Generated: 2026-08-14 01:19
PANEL-I V1 | pool 99 names | split seed 20260813 (59/20/20) | model trained 59 names x < 2025-12-01 | test 2025-12-01..2026-08-13
Test result
- daily excess vs SPY: -17.1 bp/day (n=174)
- pooled t = -3.05 (p=2.29e-03, need t > 2.5)
- total return (gross->net) = -14.8%, max_dd = 15.2%
- PF = 0.77, trades = 2560
- pos-days = 42% (need >= 55%)
Verdict
- t > 2.5: FAIL
- PF >= 1.2: FAIL
- trades >= 50: PASS
- pos-days >= 55%: FAIL