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Pre-computed
Results generated on HPC at
2026-03-26T23:33:21.246951Z
Overview
What Did It Learn?
Equity Curves
Walk-Forward Validation
Per-Asset Deep Dive
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Strategy Cards
Risk-Reward Map (ML Sharpe vs Drawdown)
Out-of-Sample AUC (5-Fold CV)
AUC Fold Variance (Min / Mean / Max)
Avg Sharpe: Old vs New vs ML vs Flat
Avg Return: Old vs New vs ML vs Flat
Performance Summary
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Prediction Distribution (All Strategies Combined)
ML Prediction Histogram — Winners vs Losers by Strategy
Feature Importance (All Strategies)
Per-Ticker AUC Heatmap
Threshold Sweep (All Strategies)
Return by Prediction Bucket (All Strategies)
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CV vs Holdout Sharpe by Strategy
Bootstrap 95% CI
Filter Rate by Strategy
Holdout Win %
Overfitting Waterfall (CV → Holdout Gap)
CV Sharpe vs Holdout Sharpe — Red = Overfitting Gap
Decision Summary
Configuration Details
Strategy
CM Ultimate MA
Donchian Trend
EMA Crossover
FVG Retest
KAMA Crossover
KAMA Clarity Trend
RSI Mean Reversion
Ticker
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Calibration Curve
PnL Distribution
Confusion Matrix
Pred Win
Pred Lose
Actual Win
-
-
Actual Lose
-
-
Spike Analysis (Prediction vs Return)
Trade Table
#
Entry
Exit
Side
Prediction
Return%
PnL
Label