Backtest — walk-forward validation · run 2026-10-20

ScoreHorizonICHit rateTop-bucketUniverseExcessPeriodVerdict
Daily1d-0.02445.3%+0.1%+0.2%−0.1%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily1d-0.02445.3%+0.1%+0.2%−0.1%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily1d-0.02445.3%+0.1%+0.2%−0.1%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily1d-0.02445.0%+0.1%+0.2%−0.1%2022-10-17 → 2026-10-20 · 202 datesNo edge
Daily1d-0.02445.3%+0.1%+0.2%−0.1%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily1d-0.02445.0%+0.1%+0.2%−0.1%2022-10-17 → 2026-10-20 · 202 datesNo edge
Daily1d-0.02445.0%+0.1%+0.2%−0.1%2022-10-17 → 2026-10-20 · 202 datesNo edge
Daily1d-0.02445.3%+0.1%+0.2%−0.1%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily5d-0.01351.7%+0.4%+0.4%−0.0%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily5d-0.01252.0%+0.4%+0.4%−0.0%2022-10-17 → 2026-10-06 · 200 datesNo edge
Daily5d-0.01351.7%+0.4%+0.4%−0.0%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily5d-0.01351.7%+0.4%+0.4%−0.0%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily5d-0.01252.0%+0.4%+0.4%−0.0%2022-10-17 → 2026-10-06 · 200 datesNo edge
Daily5d-0.01252.0%+0.4%+0.4%−0.0%2022-10-17 → 2026-10-06 · 200 datesNo edge
Daily5d-0.01351.7%+0.4%+0.4%−0.0%2022-10-17 → 2026-10-13 · 201 datesNo edge
Daily5d-0.01252.0%+0.4%+0.4%−0.0%2022-10-17 → 2026-10-06 · 200 datesNo edge
Daily21d-0.00251.0%+1.8%+1.7%+0.1%2022-10-17 → 2026-09-22 · 198 datesMarginal
Daily21d-0.00151.3%+1.8%+1.7%+0.1%2022-10-17 → 2026-09-15 · 197 datesMarginal
Daily21d-0.00251.0%+1.8%+1.7%+0.1%2022-10-17 → 2026-09-22 · 198 datesMarginal
Daily21d-0.00151.3%+1.8%+1.7%+0.1%2022-10-17 → 2026-09-15 · 197 datesMarginal
Daily21d-0.00151.3%+1.8%+1.7%+0.1%2022-10-17 → 2026-09-15 · 197 datesMarginal
Daily21d-0.00251.0%+1.8%+1.7%+0.1%2022-10-17 → 2026-09-22 · 198 datesMarginal
Daily21d-0.00151.3%+1.8%+1.7%+0.1%2022-10-17 → 2026-09-15 · 197 datesMarginal
Daily21d-0.00151.3%+1.8%+1.7%+0.1%2022-10-17 → 2026-09-15 · 197 datesMarginal
Long-term63d-0.01265.4%+7.8%+5.0%+2.7%2022-10-17 → 2026-07-13 · 188 datesMarginal
Long-term63d-0.01265.1%+7.7%+5.0%+2.7%2022-10-17 → 2026-07-20 · 189 datesMarginal
Long-term63d-0.01364.7%+7.7%+5.0%+2.7%2022-10-17 → 2026-07-27 · 190 datesMarginal
Long-term63d-0.01265.4%+7.8%+5.0%+2.7%2022-10-17 → 2026-07-13 · 188 datesMarginal
Long-term63d-0.01265.1%+7.7%+5.0%+2.7%2022-10-17 → 2026-07-20 · 189 datesMarginal
Long-term63d-0.01265.1%+7.7%+5.0%+2.7%2022-10-17 → 2026-07-20 · 189 datesMarginal
Long-term63d-0.01265.4%+7.8%+5.0%+2.7%2022-10-17 → 2026-07-13 · 188 datesMarginal
Long-term63d-0.01265.1%+7.7%+5.0%+2.7%2022-10-17 → 2026-07-20 · 189 datesMarginal
Long-term126d0.04984.2%+19.6%+10.4%+9.2%2022-10-17 → 2026-04-22 · 177 datesAdds signal
Long-term126d0.04984.2%+19.6%+10.4%+9.2%2022-10-17 → 2026-04-22 · 177 datesAdds signal
Long-term126d0.05084.7%+19.7%+10.4%+9.3%2022-10-17 → 2026-04-15 · 176 datesAdds signal
