Backtests
Isolated and portfolio backtests, walk-forward studies (train → validate → out-of-sample → roll) and robustness analyses. All results on MOCK data demonstrate the machinery, not edge.
| Created | Kind | Strategy | Instrument | Trades | Exp R | PF | Return | Max DD | Verdict | Secs |
|---|---|---|---|---|---|---|---|---|---|---|
| 09-16 20:50Z | robustness | cmd.macro_event | XAUUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:49Z | robustness | cmd.breakout | XAUUSD | 0 | — | — | — | — | ROBUST | — |
| 09-16 20:49Z | robustness | cmd.momentum | WTI | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:47Z | robustness | fx.breakout | GBPUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:46Z | robustness | fx.breakout | EURUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:45Z | robustness | fx.momentum | AUDUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:45Z | robustness | fx.momentum | GBPUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:45Z | robustness | fx.momentum | EURUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:45Z | robustness | fx.momentum | USDJPY | 0 | — | — | — | — | INCONCLUSIVE | — |