← all research

RUN ONCE — do not re-tune, do not re-run (seed 424242, 100 virgin names 2025-08-14->2026-08-12) | OVERNIGHT LABEL, MOC entries (PANEL-N)

  • Total return: -2.16% | CAGR -2.18% | MaxDD 2.2%
  • PF 0.37 | Sharpe -6.05 | Trades 1037 | Beta 0.00
YearPanelSPYExcess
2025-0.8%+6.0%-6.9%
2026-1.3%+13.1%-14.4%

Gate 2 verdict: HOLDOUT EDGE NOT CONFIRMED