gosongpa-3xx

Ticker Strategies

DFEN · Run #3

ticker_strategy:DFEN:baseline

Ticker DFEN Direction - Window expanding Attempt 0
completed FAIL rejected

Test

1.9142

Holdout

1.4213

Gap

0.4929

CAGR

1.4236

Win Rate

0.5435

Trades

46

Selection valid_threshold_only. Evaluation test_then_holdout. Adoption holdout pass plus robustness review.

Rolling 6M

x: window end, y: total return

Rolling 12M

x: window end, y: total return

Split Summary

Split Total Return Win Rate CAGR Calmar MDD Trades
valid -0.9739 0.4604 -0.4736 -0.4745 -0.9982 139
test 2.5419 0.5435 1.4236 1.9142 -0.7437 46
holdout 0.7224 0.4848 0.7615 1.4213 -0.5358 33