Window: 2017-11-10 .. 2026-06-26 (2166 daily bars) IS=504d OOS=126d step=126d windows=5 checkpoints: 5 final-stage .zip files under (repo)
Per-window scoreboard
| Window | OOS start | OOS end | Seed | Agent Sharpe | EW Sharpe | Uplift | p(agent>EW) | Agent maxDD |
|---|---|---|---|---|---|---|---|---|
| 0 | 2023-11-15 | 2024-05-16 | 0 | +1.17 | +2.44 | -1.28 | 0.916 | -0.65% |
| 1 | 2024-05-17 | 2024-11-14 | 0 | -1.55 | +0.61 | -2.16 | 0.828 | -5.62% |
| 2 | 2024-11-15 | 2025-05-20 | 0 | +2.84 | -0.94 | +3.77 | 0.165 | -2.22% |
| 3 | 2025-05-21 | 2025-11-18 | 0 | +0.84 | +1.81 | -0.96 | 0.845 | -0.63% |
| 4 | 2025-11-19 | 2026-05-21 | 0 | +2.59 | +4.78 | -2.18 | 0.992 | -0.55% |
Aggregate
- Cells: 5 (windows=5 * seeds=1)
- Median Sharpe uplift (agent - EW): -1.278
- Bootstrap p values: min=0.165 median=0.845 max=0.992
- Worst-window agent max drawdown: -5.62%
Pre-registered pass bar (hypothesis doc)
ADOPT requires ALL THREE:
-
OOS Sharpe > EW Sharpe + 0.1
-
bootstrap p (agent > EW) < 0.05
-
OOS max drawdown < 30%
-
Sharpe uplift >= +0.1: False (got -1.278)
-
All-window p < 0.05: False (max 0.992)
-
maxDD > -30%: True (got -5.62%)
Verdict: REJECT
Stop conditions (hypothesis doc)
S2. Median agent OOS Sharpe below EW Sharpe: True (median uplift -1.278). S3 (net-cost halving) is checked in stage 6, not here.
elapsed: 99.1s | cells=5