Slightly looser stop to reduce fold whipsaw while keeping the longer hold.
Benchmark
SPY
Window
797 days
Trades
163
Cadence
daily
Verdict
Promoted · Paper window
Eligibility
Manifest
checked in
Evidence
Risk-adjusted performance
Total Return
90.5%
bench 80.4%
vs Bench
+10.0%
Sharpe
1.93
Calmar
2.55
Max DD
-8.89%
Win Rate
62.0%
Profit Factor
2.12
Trades
163
797 days
Era robustness
Sharpe by regime window
4/4 above floor
3.25
Inconclusive
2022 Bear Reset
-0.50
Inconclusive
2023 Repair
-0.46
Inconclusive
2024 Expansion
0.65
Inconclusive
2025-2026 Current Tape
Governance
Promotion gates
Parameter stability
Plateau or lucky peak?
No parameter sweep backs this passport — it is a frozen reference or a comparison-lane sleeve, not a neighborhood winner. Plateau checks light up once a candidate is selected from a real parameter grid.