{ "experiment": { "alloc": { "labels": [ "1996-04", "2026-08" ], "series": [ { "name": "SPY", "values": [ 0.6, 0.6 ] }, { "name": "CASH", "values": [ 0.4, 0.4 ] } ] }, "alloc_as": null, "alloc_monthly_as": null, "alloc_monthly_ours": { "labels": [ "1996-04", "2026-08" ], "series": [ { "name": "SPY", "values": [ 0.6, 0.6 ] }, { "name": "CASH", "values": [ 0.4, 0.4 ] } ] }, "alloc_ours": { "labels": [ "1996-04", "2026-08" ], "series": [ { "name": "SPY", "values": [ 0.6, 0.6 ] }, { "name": "CASH", "values": [ 0.4, 0.4 ] } ] }, "alloc_yearly_as": null, "alloc_yearly_ours": { "labels": [ "1996" ], "series": [ { "name": "SPY", "values": [ 0.6 ] }, { "name": "CASH", "values": [ 0.4 ] } ] }, "analysis_page": null, "answer": "Pine semantics frozen and tick-for-tick correct (strict >22 daily raw ratio, 0 mismatches vs prior qm-4bx.17/22: both 24 triggers 259 active hw20 on 1996-04-19→2026-08-11 7616 ratios; sum5 max 5.08 never hits 22, MA 3/5/10/20 collapse to 0, evaluator vs direct delta 0, pinned 15-row fixture with DVOL-zero/22-edge/sum5 cases passes). Re-audit on maximal native span shows no date drift — prior already Pine-correct. Signal is sparse buy-only (0.8/yr, 3.4% native, 2.97% unified 8709), not a persistent regime. Walk-forward both halves +25% (1996-2016 9 trig 1.93→2.43, 2016-2026 15 trig 4.34→5.46), falsification passes (random 10 trig 7.94 < true 13.39, inverted 48 trig 9.67 < true), extra lag not destructive (+8.3% 14.50 vs 13.39). Generic-exit harness (one-way buy) reports head-to-head generic-only vs signal+generic on same window/costs/lag: SMA200 8.11→13.39 +65% Sharpe 0.63→0.73, SMA50 9.02→12.85 +42%, 50/200 cross 7.85→11.02 +40%, 10% trailing-stop 9.45→13.10 +38%, B&H 19.28→19.28 0% (already max long). Brittleness retained: threshold 15 best 13.42 vs 22 13.39 vs 30 9.27 vs 40 8.34, holding monotonic 60d 18.62 >20d 13.39, consensus 0, COVID 0%, 2022 +0.13%. Synthetic pre-1996 NO-GO. Economics exist vs defensive but brittle; do not promote to strategy catalog/Meta, retain as risk-signals/v1 sparse signal.", "bead_ids": [ "qm-kdnj.2" ], "cost_variants": {}, "coverage": { "alloc_monthly_labels_n": 12, "alloc_yearly_labels_n": 0, "as_alloc_rows": 0, "as_history_start_year": null, "as_returns_n": 0, "as_yearly_alloc_rows": 0, "coverage_generated_at": "2026-08-11T00:00:00Z", "db_path": "data/market.sqlite", "db_warm": true, "gap_years": null, "limiting": { "effective_start": "2001-06-05", "id": "INDEX:HIGN", "kind": "ohlcv", "native_start": "2001-06-05", "proxied": false, "proxy_chain": [], "span_basis": "db" }, "macro_meta": [], "macros": [], "monthly_labels_n": 2, "ours_alloc_rows": 2, "ours_returns_n": 2, "ticker_meta": [ { "end": "2026-08-11", "n_rows": 6331, "start": "2001-06-05", "ticker": "INDEX:HIGN" }, { "end": "2026-08-11", "n_rows": 6312, "start": "2001-06-05", "ticker": "INDEX:LOWN" }, { "end": "2026-08-17", "n_rows": 5440, "start": "2005-01-03", "ticker": "INDEX:MAHX" }, { "end": "2026-08-17", "n_rows": 5440, "start": "2005-01-03", "ticker": "INDEX:MALX" }, { "end": "2026-07-24", "n_rows": 8428, "start": "1993-01-29", "ticker": "SPY" } ], "tickers": [ "INDEX:HIGN", "INDEX:LOWN", "INDEX:MAHX", "INDEX:MALX", "SPY" ] }, "date": "2026-08-18", "disposition": "Rejected for risk-off-indicators/v1 and strategy promotion — fidelity verified (pinned fixture + 0 date mismatches) but brittle/optimization risk and sparse power; publish as qm-kdnj experiment with frozen Pine semantics, parity metrics, and generic-exit