Research briefing

C00152 x C00490: nested-keep-incumbent

Archived Retrospective compositionRetrospective composition

Total returnTWR
2392.59%
Cost stressedReturn
593.97%
AnnualizedTWR
1019.25%
Max DDObserved
39.62%
SharpeNet
3.02
K-ratioNet
3.40
TradesClosed
794

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 2 May 2025 to 1 Sept 2026 (end exclusive). Annualized TWR is 1019.25%, maximum observed drawdown is 39.62%, and the report contains 794 closed trades.

Replay the archived backtest and validate its report.

vst system backtest hypeperp-15m-c00152-x-c00490-row005077-100pct-compounding-v1 --tear-sheet private/tmp/hypeperp-15m-c00152-x-c00490-row005077-100pct-compounding-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 hypeperp-15m-c00152-x-c00490-row005077-100pct-compounding-v1 --to "$(date -u +%Y-%m-%dT00:00:00Z)" --publish-oos

Research evidence only. External execution is not authorized.