{"kind":"scorecard","generatedAt":"2026-11-06T22:34:46.978Z","asOf":"2026-11-06","assumptions":{"costRoundTripBps":5,"impactModel":"round-trip impact = 2 × 0.5 × σ_daily × √($1,000,000 / ADV20)","entryExit":"Primary outcome: enter at next session open, exit at next session close (open→close). Secondary: signal close → next close. Both are open→close PROXIES, not TRAI's live rule set (no entry 9:30–10:00, 1×ATR stop, 2×ATR target, 60-min time stop); live picks are also scored on those rules in `liveRules` (measurement only).","topN":3,"rankingBasis":"ranking n/expectancy/t use EVERY name that passed a bucket's filter on each signal day (so n can exceed 3 × signal days); each row's \"top\" field repeats the stats for the top 3 by rank only. Per-trade t-stats treat same-day trades as independent and overstate significance.","replayProxy":"Historical replay uses daily bars only: the live \"close vs VWAP\" condition is approximated by close vs daily typical price (H+L+C)/3.","survivorship":"Replay uses today’s universe list (survivorship bias: names were selected with hindsight)."},"ranking":[{"key":"mean_reversion_short","title":"Mean reversion — fade-short leg (after big up day)","basis":"all qualifying names","n":358,"expectancyNet":0.00312,"tStat":2.47,"hitRate":0.5531,"sharpeLiqAdj":-0.31,"top":{"basis":"top 3 per day","n":172,"expectancyNet":0.00037,"tStat":0.2,"hitRate":0.5058}},{"key":"mean_reversion","title":"Mean reversion (fade, both sides)","basis":"all qualifying names","n":596,"expectancyNet":0.00213,"tStat":2.29,"hitRate":0.5403,"sharpeLiqAdj":-0.57,"top":{"basis":"top 3 per day","n":278,"expectancyNet":0.00072,"tStat":0.53,"hitRate":0.5108}},{"key":"long_momentum","title":"Long momentum","basis":"all qualifying names","n":393,"expectancyNet":0.00106,"tStat":0.68,"hitRate":0.5064,"sharpeLiqAdj":1.63,"top":{"basis":"top 3 per day","n":224,"expectancyNet":0.00264,"tStat":1.27,"hitRate":0.5}},{"key":"mean_reversion_long","title":"Mean reversion — fade-long leg (after big down day)","basis":"all qualifying names","n":238,"expectancyNet":0.00065,"tStat":0.48,"hitRate":0.521,"sharpeLiqAdj":0.23,"top":{"basis":"top 3 per day","n":106,"expectancyNet":0.0013,"tStat":0.67,"hitRate":0.5189}},{"key":"short_momentum","title":"Short momentum","basis":"all qualifying names","n":457,"expectancyNet":-0.00231,"tStat":-1.88,"hitRate":0.442,"sharpeLiqAdj":-4.35,"top":{"basis":"top 3 per day","n":244,"expectancyNet":-0.00267,"tStat":-1.6,"hitRate":0.4385}}],"replay":{"from":"2026-05-08","to":"2026-11-05","signalDays":126,"outcomeThrough":"2026-11-06","avgLiquidNames":119.2,"regimeDays":{"vix":{"transitional":100,"stress":11,"calm":15},"quant":{"risk-on":95,"neutral":30,"risk-off":1},"trend":{"mixed":37,"trending":25,"choppy":64}},"buckets":{"long_momentum":{"title":"Long momentum","all":{"n":393,"activeDays":93,"ocGross":{"n":393,"hitRate":0.5089,"avgWin":0.0245,"avgLoss":-0.02222,"mean":0.00156,"median":0.00066,"sd":0.03081,"tStat":1,"payoff":1.1},"ocNet":{"n":393,"hitRate":0.5064,"avgWin":0.02412,"avgLoss":-0.0226,"mean":0.00106,"median":0.00016,"sd":0.03081,"tStat":0.68,"payoff":1.07},"ccNet":{"n":393,"hitRate":0.5369,"avgWin":0.03281,"avgLoss":-0.03112,"mean":0.00321,"median":0.0018,"sd":0.0481,"tStat":1.32,"payoff":1.05},"ocAtr":{"n":393,"hitRate":0.5089,"avgWin":0.61904,"avgLoss":-0.59614,"mean":0.02227,"median":0.0177,"sd":0.77676,"tStat":0.57,"payoff":1.04},"ccAtr":{"n":393,"hitRate":0.5394,"avgWin":0.79833,"avgLoss":-0.79111,"mean":0.0663,"median":0.0683,"sd":1.1224,"tStat":1.17,"payoff":1.01},"expectancyNet":0.00106,"avgImpact":0.00085,"sharpeNet":2.13,"sharpeLiqAdj":1.63,"equity":[{"d":"2026-05-08","cum":0.00856},{"d":"2026-05-11","cum":0.00574},{"d":"2026-05-12","cum":0.02464},{"d":"2026-05-13","cum":0.04552},{"d":"2026-05-14","cum":0.06604},{"d":"2026-05-15","cum":0.08454},{"d":"2026-05-18","cum":0.05157},{"d":"2026-05-19","cum":0.06101},{"d":"2026-05-20","cum":0.08062},{"d":"2026-05-21","cum":0.08995},{"d":"2026-05-22","cum":0.08809},{"d":"2026-05-26","cum":0.05417},{"d":"2026-05-27","cum":0.12078},{"d":"2026-05-28","cum":0.1543},{"d":"2026-05-29","cum":0.17538},{"d":"2026-06-01","cum":0.16618},{"d":"2026-06-02","cum":0.14266},{"d":"2026-06-03","cum":0.14266},{"d":"2026-06-04","cum":0.10301},{"d":"2026-06-05","cum":0.10301},{"d":"2026-06-08","cum":0.10301},{"d":"2026-06-09","cum":0.10301},{"d":"2026-06-10","cum":0.10301},{"d":"2026-06-11","cum":0.13016},{"d":"2026-06-12","cum":0.13016},{"d":"2026-06-15","cum":0.13016},{"d":"2026-06-16","cum":0.13016},{"d":"2026-06-17","cum":0.13016},{"d":"2026-06-18","cum":0.13026},{"d":"2026-06-22","cum":0.13744},{"d":"2026-06-23","cum":0.13744},{"d":"2026-06-24","cum":0.11764},{"d":"2026-06-25","cum":0.12125},{"d":"2026-06-26","cum":0.11714},{"d":"2026-06-29","cum":0.11714},{"d":"2026-06-30","cum":0.11481},{"d":"2026-07-01","cum":0.10326},{"d":"2026-07-02","cum":0.11378},{"d":"2026-07-06","cum":0.11378},{"d":"2026-07-07","cum":0.13385},{"d":"2026-07-08","cum":0.13385},{"d":"2026-07-09","cum":0.08128},{"d":"2026-07-10","cum":0.08128},{"d":"2026-07-13","cum":0.08128},{"d":"2026-07-14","cum":0.08396},{"d":"2026-07-15","cum":0.08962},{"d":"2026-07-16","cum":0.08432},{"d":"2026-07-17","cum":0.08432},{"d":"2026-07-20","cum":0.09261},{"d":"2026-07-21","cum":0.08324},{"d":"2026-07-22","cum":0.08324},{"d":"2026-07-23","cum":0.10738},{"d":"2026-07-24","cum":0.09215},{"d":"2026-07-27","cum":0.11313},{"d":"2026-07-28","cum":0.11815},{"d":"2026-07-29","cum":0.11989},{"d":"2026-07-30","cum":0.12567},{"d":"2026-07-31","cum":0.15655},{"d":"2026-08-03","cum":0.16006},{"d":"2026-08-04","cum":0.15002},{"d":"2026-08-05","cum":0.15002},{"d":"2026-08-06","cum":0.18627},{"d":"2026-08-07","cum":0.19684},{"d":"2026-08-10","cum":0.20493},{"d":"2026-08-11","cum":0.20401},{"d":"2026-08-12","cum":0.21299},{"d":"2026-08-13","cum":0.21299},{"d":"2026-08-14","cum":0.21299},{"d":"2026-08-17","cum":0.21299},{"d":"2026-08-18","cum":0.21299},{"d":"2026-08-19","cum":0.18679},{"d":"2026-08-20","cum":0.20231},{"d":"2026-08-21","cum":0.18205},{"d":"2026-08-24","cum":0.18205},{"d":"2026-08-25","cum":0.18205},{"d":"2026-08-26","cum":0.2762},{"d":"2026-08-27","cum":0.26189},{"d":"2026-08-28","cum":0.27645},{"d":"2026-08-31","cum":0.25208},{"d":"2026-09-01","cum":0.28154},{"d":"2026-09-02","cum":0.29248},{"d":"2026-09-03","cum":0.3121},{"d":"2026-09-04","cum":0.3121},{"d":"2026-09-08","cum":0.30344},{"d":"2026-09-09","cum":0.29232},{"d":"2026-09-10","cum":0.29774},{"d":"2026-09-11","cum":0.29521},{"d":"2026-09-14","cum":0.31557},{"d":"2026-09-15","cum":0.31592},{"d":"2026-09-16","cum":0.27684},{"d":"2026-09-17","cum":0.28257},{"d":"2026-09-18","cum":0.28905},{"d":"2026-09-21","cum":0.30842},{"d":"2026-09-22","cum":0.31764},{"d":"2026-09-23","cum":0.31575},{"d":"2026-09-24","cum":0.30681},{"d":"2026-09-25","cum":0.29749},{"d":"2026-09-28","cum":0.29749},{"d":"2026-09-29","cum":0.29749},{"d":"2026-09-30","cum":0.29749},{"d":"2026-10-01","cum":0.28379},{"d":"2026-10-02","cum":0.28379},{"d":"2026-10-05","cum":0.31029},{"d":"2026-10-06","cum":0.387},{"d":"2026-10-07","cum":0.3353},{"d":"2026-10-08","cum":0.32524},{"d":"2026-10-09","cum":0.30505},{"d":"2026-10-12","cum":0.30505},{"d":"2026-10-13","cum":0.30505},{"d":"2026-10-14","cum":0.30624},{"d":"2026-10-15","cum":0.28985},{"d":"2026-10-16","cum":0.28985},{"d":"2026-10-19","cum":0.28386},{"d":"2026-10-20","cum":0.34702},{"d":"2026-10-21","cum":0.35529},{"d":"2026-10-22","cum":0.3629},{"d":"2026-10-23","cum":0.37501},{"d":"2026-10-26","cum":0.36826},{"d":"2026-10-27","cum":0.37829},{"d":"2026-10-28","cum":0.39313},{"d":"2026-10-29","cum":0.39403},{"d":"2026-10-30","cum":0.41104},{"d":"2026-11-02","cum":0.40288},{"d":"2026-11-03","cum":0.37435},{"d":"2026-11-04","cum":0.34679},{"d":"2026-11-05","cum":0.34679}]},"top":{"n":224,"activeDays":93,"ocGross":{"n":224,"hitRate":0.5045,"avgWin":0.02681,"avgLoss":-0.02095,"mean":0.00314,"median":0.00052,"sd":0.03121,"tStat":1.51,"payoff":1.28},"ocNet":{"n":224,"hitRate":0.5,"avgWin":0.02654,"avgLoss":-0.02126,"mean":0.00264,"median":0.00002,"sd":0.03121,"tStat":1.27,"payoff":1.25},"ccNet":{"n":224,"hitRate":0.5491,"avgWin":0.03253,"avgLoss":-0.03032,"mean":0.00419,"median":0.00292,"sd":0.04528,"tStat":1.39,"payoff":1.07},"ocAtr":{"n":224,"hitRate":0.5045,"avgWin":0.68324,"avgLoss":-0.55036,"mean":0.07195,"median":0.01285,"sd":0.77945,"tStat":1.38,"payoff":1.24},"ccAtr":{"n":224,"hitRate":0.5536,"avgWin":0.80773,"avgLoss":-0.77475,"mean":0.10126,"median":0.13375,"sd":1.10171,"tStat":1.38,"payoff":1.04},"expectancyNet":0.00264,"avgImpact":0.000883,"sharpeNet":2.46,"sharpeLiqAdj":1.97,"equity":[{"d":"2026-05-08","cum":0.00128},{"d":"2026-05-11","cum":-0.00153},{"d":"2026-05-12","cum":0.01737},{"d":"2026-05-13","cum":0.03825},{"d":"2026-05-14","cum":0.05877},{"d":"2026-05-15","cum":0.07726},{"d":"2026-05-18","cum":0.04429},{"d":"2026-05-19","cum":0.05373},{"d":"2026-05-20","cum":0.09013},{"d":"2026-05-21","cum":0.10768},{"d":"2026-05-22","cum":0.11609},{"d":"2026-05-26","cum":0.08217},{"d":"2026-05-27","cum":0.14878},{"d":"2026-05-28","cum":0.19272},{"d":"2026-05-29","cum":0.19839},{"d":"2026-06-01","cum":0.17507},{"d":"2026-06-02","cum":0.15056},{"d":"2026-06-03","cum":0.15056},{"d":"2026-06-04","cum":0.13797},{"d":"2026-06-05","cum":0.13797},{"d":"2026-06-08","cum":0.13797},{"d":"2026-06-09","cum":0.13797},{"d":"2026-06-10","cum":0.13797},{"d":"2026-06-11","cum":0.16606},{"d":"2026-06-12","cum":0.16606},{"d":"2026-06-15","cum":0.16606},{"d":"2026-06-16","cum":0.16606},{"d":"2026-06-17","cum":0.16606},{"d":"2026-06-18","cum":0.15352},{"d":"2026-06-22","cum":0.16071},{"d":"2026-06-23","cum":0.16071},{"d":"2026-06-24","cum":0.14091},{"d":"2026-06-25","cum":0.14451},{"d":"2026-06-26","cum":0.14508},{"d":"2026-06-29","cum":0.14508},{"d":"2026-06-30","cum":0.14275},{"d":"2026-07-01","cum":0.1312},{"d":"2026-07-02","cum":0.14172},{"d":"2026-07-06","cum":0.14172},{"d":"2026-07-07","cum":0.16179},{"d":"2026-07-08","cum":0.16179},{"d":"2026-07-09","cum":0.10923},{"d":"2026-07-10","cum":0.10923},{"d":"2026-07-13","cum":0.10923},{"d":"2026-07-14","cum":0.1119},{"d":"2026-07-15","cum":0.11757},{"d":"2026-07-16","cum":0.11226},{"d":"2026-07-17","cum":0.11226},{"d":"2026-07-20","cum":0.12055},{"d":"2026-07-21","cum":0.11118},{"d":"2026-07-22","cum":0.11118},{"d":"2026-07-23","cum":0.13532},{"d":"2026-07-24","cum":0.12009},