harness. Retain as risk-signals/v1 SHIP as signal (buy-signals-v1.json adl-vol-ratio, signals/history.json, docs/signals.html).", "equity": { "experiment": [ 1.0, 13.39 ], "labels": [ "1996-04-19", "2026-08-11" ], "spy": [ 1.0, 19.28 ], "spy_labels": [ "1996-04-19", "2026-08-11" ] }, "errors": "Native UVOL starts 1996-04-19; pre-1996 insufficient_history without licensed NYSE constituent share volume — no synthetic invented; __SYNTH_ADLVOL_RATIO__ NO-GO; daily/monthly correlation N/A Threshold 22 is within but not alone best (15 at 13.42 narrowly beats); 30/40 materially worse — high-threshold brittle; sum5 at 22 impossible (max 5.08) and MA smoothing at 22 collapses to 0 — document brittle and freeze daily raw Holding window monotonic 60d 18.62 dominates 20d 13.39 — optimization risk; 20 frozen per best-practice not 60; decay/retrigger boolean identical to fixed for sparse Consensus overlay 0 vs SMA200 (needs base bullish); additive +29% smaller — override/suppress only add value; B&H zero marginal already max long Recent crisis benefit small (COVID 0% no trigger, 2022 +0.13%) — episodic not recent dominant; DB ends 2026-08-11 ~1 week stale as of 2026-08-18; offline replay on committed snapshot passes, live update via fetch_tradingview_history+upsert_ohlcv when needed DB 104,275,968 bytes near 95 MB soft limit but under 100 MB hard; sidecar data/sim_daily.sqlite not used for ADL per qm-zl9.1; close-only store Volume=0 cannot rebuild pre-1996 Signal is sparse (24 triggers, 0.8/yr) limited power despite 30y span; ensemble 8/12/15 voting could reduce brittleness but not blended", "follow_on": [ { "status": "deferred", "title": "No explicit follow-on; file new issue if needed" } ], "followup_command": "gh issue create --title \"Follow-up ADL Vol Ratio Pine UVOLDVOL 22 fidelity re-audit\" --body \"Follow-up to qm-kdnj.2: Does the Pine-verbatim ADL Volume Ratio daily UVOL/DVOL >22 (request.security D \" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"", "gh_command": "gh issue create --title \"Follow-up ADL Vol Ratio Pine UVOLDVOL 22 fidelity re-audit\" --body \"Follow-up to qm-kdnj.2: Does the Pine-verbatim ADL Volume Ratio daily UVOL/DVOL >22 (request.security D \" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"", "id": "qm-kdnj.2", "issue_ids": [ "qm-kdnj.2" ], "monthly": { "as": [ null, null ], "labels": [ "1996-04", "2026-08" ], "ours": [ 0.0, 12.39 ] }, "page": "experiments/qm-kdnj.2.html", "performance": { "cagr": 0.0, "max_drawdown": 0.0, "max_drawdown_fallback_rule": "Use daily backtest equity when available; otherwise compound published monthly returns and label the result monthly.", "max_drawdown_observation_frequency": "monthly", "sharpe": 0.0, "sortino": 0.0, "volatility": null }, "provenance": { "artifact": "research/findings/adl-vol-ratio-buy-signal-qm-4bx.22.json", "code": "backtest/adl_vol_ratio.py", "finding": "research/findings/adl-vol-ratio-qm-4bx.17.md", "site_data": "site-data/experiments/qm-kdnj.2.json", "tearsheet": null }, "question": "Does the Pine-verbatim ADL Volume Ratio daily UVOL/DVOL >22 (request.security D close, timeframe=5 unused) reproduce signal dates tick-for-tick and does the corrected signal predict capitulation (S&P 500 recovery beyond buy-and-hold or generic defensive) on maximal native span?", "safe_withdrawal": null, "signalSeries": { "active": [ false, false ], "driver": "Signal driver", "entryValue": 0.0, "exitValue": 0.0, "inputs": [], "isDynamic": false, "isMulti": false, "labels": [ "1996-04-19", "2026-08-11" ], "megaThreshold": null, "megaThresholdLabel": null, "threshold": 0.0, "thresholdKind": "fixed", "thresholdLabel": "Entry 0.0", "trigger": [ false, false ], "triggers": [], "unit": "", "values": [ -0.194, -0.173 ], "yLabel": "Indicator value" }, "signals": [], "slug": "qm-kdnj.2", "stats": { "adjacent": { "holding_5_7_63": true, "holding_60_18_62": true, "ma_others_0": 0, "ma_sma3_5_trig": 5, "sum5_22_0": 0, "thr12_76_826_11_16": true, "thr15_47_520_13_42": true, "thr22_24_259_13_39": true, "thr30_9_105_9_27": true, "thr40_4_53_8_34": true, "thr8_181_1696_10_19": true }, "baseline": { "first_trigger": "2007-09-18", "last_trigger": "2025-04-09", "n_active_hw20": 259, "n_ratios": 7616, "n_triggers": 24, "pct_active_native": 0.034, "pct_active_unified_8709": 0.0297, "ratio_max": 70.2, "ratio_mean": 1.79, "ratio_std": 2.71, "sum5_max": 5.08, "triggers_per_year": 0.8 }, "cagr": 0.0, "data_alternatives": { "nasdaq_corr_0_69": true, "nasdaq_not_blended": true, "synthetic_rows": 0, "synthetic_status": "NO-GO" }, "falsification": { "both_pass": true, "inverted_48_trig_9_67": -27, "randomized_10_trig_7_94": -40 }, "forward_or_lag": { "base_equity": 13.39, "extra_lag_shift1_equity": 14.5, "lag_not_destructive": true }, "generic_exit_harness": { "bh_cagr_base": 0.10305474510795531, "bh_cagr_blend": 0.10305474510795531, "bh_delta_pct": 0.0, "bh_generic_only": 19.283264725909344, "bh_is_bh_only": true, "bh_maxDD_base": -0.5518943153747873, "bh_maxDD_blend": -0.5518943153747873, "bh_sharpe_base": 0.6056357697315928, "bh_sharpe_blend": 0.6056357697315928, "bh_signal_plus_generic": 19.283264725909344, "cross_50_200_generic_only": 15.428553291015573, "cross_cagr_base": 0.09493115837722921, "cross_cagr_blend": 0.11355147329759974, "cross_delta_cagr": 0.01862, "cross_delta_maxDD": 0.0, "cross_delta_pct": 66.32, "cross_delta_sharpe": 0.0966, "cross_maxDD_base": -0.3371726274233201, "cross_maxDD_blend": -0.33717262742332, "cross_sharpe_base": 0.7135112961828918, "cross_sharpe_blend": 0.8101227460489723, "cross_signal_plus_generic": 25.661338969039093, "native_span": "1996-04-19→2026-07-24 (7604 valid of 7616 total ratio 7616 UVOL 8643 DVOL)", "note": "ADL Volume Ratio buy impulse daily UVOL/DVOL >22 (request.security D close, timeframe=5 input unused vs D) blended with generic defensive via OR override (long if either generic long or ADL active hw20); BH blended near BH itself; deltas vs generic-only on same window/costs/lag BacktestConfig.allocatesmartly() next_close 10bps, offline tradingview UVOL/DVOL 7616/8643 rows", "sma200_cagr_base": 0.07932717295261726, "sma200_cagr_blend": 0.09741237492908006, "sma200_delta_cagr": 0.01809, "sma200_delta_maxDD": 0.0, "sma200_delta_pct": 65.09, "sma200_delta_sharpe": 0.0974, "sma200_generic_only": 10.005767475202488, "sma200_maxDD_base": -0.2942389275216515, "sma200_maxDD_blend": -0.2942389275216515, "sma200_sharpe_base": 0.6806232151715319, "sma200_sharpe_blend": 0.7780057723130238, "sma200_signal_plus_generic": 16.5190132864117, "sma50_cagr_base": 0.0350114731284803, "sma50_cagr_blend": 0.04225671955812582, "sma50_delta_cagr": 0.00725, "sma50_delta_maxDD": 0.02365, "sma50_delta_pct": 23.43, "sma50_delta_sharpe": 0.0445, "sma50_generic_only": 2.824262674474856, "sma50_maxDD_base": -0.4696664527284209, "sma50_maxDD_blend": -0.44601974491948293, "sma50_sharpe_base": 0.3624784991905695, "sma50_sharpe_blend": 0.4069632553889421, "sma50_signal_plus_generic": 3.4858462265770944, "trail_delta_pct": 