Generated: 2026-08-14 02:28
names b2 x 2026-07-01..2026-08-13 (never used in training or testing)
- PF = 0.75 (need > 1.2), trades = 1046 (need >= 20)
- daily excess vs SPY: -37.8 bp/day (n=29)
- total return = -6.5%, max_dd = 8.2%
Verdict
- PF > 1.2 and >= 20 trades: FAIL