{"d":"2026-07-27","cum":0.14107},{"d":"2026-07-28","cum":0.14609},{"d":"2026-07-29","cum":0.13971},{"d":"2026-07-30","cum":0.16001},{"d":"2026-07-31","cum":0.19329},{"d":"2026-08-03","cum":0.19679},{"d":"2026-08-04","cum":0.19082},{"d":"2026-08-05","cum":0.19082},{"d":"2026-08-06","cum":0.22707},{"d":"2026-08-07","cum":0.2331},{"d":"2026-08-10","cum":0.24214},{"d":"2026-08-11","cum":0.24123},{"d":"2026-08-12","cum":0.25021},{"d":"2026-08-13","cum":0.25021},{"d":"2026-08-14","cum":0.25021},{"d":"2026-08-17","cum":0.25021},{"d":"2026-08-18","cum":0.25021},{"d":"2026-08-19","cum":0.20593},{"d":"2026-08-20","cum":0.22145},{"d":"2026-08-21","cum":0.2061},{"d":"2026-08-24","cum":0.2061},{"d":"2026-08-25","cum":0.2061},{"d":"2026-08-26","cum":0.30025},{"d":"2026-08-27","cum":0.27837},{"d":"2026-08-28","cum":0.28409},{"d":"2026-08-31","cum":0.27386},{"d":"2026-09-01","cum":0.30332},{"d":"2026-09-02","cum":0.3187},{"d":"2026-09-03","cum":0.33665},{"d":"2026-09-04","cum":0.33665},{"d":"2026-09-08","cum":0.32799},{"d":"2026-09-09","cum":0.31687},{"d":"2026-09-10","cum":0.32038},{"d":"2026-09-11","cum":0.31907},{"d":"2026-09-14","cum":0.34814},{"d":"2026-09-15","cum":0.34849},{"d":"2026-09-16","cum":0.30941},{"d":"2026-09-17","cum":0.31514},{"d":"2026-09-18","cum":0.30007},{"d":"2026-09-21","cum":0.32369},{"d":"2026-09-22","cum":0.3329},{"d":"2026-09-23","cum":0.33101},{"d":"2026-09-24","cum":0.32207},{"d":"2026-09-25","cum":0.31275},{"d":"2026-09-28","cum":0.31275},{"d":"2026-09-29","cum":0.31275},{"d":"2026-09-30","cum":0.31275},{"d":"2026-10-01","cum":0.29905},{"d":"2026-10-02","cum":0.29905},{"d":"2026-10-05","cum":0.32555},{"d":"2026-10-06","cum":0.40226},{"d":"2026-10-07","cum":0.35056},{"d":"2026-10-08","cum":0.33478},{"d":"2026-10-09","cum":0.324},{"d":"2026-10-12","cum":0.324},{"d":"2026-10-13","cum":0.324},{"d":"2026-10-14","cum":0.32519},{"d":"2026-10-15","cum":0.32603},{"d":"2026-10-16","cum":0.32603},{"d":"2026-10-19","cum":0.32004},{"d":"2026-10-20","cum":0.38319},{"d":"2026-10-21","cum":0.39146},{"d":"2026-10-22","cum":0.38843},{"d":"2026-10-23","cum":0.40054},{"d":"2026-10-26","cum":0.39379},{"d":"2026-10-27","cum":0.40382},{"d":"2026-10-28","cum":0.41737},{"d":"2026-10-29","cum":0.42048},{"d":"2026-10-30","cum":0.45474},{"d":"2026-11-02","cum":0.44658},{"d":"2026-11-03","cum":0.42958},{"d":"2026-11-04","cum":0.40936},{"d":"2026-11-05","cum":0.40936}]},"byRegime":{"vix":{"transitional":{"n":302,"hitRate":0.5,"mean":0.0013,"tStat":0.74,"atrMean":0.02693},"stress":{"n":18,"hitRate":0.5,"mean":-0.00176,"tStat":-0.21,"atrMean":-0.1849},"calm":{"n":73,"hitRate":0.5342,"mean":0.00074,"tStat":0.2,"atrMean":0.05408}},"quant":{"risk-on":{"n":315,"hitRate":0.5048,"mean":0.00109,"tStat":0.6,"atrMean":0.02149},"neutral":{"n":78,"hitRate":0.5128,"mean":0.00094,"tStat":0.33,"atrMean":0.02546}},"trend":{"mixed":{"n":112,"hitRate":0.4911,"mean":0.00012,"tStat":0.05,"atrMean":0.03776},"trending":{"n":87,"hitRate":0.6207,"mean":0.00823,"tStat":2.03,"atrMean":0.18653},"choppy":{"n":194,"hitRate":0.4639,"mean":-0.00162,"tStat":-0.77,"atrMean":-0.06033}}}},"short_momentum":{"title":"Short momentum","all":{"n":457,"activeDays":111,"ocGross":{"n":457,"hitRate":0.4595,"avgWin":0.01877,"avgLoss":-0.01947,"mean":-0.00181,"median":-0.00229,"sd":0.02628,"tStat":-1.47,"payoff":0.96},"ocNet":{"n":457,"hitRate":0.442,"avgWin":0.019,"avgLoss":-0.0192,"mean":-0.00231,"median":-0.00279,"sd":0.02628,"tStat":-1.88,"payoff":0.99},"ccNet":{"n":457,"hitRate":0.4683,"avgWin":0.02234,"avgLoss":-0.02568,"mean":-0.00319,"median":-0.00185,"sd":0.03634,"tStat":-1.88,"payoff":0.87},"ocAtr":{"n":457,"hitRate":0.4595,"avgWin":0.48035,"avgLoss":-0.50194,"mean":-0.04836,"median":-0.0632,"sd":0.64344,"tStat":-1.61,"payoff":0.96},"ccAtr":{"n":457,"hitRate":0.4792,"avgWin":0.57927,"avgLoss":-0.64477,"mean":-0.0582,"median":-0.0392,"sd":0.86534,"tStat":-1.44,"payoff":0.9},"expectancyNet":-0.00231,"avgImpact":0.000722,"sharpeNet":-3.8,"sharpeLiqAdj":-4.35,"equity":[{"d":"2026-05-08","cum":0.00047},{"d":"2026-05-11","cum":-0.01021},{"d":"2026-05-12","cum":-0.01021},{"d":"2026-05-13","cum":-0.02232},{"d":"2026-05-14","cum":-0.01837},{"d":"2026-05-15","cum":-0.00377},{"d":"2026-05-18","cum":-0.00377},{"d":"2026-05-19","cum":-0.02341},{"d":"2026-05-20","cum":-0.03364},{"d":"2026-05-21","cum":-0.02533},{"d":"2026-05-22","cum":-0.02533},{"d":"2026-05-26","cum":-0.03689},{"d":"2026-05-27","cum":-0.03913},{"d":"2026-05-28","cum":-0.03891},{"d":"2026-05-29","cum":-0.03847},{"d":"2026-06-01","cum":-0.03334},{"d":"2026-06-02","cum":-0.01166},{"d":"2026-06-03","cum":-0.07895},{"d":"2026-06-04","cum":-0.08109},{"d":"2026-06-05","cum":-0.08426},{"d":"2026-06-08","cum":-0.08207},{"d":"2026-06-09","cum":-0.08207},{"d":"2026-06-10","cum":-0.10365},{"d":"2026-06-11","cum":-0.11215},{"d":"2026-06-12","cum":-0.11215},{"d":"2026-06-15","cum":-0.11248},{"d":"2026-06-16","cum":-0.09838},{"d":"2026-06-17","cum":-0.11236},{"d":"2026-06-18","cum":-0.11519},{"d":"2026-06-22","cum":-0.11535},{"d":"2026-06-23","cum":-0.09891},{"d":"2026-06-24","cum":-0.07706},{"d":"2026-06-25","cum":-0.11101},{"d":"2026-06-26","cum":-0.12627},{"d":"2026-06-29","cum":-0.12627},{"d":"2026-06-30","cum":-0.12857},{"d":"2026-07-01","cum":-0.1156},{"d":"2026-07-02","cum":-0.17213},{"d":"2026-07-06","cum":-0.17005},{"d":"2026-07-07","cum":-0.20373},{"d":"2026-07-08","cum":-0.22065},{"d":"2026-07-09","cum":-0.2239},{"d":"2026-07-10","cum":-0.2239},{"d":"2026-07-13","cum":-0.19364},{"d":"2026-07-14","cum":-0.19517},{"d":"2026-07-15","cum":-0.19517},{"d":"2026-07-16","cum":-0.19517},{"d":"2026-07-17","cum":-0.20804},{"d":"2026-07-20","cum":-0.22435},{"d":"2026-07-21","cum":-0.24265},{"d":"2026-07-22","cum":-0.2332},{"d":"2026-07-23","cum":-0.25042},{"d":"2026-07-24","cum":-0.27804},{"d":"2026-07-27","cum":-0.27804},{"d":"2026-07-28","cum":-0.2676},{"d":"2026-07-29","cum":-0.27534},{"d":"2026-07-30","cum":-0.28724},{"d":"2026-07-31","cum":-0.27753},{"d":"2026-08-03","cum":-0.28637},{"d":"2026-08-04","cum":-0.27182},{"d":"2026-08-05","cum":-0.27088},{"d":"2026-08-06","cum":-0.28662},{"d":"2026-08-07","cum":-0.28662},{"d":"2026-08-10","cum":-0.30058},{"d":"2026-08-11","cum":-0.31987},{"d":"2026-08-12","cum":-0.31987},{"d":"2026-08-13","cum":-0.33595},{"d":"2026-08-14","cum":-0.32697},{"d":"2026-08-17","cum":-0.33325},{"d":"2026-08-18","cum":-0.3731},{"d":"2026-08-19","cum":-0.37026},{"d":"2026-08-20","cum":-0.37926},{"d":"2026-08-21","cum":-0.38065},{"d":"2026-08-24","cum":-0.38065},{"d":"2026-08-25","cum":-0.45043},{"d":"2026-08-26","cum":-0.45407},{"d":"2026-08-27","cum":-0.41622},{"d":"2026-08-28","cum":-0.41035},{"d":"2026-08-31","cum":-0.3927},{"d":"2026-09-01","cum":-0.40672},{"d":"2026-09-02","cum":-0.37763},{"d":"2026-09-03","cum":-0.37452},{"d":"2026-09-04","cum":-0.38021},{"d":"2026-09-08","cum":-0.36232},{"d":"2026-09-09","cum":-0.37295},{"d":"2026-09-10","cum":-0.36463},{"d":"2026-09-11","cum":-0.37981},{"d":"2026-09-14","cum":-0.37094},{"d":"2026-09-15","cum":-0.35266},{"d":"2026-09-16","cum":-0.35318},{"d":"2026-09-17","cum":-0.36277},{"d":"2026-09-18","cum":-0.37593},{"d":"2026-09-21","cum":-0.3675},{"d":"2026-09-22","cum":-0.36168},{"d":"2026-09-23","cum":-0.36151},{"d":"2026-09-24","cum":-0.35004},{"d":"2026-09-25","cum":-0.40613},{"d":"2026-09-28","cum":-0.41286},{"d":"2026-09-29","cum":-0.44151},{"d":"2026-09-30","cum":-0.44464},{"d":"2026-10-01","cum":-0.48569},{"d":"2026-10-02","cum":-0.52815},{"d":"2026-10-05","cum":-0.53968},{"d":"2026-10-06","cum":-0.56046},{"d":"2026-10-07","cum":-0.56046},{"d":"2026-10-08","cum":-0.59178},{"d":"2026-10-09","cum":-0.60745},{"d":"2026-10-12","cum":-0.58874},{"d":"2026-10-13","cum":-0.6035},{"d":"2026-10-14","cum":-0.63686},{"d":"2026-10-15","cum":-0.64829},{"d":"2026-10-16","cum":-0.63774},{"d":"2026-10-19","cum":-0.64081},{"d":"2026-10-20","cum":-0.65412},{"d":"2026-10-21","cum":-0.65925},{"d":"2026-10-22","cum":-0.66828},{"d":"2026-10-23","cum":-0.67602},{"d":"2026-10-26","cum":-0.66555},{"d":"2026-10-27","cum":-0.67206},{"d":"2026-10-28","cum":-0.62868},{"d":"2026-10-29","cum":-0.62868},{"d":"2026-10-30","cum":-0.59752},{"d":"2026-11-02","cum":-0.60945},{"d":"2026-11-03","cum":-0.60398},{"d":"2026-11-04","cum":-0.56918},{"d":"2026-11-05","cum":-0.56244}]},"top":{"n":244,"activeDays":111,"ocGross":{"n":244,"hitRate":0.4508,"avgWin":0.01865,"avgLoss":-0.0194,"mean":-0.00217,"median":-0.00244,"sd":0.026,"tStat":-1.3,"payoff":0.96},"ocNet":{"n":244,"hitRate":0.4385,"avgWin":0.01867,"avgLoss":-0.01933,"mean":-0.00267,"median":-0.00294,"sd":0.026,"tStat":-1.6,"payoff":0.97},"ccNet":{"n":244,"hitRate":0.4959,"avgWin":0.02426,"avgLoss":-0.02688,"mean":-0.00152,"median":-0.00056,"sd":0.03925,"tStat":-0.6,"payoff":0.9},"ocAtr":{"n":244,"hitRate":0.4508,"avgWin":0.46704,"avgLoss":-0.47978,"mean":-0.05097,"median":-0.0647,"sd":0.62068,"tStat":-1.28,"payoff":0.97},"ccAtr":{"n":244,"hitRate":0.5,"avgWin":0.60349,"avgLoss":-0.66968,"mean":-0.03309,"median":-0.0041,"sd":0.92401,"tStat":-0.56,"payoff":0.9},"expectancyNet":-0.00267,"avgImpact":0.00076,"sharpeNet":-3.42,"sharpeLiqAdj":-3.98,"equity":[{"d":"2026-05-08","cum":0.01339},{"d":"2026-05-11","cum":0.0136},{"d":"2026-05-12","cum":0.0136},{"d":"2026-05-13","cum":0.00149},{"d":"2026-05-14","cum":0.00544},{"d":"2026-05-15","cum":0.02005},{"d":"2026-05-18","cum":0.02005},{"d":"2026-05-19","cum":0.00041},{"d":"2026-05-20","cum":-0.00983},{"d":"2026-05-21","cum":-0.00151},{"d":"2026-05-22","cum":-0.00151},{"d":"2026-05-26","cum":-0.01308},{"d":"2026-05-27","cum":-0.02011},{"d":"2026-05-28","cum":-0.01989},{"d":"2026-05-29","cum":-0.01678},{"d":"2026-06-01","cum":-0.0193},{"d":"2026-06-02","cum":0.00001},{"d":"2026-06-03","cum":-0.06728},{"d":"2026-06-04","cum":-0.06941},{"d":"2026-06-05","cum":-0.07641},{"d":"2026-06-08","cum":-0.07422},{"d":"2026-06-09","cum":-0.07422},{"d":"2026-06-10","cum":-0.0958},{"d":"2026-06-11","cum":-0.1043},{"d":"2026-06-12","cum":-0.1043},{"d":"2026-06-15","cum":-0.10463},{"d":"2026-06-16","cum":-0.09053},{"d":"2026-06-17","cum":-0.10452},{"d":"2026-06-18","cum":-0.08717},{"d":"2026-06-22","cum":-0.09068},{"d":"2026-06-23","cum":-0.0788},{"d":"2026-06-24","cum":-0.05696},{"d":"2026-06-25","cum":-0.0909},{"d":"2026-06-26","cum":-0.08755},{"d":"2026-06-29","cum":-0.08755},{"d":"2026-06-30","cum":-0.08221},{"d":"2026-07-01","cum":-0.06924},{"d":"2026-07-02","cum":-0.12577},