CAGR 17.0% per PITCH): official numbers came from an ad-hoc 216-config sweep harness (cd x vt x rpt x tm x entry) that is not in the repo. Treat levels as harness-relative; deltas are the decision metric.
Cache A (flagship stride-10): sp500_stride10_fenhanced_tr_k28_y20_w12 — 51 symbols Cache B NOT BUILT YET: data\cache\phase1_sp500_stride10_mc8_fenhanced_tr_k28_y20_w12.pkl
FULL window
config | total | cagr | dd | sharpe | calmar | trades | wr | pf
A stride10 | region-A (as deployed) | +739.1% | 11.37% | 36.0% | 0.68 | 0.315 | 1655 | 47.0% | 1.26 A stride10 | overlay: ext 0.40 | +905.2% | 12.39% | 44.0% | 0.73 | 0.282 | 1547 | 47.8% | 1.33 A stride10 | overlay: ext 0.40 + trend_loose 0.15 | +789.8% | 11.70% | 42.8% | 0.70 | 0.274 | 1526 | 47.8% | 1.38 A stride10 | overlay: ext 0.40 + tl 0.15 + vt 0.25 | +615.6% | 10.48% | 41.2% | 0.64 | 0.254 | 1573 | 48.1% | 1.35
YoY % — region-A config (rows = cache A vs B): year | A stride10 | B mc8 | delta
MATCHED 2016-01-01+ window
config | total | cagr | dd | sharpe | calmar | trades | wr | pf
A stride10 | region-A (as deployed) | +202.2% | 11.02% | 36.0% | 0.62 | 0.306 | 1063 | 44.8% | 1.24 A stride10 | overlay: ext 0.40 | +212.7% | 11.38% | 44.0% | 0.63 | 0.259 | 990 | 45.9% | 1.29 A stride10 | overlay: ext 0.40 + trend_loose 0.15 | +247.1% | 12.48% | 42.8% | 0.68 | 0.292 | 982 | 46.4% | 1.36 A stride10 | overlay: ext 0.40 + tl 0.15 + vt 0.25 | +206.7% | 11.17% | 41.2% | 0.63 | 0.271 | 1014 | 47.3% | 1.33