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 6 Jun 2021 to 1 Sept 2026 (end exclusive). Annualized TWR is 46.92%, maximum observed drawdown is 6.89%, and the report contains 120 closed trades.
Replay the archived backtest and validate its report.
vst system backtest rc679002 --tear-sheet private/tmp/rc679002-tear-sheet.htmlOOS 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 rc679002 --to "$(date -u +%Y-%m-%dT00:00:00Z)" --publish-oos