$111.5k
+11.50%
+8.36%
0
-20.84%
| candidate | arch | SR_obs | SR_crit (Bonf-Ñ) | DSR | verdict |
|---|---|---|---|---|---|
| addbasket_hexa_rsharpe_phase2 | AddBasket | 2.053 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_sextet_str_news_phase2 | AddBasket | 2.053 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_hexa_bare_hurst_phase2 | AddBasket | 2.053 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_penta_bare_nvt | AddBasket | 2.053 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_penta_rsharpe | AddBasket | 2.051 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_penta_rsharpe_phase2 | AddBasket | 2.051 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_penta_bare_gkpk | AddBasket | 2.025 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_triple_strict_bare | AddBasket | 1.938 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_quad_strict_bare | AddBasket | 1.880 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_quad_rickn5rssk_phase2 | AddBasket | 1.712 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_dual_strict_bare | AddBasket | 1.585 | 1.139 | 0.999 | STRICT_PASS |
| addbasket_rickbare_phase2 | AddBasket | 1.508 | 1.139 | 1.000 | STRICT_PASS |
| addbasket_rickbare_carver | AddBasket | 1.482 | 1.139 | 1.000 | STRICT_PASS |
| btc_rick_replication_phase2 | NonOverlay | 1.442 | 1.277 | 0.991 | STRICT_PASS |
| addbasket_n6_tvhigh_phase2 | AddBasket | 1.414 | 1.155 | 0.990 | STRICT_PASS |
| addbasket_n6_tvhigh | AddBasket | 1.414 | 1.155 | 0.990 | STRICT_PASS |
| addbasket_n5_purestrict_tvgrid_phase2 | AddBasket | 1.384 | 1.155 | 0.999 | STRICT_PASS |
| addbasket_n5_purestrict_vw20s_phase2 | AddBasket | 1.380 | 1.155 | 0.999 | STRICT_PASS |
| addbasket_n6_vw20_phase2 | AddBasket | 1.371 | 1.155 | 0.990 | STRICT_PASS |
| addbasket_n5_purestrict_stp20_phase2 | AddBasket | 1.365 | 1.155 | 0.999 | STRICT_PASS |
| addbasket_n6_stp20_phase2 | AddBasket | 1.355 | 1.155 | 0.989 | STRICT_PASS |
| addbasket_n5_purestrict_vw20raw_phase2 | AddBasket | 1.353 | 1.155 | 0.999 | STRICT_PASS |
| addbasket_n6_vw20raw_phase2 | AddBasket | 1.351 | 1.155 | 0.988 | STRICT_PASS |
| addbasket_n6_p30sk1_phase2 | AddBasket | 1.346 | 1.155 | 0.987 | STRICT_PASS |
| addbasket_n5_nospcorr_phase2 | AddBasket | 1.342 | 1.155 | 0.998 | STRICT_PASS |
| addbasket_n5_purestrict_phase2 | AddBasket | 1.341 | 1.155 | 0.999 | STRICT_PASS |
| addbasket_n6_full_phase2 | AddBasket | 1.338 | 1.155 | 0.986 | STRICT_PASS |
| addbasket_n7_kurt_phase2 | AddBasket | 1.338 | 1.155 | 0.981 | STRICT_PASS |
| addbasket_n6_tvgrid_phase2 | AddBasket | 1.338 | 1.155 | 0.985 | STRICT_PASS |
| addbasket_n5_purestrict_p30sk1_phase2 | AddBasket | 1.325 | 1.155 | 0.999 | STRICT_PASS |
| candidate | OOS SR | PBO | pct+ | |Pearson| | mtime UTC |
|---|---|---|---|---|---|
| treasury_yield_spread_2y10y_delta | -0.767 | 0.533 | — | — | 2026-05-10 20:09 |
| nfci_risk_subindex_delta_q4web | -0.323 | 0.933 | — | — | 2026-05-10 20:03 |
| nfci_leverage_subindex_delta_q4web | -0.594 | 0.400 | — | — | 2026-05-10 19:59 |
| tlt_long_bond_carry_delta_q4web | -0.192 | 0.267 | — | — | 2026-05-10 19:55 |
| vix_minus_realized_residual_delta_q4web | -0.591 | 0.800 | — | — | 2026-05-10 19:51 |
| gold_silver_dxy_combo_delta | 0.140 | 0.200 | — | — | 2026-05-10 19:47 |
