Train: 51 flagship | Test: 20 unseen (seed 42) | 20y | region-A
| Universe | Model | Total | CAGR | MaxDD | PF | Trades | 2023-26 |
|---|---|---|---|---|---|---|---|
| Train (flagship) | pooled+adapter | -18.2% | -1.01% | 48.3% | 1.02 | 2,003 | -16.5% |
| Test (unseen) | pooled+adapter | -8.7% | -0.46% | 56.7% | 1.03 | 1,862 | -26.0% |
| 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: 1.3 min