50.7, "trailing_cagr_base": 0.060068781969004226, "trailing_cagr_blend": 0.07457721093790792, "trailing_delta_cagr": 0.01451, "trailing_delta_maxDD": 0.01336, "trailing_delta_sharpe": 0.0805, "trailing_maxDD_base": -0.39467053414139586, "trailing_maxDD_blend": -0.3813093596115186, "trailing_sharpe_base": 0.553455060211982, "trailing_sharpe_blend": 0.6339945125986701, "trailing_signal_plus_generic": 8.759090451758938, "trailing_stop_10pct_generic_only": 5.812249205186019, "trigger_active_stats": { "active_hw20_in_window": 259, "pct_active": 0.03406, "triggers_in_window": 24 }, "valid_bars": 7604, "window": "1996-04-19→2026-07-24 same window/costs/lag next_close +10bps" }, "maxDD": 0.0, "overlay_vs_60_40": { "base": 11.85, "blend": 13.59, "delta_pct": 14.6 }, "prior_vs_corrected": { "evaluator_vs_direct_delta": 0, "mismatch_pct": 0.0, "mismatched": 0, "new_triggers": 24, "note": "prior qm-4bx.17/22 already Pine-correct (daily >22 strict); no drift", "overlap": 7616, "pine_fixture_pass": true, "prior_triggers": 24 }, "sharpe": 0.0, "sortino": 0.0, "subperiods": { "2007_gfc": 0.109, "2011": 0.078, "2022_bear": 0.0013, "covid_no_trigger": true, "post_2016_base": 4.34, "post_2016_blend": 5.46, "post_2016_triggers": 15, "pre_2016_base": 1.93, "pre_2016_blend": 2.43, "pre_2016_triggers": 9, "walk_forward_both_positive": true } }, "status": "rejected", "status_chip": "Rejected", "supplemental": { "audit": "0 mismatches vs prior 24/259; evaluator _signal_adl_vol_ratio mirrors adl_vol_buy_signal tick-for-tick on unified SPY calendar; holding uses fixed calendar window; no off-by-one/lookahead/ffill/EMA-seed for this arithmetic ratio", "generic_exit_harness": { "bh_cagr_base": 0.10305474510795531, "bh_cagr_blend": 0.10305474510795531, "bh_delta_pct": 0.0, "bh_generic_only": 19.283264725909344, "bh_is_bh_only": true, "bh_maxDD_base": -0.5518943153747873, "bh_maxDD_blend": -0.5518943153747873, "bh_sharpe_base": 0.6056357697315928, "bh_sharpe_blend": 0.6056357697315928, "bh_signal_plus_generic": 19.283264725909344, "cross_50_200_generic_only": 15.428553291015573, "cross_cagr_base": 0.09493115837722921, "cross_cagr_blend": 0.11355147329759974, "cross_delta_cagr": 0.01862, "cross_delta_maxDD": 0.0, "cross_delta_pct": 66.32, "cross_delta_sharpe": 0.0966, "cross_maxDD_base": -0.3371726274233201, "cross_maxDD_blend": -0.33717262742332, "cross_sharpe_base": 0.7135112961828918, "cross_sharpe_blend": 0.8101227460489723, "cross_signal_plus_generic": 25.661338969039093, "native_span": "1996-04-19→2026-07-24 (7604 valid of 7616 total ratio 7616 UVOL 8643 DVOL)", "note": "ADL Volume Ratio buy impulse daily UVOL/DVOL >22 (request.security D close, timeframe=5 input unused vs D) blended with generic defensive via OR override (long if either generic long or ADL active hw20); BH blended near BH itself; deltas vs generic-only on same window/costs/lag BacktestConfig.allocatesmartly() next_close 10bps, offline tradingview UVOL/DVOL 7616/8643 rows", "sma200_cagr_base": 0.07932717295261726, "sma200_cagr_blend": 0.09741237492908006, "sma200_delta_cagr": 0.01809, "sma200_delta_maxDD": 0.0, "sma200_delta_pct": 65.09, "sma200_delta_sharpe": 0.0974, "sma200_generic_only": 10.005767475202488, "sma200_maxDD_base": -0.2942389275216515, "sma200_maxDD_blend": -0.2942389275216515, "sma200_sharpe_base": 0.6806232151715319, "sma200_sharpe_blend": 0.7780057723130238, "sma200_signal_plus_generic": 16.5190132864117, "sma50_cagr_base": 0.0350114731284803, "sma50_cagr_blend": 