Didn't pass

SPY Six-Month Compression Breakout Research

Walk-forward did not pass.

Results are visible to everyone. Rules are private.

Research summary

Return

−0.1%

Worst drop

−3.4%

Trades

MAR ratio

−0.04

Research record

Feasibility−7.7% over 5000 bars · worst drop −13.4% · 27 tradesPassed
Walk-forward4 of 12 rounds profitable out of sample · mean −0.1% per roundDidn't pass
Best settingsNo summary recordedNot run
RobustnessNo summary recordedNot run
Proof challengeNo summary recordedNot run