ALPHA ALGOS // STRATEGY VALIDATION TERMINALconfigurations tested 22,066 (live, only goes up)17 locked criteria records · chain verifiedEVIDENCE PACKAGE · PDF
How to read this terminal (30 seconds)

Every number here was computed against criteria locked before results were seen, and corrected for every configuration ever tested — the honest question is never “did it make money?” but “is this distinguishable from the luckiest of 22,066 tries?”

Three outcomes exist: PASS, FAIL, and INSUFFICIENT DATA — the third is never rounded to either side. House bars (the pre-committed thresholds) are printed next to every result.

Walk-forward asks whether the edge kept working on data it had never seen, window after window. Monte Carlo asks how bad the drawdowns can plausibly get at your account size.

The CAMPAIGNS tab shows completed parameter searches — including the negative ones. Results that died on the holdout firewall are reported exactly as measured.

Bottom line:2 passed2 failed1 insufficient data· edge type: conditional — profits concentrated in volatile markets· pre-registered under OG-RUN_v1.0 · standard HS-1.1

Validation Resultsevery test, with its bar shown

Out-of-Sample Test · 309 trades
Made +$22,431 on untouched data — but corrected for 20,734 configurations tested, confidence this beats luck is 8.7% (needs ≥95%).
FAIL
Walk-Forward Test · 309 trades
Profitable excluding volatile years (+$4,865), but 54% of profit came from one window; past strength did NOT predict future results.
FAIL
Monte Carlo Stress Test · 411 trades
At $20,000: 2.1% chance of a 30%+ drawdown (limit 5%), 0.0% of 50%+ (limit 1%).
PASS
Cost Stress Test · 309 trades
OOS stays $+22,761 at 2× honest costs (breakeven ≈ 10.5× — not cost-fragile)
PASS
Overfitting Probability (PBO)
Not computable for the legacy search (no per-config returns saved). Counted as insufficient data, not a pass.
INSUFFICIENT DATA
OVERALL SCORE (gating tests only — summary, never the verdict)50/100
RESULT RANGE[+$22,431, +$25,449] profitable at both cost assumptions

Overfitting Correctioncorrected for every configuration ever tested

0%25%50%75%100%11001,00020,734number of configurations tested (log scale)after 1 configs: confidence 99.6%after 100 configs: confidence 55.4%after 1,000 configs: confidence 27.8%after 5,000 configs: confidence 15.3%after 15,162 configs: confidence 9.8%after 20,000 configs: confidence 8.7%uncorrected: 99.6%corrected: 8.7%

309 out-of-sample trades, +$22,431. The luckiest of 20,734 no-edge configurations would be expected to look better — corrected confidence (DSR) 8.7%.

Drawdown Risk by Account Sizeminimum passing $20k

0%5%10%20%30%$10k$20k$30k$40kstarting account sizemin passing $20k

Monte Carlo — solid: 30%+ drawdown odds (bar 5%); dashed: 50%+ (bar 1%).

Cost Stresssurvives worse execution?

1.0× honest costs+$25,449
1.5× honest costs+$24,105
2.0× honest costs (pass bar)+$22,761
3.0× honest costs+$20,073

Earnings by Market Regimewhere the money comes from

quiet markets · 101 trades · PF 1.53
+$5,48318%
normal markets · 142 trades · PF 1.08
+$1,8446%
volatile markets · 169 trades · PF 1.91
+$22,87776%

Walk-Forward — nine 6-month forward tests54% from one window

windowtradesnetPFmax DD%prior-2yr PFtradeable?2025
2022-01..0646+$3,3141.4316.21.28yes
2022-07..1230−$1890.9515.11.32yes
2023-01..0626−$1,9730.4921.71.21yes
2023-07..1225+$951.0310.21.18yes
2024-01..0625−$1,1820.6824.91.07no
2024-07..1234+$2,8391.857.30.78no
2025-01..0651+$14,0142.826.30.98noY
2025-07..1237+$3,5521.6020.51.90yesY
2026-01..0635+$1,9601.2318.21.93yes

Still profitable with 2025 removed? +$4,865 · warning: past strength anti-predictive

Other Markets · Locked CriteriaNQ only

S&P micro274−$8,565
Dow micro285−$4,367
Gold micro534+$5,276
Crude micro419+$1,167

Logic transfer measured: loses on S&P/Dow, noise on gold/crude — validated market is NQ only. Full per-market searches ran as counted campaigns — see the CAMPAIGNS tab.

CAMPAIGN-ELITE v1.0 2026-08-03T03:22:51+00:00
a7a6ab408c66bbb47b404370a48e
HEAD2HEAD-OG-PROFIT v1.0 2026-08-04T03:52:49+00:00
345a4c4802e9023dcb5266f420fc
HOLDOUT-CHECK-ELITE v1.0 2026-08-04T02:56:43+00:00
416e4461d3379961efd92526bb0d
HS v1.0 2026-08-02T00:08:21+00:00
5fe251bd6f698c0490db0b90595f
HS v1.1 2026-08-08T23:55:17+00:00
1b17933c50d9be224455343c3554
L5-COST-STRESS v1.0 2026-08-05T03:07:34+00:00
7aa3914a6d265f08bc6314c1b64f
L7-REGIME v1.0 2026-08-06T02:06:47+00:00
3226a0159ebfba404d681ebc0e55
L8-CROSS-ASSET v1.0 2026-08-07T20:58:26+00:00
51598c1c44830d2b27d9225690ca
M1-FLOOR v2.0 2026-08-02T05:53:57+00:00
55e0a784c5815adc4513784031d4
OG-RUN v1.0 2026-08-02T00:08:21+00:00
0a3472be6fad029f27424d8ab846
PROFIT-RUN v1.0 2026-08-02T03:05:36+00:00
8d06edc56a0956ccaa44476d0a89
N-LOCK v1.0 2026-07-30T03:13:02Z
9e0cffc70a9d473c116394aebe46