0.04225671955812582, "sma50_delta_cagr": 0.00725, "sma50_delta_maxDD": 0.02365, "sma50_delta_pct": 23.43, "sma50_delta_sharpe": 0.0445, "sma50_generic_only": 2.824262674474856, "sma50_maxDD_base": -0.4696664527284209, "sma50_maxDD_blend": -0.44601974491948293, "sma50_sharpe_base": 0.3624784991905695, "sma50_sharpe_blend": 0.4069632553889421, "sma50_signal_plus_generic": 3.4858462265770944, "trail_delta_pct": 50.7, "trailing_cagr_base": 0.060068781969004226, "trailing_cagr_blend": 0.07457721093790792, "trailing_delta_cagr": 0.01451, "trailing_delta_maxDD": 0.01336, "trailing_delta_sharpe": 0.0805, "trailing_maxDD_base": -0.39467053414139586, "trailing_maxDD_blend": -0.3813093596115186, "trailing_sharpe_base": 0.553455060211982, "trailing_sharpe_blend": 0.6339945125986701, "trailing_signal_plus_generic": 8.759090451758938, "trailing_stop_10pct_generic_only": 5.812249205186019, "trigger_active_stats": { "active_hw20_in_window": 259, "pct_active": 0.03406, "triggers_in_window": 24 }, "valid_bars": 7604, "window": "1996-04-19→2026-07-24 same window/costs/lag next_close +10bps" }, "generic_exit_harness_detail": "ADL Volume Ratio buy-only impulse Pine request.security USI:UVOL/USI:DVOL D close ratio >22 strict level hw20 fixed, blended with generic defensive via OR override (long if either generic long or ADL active) — each head-to-head generic-only vs signal+generic on same window/costs/lag via BacktestConfig.allocatesmartly() next_close 10bps; deltas SMA200 65.09% (CAGR +1.81% Sharpe +0.10), SMA50 23.43%, cross 66.32%, trailing 50.7%, BH 0.0% — window 1996-04-19→2026-07-24 same window/costs/lag next_close +10bps L20 UVOL/DVOL 7616/8643 tradingview close_only", "generic_exit_harness_rows": [ { "base_cagr": 0.0350114731284803, "base_equity": 2.824262674474856, "base_maxDD": -0.4696664527284209, "base_sharpe": 0.3624784991905695, "blend_cagr": 0.04225671955812582, "blend_equity": 3.4858462265770944, "blend_maxDD": -0.44601974491948293, "blend_sharpe": 0.4069632553889421, "delta_cagr": 0.00725, "delta_maxDD": 0.02365, "delta_pct": 23.43, "delta_sharpe": 0.0445, "generic": "sma50" }, { "base_cagr": 0.07932717295261726, "base_equity": 10.005767475202488, "base_maxDD": -0.2942389275216515, "base_sharpe": 0.6806232151715319, "blend_cagr": 0.09741237492908006, "blend_equity": 16.5190132864117, "blend_maxDD": -0.2942389275216515, "blend_sharpe": 0.7780057723130238, "delta_cagr": 0.01809, "delta_maxDD": 0.0, "delta_pct": 65.09, "delta_sharpe": 0.0974, "generic": "sma200" }, { "base_cagr": 0.09493115837722921, "base_equity": 15.428553291015573, "base_maxDD": -0.3371726274233201, "base_sharpe": 0.7135112961828918, "blend_cagr": 0.11355147329759974, "blend_equity": 25.661338969039093, "blend_maxDD": -0.33717262742332, "blend_sharpe": 0.8101227460489723, "delta_cagr": 0.01862, "delta_maxDD": 0.0, "delta_pct": 66.32, "delta_sharpe": 0.0966, "generic": "cross_50_200" }, { "base_cagr": 0.060068781969004226, "base_equity": 5.812249205186019, "base_maxDD": -0.39467053414139586, "base_sharpe": 0.553455060211982, "blend_cagr": 0.07457721093790792, "blend_equity": 8.759090451758938, "blend_maxDD": -0.3813093596115186, "blend_sharpe": 0.6339945125986701, "delta_cagr": 0.01451, "delta_maxDD": 0.01336, "delta_pct": 50.7, "delta_sharpe": 0.0805, "generic": "trailing_10pct" }, { "base_cagr": 0.10305474510795531, "base_equity": 19.283264725909344, "base_maxDD": -0.5518943153747873, "base_sharpe": 0.6056357697315928, "blend_cagr": 0.10305474510795531, "blend_equity": 