Gated

SPY November-April Seasonal Exposure Research

Robustness did not pass.

Results are visible to everyone. Rules are private.

Research summary

Return

+3.9%

Worst drop

−18.2%

Trades

MAR ratio

0.22

Research record

Feasibility+90.3% over 5000 bars · worst drop −18.2% · 20 tradesPassed
Walk-forward10 of 12 rounds profitable out of sample · mean +3.9% per roundPassed
Best settingsNo summary recordedNot run
Robustness4 of 6 scenarios passedGated
Proof challengeNo summary recordedNot run