Weekly liquid-ETF time-series trend evaluation (qm-4bx.14)
Investigate-only qm-4bx.14 ·
Decision
Investigate; do not promote. The candidate is a research-only long/cash proxy, not a registered or published strategy. Its results are sufficient to preserve a reproducible trial and support a separate portfolio-level walk-forward, but not to admit it from this evaluation.
Provenance
Equity vs S&P (aligned, rebased to 1.0)
signal 2016-09signal 2019-04
Aligned window, both rebased to 1.0 at start — Aligned window, both rebased to 1.0 at start for fair comparison · S&P dashed, experiment solid. X = Date, Y = Equity (rebased to 1.0).
Signal driver & thresholds (x-aligned)
Weekly vs daily execution
Multiple equity curves for variants — Friday signal, next-session close
Stats
| CAGR | 8.32% | Sharpe | 84.97% |
|---|---|---|---|
| Sortino | 144.32% | maxDD | -10.26% |
Disposition
**Investigate; do not promote.** The candidate is a research-only long/cash proxy, not a registered or published strategy. Its results are sufficient to preserve a reproducible trial and support a separate portfolio-level walk-forward, but not to admit it from this evaluation.
Follow-on work
- Follow-up qm-4bx.14
- Follow-up qm-4bx.14.json
Errors & data gaps
No additional vendor or coverage gaps beyond frozen panel window; see finding for panel dates and synthetic reconstruction limits.
Follow-up
gh issue create --title "Follow-up Weekly liquid-ETF time-series trend evaluation qm-4bx14" --body "Follow-up to qm-4bx.14: Decision" --label "priority:p2" --label "pipeline:research" --label "agent:ready"