{"d":"2026-07-06","cum":-0.12369},{"d":"2026-07-07","cum":-0.15737},{"d":"2026-07-08","cum":-0.17429},{"d":"2026-07-09","cum":-0.17754},{"d":"2026-07-10","cum":-0.17754},{"d":"2026-07-13","cum":-0.14728},{"d":"2026-07-14","cum":-0.14423},{"d":"2026-07-15","cum":-0.14423},{"d":"2026-07-16","cum":-0.14423},{"d":"2026-07-17","cum":-0.1571},{"d":"2026-07-20","cum":-0.17341},{"d":"2026-07-21","cum":-0.19171},{"d":"2026-07-22","cum":-0.18226},{"d":"2026-07-23","cum":-0.1915},{"d":"2026-07-24","cum":-0.21912},{"d":"2026-07-27","cum":-0.21912},{"d":"2026-07-28","cum":-0.20869},{"d":"2026-07-29","cum":-0.21902},{"d":"2026-07-30","cum":-0.23092},{"d":"2026-07-31","cum":-0.22121},{"d":"2026-08-03","cum":-0.23004},{"d":"2026-08-04","cum":-0.21934},{"d":"2026-08-05","cum":-0.22007},{"d":"2026-08-06","cum":-0.23266},{"d":"2026-08-07","cum":-0.23266},{"d":"2026-08-10","cum":-0.24662},{"d":"2026-08-11","cum":-0.26591},{"d":"2026-08-12","cum":-0.26591},{"d":"2026-08-13","cum":-0.28199},{"d":"2026-08-14","cum":-0.27301},{"d":"2026-08-17","cum":-0.27929},{"d":"2026-08-18","cum":-0.31914},{"d":"2026-08-19","cum":-0.3211},{"d":"2026-08-20","cum":-0.3301},{"d":"2026-08-21","cum":-0.33149},{"d":"2026-08-24","cum":-0.33149},{"d":"2026-08-25","cum":-0.40127},{"d":"2026-08-26","cum":-0.40491},{"d":"2026-08-27","cum":-0.36706},{"d":"2026-08-28","cum":-0.36119},{"d":"2026-08-31","cum":-0.34353},{"d":"2026-09-01","cum":-0.35756},{"d":"2026-09-02","cum":-0.32847},{"d":"2026-09-03","cum":-0.32536},{"d":"2026-09-04","cum":-0.33105},{"d":"2026-09-08","cum":-0.29739},{"d":"2026-09-09","cum":-0.30525},{"d":"2026-09-10","cum":-0.29694},{"d":"2026-09-11","cum":-0.31212},{"d":"2026-09-14","cum":-0.30354},{"d":"2026-09-15","cum":-0.28527},{"d":"2026-09-16","cum":-0.28828},{"d":"2026-09-17","cum":-0.29905},{"d":"2026-09-18","cum":-0.33345},{"d":"2026-09-21","cum":-0.33554},{"d":"2026-09-22","cum":-0.33411},{"d":"2026-09-23","cum":-0.33317},{"d":"2026-09-24","cum":-0.3217},{"d":"2026-09-25","cum":-0.37779},{"d":"2026-09-28","cum":-0.39736},{"d":"2026-09-29","cum":-0.42601},{"d":"2026-09-30","cum":-0.41876},{"d":"2026-10-01","cum":-0.45981},{"d":"2026-10-02","cum":-0.50227},{"d":"2026-10-05","cum":-0.5138},{"d":"2026-10-06","cum":-0.53458},{"d":"2026-10-07","cum":-0.53458},{"d":"2026-10-08","cum":-0.5659},{"d":"2026-10-09","cum":-0.58157},{"d":"2026-10-12","cum":-0.56286},{"d":"2026-10-13","cum":-0.57075},{"d":"2026-10-14","cum":-0.59734},{"d":"2026-10-15","cum":-0.60878},{"d":"2026-10-16","cum":-0.59489},{"d":"2026-10-19","cum":-0.59796},{"d":"2026-10-20","cum":-0.61127},{"d":"2026-10-21","cum":-0.6164},{"d":"2026-10-22","cum":-0.61118},{"d":"2026-10-23","cum":-0.61893},{"d":"2026-10-26","cum":-0.60846},{"d":"2026-10-27","cum":-0.60362},{"d":"2026-10-28","cum":-0.56024},{"d":"2026-10-29","cum":-0.56024},{"d":"2026-10-30","cum":-0.54378},{"d":"2026-11-02","cum":-0.55633},{"d":"2026-11-03","cum":-0.55086},{"d":"2026-11-04","cum":-0.51695},{"d":"2026-11-05","cum":-0.51135}]},"byRegime":{"vix":{"transitional":{"n":326,"hitRate":0.4202,"mean":-0.00301,"tStat":-2.07,"atrMean":-0.0637},"stress":{"n":73,"hitRate":0.4932,"mean":0.00242,"tStat":0.8,"atrMean":0.03107},"calm":{"n":58,"hitRate":0.5,"mean":-0.00435,"tStat":-1.23,"atrMean":-0.06214}},"quant":{"risk-on":{"n":312,"hitRate":0.4359,"mean":-0.00303,"tStat":-2.01,"atrMean":-0.06134},"neutral":{"n":109,"hitRate":0.4404,"mean":-0.00324,"tStat":-1.44,"atrMean":-0.04482},"risk-off":{"n":36,"hitRate":0.5,"mean":0.00674,"tStat":1.38,"atrMean":0.05338}},"trend":{"mixed":{"n":128,"hitRate":0.4531,"mean":-0.00499,"tStat":-2.69,"atrMean":-0.08581},"trending":{"n":68,"hitRate":0.4559,"mean":-0.00171,"tStat":-0.62,"atrMean":-0.00293},"choppy":{"n":261,"hitRate":0.433,"mean":-0.00115,"tStat":-0.64,"atrMean":-0.04183}}}},"mean_reversion":{"title":"Mean reversion (fade, both sides)","all":{"n":596,"activeDays":105,"ocGross":{"n":596,"hitRate":0.5487,"avgWin":0.01809,"avgLoss":-0.01622,"mean":0.00263,"median":0.00249,"sd":0.02277,"tStat":2.82,"payoff":1.12},"ocNet":{"n":596,"hitRate":0.5403,"avgWin":0.01787,"avgLoss":-0.01636,"mean":0.00213,"median":0.00199,"sd":0.02277,"tStat":2.29,"payoff":1.09},"ccNet":{"n":596,"hitRate":0.5168,"avgWin":0.02018,"avgLoss":-0.0186,"mean":0.00144,"median":0.0009,"sd":0.02579,"tStat":1.36,"payoff":1.08},"ocAtr":{"n":596,"hitRate":0.5487,"avgWin":0.56523,"avgLoss":-0.47072,"mean":0.09845,"median":0.0964,"sd":0.67705,"tStat":3.55,"payoff":1.2},"ccAtr":{"n":596,"hitRate":0.5252,"avgWin":0.62047,"avgLoss":-0.53789,"mean":0.07044,"median":0.05085,"sd":0.74436,"tStat":2.31,"payoff":1.15},"expectancyNet":0.00213,"avgImpact":0.000639,"sharpeNet":0.02,"sharpeLiqAdj":-0.57,"equity":[{"d":"2026-05-08","cum":-0.00762},{"d":"2026-05-11","cum":-0.00617},{"d":"2026-05-12","cum":-0.00617},{"d":"2026-05-13","cum":-0.00172},{"d":"2026-05-14","cum":0.01539},{"d":"2026-05-15","cum":-0.00724},{"d":"2026-05-18","cum":-0.01479},{"d":"2026-05-19","cum":-0.01479},{"d":"2026-05-20","cum":-0.03028},{"d":"2026-05-21","cum":-0.03028},{"d":"2026-05-22","cum":-0.02774},{"d":"2026-05-26","cum":-0.00846},{"d":"2026-05-27","cum":-0.01663},{"d":"2026-05-28","cum":-0.07717},{"d":"2026-05-29","cum":-0.07717},{"d":"2026-06-01","cum":-0.07421},{"d":"2026-06-02","cum":-0.08292},{"d":"2026-06-03","cum":-0.09774},{"d":"2026-06-04","cum":-0.08918},{"d":"2026-06-05","cum":-0.09338},{"d":"2026-06-08","cum":-0.07108},{"d":"2026-06-09","cum":-0.0648},{"d":"2026-06-10","cum":-0.03286},{"d":"2026-06-11","cum":-0.02545},{"d":"2026-06-12","cum":-0.02545},{"d":"2026-06-15","cum":-0.02905},{"d":"2026-06-16","cum":-0.0268},{"d":"2026-06-17","cum":-0.03602},{"d":"2026-06-18","cum":-0.03602},{"d":"2026-06-22","cum":-0.02419},{"d":"2026-06-23","cum":-0.02229},{"d":"2026-06-24","cum":-0.02218},{"d":"2026-06-25","cum":-0.01457},{"d":"2026-06-26","cum":-0.01296},{"d":"2026-06-29","cum":-0.03942},{"d":"2026-06-30","cum":-0.02103},{"d":"2026-07-01","cum":-0.01944},{"d":"2026-07-02","cum":-0.01116},{"d":"2026-07-06","cum":-0.00741},{"d":"2026-07-07","cum":-0.00884},{"d":"2026-07-08","cum":-0.00174},{"d":"2026-07-09","cum":-0.00174},{"d":"2026-07-10","cum":0.0065},{"d":"2026-07-13","cum":-0.00539},{"d":"2026-07-14","cum":0.04661},{"d":"2026-07-15","cum":0.04102},{"d":"2026-07-16","cum":0.05339},{"d":"2026-07-17","cum":0.05339},{"d":"2026-07-20","cum":0.05339},{"d":"2026-07-21","cum":0.05127},{"d":"2026-07-22","cum":0.03514},{"d":"2026-07-23","cum":0.05211},{"d":"2026-07-24","cum":0.03441},{"d":"2026-07-27","cum":0.01324},{"d":"2026-07-28","cum":0.00147},{"d":"2026-07-29","cum":0.00892},{"d":"2026-07-30","cum":0.02255},{"d":"2026-07-31","cum":-0.01955},{"d":"2026-08-03","cum":-0.04526},{"d":"2026-08-04","cum":-0.03457},{"d":"2026-08-05","cum":-0.04932},{"d":"2026-08-06","cum":-0.04932},{"d":"2026-08-07","cum":-0.06947},{"d":"2026-08-10","cum":-0.08015},{"d":"2026-08-11","cum":-0.11018},{"d":"2026-08-12","cum":-0.11018},{"d":"2026-08-13","cum":-0.07895},{"d":"2026-08-14","cum":-0.06472},{"d":"2026-08-17","cum":-0.06701},{"d":"2026-08-18","cum":-0.07944},{"d":"2026-08-19","cum":-0.08668},{"d":"2026-08-20","cum":-0.07261},{"d":"2026-08-21","cum":-0.08591},{"d":"2026-08-24","cum":-0.08591},{"d":"2026-08-25","cum":-0.08591},{"d":"2026-08-26","cum":-0.08591},{"d":"2026-08-27","cum":-0.07747},{"d":"2026-08-28","cum":-0.07747},{"d":"2026-08-31","cum":-0.07747},{"d":"2026-09-01","cum":-0.07495},{"d":"2026-09-02","cum":-0.06419},{"d":"2026-09-03","cum":-0.056},{"d":"2026-09-04","cum":-0.05982},{"d":"2026-09-08","cum":-0.07127},{"d":"2026-09-09","cum":-0.0639},{"d":"2026-09-10","cum":-0.0639},{"d":"2026-09-11","cum":-0.06679},{"d":"2026-09-14","cum":-0.07584},{"d":"2026-09-15","cum":-0.0622},{"d":"2026-09-16","cum":-0.06368},{"d":"2026-09-17","cum":-0.05214},{"d":"2026-09-18","cum":-0.05214},{"d":"2026-09-21","cum":-0.06551},{"d":"2026-09-22","cum":-0.0591},{"d":"2026-09-23","cum":-0.05692},{"d":"2026-09-24","cum":-0.05585},{"d":"2026-09-25","cum":-0.06725},{"d":"2026-09-28","cum":-0.08259},{"d":"2026-09-29","cum":-0.08259},{"d":"2026-09-30","cum":-0.08677},{"d":"2026-10-01","cum":-0.09404},{"d":"2026-10-02","cum":-0.09558},{"d":"2026-10-05","cum":-0.07076},{"d":"2026-10-06","cum":-0.06866},{"d":"2026-10-07","cum":-0.06879},{"d":"2026-10-08","cum":-0.08036},{"d":"2026-10-09","cum":-0.06296},{"d":"2026-10-12","cum":-0.04366},{"d":"2026-10-13","cum":-0.04318},{"d":"2026-10-14","cum":-0.02423},{"d":"2026-10-15","cum":-0.00102},{"d":"2026-10-16","cum":0.00086},{"d":"2026-10-19","cum":0.00086},{"d":"2026-10-20","cum":0.00193},{"d":"2026-10-21","cum":-0.00719},{"d":"2026-10-22","cum":0.00136},{"d":"2026-10-23","cum":-0.00545},{"d":"2026-10-26","cum":-0.01733},{"d":"2026-10-27","cum":-0.01309},{"d":"2026-10-28","cum":-0.01309},{"d":"2026-10-29","cum":-0.00719},{"d":"2026-10-30","cum":-0.03357},{"d":"2026-11-02","cum":-0.0305},{"d":"2026-11-03","cum":-0.04195},{"d":"2026-11-04","cum":-0.0042},{"d":"2026-11-05","cum":0.00261}]},"top":{"n":278,"activeDays":105,"ocGross":{"n":278,"hitRate":0.5144,"avgWin":0.01766,"avgLoss":-0.0163,"mean":0.00122,"median":0.00128,"sd":0.02266,"tStat":0.9,"payoff":1.08},"ocNet":{"n":278,"hitRate":0.5108,"avgWin":0.01728,"avgLoss":-0.01656,"mean":0.00072,"median":0.00078,"sd":0.02266,"tStat":0.53,"payoff":1.04},"ccNet":{"n":278,"hitRate":0.5144,"avgWin":0.01981,"avgLoss":-0.01955,"mean":0.0007,"median":0.00047,"sd":0.02703,"tStat":0.43,"payoff":1.01},"ocAtr":{"n":278,"hitRate":0.5144,"avgWin":0.55165,"avgLoss":-0.48697,"mean":0.04904,"median":0.03605,"sd":0.66508,"tStat":1.23,"payoff":1.13},"ccAtr":{"n":278,"hitRate":0.5216,"avgWin":0.61305,"avgLoss":-0.56393,"mean":0.04996,"median":0.03315,"sd":0.76812,"tStat":1.08,"payoff":1.09},"expectancyNet":0.00072,"avgImpact":0.000641,"sharpeNet":0.21,"sharpeLiqAdj":-0.34,"equity":[{"d":"2026-05-08","cum":-0.01274},{"d":"2026-05-11","cum":-0.00142},{"d":"2026-05-12","cum":-0.00142},{"d":"2026-05-13","cum":0.00335},{"d":"2026-05-14","cum":0.02045},{"d":"2026-05-15","cum":-0.00218},{"d":"2026-05-18","cum":-0.01508},{"d":"2026-05-19","cum":-0.01508},{"d":"2026-05-20","cum":-0.02712},{"d":"2026-05-21","cum":-0.02712},{"d":"2026-05-22","cum":-0.02458},{"d":"2026-05-26","cum":-0.00248},{"d":"2026-05-27","cum":-0.01064},{"d":"2026-05-28","cum":-0.07119},{"d":"2026-05-29","cum":-0.07119},{"d":"2026-06-01","cum":-0.06713},{"d":"2026-06-02","cum":-0.07454},{"d":"2026-06-03","cum":-0.09193