Research briefing

C09862 × C08229: Full exposure, prefer short on overlap

Archived Retrospective compositionRetrospective composition

Total returnTWR
2723.50%
Cost stressedReturn
1657.18%
AnnualizedTWR
86.46%
Max DDObserved
27.71%
SharpeNet
1.62
K-ratioNet
1.43
TradesClosed
299

Archived performance and evidence

This system's implementation is private. Historical performance evidence is public. Reproduction, scenario backtests, and portable extraction require the private archive.

The canonical tear sheet and aggregate statistics are published for historical review. Strategy source, signal semantics, replay definitions, runtime bundles, and portable strategy assets remain private.

Historical research evidence is not a profitability guarantee or trading recommendation. External execution is not authorized.

Retained evidence

Provider-history replay

The exact report covers 28 Mar 2021 to 7 Aug 2026 (end exclusive). Annualized TWR is 86.46%, maximum observed drawdown is 27.71%, and the report contains 299 closed trades.

Replay the archived backtest and validate its report.

vst system backtest ethusdt-4h-private-992062cc-v1 --tear-sheet private/tmp/ethusdt-4h-private-992062cc-v1-tear-sheet.html

OOS update

Refresh through the latest confirmed history

Extend the backtest to the last closed day to refresh the post-archive out-of-sample report.

vst system backtest ethusdt-4h-private-992062cc-v1 --to "$(date -u +%Y-%m-%dT00:00:00Z)" --publish-oos

Research evidence only. External execution is not authorized.