Generated: 2026-08-14 10:50
Gates: t > 2.5, PF >= 1.2, trades >= 50, pos-days >= 55%
| tag | t | p | bp/day | PF | trades | ret | maxDD | posdays | win | IC |
|---|---|---|---|---|---|---|---|---|---|---|
| V1 | -3.05 | 2.3e-03 | -17.1 | 0.77 | 2560 | -14.8% | 15.2% | 42% | 44.1% | -0.0314 |
| V2_flip | -2.67 | 7.5e-03 | -17.3 | 0.88 | 4434 | -15.3% | 15.3% | 74% | 46.6% | -0.0314 |
| PNAME | -3.05 | 2.3e-03 | -17.1 | 0.77 | 2560 | -14.8% | 15.2% | 42% | 44.1% | -0.0314 |
| LONG_HEDGE | -2.90 | 3.7e-03 | -17.3 | 0.91 | 1610 | -15.3% | 15.4% | 38% | 47.3% | -0.0314 |
| PM15 | -2.99 | 2.8e-03 | -17.0 | 0.70 | 2678 | -15.0% | 15.3% | 84% | 45.1% | -0.0314 |
| DISP1 | -2.71 | 6.7e-03 | -17.1 | 0.77 | 2338 | -14.9% | 15.6% | 53% | 44.0% | -0.0314 |
| K5 | -2.82 | 4.8e-03 | -17.3 | 0.78 | 2678 | -15.3% | 15.6% | 53% | 44.4% | -0.0314 |
| SY6 | -2.92 | 3.4e-03 | -17.2 | 0.75 | 2416 | -15.1% | 15.4% | 41% | 44.8% | -0.1592 |
| DM6 | -3.31 | 9.5e-04 | -17.1 | 0.78 | 2612 | -14.9% | 15.3% | 43% | 44.5% | -0.1505 |
| DM2 | -2.35 | 1.9e-02 | -17.2 | 0.51 | 2180 | -15.0% | 15.0% | 19% | 36.5% | +0.0040 |
| DM1 | -2.52 | 1.2e-02 | -16.8 | 0.59 | 3440 | -15.0% | 15.0% | 27% | 37.7% | +0.0199 |
| COMBO | -2.73 | 6.4e-03 | -17.1 | 0.60 | 2078 | -15.0% | 15.0% | 65% | 44.6% | -0.1505 |
Walk verdict
- NO config passed walk gates. Holdout b2 NOT unlocked.