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STUDY

"Panic-gate diagnostic"

2026-10-04

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  • D1 gate on (live): OOS ret +1982.1%, SR 1.53, maxDD -16.7%, boot-p 0.000
  • D1 gate on + keep-panic-on: OOS ret +859.7%, SR 1.05, maxDD -35.5%, boot-p 0.000
  • 5d eq return on gate-off & panic: +1.811% (n=62)
  • 5d eq return on all gate-off: +0.775% (n=449)

Interpretation: if panic carve-out shows large positive, D1's flat gate is too aggressive; if both negative, D1 is faithful.

ALL DONE