| gvz_vix_ratio_z_delta_residual | 0.537 | 0.867 | — | — | 2026-05-10 19:44 |
| vix_term_slope_factor_delta | 0.705 | 0.667 | — | — | 2026-05-10 19:40 |
| vix_term_3m_steepness_delta_q4web | 0.500 | 0.600 | — | — | 2026-05-10 19:35 |
| nfci_credit_subindex_delta_q4web | -0.349 | 0.933 | — | — | 2026-05-10 19:29 |
| term_premium_5y_delta_q4web | 0.213 | 0.667 | — | — | 2026-05-10 19:25 |
| acm_term_premium_10y_delta_q4web | -0.064 | 0.333 | — | — | 2026-05-10 19:20 |
| realized_kurt_30d_combo_inverted_delta | 0.357 | 0.400 | — | — | 2026-05-10 05:37 |
| vix_term_slope_inverted_delta | -0.066 | 0.600 | — | — | 2026-05-10 05:29 |
| addbasket_n5_bond_equity_corr | 1.366 | — | — | 0.697 | 2026-05-10 05:21 |
| addbasket_n5_naaim | 1.366 | — | — | 0.697 | 2026-05-10 05:06 |
| realized_corr_btc_qqq_90d_delta | -0.134 | 0.600 | — | — | 2026-05-10 04:51 |
| realized_corr_btc_dxy_60d_delta | -0.530 | 0.867 | — | — | 2026-05-10 04:43 |
| realized_corr_btc_gld_60d_delta | 0.599 | 0.733 | — | — | 2026-05-10 04:36 |
| realized_corr_btc_eth_60d_delta | 0.164 | 0.533 | — | — | 2026-05-10 04:28 |
| wiki_tether_pageviews_delta | 0.285 | 0.333 | — | — | 2026-05-09 19:51 |
| wiki_stablecoin_pageviews_delta | 0.726 | 0.067 | — | — | 2026-05-09 19:47 |
| wiki_defi_pageviews_delta | 0.582 | 0.500 | — | — | 2026-05-09 19:43 |
| wiki_crypto_general_pageviews_delta | 0.365 | 0.600 | — | — | 2026-05-09 19:39 |
| google_trends_btc_delta | 0.825 | 0.267 | — | — | 2026-05-09 18:27 |
| naaim_exposure_delta | 0.866 | 0.267 | — | — | 2026-05-09 18:24 |
| realized_kurt_30d_combo_delta | -0.599 | 0.600 | — | — | 2026-05-09 18:15 |
| vix_term_slope_delta | -0.126 | 0.667 | — | — | 2026-05-09 18:07 |
| realized_corr_btc_spy_60d_delta | 0.188 | 0.333 | — | — | 2026-05-09 17:59 |
| pa1_addbasket_dynamic_weights | 0.947 | 0.733 | — | — | 2026-05-09 16:55 |
| pa1_factor_ensemble | 0.947 | 0.733 | — | — | 2026-05-09 16:44 |
| pa1_dual_momentum_replication_v1 | 0.921 | 0.467 | — | — | 2026-05-09 16:31 |
| pa1_ic_scoring_v1 | 0.582 | 0.400 | — | — | 2026-05-09 16:29 |
| pa1_macro_delta_ensemble | 0.781 | 0.600 | — | — | 2026-05-09 16:26 |
| ecb_eur_usd_ref_delta | 0.006 | 0.800 | — | — | 2026-05-09 16:19 |
| treasury_debt_outstanding_delta | 0.555 | 0.800 | — | — | 2026-05-09 16:15 |
| bitstamp_btc_delta | 0.551 | 0.800 | — | — | 2026-05-09 16:11 |
| bitstamp_okx_basis_delta | -0.020 | 0.333 | — | — | 2026-05-09 16:07 |
| coinbase_okx_basis_delta | -0.032 | 0.333 | — | — | 2026-05-09 16:03 |
| coinbase_bitstamp_basis_delta | -0.433 | 0.200 | — | — | 2026-05-09 14:55 |
| fed_wlrral_delta | -0.377 | 0.400 | — | — | 2026-05-09 13:05 |
| fed_walcl_delta | -0.312 | 0.467 | — | — | 2026-05-09 12:57 |
| tff_btc_lev_money_net_pct_delta | -0.131 | 0.200 | — | — | 2026-05-09 12:50 |
| pre_holiday_dummy_calendar_delta | 0.436 | 0.667 | — | — | 2026-05-09 12:42 |
| fomc_dummy_calendar_delta | 0.799 | 0.267 | — | — | 2026-05-09 12:35 |
| wti_delta | 0.094 | 0.667 | — | — | 2026-05-09 11:04 |
| wiki_eth_pageviews_delta | 0.971 | 0.200 | — | — | 2026-05-09 11:04 |
| wiki_btc_pageviews_delta | 0.302 | 0.267 | — | — | 2026-05-09 11:04 |
| vix_gvz_ratio_delta_v2 | -0.658 | 0.600 | — | — | 2026-05-09 11:04 |
| treasury_avg_rate_delta | -0.164 | 1.000 | — | — | 2026-05-09 11:04 |