dates: 78 trials logged K=113
head-to-head
H0 forecast level: IC +0.0134 (t=+0.74, p=0.2322, n=78, CI[-0.020,+0.046]) H1 forecast revision: IC -0.0101 (t=-0.57, p=0.7140, n=77, CI[-0.050,+0.030]) H2 forecast resid vs mom: IC +0.0193 (t=+1.10, p=0.1396, n=78, CI[-0.016,+0.050]) H3 acceleration: IC -0.0053 (t=-0.32, p=0.6354, n=76, CI[-0.038,+0.029]) H6 revision resid vs mom: IC +0.0027 (t=+0.16, p=0.4336, n=77, CI[-0.034,+0.039]) ctrl momentum126: IC -0.0089 (t=-0.27, p=0.6104, n=78, CI[-0.064,+0.044])
H4 dispersion regime
forecast-top-decile fwd, dispersion low: +1.882% (n=26) forecast-top-decile fwd, dispersion mid: +0.233% (n=26) forecast-top-decile fwd, dispersion high: +4.246% (n=26) high-minus-low means +2.364% (bootstrap p=0.1708) spearman(dispersion, top-decile fwd) = +0.129
H5 width sizing (forecast top-8/quartile)
equal-weight mean +1.789% Sharpe1.09 | inverse-width mean +1.621% Sharpe1.04
paired D -0.168% CI[-0.374%,+0.051%] p=0.9196 (n=78)
H7 market timing (mean forecast vs SPY fwd 21d)
spearman(mean forecast, SPY fwd) = +0.220 (n=78, boot CI [-0.035,+0.443]) timing rule (long if mean fc>0) minus always: D -0.191% CI[-0.900%,+0.714%] Sharpe 1.06 vs 0.87 (n=78)