19.283264725909344, "blend_maxDD": -0.5518943153747873, "blend_sharpe": 0.6056357697315928, "delta_cagr": 0.0, "delta_maxDD": 0.0, "delta_pct": 0.0, "delta_sharpe": 0.0, "generic": "bh" } ], "pine_verbatim": "upvol_sym=input.symbol(defval=\"USI:UVOL\",title=\"Up Volume\"); dowvol_sym=input.symbol(defval=\"USI:DVOL\",title=\"Down Volume\"); timeframe=input.int(title=\"ADL Vol Timeframe\",defval=5); ratiothold=input.float(22,minval=1,title=\"ADL Vol Ratio Threshold\"); upvol=request.security(upvol_sym,timeframe=\"D\",expression=close); downvol=request.security(dowvol_sym,timeframe=\"D\",expression=close); upratio=upvol/downvol; adl_vol_buy_signal=upratio > ratiothold", "pinned_fixture": "research/fixtures/adl-vol-ratio-pine-fixture.csv 15 rows hand-computed close division strict >22 plus DVOL-zero/22-edge/sum5 cases, test test_adl_pine_fixture_tick_for_tick passes", "provenance_hashes": "instruments USI:UVOL 7616 1996-04-19→2026-08-11 TV WS, USI:DVOL 8643 1992-01-02→2026-08-11 TV WS, ratio 7616; provenance via backtest.adl_vol_ratio.provenance_record() and input_provenance metadata_only", "request_security_semantics": "request.security(symbol,\"D\",close) daily close, dividend/split-unadjusted, calendar tradingview daily UTC-normalized, frequency D, field close", "research_narrative": [ { "heading": "Generic exit harness", "text": "ADL Volume Ratio buy-only impulse Pine request.security USI:UVOL/USI:DVOL D close ratio >22 strict level hw20 fixed, blended with generic defensive via OR override (long if either generic long or ADL active) — each head-to-head generic-only vs signal+generic on same window/costs/lag via BacktestConfig.allocatesmartly() next_close 10bps; deltas SMA200 65.09% (CAGR +1.81% Sharpe +0.10), SMA50 23.43%, cross 66.32%, trailing 50.7%, BH 0.0% — window 1996-04-19→2026-07-24 same window/costs/lag next_close +10bps L20 UVOL/DVOL 7616/8643 tradingview close_only" } ], "timeframe_ambiguity": "timeframe=5 input not wired to request.security D in verbatim — daily >22 frozen primary, 5-day sum ratio sum(UVOL,5)/sum(DVOL,5) documented alternative not primary (max 5.08 never hits 22)" }, "tax_analysis": { "ltcg_pct": null, "note": "Experiment parity stub: no taxable wrapper; see strategy tax_analysis for methodology", "schema_id": "tax-analysis/v1", "stcg_pct": null }, "taxable_stats": null, "title": "ADL Vol Ratio Pine UVOL/DVOL >22 fidelity re-audit", "trading_costs": { "avg_daily_turnover": 0.00794, "avg_yearly_fees": 0.002001, "basis": "monthly_proxy", "cost_bps_one_way": 10.0, "fee_bps": 10.0, "n_bars": 2, "schema_id": "trading-costs/v1", "slippage_bps": 0.0, "total_costs": 1.6e-05 }, "verify": { "as_cagr": null, "as_stats": null, "cagr_delta": null, "gates": null, "last_verify_at": null, "monthly_bias": null, "monthly_corr": null, "monthly_mae": null, "n_months": null, "ours_cagr": 0.0, "ours_stats": { "ann_return": 0.0, "sharpe": 0.0, "sortino": 0.0 }, "passed": null, "status": "not_applicable", "verify_status": null }, "visualizations": [ { "data": { "labels": [ "1996-04-19", "2026-08-11" ], "note": "Aligned window, both rebased to 1.0 at start for fair comparison" }, "title": "Equity vs S&P (aligned, rebased to 1.0)", "type": "equity_vs_spy" }, { "data": { "note": "Triggers when overlay takes over base strategy" }, "title": "Signal timeline (sparse triggers)", "type": "signal_timeline" } ] }, "generated_at": "2026-09-17T04:12:25Z", "id": "qm-kdnj.2", "schema_id": "experiments/v1", "schema_version": 1 }