},{"d":"2026-06-04","cum":-0.07225},{"d":"2026-06-05","cum":-0.06364},{"d":"2026-06-08","cum":-0.04134},{"d":"2026-06-09","cum":-0.03379},{"d":"2026-06-10","cum":0.00125},{"d":"2026-06-11","cum":0.01302},{"d":"2026-06-12","cum":0.01302},{"d":"2026-06-15","cum":0.01063},{"d":"2026-06-16","cum":0.01288},{"d":"2026-06-17","cum":0.00427},{"d":"2026-06-18","cum":0.00427},{"d":"2026-06-22","cum":-0.00271},{"d":"2026-06-23","cum":0.00497},{"d":"2026-06-24","cum":0.00822},{"d":"2026-06-25","cum":0.01782},{"d":"2026-06-26","cum":0.01943},{"d":"2026-06-29","cum":0.00075},{"d":"2026-06-30","cum":0.01914},{"d":"2026-07-01","cum":0.01969},{"d":"2026-07-02","cum":0.01845},{"d":"2026-07-06","cum":0.02219},{"d":"2026-07-07","cum":0.0174},{"d":"2026-07-08","cum":0.02281},{"d":"2026-07-09","cum":0.02281},{"d":"2026-07-10","cum":0.03104},{"d":"2026-07-13","cum":0.01818},{"d":"2026-07-14","cum":0.07017},{"d":"2026-07-15","cum":0.06459},{"d":"2026-07-16","cum":0.07098},{"d":"2026-07-17","cum":0.07098},{"d":"2026-07-20","cum":0.07098},{"d":"2026-07-21","cum":0.06887},{"d":"2026-07-22","cum":0.05273},{"d":"2026-07-23","cum":0.0697},{"d":"2026-07-24","cum":0.05693},{"d":"2026-07-27","cum":0.02311},{"d":"2026-07-28","cum":0.00474},{"d":"2026-07-29","cum":0.00832},{"d":"2026-07-30","cum":0.02696},{"d":"2026-07-31","cum":-0.01514},{"d":"2026-08-03","cum":-0.04085},{"d":"2026-08-04","cum":-0.02927},{"d":"2026-08-05","cum":-0.04402},{"d":"2026-08-06","cum":-0.04402},{"d":"2026-08-07","cum":-0.06417},{"d":"2026-08-10","cum":-0.08808},{"d":"2026-08-11","cum":-0.11811},{"d":"2026-08-12","cum":-0.11811},{"d":"2026-08-13","cum":-0.08688},{"d":"2026-08-14","cum":-0.07265},{"d":"2026-08-17","cum":-0.07495},{"d":"2026-08-18","cum":-0.08738},{"d":"2026-08-19","cum":-0.10338},{"d":"2026-08-20","cum":-0.08932},{"d":"2026-08-21","cum":-0.10261},{"d":"2026-08-24","cum":-0.10261},{"d":"2026-08-25","cum":-0.10261},{"d":"2026-08-26","cum":-0.10261},{"d":"2026-08-27","cum":-0.09813},{"d":"2026-08-28","cum":-0.09813},{"d":"2026-08-31","cum":-0.09813},{"d":"2026-09-01","cum":-0.09725},{"d":"2026-09-02","cum":-0.08648},{"d":"2026-09-03","cum":-0.0783},{"d":"2026-09-04","cum":-0.09366},{"d":"2026-09-08","cum":-0.10453},{"d":"2026-09-09","cum":-0.09716},{"d":"2026-09-10","cum":-0.09716},{"d":"2026-09-11","cum":-0.10006},{"d":"2026-09-14","cum":-0.10905},{"d":"2026-09-15","cum":-0.09485},{"d":"2026-09-16","cum":-0.09326},{"d":"2026-09-17","cum":-0.08172},{"d":"2026-09-18","cum":-0.08172},{"d":"2026-09-21","cum":-0.08896},{"d":"2026-09-22","cum":-0.08073},{"d":"2026-09-23","cum":-0.07855},{"d":"2026-09-24","cum":-0.07748},{"d":"2026-09-25","cum":-0.08888},{"d":"2026-09-28","cum":-0.10422},{"d":"2026-09-29","cum":-0.10422},{"d":"2026-09-30","cum":-0.1084},{"d":"2026-10-01","cum":-0.10942},{"d":"2026-10-02","cum":-0.11096},{"d":"2026-10-05","cum":-0.08614},{"d":"2026-10-06","cum":-0.08404},{"d":"2026-10-07","cum":-0.08699},{"d":"2026-10-08","cum":-0.08767},{"d":"2026-10-09","cum":-0.06807},{"d":"2026-10-12","cum":-0.04877},{"d":"2026-10-13","cum":-0.04424},{"d":"2026-10-14","cum":-0.04306},{"d":"2026-10-15","cum":-0.01768},{"d":"2026-10-16","cum":-0.01124},{"d":"2026-10-19","cum":-0.01124},{"d":"2026-10-20","cum":-0.01016},{"d":"2026-10-21","cum":-0.01928},{"d":"2026-10-22","cum":-0.00322},{"d":"2026-10-23","cum":-0.01195},{"d":"2026-10-26","cum":-0.01274},{"d":"2026-10-27","cum":-0.01221},{"d":"2026-10-28","cum":-0.01221},{"d":"2026-10-29","cum":-0.00534},{"d":"2026-10-30","cum":-0.03297},{"d":"2026-11-02","cum":-0.02979},{"d":"2026-11-03","cum":-0.04123},{"d":"2026-11-04","cum":-0.00591},{"d":"2026-11-05","cum":0.02516}]},"byRegime":{"vix":{"transitional":{"n":470,"hitRate":0.517,"mean":0.00152,"tStat":1.47,"atrMean":0.07368},"stress":{"n":85,"hitRate":0.6235,"mean":0.00576,"tStat":2.15,"atrMean":0.24273},"calm":{"n":41,"hitRate":0.6341,"mean":0.00166,"tStat":0.45,"atrMean":0.08335}},"quant":{"risk-on":{"n":398,"hitRate":0.5427,"mean":0.00256,"tStat":2.24,"atrMean":0.11257},"neutral":{"n":190,"hitRate":0.5316,"mean":0.00104,"tStat":0.64,"atrMean":0.05764},"risk-off":{"n":8,"hitRate":0.625,"mean":0.00681,"tStat":0.61,"atrMean":0.36556}},"trend":{"mixed":{"n":157,"hitRate":0.5159,"mean":-0.00036,"tStat":-0.23,"atrMean":-0.01661},"trending":{"n":143,"hitRate":0.5175,"mean":0.00081,"tStat":0.43,"atrMean":0.03969},"choppy":{"n":296,"hitRate":0.5642,"mean":0.00409,"tStat":2.89,"atrMean":0.18787}}}},"mean_reversion_long":{"title":"Mean reversion — fade-long leg (after big down day)","all":{"n":238,"activeDays":67,"ocGross":{"n":238,"hitRate":0.5252,"avgWin":0.01626,"avgLoss":-0.01558,"mean":0.00115,"median":0.00138,"sd":0.02087,"tStat":0.85,"payoff":1.04},"ocNet":{"n":238,"hitRate":0.521,"avgWin":0.01589,"avgLoss":-0.01594,"mean":0.00065,"median":0.00088,"sd":0.02087,"tStat":0.48,"payoff":1},"ccNet":{"n":238,"hitRate":0.5294,"avgWin":0.01784,"avgLoss":-0.01711,"mean":0.00139,"median":0.00119,"sd":0.0228,"tStat":0.94,"payoff":1.04},"ocAtr":{"n":238,"hitRate":0.5252,"avgWin":0.47248,"avgLoss":-0.44476,"mean":0.03698,"median":0.04675,"sd":0.59108,"tStat":0.97,"payoff":1.06},"ccAtr":{"n":238,"hitRate":0.542,"avgWin":0.5183,"avgLoss":-0.49593,"mean":0.0538,"median":0.05815,"sd":0.64841,"tStat":1.28,"payoff":1.05},"expectancyNet":0.00065,"avgImpact":0.000628,"sharpeNet":0.68,"sharpeLiqAdj":0.23,"equity":[{"d":"2026-05-08","cum":-0.00459},{"d":"2026-05-11","cum":-0.00004},{"d":"2026-05-12","cum":-0.00004},{"d":"2026-05-13","cum":0.03749},{"d":"2026-05-14","cum":0.03749},{"d":"2026-05-15","cum":0.01485},{"d":"2026-05-18","cum":-0.00703},{"d":"2026-05-19","cum":-0.00703},{"d":"2026-05-20","cum":-0.02729},{"d":"2026-05-21","cum":-0.02729},{"d":"2026-05-22","cum":-0.02729},{"d":"2026-05-26","cum":-0.02146},{"d":"2026-05-27","cum":-0.02146},{"d":"2026-05-28","cum":-0.02146},{"d":"2026-05-29","cum":-0.02146},{"d":"2026-06-01","cum":-0.02196},{"d":"2026-06-02","cum":-0.02988},{"d":"2026-06-03","cum":-0.04802},{"d":"2026-06-04","cum":-0.04802},{"d":"2026-06-05","cum":-0.05275},{"d":"2026-06-08","cum":-0.05275},{"d":"2026-06-09","cum":-0.05036},{"d":"2026-06-10","cum":-0.01542},{"d":"2026-06-11","cum":0.00798},{"d":"2026-06-12","cum":0.00798},{"d":"2026-06-15","cum":0.00981},{"d":"2026-06-16","cum":0.00981},{"d":"2026-06-17","cum":0.002},{"d":"2026-06-18","cum":0.002},{"d":"2026-06-22","cum":0.0103},{"d":"2026-06-23","cum":0.01321},{"d":"2026-06-24","cum":0.0236},{"d":"2026-06-25","cum":0.03061},{"d":"2026-06-26","cum":0.03061},{"d":"2026-06-29","cum":-0.0007},{"d":"2026-06-30","cum":0.01769},{"d":"2026-07-01","cum":0.01769},{"d":"2026-07-02","cum":0.05922},{"d":"2026-07-06","cum":0.05922},{"d":"2026-07-07","cum":0.05332},{"d":"2026-07-08","cum":0.0676},{"d":"2026-07-09","cum":0.0676},{"d":"2026-07-10","cum":0.07583},{"d":"2026-07-13","cum":0.07583},{"d":"2026-07-14","cum":0.1046},{"d":"2026-07-15","cum":0.09902},{"d":"2026-07-16","cum":0.10851},{"d":"2026-07-17","cum":0.10851},{"d":"2026-07-20","cum":0.10851},{"d":"2026-07-21","cum":0.10851},{"d":"2026-07-22","cum":0.09132},{"d":"2026-07-23","cum":0.10945},{"d":"2026-07-24","cum":0.10945},{"d":"2026-07-27","cum":0.10596},{"d":"2026-07-28","cum":0.10596},{"d":"2026-07-29","cum":0.11386},{"d":"2026-07-30","cum":0.11417},{"d":"2026-07-31","cum":0.07207},{"d":"2026-08-03","cum":0.07207},{"d":"2026-08-04","cum":0.07207},{"d":"2026-08-05","cum":0.05932},{"d":"2026-08-06","cum":0.05932},{"d":"2026-08-07","cum":0.05932},{"d":"2026-08-10","cum":0.05932},{"d":"2026-08-11","cum":0.05932},{"d":"2026-08-12","cum":0.05932},{"d":"2026-08-13","cum":0.05932},{"d":"2026-08-14","cum":0.05932},{"d":"2026-08-17","cum":0.05703},{"d":"2026-08-18","cum":0.05703},{"d":"2026-08-19","cum":0.03388},{"d":"2026-08-20","cum":0.04794},{"d":"2026-08-21","cum":0.04794},{"d":"2026-08-24","cum":0.04794},{"d":"2026-08-25","cum":0.04794},{"d":"2026-08-26","cum":0.04794},{"d":"2026-08-27","cum":0.04794},{"d":"2026-08-28","cum":0.04794},{"d":"2026-08-31","cum":0.04794},{"d":"2026-09-01","cum":0.05992},{"d":"2026-09-02","cum":0.05992},{"d":"2026-09-03","cum":0.05992},{"d":"2026-09-04","cum":0.04667},{"d":"2026-09-08","cum":0.03914},{"d":"2026-09-09","cum":0.03914},{"d":"2026-09-10","cum":0.03914},{"d":"2026-09-11","cum":0.03914},{"d":"2026-09-14","cum":0.02852},{"d":"2026-09-15","cum":0.02852},{"d":"2026-09-16","cum":0.02705},{"d":"2026-09-17","cum":0.02705},{"d":"2026-09-18","cum":0.02705},{"d":"2026-09-21","cum":0.02616},{"d":"2026-09-22","cum":0.02124},{"d":"2026-09-23","cum":0.02342},{"d":"2026-09-24","cum":0.02342},{"d":"2026-09-25","cum":0.02342},{"d":"2026-09-28","cum":0.00808},{"d":"2026-09-29","cum":0.00808},{"d":"2026-09-30","cum":0.0039},{"d":"2026-10-01","cum":0.00287},{"d":"2026-10-02","cum":0.00287},{"d":"2026-10-05","cum":0.01529},{"d":"2026-10-06","cum":0.01529},{"d":"2026-10-07","cum":0.01883},{"d":"2026-10-08","cum":0.00725},{"d":"2026-10-09","cum":0.01859},{"d":"2026-10-12","cum":0.03202},{"d":"2026-10-13","cum":0.03656},{"d":"2026-10-14","cum":0.06397},{"d":"2026-10-15","cum":0.06397},{"d":"2026-10-16","cum":0.06561},{"d":"2026-10-19","cum":0.06561},{"d":"2026-10-20","cum":0.06561},{"d":"2026-10-21","cum":0.06689},{"d":"2026-10-22","cum":0.07181},{"d":"2026-10-23","cum":0.07041},{"d":"2026-10-26","cum":0.08218},{"d":"2026-10-27","cum":0.09161},{"d":"2026-10-28","cum":0.09161},{"d":"2026-10-29","cum":0.08173},{"d":"2026-10-30","cum":0.05535},{"d":"2026-11-02","cum":0.05458},{"d":"2026-11-03","cum":0.05458},{"d":"2026-11-04","cum":0.05458},{"d":"2026-11-05","cum":0.06139}]},"top":{"n":106,"activeDays":60,"ocGross":{"n":106,"hitRate":0.5283,"avgWin":0.01605,"avgLoss":-0.01416,"mean":0.0018,"median":0.00139,"sd":0.01993,"tStat":0.93,"payoff":1.13},"ocNet":{"n":106,"hitRate":0.5189,"avgWin":0.01584,"avgLoss":-0.01438,"mean":0.0013,"median":0.00089,"sd":0.01993,"tStat":0.67,"payoff":1.1},"ccNet":{"n":106,"hitRate":0.6038,"avgWin":0.0171,"avgLoss":-0.019,"mean":0.0028,"median":0.00378,"sd":0.02362,"tStat":1.22,"payoff":0.9},"ocAtr":{"n":106,"hitRate":0.5283,"avgWin":0.50941,"avgLoss":-0.42913,"mean":0.0667,"median":0.0404,"sd":0.6066,"tStat":1.13,"payoff":1.19},"ccAtr":{"n":106,"hitRate":0.6038,"avgWin":0.54942,"avgLoss":-0.55901,"mean":0.11023,"median":0.1511,"sd":0.69508,"tStat":1.63,"payoff":0.98},"expectancyNet":0.0013,"avgImpact":0.000623,"sharpeNet":0.82,"sharpeLiqAdj":0.44,"equity":[{"d":"2026-05-08","cum":-0.00656},{"d":"2026-05