Generated: 2026-08-14 01:20
names b2 x 2026-07-01..2026-08-13 (never used in training or testing)
- PF = 0.88 (need > 1.2), trades = 1062 (need >= 20)
- daily excess vs SPY: -26.9 bp/day (n=29)
- total return = -3.9%, max_dd = 4.1%
Verdict
- PF > 1.2 and >= 20 trades: FAIL