Long-term126d0.05084.7%+19.7%+10.4%+9.3%2022-10-17 → 2026-04-15 · 176 datesAdds signal
Long-term126d0.05084.7%+19.7%+10.4%+9.3%2022-10-17 → 2026-04-15 · 176 datesAdds signal
Long-term126d0.05084.7%+19.7%+10.4%+9.3%2022-10-17 → 2026-04-15 · 176 datesAdds signal
Long-term126d0.04984.2%+19.6%+10.4%+9.2%2022-10-17 → 2026-04-22 · 177 datesAdds signal
Long-term126d0.05084.7%+19.7%+10.4%+9.3%2022-10-17 → 2026-04-15 · 176 datesAdds signal
Long-term252d0.05083.6%+40.3%+23.9%+16.5%2022-10-17 → 2025-10-21 · 152 datesAdds signal
Long-term252d0.05083.4%+40.3%+23.9%+16.5%2022-10-17 → 2025-10-14 · 151 datesAdds signal
Long-term252d0.05083.4%+40.3%+23.9%+16.5%2022-10-17 → 2025-10-14 · 151 datesAdds signal
Long-term252d0.05083.3%+40.3%+23.9%+16.4%2022-10-17 → 2025-10-07 · 150 datesAdds signal
Long-term252d0.05083.3%+40.3%+23.9%+16.4%2022-10-17 → 2025-10-07 · 150 datesAdds signal
Long-term252d0.05083.4%+40.3%+23.9%+16.5%2022-10-17 → 2025-10-14 · 151 datesAdds signal
Long-term252d0.05083.4%+40.3%+23.9%+16.5%2022-10-17 → 2025-10-14 · 151 datesAdds signal
Long-term252d0.05083.6%+40.3%+23.9%+16.5%2022-10-17 → 2025-10-21 · 152 datesAdds signal
Weekly5d-0.00351.5%+0.5%+0.4%+0.1%2022-10-17 → 2026-10-06 · 200 datesMarginal
Weekly5d-0.00451.2%+0.5%+0.4%+0.0%2022-10-17 → 2026-10-13 · 201 datesMarginal
Weekly5d-0.00451.2%+0.5%+0.4%+0.0%2022-10-17 → 2026-10-13 · 201 datesMarginal
Weekly5d-0.00351.5%+0.5%+0.4%+0.1%2022-10-17 → 2026-10-06 · 200 datesMarginal
Weekly5d-0.00451.2%+0.5%+0.4%+0.0%2022-10-17 → 2026-10-13 · 201 datesMarginal
Weekly5d-0.00451.2%+0.5%+0.4%+0.0%2022-10-17 → 2026-10-13 · 201 datesMarginal
Weekly5d-0.00351.5%+0.5%+0.4%+0.1%2022-10-17 → 2026-10-06 · 200 datesMarginal
Weekly5d-0.00351.5%+0.5%+0.4%+0.1%2022-10-17 → 2026-10-06 · 200 datesMarginal
Weekly21d0.00453.3%+2.0%+1.7%+0.3%2022-10-17 → 2026-09-15 · 197 datesMarginal
Weekly21d0.00353.0%+2.0%+1.7%+0.3%2022-10-17 → 2026-09-22 · 198 datesMarginal
Weekly21d0.00453.3%+2.0%+1.7%+0.3%2022-10-17 → 2026-09-15 · 197 datesMarginal
Weekly21d0.00453.3%+2.0%+1.7%+0.3%2022-10-17 → 2026-09-15 · 197 datesMarginal
Weekly21d0.00353.0%+2.0%+1.7%+0.3%2022-10-17 → 2026-09-22 · 198 datesMarginal
Weekly21d0.00453.3%+2.0%+1.7%+0.3%2022-10-17 → 2026-09-15 · 197 datesMarginal
Weekly21d0.00453.3%+2.0%+1.7%+0.3%2022-10-17 → 2026-09-15 · 197 datesMarginal
Weekly21d0.00353.0%+2.0%+1.7%+0.3%2022-10-17 → 2026-09-22 · 198 datesMarginal
Weekly63d-0.02841.5%+4.9%+5.0%−0.1%2022-10-17 → 2026-07-13 · 188 datesNo edge
Weekly63d-0.02741.8%+4.9%+5.0%−0.1%2022-10-17 → 2026-07-20 · 189 datesNo edge
Weekly63d-0.02841.5%+4.9%+5.0%−0.1%2022-10-17 → 2026-07-13 · 188 datesNo edge
Weekly63d-0.02741.8%+4.9%+5.0%−0.1%2022-10-17 → 2026-07-20 · 189 datesNo edge
Weekly63d-0.02742.1%+4.9%+5.0%−0.1%2022-10-17 → 2026-07-27 · 190 datesNo edge
Weekly63d-0.02841.5%+4.9%+5.0%−0.1%2022-10-17 → 2026-07-13 · 188 datesNo edge
Weekly63d-0.02741.8%+4.9%+5.0%−0.1%2022-10-17 → 2026-07-20 · 189 datesNo edge
Weekly63d-0.02741.8%+4.9%+5.0%−0.1%2022-10-17 → 2026-07-20 · 189 datesNo edge