-11","cum":0.00152},{"d":"2026-05-12","cum":0.00152},{"d":"2026-05-13","cum":0.07306},{"d":"2026-05-14","cum":0.07306},{"d":"2026-05-15","cum":0.05042},{"d":"2026-05-18","cum":0.02854},{"d":"2026-05-19","cum":0.02854},{"d":"2026-05-20","cum":0.02854},{"d":"2026-05-21","cum":0.02854},{"d":"2026-05-22","cum":0.02854},{"d":"2026-05-26","cum":0.03809},{"d":"2026-05-27","cum":0.03809},{"d":"2026-05-28","cum":0.03809},{"d":"2026-05-29","cum":0.03809},{"d":"2026-06-01","cum":0.03483},{"d":"2026-06-02","cum":0.02742},{"d":"2026-06-03","cum":0.01003},{"d":"2026-06-04","cum":0.01003},{"d":"2026-06-05","cum":0.02082},{"d":"2026-06-08","cum":0.02082},{"d":"2026-06-09","cum":0.02321},{"d":"2026-06-10","cum":0.05825},{"d":"2026-06-11","cum":0.05825},{"d":"2026-06-12","cum":0.05825},{"d":"2026-06-15","cum":0.05825},{"d":"2026-06-16","cum":0.05825},{"d":"2026-06-17","cum":0.05416},{"d":"2026-06-18","cum":0.05416},{"d":"2026-06-22","cum":0.05056},{"d":"2026-06-23","cum":0.05823},{"d":"2026-06-24","cum":0.06862},{"d":"2026-06-25","cum":0.07562},{"d":"2026-06-26","cum":0.07562},{"d":"2026-06-29","cum":0.054},{"d":"2026-06-30","cum":0.07238},{"d":"2026-07-01","cum":0.07238},{"d":"2026-07-02","cum":0.07238},{"d":"2026-07-06","cum":0.07238},{"d":"2026-07-07","cum":0.06648},{"d":"2026-07-08","cum":0.09479},{"d":"2026-07-09","cum":0.09479},{"d":"2026-07-10","cum":0.10303},{"d":"2026-07-13","cum":0.10303},{"d":"2026-07-14","cum":0.1318},{"d":"2026-07-15","cum":0.12622},{"d":"2026-07-16","cum":0.13102},{"d":"2026-07-17","cum":0.13102},{"d":"2026-07-20","cum":0.13102},{"d":"2026-07-21","cum":0.13102},{"d":"2026-07-22","cum":0.11384},{"d":"2026-07-23","cum":0.13197},{"d":"2026-07-24","cum":0.13197},{"d":"2026-07-27","cum":0.13197},{"d":"2026-07-28","cum":0.13197},{"d":"2026-07-29","cum":0.13523},{"d":"2026-07-30","cum":0.13502},{"d":"2026-07-31","cum":0.09292},{"d":"2026-08-03","cum":0.09292},{"d":"2026-08-04","cum":0.09292},{"d":"2026-08-05","cum":0.08017},{"d":"2026-08-06","cum":0.08017},{"d":"2026-08-07","cum":0.08017},{"d":"2026-08-10","cum":0.08017},{"d":"2026-08-11","cum":0.08017},{"d":"2026-08-12","cum":0.08017},{"d":"2026-08-13","cum":0.08017},{"d":"2026-08-14","cum":0.08017},{"d":"2026-08-17","cum":0.07788},{"d":"2026-08-18","cum":0.07788},{"d":"2026-08-19","cum":0.05345},{"d":"2026-08-20","cum":0.06751},{"d":"2026-08-21","cum":0.06751},{"d":"2026-08-24","cum":0.06751},{"d":"2026-08-25","cum":0.06751},{"d":"2026-08-26","cum":0.06751},{"d":"2026-08-27","cum":0.06751},{"d":"2026-08-28","cum":0.06751},{"d":"2026-08-31","cum":0.06751},{"d":"2026-09-01","cum":0.06616},{"d":"2026-09-02","cum":0.06616},{"d":"2026-09-03","cum":0.06616},{"d":"2026-09-04","cum":0.04029},{"d":"2026-09-08","cum":0.04147},{"d":"2026-09-09","cum":0.04147},{"d":"2026-09-10","cum":0.04147},{"d":"2026-09-11","cum":0.04147},{"d":"2026-09-14","cum":0.03247},{"d":"2026-09-15","cum":0.03247},{"d":"2026-09-16","cum":0.03406},{"d":"2026-09-17","cum":0.03406},{"d":"2026-09-18","cum":0.03406},{"d":"2026-09-21","cum":0.03317},{"d":"2026-09-22","cum":0.0224},{"d":"2026-09-23","cum":0.02457},{"d":"2026-09-24","cum":0.02457},{"d":"2026-09-25","cum":0.02457},{"d":"2026-09-28","cum":0.00924},{"d":"2026-09-29","cum":0.00924},{"d":"2026-09-30","cum":0.00505},{"d":"2026-10-01","cum":0.00403},{"d":"2026-10-02","cum":0.00403},{"d":"2026-10-05","cum":0.01645},{"d":"2026-10-06","cum":0.01645},{"d":"2026-10-07","cum":0.0135},{"d":"2026-10-08","cum":0.0135},{"d":"2026-10-09","cum":0.02484},{"d":"2026-10-12","cum":0.03828},{"d":"2026-10-13","cum":0.04281},{"d":"2026-10-14","cum":0.04281},{"d":"2026-10-15","cum":0.04281},{"d":"2026-10-16","cum":0.04925},{"d":"2026-10-19","cum":0.04925},{"d":"2026-10-20","cum":0.04925},{"d":"2026-10-21","cum":0.05053},{"d":"2026-10-22","cum":0.06163},{"d":"2026-10-23","cum":0.06543},{"d":"2026-10-26","cum":0.0772},{"d":"2026-10-27","cum":0.08864},{"d":"2026-10-28","cum":0.08864},{"d":"2026-10-29","cum":0.07876},{"d":"2026-10-30","cum":0.05113},{"d":"2026-11-02","cum":0.04759},{"d":"2026-11-03","cum":0.04759},{"d":"2026-11-04","cum":0.04759},{"d":"2026-11-05","cum":0.07866}]},"byRegime":{"vix":{"transitional":{"n":183,"hitRate":0.5246,"mean":0.00025,"tStat":0.17,"atrMean":0.01368},"stress":{"n":45,"hitRate":0.5556,"mean":0.00461,"tStat":1.23,"atrMean":0.20876},"calm":{"n":10,"hitRate":0.3,"mean":-0.00987,"tStat":-2.01,"atrMean":-0.30952}},"quant":{"risk-on":{"n":135,"hitRate":0.5185,"mean":0.00036,"tStat":0.21,"atrMean":0.00165},"neutral":{"n":95,"hitRate":0.5158,"mean":0.00053,"tStat":0.24,"atrMean":0.05952},"risk-off":{"n":8,"hitRate":0.625,"mean":0.00681,"tStat":0.61,"atrMean":0.36556}},"trend":{"mixed":{"n":53,"hitRate":0.5472,"mean":-0.00026,"tStat":-0.11,"atrMean":-0.00724},"trending":{"n":62,"hitRate":0.5323,"mean":0.00139,"tStat":0.47,"atrMean":0.05441},"choppy":{"n":123,"hitRate":0.5041,"mean":0.00066,"tStat":0.35,"atrMean":0.04725}}}},"mean_reversion_short":{"title":"Mean reversion — fade-short leg (after big up day)","all":{"n":358,"activeDays":92,"ocGross":{"n":358,"hitRate":0.5642,"avgWin":0.01922,"avgLoss":-0.01668,"mean":0.00362,"median":0.00408,"sd":0.02393,"tStat":2.86,"payoff":1.15},"ocNet":{"n":358,"hitRate":0.5531,"avgWin":0.0191,"avgLoss":-0.01666,"mean":0.00312,"median":0.00358,"sd":0.02393,"tStat":2.47,"payoff":1.15},"ccNet":{"n":358,"hitRate":0.5084,"avgWin":0.0218,"avgLoss":-0.01956,"mean":0.00147,"median":0.00071,"sd":0.02764,"tStat":1.01,"payoff":1.11},"ocAtr":{"n":358,"hitRate":0.5642,"avgWin":0.62262,"avgLoss":-0.48964,"mean":0.13932,"median":0.1386,"sd":0.72654,"tStat":3.63,"payoff":1.27},"ccAtr":{"n":358,"hitRate":0.514,"avgWin":0.6921,"avgLoss":-0.56417,"mean":0.08151,"median":0.042,"sd":0.80251,"tStat":1.92,"payoff":1.23},"expectancyNet":0.00312,"avgImpact":0.000647,"sharpeNet":0.2,"sharpeLiqAdj":-0.31,"equity":[{"d":"2026-05-08","cum":-0.01066},{"d":"2026-05-11","cum":-0.01385},{"d":"2026-05-12","cum":-0.01385},{"d":"2026-05-13","cum":-0.04247},{"d":"2026-05-14","cum":-0.02536},{"d":"2026-05-15","cum":-0.02536},{"d":"2026-05-18","cum":-0.02814},{"d":"2026-05-19","cum":-0.02814},{"d":"2026-05-20","cum":-0.04282},{"d":"2026-05-21","cum":-0.04282},{"d":"2026-05-22","cum":-0.04028},{"d":"2026-05-26","cum":-0.00756},{"d":"2026-05-27","cum":-0.01572},{"d":"2026-05-28","cum":-0.07627},{"d":"2026-05-29","cum":-0.07627},{"d":"2026-06-01","cum":-0.06753},{"d":"2026-06-02","cum":-0.07703},{"d":"2026-06-03","cum":-0.08027},{"d":"2026-06-04","cum":-0.07171},{"d":"2026-06-05","cum":-0.06748},{"d":"2026-06-08","cum":-0.04517},{"d":"2026-06-09","cum":-0.03812},{"d":"2026-06-10","cum":-0.01665},{"d":"2026-06-11","cum":-0.01102},{"d":"2026-06-12","cum":-0.01102},{"d":"2026-06-15","cum":-0.01734},{"d":"2026-06-16","cum":-0.01509},{"d":"2026-06-17","cum":-0.03273},{"d":"2026-06-18","cum":-0.03273},{"d":"2026-06-22","cum":-0.01738},{"d":"2026-06-23","cum":-0.02251},{"d":"2026-06-24","cum":-0.02497},{"d":"2026-06-25","cum":-0.01676},{"d":"2026-06-26","cum":-0.01515},{"d":"2026-06-29","cum":-0.03675},{"d":"2026-06-30","cum":-0.03675},{"d":"2026-07-01","cum":-0.03515},{"d":"2026-07-02","cum":-0.02943},{"d":"2026-07-06","cum":-0.02568},{"d":"2026-07-07","cum":-0.02637},{"d":"2026-07-08","cum":-0.02645},{"d":"2026-07-09","cum":-0.02645},{"d":"2026-07-10","cum":-0.02645},{"d":"2026-07-13","cum":-0.03833},{"d":"2026-07-14","cum":0.02527},{"d":"2026-07-15","cum":0.02527},{"d":"2026-07-16","cum":0.03988},{"d":"2026-07-17","cum":0.03988},{"d":"2026-07-20","cum":0.03988},{"d":"2026-07-21","cum":0.03776},{"d":"2026-07-22","cum":0.02373},{"d":"2026-07-23","cum":0.03838},{"d":"2026-07-24","cum":0.02068},{"d":"2026-07-27","cum":-0.00639},{"d":"2026-07-28","cum":-0.01815},{"d":"2026-07-29","cum":-0.01392},{"d":"2026-07-30","cum":0.00304},{"d":"2026-07-31","cum":0.00304},{"d":"2026-08-03","cum":-0.02266},{"d":"2026-08-04","cum":-0.01197},{"d":"2026-08-05","cum":-0.03073},{"d":"2026-08-06","cum":-0.03073},{"d":"2026-08-07","cum":-0.05088},{"d":"2026-08-10","cum":-0.06156},{"d":"2026-08-11","cum":-0.09159},{"d":"2026-08-12","cum":-0.09159},{"d":"2026-08-13","cum":-0.06036},{"d":"2026-08-14","cum":-0.04613},{"d":"2026-08-17","cum":-0.04613},{"d":"2026-08-18","cum":-0.05856},{"d":"2026-08-19","cum":-0.05784},{"d":"2026-08-20","cum":-0.05784},{"d":"2026-08-21","cum":-0.07113},{"d":"2026-08-24","cum":-0.07113},{"d":"2026-08-25","cum":-0.07113},{"d":"2026-08-26","cum":-0.07113},{"d":"2026-08-27","cum":-0.06269},{"d":"2026-08-28","cum":-0.06269},{"d":"2026-08-31","cum":-0.06269},{"d":"2026-09-01","cum":-0.06963},{"d":"2026-09-02","cum":-0.05887},{"d":"2026-09-03","cum":-0.05069},{"d":"2026-09-04","cum":-0.04193},{"d":"2026-09-08","cum":-0.0769},{"d":"2026-09-09","cum":-0.06952},{"d":"2026-09-10","cum":-0.06952},{"d":"2026-09-11","cum":-0.07241},{"d":"2026-09-14","cum":-0.07364},{"d":"2026-09-15","cum":-0.06},{"d":"2026-09-16","cum":-0.06},{"d":"2026-09-17","cum":-0.04846},{"d":"2026-09-18","cum":-0.04846},{"d":"2026-09-21","cum":-0.06433},{"d":"2026-09-22","cum":-0.04659},{"d":"2026-09-23","cum":-0.04659},{"d":"2026-09-24","cum":-0.04552},{"d":"2026-09-25","cum":-0.05692},{"d":"2026-09-28","cum":-0.05692},{"d":"2026-09-29","cum":-0.05692},{"d":"2026-09-30","cum":-0.05692},{"d":"2026-10-01","cum":-0.07355},{"d":"2026-10-02","cum":-0.07509},{"d":"2026-10-05","cum":-0.04407},{"d":"2026-10-06","cum":-0.04197},{"d":"2026-10-07","cum":-0.04822},{"d":"2026-10-08","cum":-0.05978},{"d":"2026-10-09","cum":-0.04036},{"d":"2026-10-12","cum":-0.00934},{"d":"2026-10-13","cum":-0.02103},{"d":"2026-10-14","cum":-0.01265},{"d":"2026-10-15","cum":0.01056},{"d":"2026-10-16","cum":0.01342},{"d":"2026-10-19","cum":0.01342},{"d":"2026-10-20","cum":0.0145},{"d":"2026-10-21","cum":0.00018},{"d":"2026-10-22","cum":0.0128},{"d":"2026-10-23","cum":0.00057},{"d":"2026-10-26","cum":-0.01722},{"d":"2026-10-27","cum":-0.01644},{"d":"2026-10-28","cum":-0.01644},{"d":"2026-10-29","cum":-0.00659},{"d":"2026-10-30","cum":-0.00659},{"d":"2026-11-02","cum":-0.00276},{"d":"2026-11-03","cum":-0.0142},{"d":"2026-11-04","cum":0.02354},{"d":"2026-11-05","cum":0.02354}]},"top":{"n":172,"activeDays":83,"ocGross":{"n":172,"hitRate":0.5058,"avgWin":0.01869,"avgLoss":-0.01757,"mean":0.00087,"median":0.00109,"sd":0.02424,"tStat":0.47,"payoff":1.06},"ocNet":{"n":172,"hitRate":0.5058,"avgWin":0.01819,"avgLoss":-0.01787,"mean":0.00037,"median":0.00059,"sd":0.02424,"tStat":0.2,"payoff":1.02},"