Research briefing

C00063 x C00472: nested-prefer-b

Archived Retrospective compositionRetrospective composition

Total returnTWR
1047.89%
AnnualizedTWR
525.20%
Max DDObserved
34.26%
SharpeNet
2.50
K-ratioNet
1.89
TradesClosed
717

What is VESTROS?

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 525.20%, maximum observed drawdown is 34.26%, and the report contains 717 closed trades.

Run vst system verify hypeperp-15m-level2-row006280-100pct-compounding-v1 to validate the public evidence. Replaying it requires the private archive counterpart, but not the source campaign or a market-data fetch.

vst system backtest hypeperp-15m-level2-row006280-100pct-compounding-v1 --tear-sheet private/tmp/hypeperp-15m-level2-row006280-100pct-compounding-v1-tear-sheet.html

OOS update

Refresh through the latest confirmed history

If supported by the private archive counterpart, run the same archived design through the start of the current UTC day and refresh its public performance-only OOS view. Only confirmed history is included.

vst system backtest hypeperp-15m-level2-row006280-100pct-compounding-v1 --to "$(date -u +%Y-%m-%dT00:00:00Z)" --publish-oos

Portable strategy

Use this archived strategy

If supported by the private archive counterpart, generate a verified standalone TypeScript workspace with the archived defaults and no VESTROS runtime dependency.

vst system extract hypeperp-15m-level2-row006280-100pct-compounding-v1 --output private/portable-strategies/hypeperp-15m-level2-row006280-100pct-compounding-v1

Add --offline when the required dataset is cached, or --cache <path> to select a cache.

Research evidence only. External execution is not authorized.