Window: 2017-11-10 .. 2026-06-26 (2166 daily bars) Cells: 5 (windows=5 * seeds=1)
Cost model
Tiered per-unit-weight turnover cost:
| Turnover fraction | Cost (bps) |
|---|---|
| < 10% | 5 |
| < 30% | 10 |
| < 100% | 25 |
Mean per-day turnover across all cells: 0.0832 Mean per-day cost: 5.6 bps
Per-cell scoreboard (gross vs net)
| Window | Seed | Agent gross | Agent net | EW | Uplift gross | Uplift net | p(net>EW) |
|---|---|---|---|---|---|---|---|
| 0 | 0 | +1.17 | -8.05 | +2.44 | -1.278 | -10.492 | 0.957 |
| 1 | 0 | -1.55 | -7.30 | +0.61 | -2.161 | -7.907 | 1.000 |
| 2 | 0 | +2.84 | +0.36 | -0.94 | +3.773 | +1.293 | 0.269 |
| 3 | 0 | +0.84 | -5.00 | +1.81 | -0.964 | -6.804 | 0.900 |
| 4 | 0 | +2.59 | -8.10 | +4.78 | -2.180 | -12.880 | 1.000 |
Aggregate
- Median uplift (gross): -1.278
- Median uplift (net): -7.907
- Gross uplift is non-positive; net uplift -7.907
- Bootstrap p(agent_net > EW) — min: 0.269, median: 0.957, max: 1.000
Pre-registered pass bar (re-stated for stage 7)
ADOPT requires ALL THREE (hypothesis doc):
- OOS Sharpe > EW Sharpe + 0.10 (gross: -1.278, net: -7.907)
- bootstrap p (agent > baseline) < 0.05 (max p: 1.000)
- OOS max drawdown < 0.30 (worst maxDD from OOS report)
Stop condition S3 (hypothesis doc)
Net uplift must be >= 50% of gross uplift. Got: gross -1.278, net -7.907 -> net is 0% of gross. S3 triggered: True.
elapsed: 100.6s | cells=5