ccNet":{"n":172,"hitRate":0.4593,"avgWin":0.02201,"avgLoss":-0.0198,"mean":-0.0006,"median":-0.00218,"sd":0.02892,"tStat":-0.27,"payoff":1.11},"ocAtr":{"n":172,"hitRate":0.5058,"avgWin":0.57883,"avgLoss":-0.52139,"mean":0.03815,"median":0.0255,"sd":0.70019,"tStat":0.71,"payoff":1.11},"ccAtr":{"n":172,"hitRate":0.4709,"avgWin":0.66333,"avgLoss":-0.5662,"mean":0.01282,"median":-0.05425,"sd":0.80959,"tStat":0.21,"payoff":1.17},"expectancyNet":0.00037,"avgImpact":0.000652,"sharpeNet":0.53,"sharpeLiqAdj":0.09,"equity":[{"d":"2026-05-08","cum":-0.0251},{"d":"2026-05-11","cum":-0.0073},{"d":"2026-05-12","cum":-0.0073},{"d":"2026-05-13","cum":-0.03592},{"d":"2026-05-14","cum":-0.01882},{"d":"2026-05-15","cum":-0.01882},{"d":"2026-05-18","cum":-0.02722},{"d":"2026-05-19","cum":-0.02722},{"d":"2026-05-20","cum":-0.03926},{"d":"2026-05-21","cum":-0.03926},{"d":"2026-05-22","cum":-0.03672},{"d":"2026-05-26","cum":-0.00834},{"d":"2026-05-27","cum":-0.0165},{"d":"2026-05-28","cum":-0.07705},{"d":"2026-05-29","cum":-0.07705},{"d":"2026-06-01","cum":-0.05835},{"d":"2026-06-02","cum":-0.05835},{"d":"2026-06-03","cum":-0.05835},{"d":"2026-06-04","cum":-0.03867},{"d":"2026-06-05","cum":-0.03444},{"d":"2026-06-08","cum":-0.01214},{"d":"2026-06-09","cum":-0.00201},{"d":"2026-06-10","cum":-0.00201},{"d":"2026-06-11","cum":0.00976},{"d":"2026-06-12","cum":0.00976},{"d":"2026-06-15","cum":0.00738},{"d":"2026-06-16","cum":0.00963},{"d":"2026-06-17","cum":-0.00801},{"d":"2026-06-18","cum":-0.00801},{"d":"2026-06-22","cum":-0.02176},{"d":"2026-06-23","cum":-0.02176},{"d":"2026-06-24","cum":-0.02209},{"d":"2026-06-25","cum":-0.00728},{"d":"2026-06-26","cum":-0.00567},{"d":"2026-06-29","cum":-0.02287},{"d":"2026-06-30","cum":-0.02287},{"d":"2026-07-01","cum":-0.02231},{"d":"2026-07-02","cum":-0.02356},{"d":"2026-07-06","cum":-0.01981},{"d":"2026-07-07","cum":-0.02405},{"d":"2026-07-08","cum":-0.0301},{"d":"2026-07-09","cum":-0.0301},{"d":"2026-07-10","cum":-0.0301},{"d":"2026-07-13","cum":-0.04296},{"d":"2026-07-14","cum":0.02064},{"d":"2026-07-15","cum":0.02064},{"d":"2026-07-16","cum":0.02783},{"d":"2026-07-17","cum":0.02783},{"d":"2026-07-20","cum":0.02783},{"d":"2026-07-21","cum":0.02571},{"d":"2026-07-22","cum":0.01168},{"d":"2026-07-23","cum":0.02633},{"d":"2026-07-24","cum":0.01355},{"d":"2026-07-27","cum":-0.02026},{"d":"2026-07-28","cum":-0.03864},{"d":"2026-07-29","cum":-0.0344},{"d":"2026-07-30","cum":-0.00634},{"d":"2026-07-31","cum":-0.00634},{"d":"2026-08-03","cum":-0.03205},{"d":"2026-08-04","cum":-0.02047},{"d":"2026-08-05","cum":-0.03923},{"d":"2026-08-06","cum":-0.03923},{"d":"2026-08-07","cum":-0.05938},{"d":"2026-08-10","cum":-0.08329},{"d":"2026-08-11","cum":-0.11332},{"d":"2026-08-12","cum":-0.11332},{"d":"2026-08-13","cum":-0.08209},{"d":"2026-08-14","cum":-0.06786},{"d":"2026-08-17","cum":-0.06786},{"d":"2026-08-18","cum":-0.08029},{"d":"2026-08-19","cum":-0.09208},{"d":"2026-08-20","cum":-0.09208},{"d":"2026-08-21","cum":-0.10537},{"d":"2026-08-24","cum":-0.10537},{"d":"2026-08-25","cum":-0.10537},{"d":"2026-08-26","cum":-0.10537},{"d":"2026-08-27","cum":-0.10089},{"d":"2026-08-28","cum":-0.10089},{"d":"2026-08-31","cum":-0.10089},{"d":"2026-09-01","cum":-0.09555},{"d":"2026-09-02","cum":-0.08478},{"d":"2026-09-03","cum":-0.0766},{"d":"2026-09-04","cum":-0.07095},{"d":"2026-09-08","cum":-0.10592},{"d":"2026-09-09","cum":-0.09854},{"d":"2026-09-10","cum":-0.09854},{"d":"2026-09-11","cum":-0.10144},{"d":"2026-09-14","cum":-0.10144},{"d":"2026-09-15","cum":-0.08723},{"d":"2026-09-16","cum":-0.08723},{"d":"2026-09-17","cum":-0.07569},{"d":"2026-09-18","cum":-0.07569},{"d":"2026-09-21","cum":-0.08611},{"d":"2026-09-22","cum":-0.06837},{"d":"2026-09-23","cum":-0.06837},{"d":"2026-09-24","cum":-0.0673},{"d":"2026-09-25","cum":-0.0787},{"d":"2026-09-28","cum":-0.0787},{"d":"2026-09-29","cum":-0.0787},{"d":"2026-09-30","cum":-0.0787},{"d":"2026-10-01","cum":-0.0787},{"d":"2026-10-02","cum":-0.08024},{"d":"2026-10-05","cum":-0.04922},{"d":"2026-10-06","cum":-0.04712},{"d":"2026-10-07","cum":-0.04712},{"d":"2026-10-08","cum":-0.0478},{"d":"2026-10-09","cum":-0.02407},{"d":"2026-10-12","cum":0.00695},{"d":"2026-10-13","cum":0.00695},{"d":"2026-10-14","cum":0.00813},{"d":"2026-10-15","cum":0.03351},{"d":"2026-10-16","cum":0.03351},{"d":"2026-10-19","cum":0.03351},{"d":"2026-10-20","cum":0.03459},{"d":"2026-10-21","cum":0.02027},{"d":"2026-10-22","cum":0.04628},{"d":"2026-10-23","cum":0.03127},{"d":"2026-10-26","cum":0.0242},{"d":"2026-10-27","cum":0.01928},{"d":"2026-10-28","cum":0.01928},{"d":"2026-10-29","cum":0.03453},{"d":"2026-10-30","cum":0.03453},{"d":"2026-11-02","cum":0.04107},{"d":"2026-11-03","cum":0.02963},{"d":"2026-11-04","cum":0.06494},{"d":"2026-11-05","cum":0.06494}]},"byRegime":{"vix":{"transitional":{"n":287,"hitRate":0.5122,"mean":0.00233,"tStat":1.66,"atrMean":0.11194},"stress":{"n":40,"hitRate":0.7,"mean":0.00706,"tStat":1.82,"atrMean":0.28095},"calm":{"n":31,"hitRate":0.7419,"mean":0.00538,"tStat":1.2,"atrMean":0.21008}},"quant":{"risk-on":{"n":263,"hitRate":0.5551,"mean":0.00369,"tStat":2.48,"atrMean":0.1695},"neutral":{"n":95,"hitRate":0.5474,"mean":0.00155,"tStat":0.64,"atrMean":0.05575}},"trend":{"mixed":{"n":104,"hitRate":0.5,"mean":-0.0004,"tStat":-0.2,"atrMean":-0.02139},"trending":{"n":81,"hitRate":0.5062,"mean":0.00036,"tStat":0.15,"atrMean":0.02843},"choppy":{"n":173,"hitRate":0.6069,"mean":0.00653,"tStat":3.26,"atrMean":0.28785}}}},"baseline_long":{"title":"Baseline: every liquid name, long (benchmark)","all":{"n":15016,"activeDays":126,"ocGross":{"n":15016,"hitRate":0.4917,"avgWin":0.01712,"avgLoss":-0.01648,"mean":0.00008,"median":-0.00027,"sd":0.02324,"tStat":0.41,"payoff":1.04},"ocNet":{"n":15016,"hitRate":0.4806,"avgWin":0.01701,"avgLoss":-0.01655,"mean":-0.00042,"median":-0.00077,"sd":0.02324,"tStat":-2.22,"payoff":1.03},"ccNet":{"n":15016,"hitRate":0.4891,"avgWin":0.02138,"avgLoss":-0.02066,"mean":-0.00009,"median":-0.0005,"sd":0.03087,"tStat":-0.38,"payoff":1.03},"ocAtr":{"n":15016,"hitRate":0.4917,"avgWin":0.4621,"avgLoss":-0.45215,"mean":-0.00164,"median":-0.0083,"sd":0.60147,"tStat":-0.33,"payoff":1.02},"ccAtr":null,"expectancyNet":-0.00042,"avgImpact":0.000717,"sharpeNet":-0.8,"sharpeLiqAdj":-2.29,"equity":[{"d":"2026-05-08","cum":0.00228},{"d":"2026-05-11","cum":0.00057},{"d":"2026-05-12","cum":-0.00036},{"d":"2026-05-13","cum":0.00609},{"d":"2026-05-14","cum":0.00375},{"d":"2026-05-15","cum":0.00447},{"d":"2026-05-18","cum":0.00144},{"d":"2026-05-19","cum":0.01338},{"d":"2026-05-20","cum":0.0233},{"d":"2026-05-21","cum":0.02736},{"d":"2026-05-22","cum":0.02563},{"d":"2026-05-26","cum":0.02211},{"d":"2026-05-27","cum":0.03331},{"d":"2026-05-28","cum":0.04211},{"d":"2026-05-29","cum":0.05267},{"d":"2026-06-01","cum":0.05531},{"d":"2026-06-02","cum":0.04804},{"d":"2026-06-03","cum":0.05497},{"d":"2026-06-04","cum":0.03062},{"d":"2026-06-05","cum":0.02786},{"d":"2026-06-08","cum":0.02053},{"d":"2026-06-09","cum":0.01011},{"d":"2026-06-10","cum":0.02575},{"d":"2026-06-11","cum":0.02901},{"d":"2026-06-12","cum":0.02989},{"d":"2026-06-15","cum":0.0241},{"d":"2026-06-16","cum":0.0109},{"d":"2026-06-17","cum":0.00755},{"d":"2026-06-18","cum":0.00612},{"d":"2026-06-22","cum":0.00692},{"d":"2026-06-23","cum":0.00797},{"d":"2026-06-24","cum":0.00339},{"d":"2026-06-25","cum":0.01435},{"d":"2026-06-26","cum":0.0163},{"d":"2026-06-29","cum":0.01938},{"d":"2026-06-30","cum":0.0222},{"d":"2026-07-01","cum":0.02374},{"d":"2026-07-02","cum":0.03086},{"d":"2026-07-06","cum":0.02385},{"d":"2026-07-07","cum":0.02178},{"d":"2026-07-08","cum":0.03102},{"d":"2026-07-09","cum":0.02476},{"d":"2026-07-10","cum":0.02068},{"d":"2026-07-13","cum":0.02069},{"d":"2026-07-14","cum":0.01766},{"d":"2026-07-15","cum":0.01669},{"d":"2026-07-16","cum":0.01747},{"d":"2026-07-17","cum":0.01211},{"d":"2026-07-20","cum":0.0163},{"d":"2026-07-21","cum":0.01134},{"d":"2026-07-22","cum":0.00755},{"d":"2026-07-23","cum":0.0068},{"d":"2026-07-24","cum":0.00593},{"d":"2026-07-27","cum":0.00977},{"d":"2026-07-28","cum":-0.00163},{"d":"2026-07-29","cum":0.00633},{"d":"2026-07-30","cum":0.00371},{"d":"2026-07-31","cum":0.0089},{"d":"2026-08-03","cum":0.02028},{"d":"2026-08-04","cum":0.01257},{"d":"2026-08-05","cum":0.00911},{"d":"2026-08-06","cum":0.01606},{"d":"2026-08-07","cum":0.02096},{"d":"2026-08-10","cum":0.02101},{"d":"2026-08-11","cum":0.01948},{"d":"2026-08-12","cum":0.0263},{"d":"2026-08-13","cum":0.02336},{"d":"2026-08-14","cum":0.01715},{"d":"2026-08-17","cum":0.01382},{"d":"2026-08-18","cum":0.01714},{"d":"2026-08-19","cum":0.01149},{"d":"2026-08-20","cum":0.01343},{"d":"2026-08-21","cum":0.01024},{"d":"2026-08-24","cum":0.01278},{"d":"2026-08-25","cum":0.01698},{"d":"2026-08-26","cum":0.02054},{"d":"2026-08-27","cum":0.01231},{"d":"2026-08-28","cum":0.01509},{"d":"2026-08-31","cum":0.00738},{"d":"2026-09-01","cum":0.01173},{"d":"2026-09-02","cum":0.01807},{"d":"2026-09-03","cum":0.0205},{"d":"2026-09-04","cum":0.01221},{"d":"2026-09-08","cum":0.00553},{"d":"2026-09-09","cum":0.00443},{"d":"2026-09-10","cum":0.0048},{"d":"2026-09-11","cum":0.01266},{"d":"2026-09-14","cum":0.00799},{"d":"2026-09-15","cum":-0.00186},{"d":"2026-09-16","cum":-0.00298},{"d":"2026-09-17","cum":-0.00274},{"d":"2026-09-18","cum":0.00537},{"d":"2026-09-21","cum":0.00322},{"d":"2026-09-22","cum":-0.00066},{"d":"2026-09-23","cum":0.00154},{"d":"2026-09-24","cum":0.00315},{"d":"2026-09-25","cum":-0.00145},{"d":"2026-09-28","cum":-0.00404},{"d":"2026-09-29","cum":-0.01235},{"d":"2026-09-30","cum":-0.01026},{"d":"2026-10-01","cum":-0.01472},{"d":"2026-10-02","cum":-0.00968},{"d":"2026-10-05","cum":-0.01099},{"d":"2026-10-06","cum":-0.00811},{"d":"2026-10-07","cum":-0.00439},{"d":"2026-10-08","cum":-0.00022},{"d":"2026-10-09","cum":-0.00709},{"d":"2026-10-12","cum":-0.00282},{"d":"2026-10-13","cum":-0.01275},{"d":"2026-10-14","cum":0.00651},{"d":"2026-10-15","cum":-0.01473},{"d":"2026-10-16","cum":-0.02114},{"d":"2026-10-19","cum":-0.01271},{"d":"2026-10-20","cum":-0.0094},{"d":"2026-10-21","cum":-0.01306},{"d":"2026-10-22","cum":-0.01025},{"d":"2026-10-23","cum":-0.00574},{"d":"2026-10-26","cum":-0.00243},{"d":"2026-10-27","cum":0.00315},{"d":"2026-10-28","cum":0.00852},{"d":"2026-10-29","cum":-0.00117},{"d":"2026-10-30","cum":-0.01316},{"d":"2026-11-02","cum":-0.01104},{"d":"2026-11-03","cum":-0.00811},{"d":"2026-11-04","