Evidence Package — Profit (Alpha Dog Elite MNQ 15m — production lineage of record; V4 exports verified faithful, Option F ALL CLEAR R-PLAT-2)

ALPHA ALGOS — VALIDATION EVIDENCE PACKAGE

Profit (Alpha Dog Elite MNQ 15m — production lineage of record; V4 exports verified faithful, Option F ALL CLEAR R-PLAT-2)
Generated 2026-08-22T18:04:14+00:00 · attempt universe N = 20,734 (strict, incl. screening; N-LOCK-1.0) · no statistic in this document is shown un-deflated where deflation applies.

This package is evidence, not a recommendation. It reports what the validation battery measured, including regions where the data is insufficient to conclude anything. It does not certify the strategy and does not recommend deployment. Interpretation and any deployment decision belong to the reader.

Pre-registration record

item	value
Run pre-registration	PROFIT-RUN_v1.0 · locked 2026-08-02T03:05:36+00:00 · sha256 8d06edc56a0956ccaa44476d0a89ad4cc1b70d3b2f922e08de0f8b17c37f0f0f
House standard	HS-1.1 · sha256 1b17933c50d9be224455343c3554c54d610dd154a362286372218d9764d36a6a
Timing discipline	All thresholds locked and hashed BEFORE results were computed; any change is a new versioned lock — originals stay on record.

item

value

Run pre-registration

PROFIT-RUN_v1.0 · locked 2026-08-02T03:05:36+00:00 · sha256 8d06edc56a0956ccaa44476d0a89ad4cc1b70d3b2f922e08de0f8b17c37f0f0f

House standard

HS-1.1 · sha256 1b17933c50d9be224455343c3554c54d610dd154a362286372218d9764d36a6a

Timing discipline

All thresholds locked and hashed BEFORE results were computed; any change is a new versioned lock — originals stay on record.

Per-layer results

layer	status	sample n	deflated stat	as measured
OOS	FAIL	219	0.028 @ N=20,734	DSR=0.028 at N=20,024 (bar ≥0.95), OOS net=$+20,605 (>0 required); SR0(luck benchmark)=0.2958 vs raw SR=0.1548/trade
WalkForward	FAIL	219		not single-fold-dominated; falsifier(s) fired: F_D_eligible_worse
MonteCarlo	PASS	275		P(DD≥30%)=4.9% (≤5%), P(DD≥50%)=0.2% (≤1%) at $17,000 — M1 FLOOR FLAG: no base clears 5%/1% under $15k (base-3 min $17k, base-10 $80k); floor adjudication is Brandon's
CostStress	PASS	224		OOS stays $+12,789 at 2× honest costs (breakeven ≈ 6.4× — not cost-fragile)
PBO	INSUFFICIENT DATA	0		per-trial return streams were not recorded by the search engine; PBO requires the T×M trial matrix. Not a pass.

layer

status

sample n

deflated stat

as measured

OOS

FAIL

219

0.028 @ N=20,734

DSR=0.028 at N=20,024 (bar ≥0.95), OOS net=$+20,605 (>0 required); SR0(luck benchmark)=0.2958 vs raw SR=0.1548/trade

WalkForward

FAIL

219

not single-fold-dominated; falsifier(s) fired: F_D_eligible_worse

MonteCarlo

PASS

275

P(DD≥30%)=4.9% (≤5%), P(DD≥50%)=0.2% (≤1%) at $17,000 — M1 FLOOR FLAG: no base clears 5%/1% under $15k (base-3 min $17k, base-10 $80k); floor adjudication is Brandon's

CostStress

PASS

224

OOS stays $+12,789 at 2× honest costs (breakeven ≈ 6.4× — not cost-fragile)

PBO

INSUFFICIENT DATA

per-trial return streams were not recorded by the search engine; PBO requires the T×M trial matrix. Not a pass.

Headline index (secondary summary — never stands alone)

50.0/100 — secondary summary over 4 gating layers (2 PASS) per HS-1.1; characterization rows inform edge type, never the score.

Uncertainty bands

metric	low	high	sign check
total_oos_net_usd	+$20,605	+$20,730	both ends same sign

metric

low

high

sign check

total_oos_net_usd

+$20,605

+$20,730

both ends same sign

Walk-forward folds (as measured)

OOS window	n	net	PF	max DD	IS PF	deploy-eligible
2022-01..06	38	+$3,256	1.44	11.0%	1.9	yes
2022-07..12	24	+$560	1.10	15.9%	2.07	yes
2023-01..06	8	−$1,443	0.29	18.1%	1.61	yes
2023-07..12	18	+$370	1.19	10.1%	1.41	yes
2024-01..06	11	−$613	0.65	15.5%	1.16	yes
2024-07..12	27	+$3,735	1.95	12.8%	0.9	no
2025-01..06	36	+$8,716	2.22	14.6%	1.21	yes
2025-07..12	31	+$3,708	1.72	18.2%	1.82	yes
2026-01..06	26	+$2,317	1.30	29.7%	1.86	yes

OOS window

net

max DD

IS PF

deploy-eligible

2022-01..06

+$3,256

1.44

11.0%

1.9

yes

2022-07..12

+$560

1.10

15.9%

2.07

yes

2023-01..06

−$1,443

0.29

18.1%

1.61

yes

2023-07..12

+$370

1.19

10.1%

1.41

yes

2024-01..06

−$613

0.65

15.5%

1.16

yes

2024-07..12

+$3,735

1.95

12.8%

0.9

2025-01..06

+$8,716

2.22

14.6%

1.21

yes

2025-07..12

+$3,708

1.72

18.2%

1.82

yes

2026-01..06

+$2,317

1.30

29.7%

1.86

yes

Headline (pre-registered first): ex-2025 OOS aggregate = +$8,182. Concentration: top-fold share 38.5% — not single-fold-dominated.

metric	value
P(DD ≥ 30%)	4.88%
P(DD ≥ 50%)	0.18%
ruin probability	0.00%
median max drawdown	15.9%
median ending equity	$44,588

metric

value

P(DD ≥ 30%)

4.88%

P(DD ≥ 50%)

0.18%

ruin probability

0.00%

median max drawdown

15.9%

median ending equity

$44,588