Train: 12 flagship | Test: 6 unseen (seed 42) | 12y | region-A
| Universe | Model | Total | CAGR | MaxDD | PF | Trades | 2023-26 |
|---|---|---|---|---|---|---|---|
| Train (flagship) | pooled+adapter | -4.1% | -0.35% | 35.5% | 1.04 | 923 | -26.1% |
| Test (unseen) | pooled+adapter | +50.1% | +3.51% | 20.3% | 1.26 | 575 | +23.3% |
| Train (flagship) | pooled ref (P3a) | +280.6% | +7.00% | 41.0% | 1.25 | 1,400 | +16.6% |
| Test (unseen) | pooled ref (P3a) | +561.4% | +10.04% | 46.0% | 1.33 | 1,414 | +83.2% |
| Train (flagship) | per-symbol ref | +2161.8% | +17.10% | 36.7% | 1.46 | 1,621 | +111.9% |
Verdict
REJECT (train CAGR>=10%: False, holdout PF>=1.30 & 2023-26>0: False)
elapsed: 33.2 min