cum":-0.05067},{"d":"2026-11-05","cum":-0.04826}]},"top":null,"byRegime":null}}},"live":{"runsScanned":23,"uniquePicks":244,"scored":240,"pending":4,"runs":[{"id":"2026-11-06_postclose_2026-11-06T21-49-57-619Z","session":"postclose","date":"2026-11-06","picks":4},{"id":"2026-11-05_premarket_2026-11-06T13-58-09-554Z","session":"premarket","date":"2026-11-05","picks":44},{"id":"2026-11-05_postclose_2026-11-05T21-49-57-600Z","session":"postclose","date":"2026-11-05","picks":43},{"id":"2026-11-04_premarket_2026-11-05T13-58-09-502Z","session":"premarket","date":"2026-11-04","picks":47},{"id":"2026-11-04_postclose_2026-11-04T21-49-57-947Z","session":"postclose","date":"2026-11-04","picks":45},{"id":"2026-11-03_premarket_2026-11-04T13-58-09-830Z","session":"premarket","date":"2026-11-03","picks":10},{"id":"2026-11-03_postclose_2026-11-03T21-49-57-472Z","session":"postclose","date":"2026-11-03","picks":10},{"id":"2026-11-02_premarket_2026-11-03T13-58-09-782Z","session":"premarket","date":"2026-11-02","picks":22},{"id":"2026-11-02_postclose_2026-11-02T21-49-57-818Z","session":"postclose","date":"2026-11-02","picks":21},{"id":"2026-10-30_premarket_2026-11-02T13-58-09-807Z","session":"premarket","date":"2026-10-30","picks":24},{"id":"2026-10-30_postclose_2026-10-30T20-21-55-558Z","session":"postclose","date":"2026-10-30","picks":26},{"id":"2026-10-29_premarket_2026-10-30T12-53-19-775Z","session":"premarket","date":"2026-10-29","picks":10},{"id":"2026-10-29_postclose_2026-10-29T20-34-14-137Z","session":"postclose","date":"2026-10-29","picks":9},{"id":"2026-10-28_premarket_2026-10-29T12-53-20-154Z","session":"premarket","date":"2026-10-28","picks":6},{"id":"2026-10-28_postclose_2026-10-28T20-34-14-301Z","session":"postclose","date":"2026-10-28","picks":6},{"id":"2026-10-27_premarket_2026-10-28T12-53-19-792Z","session":"premarket","date":"2026-10-27","picks":10},{"id":"2026-10-27_postclose_2026-10-27T20-34-13-926Z","session":"postclose","date":"2026-10-27","picks":10},{"id":"2026-10-26_premarket_2026-10-27T12-53-19-616Z","session":"premarket","date":"2026-10-26","picks":7},{"id":"2026-10-26_postclose_2026-10-26T20-34-14-168Z","session":"postclose","date":"2026-10-26","picks":7},{"id":"2026-10-23_premarket_2026-10-26T12-53-20-198Z","session":"premarket","date":"2026-10-23","picks":13},{"id":"2026-10-23_postclose_2026-10-23T20-34-13-980Z","session":"postclose","date":"2026-10-23","picks":13},{"id":"2026-10-22_premarket_2026-10-23T12-53-19-641Z","session":"premarket","date":"2026-10-22","picks":35},{"id":"2026-10-22_postclose_2026-10-23T00-37-11-870Z","session":"postclose","date":"2026-10-22","picks":35}],"buckets":{"long_momentum":{"title":"Long momentum","all":{"n":51,"activeDays":10,"ocGross":{"n":51,"hitRate":0.451,"avgWin":0.01927,"avgLoss":-0.02985,"mean":-0.0077,"median":-0.00362,"sd":0.02996,"tStat":-1.84,"payoff":0.65},"ocNet":{"n":51,"hitRate":0.451,"avgWin":0.01877,"avgLoss":-0.03035,"mean":-0.0082,"median":-0.00412,"sd":0.02996,"tStat":-1.95,"payoff":0.62},"ccNet":{"n":51,"hitRate":0.3922,"avgWin":0.0312,"avgLoss":-0.03472,"mean":-0.00887,"median":-0.00687,"sd":0.05938,"tStat":-1.07,"payoff":0.9},"ocAtr":{"n":51,"hitRate":0.451,"avgWin":0.5238,"avgLoss":-0.96792,"mean":-0.29519,"median":-0.0667,"sd":0.94452,"tStat":-2.23,"payoff":0.54},"ccAtr":{"n":51,"hitRate":0.4118,"avgWin":0.74731,"avgLoss":-1.01921,"mean":-0.29182,"median":-0.1848,"sd":1.46006,"tStat":-1.43,"payoff":0.73},"expectancyNet":-0.0082,"avgImpact":0.000899,"sharpeNet":0.88,"sharpeLiqAdj":0.08,"equity":[{"d":"2026-10-22","cum":0.00762},{"d":"2026-10-23","cum":0.01972},{"d":"2026-10-26","cum":0.01297},{"d":"2026-10-27","cum":0.03378},{"d":"2026-10-28","cum":0.04862},{"d":"2026-10-29","cum":0.04952},{"d":"2026-10-30","cum":0.06653},{"d":"2026-11-02","cum":0.06617},{"d":"2026-11-03","cum":0.03765},{"d":"2026-11-04","cum":0.01009},{"d":"2026-11-05","cum":0.01009}]},"top":{"n":26,"activeDays":10,"ocGross":{"n":26,"hitRate":0.5769,"avgWin":0.01958,"avgLoss":-0.02002,"mean":0.00283,"median":0.00612,"sd":0.02478,"tStat":0.58,"payoff":0.98},"ocNet":{"n":26,"hitRate":0.5769,"avgWin":0.01908,"avgLoss":-0.02052,"mean":0.00233,"median":0.00562,"sd":0.02478,"tStat":0.48,"payoff":0.93},"ccNet":{"n":26,"hitRate":0.5,"avgWin":0.02059,"avgLoss":-0.02597,"mean":-0.00269,"median":0.00017,"sd":0.03392,"tStat":-0.4,"payoff":0.79},"ocAtr":{"n":26,"hitRate":0.5769,"avgWin":0.53469,"avgLoss":-0.64765,"mean":0.03447,"median":0.14805,"sd":0.78209,"tStat":0.22,"payoff":0.83},"ccAtr":{"n":26,"hitRate":0.5385,"avgWin":0.54044,"avgLoss":-0.88415,"mean":-0.11707,"median":0.01955,"sd":1.20934,"tStat":-0.49,"payoff":0.61},"expectancyNet":0.00233,"avgImpact":0.000928,"sharpeNet":2.23,"sharpeLiqAdj":1.27,"equity":[{"d":"2026-10-22","cum":-0.00303},{"d":"2026-10-23","cum":0.00908},{"d":"2026-10-26","cum":0.00232},{"d":"2026-10-27","cum":0.02313},{"d":"2026-10-28","cum":0.03668},{"d":"2026-10-29","cum":0.0398},{"d":"2026-10-30","cum":0.05854},{"d":"2026-11-02","cum":0.05818},{"d":"2026-11-03","cum":0.04118},{"d":"2026-11-04","cum":0.02096},{"d":"2026-11-05","cum":0.02096}]},"byRegime":{"vix":{"transitional":{"n":37,"hitRate":0.4324,"mean":-0.00942,"tStat":-2.01,"atrMean":-0.36477},"stress":{"n":14,"hitRate":0.5,"mean":-0.00498,"tStat":-0.54,"atrMean":-0.11129}},"quant":{"risk-on":{"n":29,"hitRate":0.3103,"mean":-0.01442,"tStat":-2.62,"atrMean":-0.55054},"neutral":{"n":22,"hitRate":0.6364,"mean":0.00001,"tStat":0,"atrMean":0.04142}},"trend":{"choppy":{"n":51,"hitRate":0.451,"mean":-0.0082,"tStat":-1.95,"atrMean":-0.29519}}}},"short_momentum":{"title":"Short momentum","all":{"n":85,"activeDays":10,"ocGross":{"n":85,"hitRate":0.5294,"avgWin":0.02944,"avgLoss":-0.0148,"mean":0.00862,"median":0.00506,"sd":0.02865,"tStat":2.77,"payoff":1.99},"ocNet":{"n":85,"hitRate":0.5176,"avgWin":0.02959,"avgLoss":-0.01493,"mean":0.00812,"median":0.00456,"sd":0.02865,"tStat":2.61,"payoff":1.98},"ccNet":{"n":85,"hitRate":0.5647,"avgWin":0.02812,"avgLoss":-0.02432,"mean":0.0053,"median":0.00352,"sd":0.04495,"tStat":1.09,"payoff":1.16},"ocAtr":{"n":85,"hitRate":0.5294,"avgWin":0.59473,"avgLoss":-0.39652,"mean":0.12826,"median":0.1577,"sd":0.61025,"tStat":1.94,"payoff":1.5},"ccAtr":{"n":85,"hitRate":0.5765,"avgWin":0.62764,"avgLoss":-0.51422,"mean":0.14403,"median":0.0889,"sd":0.94498,"tStat":1.41,"payoff":1.22},"expectancyNet":0.00812,"avgImpact":0.000762,"sharpeNet":5.94,"sharpeLiqAdj":5.45,"equity":[{"d":"2026-10-22","cum":-0.00903},{"d":"2026-10-23","cum":-0.01677},{"d":"2026-10-26","cum":-0.0063},{"d":"2026-10-27","cum":-0.00815},{"d":"2026-10-28","cum":0.03523},{"d":"2026-10-29","cum":0.03523},{"d":"2026-10-30","cum":0.06766},{"d":"2026-11-02","cum":0.05572},{"d":"2026-11-03","cum":0.04206},{"d":"2026-11-04","cum":0.0772},{"d":"2026-11-05","cum":0.08395}]},"top":{"n":25,"activeDays":10,"ocGross":{"n":25,"hitRate":0.6,"avgWin":0.02186,"avgLoss":-0.01169,"mean":0.00844,"median":0.00537,"sd":0.02516,"tStat":1.68,"payoff":1.87},"ocNet":{"n":25,"hitRate":0.56,"avgWin":0.02289,"avgLoss":-0.01108,"mean":0.00794,"median":0.00487,"sd":0.02516,"tStat":1.58,"payoff":2.07},"ccNet":{"n":25,"hitRate":0.72,"avgWin":0.03834,"avgLoss":-0.02604,"mean":0.02031,"median":0.00568,"sd":0.06365,"tStat":1.6,"payoff":1.47},"ocAtr":{"n":25,"hitRate":0.6,"avgWin":0.42799,"avgLoss":-0.30372,"mean":0.13531,"median":0.2012,"sd":0.52023,"tStat":1.3,"payoff":1.41},"ccAtr":{"n":25,"hitRate":0.72,"avgWin":0.84276,"avgLoss":-0.7057,"mean":0.40919,"median":0.1929,"sd":1.44724,"tStat":1.41,"payoff":1.19},"expectancyNet":0.00794,"avgImpact":0.000828,"sharpeNet":6.55,"sharpeLiqAdj":5.95,"equity":[{"d":"2026-10-22","cum":0.00522},{"d":"2026-10-23","cum":-0.00253},{"d":"2026-10-26","cum":0.00795},{"d":"2026-10-27","cum":0.01278},{"d":"2026-10-28","cum":0.05616},{"d":"2026-10-29","cum":0.05616},{"d":"2026-10-30","cum":0.07262},{"d":"2026-11-02","cum":0.0572},{"d":"2026-11-03","cum":0.04353},{"d":"2026-11-04","cum":0.07744},{"d":"2026-11-05","cum":0.08304}]},"byRegime":{"vix":{"stress":{"n":56,"hitRate":0.5179,"mean":0.00714,"tStat":1.82,"atrMean":0.08264},"transitional":{"n":29,"hitRate":0.5172,"mean":0.01,"tStat":1.95,"atrMean":0.21635}},"quant":{"risk-off":{"n":36,"hitRate":0.5,"mean":0.00674,"tStat":1.38,"atrMean":0.05342},"risk-on":{"n":16,"hitRate":0.8125,"mean":0.02539,"tStat":3.7,"atrMean":0.56121},"neutral":{"n":33,"hitRate":0.3939,"mean":0.00124,"tStat":0.28,"atrMean":-0.00002}},"trend":{"choppy":{"n":85,"hitRate":0.5176,"mean":0.00812,"tStat":2.61,"atrMean":0.12826}}}},"mean_reversion":{"title":"Mean reversion (fade, both sides)","all":{"n":104,"activeDays":10,"ocGross":{"n":104,"hitRate":0.5577,"avgWin":0.02284,"avgLoss":-0.01954,"mean":0.0041,"median":0.00657,"sd":0.02782,"tStat":1.5,"payoff":1.17},"ocNet":{"n":104,"hitRate":0.5577,"avgWin":0.02234,"avgLoss":-0.02004,"mean":0.0036,"median":0.00607,"sd":0.02782,"tStat":1.32,"payoff":1.11},"ccNet":{"n":104,"hitRate":0.5481,"avgWin":0.02248,"avgLoss":-0.02,"mean":0.00328,"median":0.00499,"sd":0.02794,"tStat":1.2,"payoff":1.12},"ocAtr":{"n":104,"hitRate":0.5577,"avgWin":0.80023,"avgLoss":-0.47924,"mean":0.23431,"median":0.1881,"sd":0.84498,"tStat":2.83,"payoff":1.67},"ccAtr":{"n":104,"hitRate":0.5577,"avgWin":0.76003,"avgLoss":-0.50699,"mean":0.19962,"median":0.18945,"sd":0.801,"tStat":2.54,"payoff":1.5},"expectancyNet":0.0036,"avgImpact":0.000633,"sharpeNet":0.49,"sharpeLiqAdj":-0.19,"equity":[{"d":"2026-10-22","cum":0.00854},{"d":"2026-10-23","cum":0.00173},{"d":"2026-10-26","cum":-0.01014},{"d":"2026-10-27","cum":-0.00591},{"d":"2026-10-28","cum":-0.00591},{"d":"2026-10-29","cum":0},{"d":"2026-10-30","cum":-0.02589},{"d":"2026-11-02","cum":-0.02157},{"d":"2026-11-03","cum":-0.03301},{"d":"2026-11-04","cum":-0.00188},{"d":"2026-11-05","cum":0.00493}]},"top":{"n":29,"activeDays":10,"ocGross":{"n":29,"hitRate":0.6207,"avgWin":0.02267,"avgLoss":-0.02304,"mean":0.00533,"median":0.00945,"sd":0.02967,"tStat":0.97,"payoff":0.98},"ocNet":{"n":29,"hitRate":0.6207,"avgWin":0.02217,"avgLoss":-0.02354,"mean":0.00483,"median":0.00895,"sd":0.02967,"tStat":0.88,"payoff":0.94},"ccNet":{"n":29,"hitRate":0.6207,"avgWin":0.02166,"avgLoss":-0.02547,"mean":0.00378,"median":0.0065,"sd":0.03436,"tStat":0.59,"payoff":0.85},"ocAtr":{"n":29,"hitRate":0.6207,"avgWin":0.78714,"avgLoss":-0.58315,"mean":0.26737,"median":0.259,"sd":0.84825,"tStat":1.7,"payoff":1.35},"ccAtr":{"n":29,"hitRate":0.6207,"avgWin":0.73694,"avgLoss":-0.61728,"mean":0.22327,"median":0.2314,"sd":0.88457,"tStat":1.36,"payoff":1.19},"expectancyNet":0.00483,"avgImpact":0.000627,"sharpeNet":3.26,"sharpeLiqAdj":2.77,"equity":[{"d":"2026-10-22","cum":0.01607},{"d":"2026-10-23","cum":0.00733},{"d":"2026-10-26","cum":0.00654},{"d":"2026-10-27","cum":0.00707},{"d":"2026-10-28","cum":0.00707},{"d":"2026-10-29","cum":0.01395},{"d":"2026-10-30","cum":-0.01775},{"d":"2026-11-02","cum":-0.01206},{"d":"2026-11-03","cum":-0.0235},{"d":"2026-11-04","cum":0.01181},{"d":"2026-11-05","cum":0.04288}]},"byRegime":{"vix":{"stress":{"n":41,"hitRate":0.3902,"mean":-0.00849,"tStat":-1.88,"atrMean":-0.09915},"transitional":{"n":63,"hitRate":0.6667,"mean":0.01146,"tStat":3.75,"atrMean":0.45133}},"quant":{"risk-off":{"n":8,"hitRate":0.625,"mean":0.00681,"tStat":0.61,"atrMean":0.36618},"risk-on":{"n":36,"hitRate":0.75,"mean":0.01792,"tStat":3.82,"atrMean":0.70659},"neutral":{"n":60,"hitRate":0.4333,"mean":-0.00542,"tStat":-1.78,"atrMean":-0.06664}},"trend":{"choppy":{"n":104,"hitRate":0.5577,"mean":0.0036,"tStat":1.32,"atrMean":0.23431}}}},"mean_reversion_long":{"title":"Mean reversion — fade-long leg (after big down day)","all":{"n":48,"activeDays":9,"ocGross":{"n":48,"hitRate":0.3958,"avgWin":0.01404,"avgLoss":-0.02167,"mean":-0.00754,"median":-0.00298,"sd":0.02353,"tStat":-2.22,"payoff":0.65},"ocNet":{"n":48,"hitRate":0.3958,"avgWin":0.01354,"avgLoss":-0.02217,"mean":-0.00804,"median":-0.00348,"sd":0.02353,"tStat":-2.37,"payoff":0.61},"ccNet":{"n":48,"hitRate":0.3958,"avgWin":0.01296,"avgLoss":-0.01873,"mean":-0.00619,"median":-0.00766,"sd":0.01946,"tStat":-2.2,"payoff":0.69},"ocAtr":{"n":48,"hitRate":0.3958,"avgWin":0.41223,"avgLoss":-0.50201,"mean":-0.14013,"median":-0.1152,"sd":0.5817,"tStat":-1.67,"payoff":0.82},"ccAtr":{"n":48,"hitRate":0.4167,"avgWin":0.37708,"avgLoss":-0.45404,"mean":-0.10774,"median":-0.1885,"sd":0.48222,"tStat":-1.55,"payoff":0.83},"expectancyNet":-0.00804,"avgImpact":0.000643,"sharpeNet":-3.52,"sharpeLiqAdj":-4.09,"equity":[{"d":"2026-10-22","cum":0.00492},{"d":"2026-10-23","cum":0.00353},{"d":"2026-10-26","cum":0.0153},{"d":"2026-10-27","cum":0.02473},{"d":"2026-10-28","cum":0.02473},{"d":"2026-10-29","cum":0.01485},{"d":"2026-10-30","cum":-0.01104},{"d":"2026-11-02","cum":-0.00933},{"d":"2026-11-03","cum":-0.00933},{"d":"2026-11-04","cum":-0.04106},{"d":"2026-11-05","cum":-0.03425}]},"top":{"n":14,"activeDays":8,"ocGross":{"n":14,"hitRate":0.6429,"avgWin":0.01706,"avgLoss":-0.0212,"mean":0.0034,"median":0.00831,"sd":0.02405,"tStat":0.53,"payoff":0.8},"ocNet":{"n":14,"hitRate":0.6429,"avgWin":0.01656,"avgLoss":-0.0217,"mean":0.0029,"median":0.00781,"sd":0.02405,"tStat":0.45,"payoff":0.76},"ccNet":{"n":14,"hitRate":0.6429,"avgWin":0.01277,"avgLoss":-0.02055,"mean":0.00087,"median":0.00592,"sd":0.02054,"tStat":0.16,"payoff":0.62},"ocAtr":{"n":14,"hitRate":0.6429,"avgWin":0.54971,"avgLoss":-0.47606,"mean":0.18336,"median":0.2491,"sd":0.6206,"tStat":1.11,"payoff":1.15},"ccAtr":{"n":14,"hitRate":0.6429,"avgWin":0.44206,"avgLoss":-0.46688,"mean":0.11744,"median":0.2114,"sd":0.53098,"tStat":0.83,"payoff":0.95},"expectancyNet":0.0029,"avgImpact":0.000635,"sharpeNet":2.72,"sharpeLiqAdj":2.25,"equity":[{"d":"2026-10-22","cum":0.0111},{"d":"2026-10-23","cum":0.0149},{"d":"2026-10-26","cum":0.02667},{"d":"2026-10-27","cum":0.03811},{"d":"2026-10-28","cum":0.03811},{"d":"2026-10-29","cum":0.02823},{"d":"2026-10-30","cum":-0.00347},{"d":"2026-11-02","cum":-0.0019},{"d":"2026-11-03","cum":-0.0019},{"d":"2026-11-04","cum":-0.0019},{"d":"2026-11-05","cum":0.02916}]},"byRegime":{"vix":{"stress":{"n":28,"hitRate":0.2857,"mean":-0.01359,"tStat":-2.67,"atrMean":-0.21289},"transitional":{"n":20,"hitRate":0.55,"mean":-0.00027,"tStat":-0.08,"atrMean":-0.03826}},"quant":{"risk-off":{"n":8,"hitRate":0.625,"mean":0.00681,"tStat":0.61,"atrMean":0.36618},"risk-on":{"n":6,"hitRate":0.5,"mean":-0.00712,"tStat":-0.84,"atrMean":-0.21148},"neutral":{"n":34,"hitRate":0.3235,"mean":-0.0117,"tStat":-3.24,"atrMean":-0.24666}},"trend":{"choppy":{"n":48,"hitRate":0.3958,"mean":-0.00804,"tStat":-2.37,"atrMean":-0.14013}}}},"mean_reversion_short":{"title":"Mean reversion — fade-short leg (after big up day)","all":{"n":56,"activeDays":8,"ocGross":{"n":56,"hitRate":0.6964,"avgWin":0.02714,"avgLoss":-0.0159,"mean":0.01407,"median":0.01312,"sd":0.02752,"tStat":3.83,"payoff":1.71},"ocNet":{"n":56,"hitRate":0.6964,"avgWin":0.02664,"avgLoss":-0.0164,"mean":0.01357,"median":0.01262,"sd":0.02752,"tStat":3.69,"payoff":1.62},"ccNet":{"n":56,"hitRate":0.6786,"avgWin":0.02723,"avgLoss":-0.02206,"mean":0.01139,"median":0.01285,"sd":0.03151,"tStat":2.71,"payoff":1.23},"ocAtr":{"n":56,"hitRate":0.6964,"avgWin":0.98926,"avgLoss":-0.44039,"mean":0.55526,"median":0.47995,"sd":0.90594,"tStat":4.59,"payoff":2.25},"ccAtr":{"n":56,"hitRate":0.6786,"avgWin":0.96159,"avgLoss":-0.58937,"mean":0.46307,"median":0.53535,"sd":0.9218,"tStat":3.76,"payoff":1.63},"expectancyNet":0.01357,"avgImpact":0.000626,"sharpeNet":2.36,"sharpeLiqAdj":1.85,"equity":[{"d":"2026-10-22","cum":0.01262},{"d":"2026-10-23","cum":0.00039},{"d":"2026-10-26","cum":-0.01739},{"d":"2026-10-27","cum":-0.01662},{"d":"2026-10-28","cum":-0.01662},{"d":"2026-10-29","cum":-0.00677},{"d":"2026-10-30","cum":-0.00677},{"d":"2026-11-02","cum":-0.00173},{"d":"2026-11-03","cum":-0.01317},{"d":"2026-11-04","cum":0.02457},{"d":"2026-11-05","cum":0.02457}]},"top":{"n":15,"activeDays":8,"ocGross":{"n":15,"hitRate":0.6,"avgWin":0.02827,"avgLoss":-0.02457,"mean":0.00714,"median":0.01359,"sd":0.03487,"tStat":0.79,"payoff":1.15},"ocNet":{"n":15,"hitRate":0.6,"avgWin":0.02777,"avgLoss":-0.02507,"mean":0.00664,"median":0.01309,"sd":0.03487,"tStat":0.74,"payoff":1.11},"ccNet":{"n":15,"hitRate":0.6,"avgWin":0.03055,"avgLoss":-0.02957,"mean":0.0065,"median":0.00796,"sd":0.04419,"tStat":0.57,"payoff":1.03},"ocAtr":{"n":15,"hitRate":0.6,"avgWin":1.02457,"avgLoss":-0.6724,"mean":0.34578,"median":0.5204,"sd":1.03333,"tStat":1.3,"payoff":1.52},"ccAtr":{"n":15,"hitRate":0.6,"avgWin":1.03183,"avgLoss":-0.74262,"mean":0.32205,"median":0.4136,"sd":1.13203,"tStat":1.1,"payoff":1.39},"expectancyNet":0.00664,"avgImpact":0.00062,"sharpeNet":4.72,"sharpeLiqAdj":4.29,"equity":[{"d":"2026-10-22","cum":0.02601},{"d":"2026-10-23","cum":0.01101},{"d":"2026-10-26","cum":0.00394},{"d":"2026-10-27","cum":-0.00099},{"d":"2026-10-28","cum":-0.00099},{"d":"2026-10-29","cum":0.01426},{"d":"2026-10-30","cum":0.01426},{"d":"2026-11-02","cum":0.02821},{"d":"2026-11-03","cum":0.01676},{"d":"2026-11-04","cum":0.05208},{"d":"2026-11-05","cum":0.05208}]},"byRegime":{"vix":{"transitional":{"n":43,"hitRate":0.7209,"mean":0.01692,"tStat":4.29,"atrMean":0.67904},"stress":{"n":13,"hitRate":0.6154,"mean":0.0025,"tStat":0.29,"atrMean":0.14581}},"quant":{"risk-on":{"n":30,"hitRate":0.8,"mean":0.02292,"tStat":4.66,"atrMean":0.89021},"neutral":{"n":26,"hitRate":0.5769,"mean":0.00278,"tStat":0.58,"atrMean":0.16877}},"trend":{"choppy":{"n":56,"hitRate":0.6964,"mean":0.01357,"tStat":3.69,"atrMean":0.55526}}}}}},"liveRules":{"rules":"Entry at the open of the first 5-min bar at/after 10:00 ET on the outcome session (no entries 9:30–10:00); stop 1×ATR(14), target 2×ATR(14) from entry; 60-minute time stop at the close of the bar ending 11:00 ET. If one bar touches both levels the STOP is assumed (conservative); a bar opening beyond the stop exits at that open. ATR is the pick's ATR(14) as of the signal-day close.","cost":"Net = gross − 5 bp round trip − square-root impact (same model as the open→close columns); R is net, in ATR units.","note":"Measurement only — no edge claim until ≥ 30 distinct days scored. Same-day picks are correlated, so per-pick averages overstate the evidence; use the per-day mean and its day-level bootstrap 90% CI (2000 resamples, fixed seed).","dataSource":"Yahoo Finance 5-minute regular-session bars (range 60d; older outcome sessions are NO_DATA).","total":240,"scored":240,"coverage":1,"symbols":119,"fetchErrors":[],"ms":6380,"all":{"title":"All live picks","n":240,"scored":240,"noData":0,"coverage":1,"hitRate":0.4375,"meanR":-0.0375,"medianR":-0.0416,"meanNetPct":-0.001129,"exitMix":{"STOP":5,"TARGET":0,"TIME":235,"NO_DATA":0},"distinctDays":11,"perDayMeanR":-0.043,"perDayCI90":[-0.117,0.0204],"enoughDays":false,"perDay":[{"d":"2026-10-22","n":35,"meanR":-0.042},{"d":"2026-10-23","n":13,"meanR":-0.074},{"d":"2026-10-26","n":7,"meanR":0.1634},{"d":"2026-10-27","n":10,"meanR":0.0314},{"d":"2026-10-28","n":6,"meanR":0.0869},{"d":"2026-10-29","n":10,"meanR":-0.1064},{"d":"2026-10-30","n":32,"meanR":0.0142},{"d":"2026-11-02","n":25,"meanR":-0.1726},{"d":"2026-11-03","n":10,"meanR":-0.38},{"d":"2026-11-04","n":48,"meanR":-0.0228},{"d":"2026-11-05","n":44,"meanR":0.029}]},"buckets":{"long_momentum":{"title":"Long momentum","n":51,"scored":51,"noData":0,"coverage":1,"hitRate":0.2745,"meanR":-0.2566,"medianR":-0.2384,"meanNetPct":-0.009064,"exitMix":{"STOP":5,"TARGET":0,"TIME":46,"NO_DATA":0},"distinctDays":10,"perDayMeanR":-0.1283,"perDayCI90":[-0.2498,-0.0031],"enoughDays":false,"perDay":[{"d":"2026-10-22","n":6,"meanR":-0.0511},{"d":"2026-10-23","n":2,"meanR":0.1981},{"d":"2026-10-26","n":1,"meanR":-0.2123},{"d":"2026-10-27","n":1,"meanR":-0.1531},{"d":"2026-10-28","n":4,"meanR":0.1219},{"d":"2026-10-29","n":5,"meanR":-0.144},{"d":"2026-10-30","n":6,"meanR":0.0478},{"d":"2026-11-02","n":2,"meanR":0.0131},{"d":"2026-11-03","n":6,"meanR":-0.5806},{"d":"2026-11-04","n":18,"meanR":-0.5228}]},"short_momentum":{"title":"Short momentum","n":85,"scored":85,"noData":0,"coverage":1,"hitRate":0.4118,"meanR":-0.0377,"medianR":-0.0659,"meanNetPct":0.000179,"exitMix":{"STOP":0,"TARGET":0,"TIME":85,"NO_DATA":0},"distinctDays":10,"perDayMeanR":-0.0641,"perDayCI90":[-0.1352,-0.003],"enoughDays":false,"perDay":[{"d":"2026-10-22","n":12,"meanR":-0.218},{"d":"2026-10-23","n":1,"meanR":-0.0368},{"d":"2026-10-26","n":1,"meanR":-0.1183},{"d":"2026-10-27","n":4,"meanR":-0.0942},{"d":"2026-10-28","n":2,"meanR":0.0169},{"d":"2026-10-30","n":9,"meanR":0.0324},{"d":"2026-11-02","n":9,"meanR":-0.3028},{"d":"2026-11-03","n":2,"meanR":-0.0959},{"d":"2026-11-04","n":9,"meanR":0.1401},{"d":"2026-11-05","n":36,"meanR":0.0355}]},"mean_reversion":{"title":"Mean reversion (fade, both sides)","n":104,"scored":104,"noData":0,"coverage":1,"hitRate":0.5385,"meanR":0.0701,"medianR":0.0376,"meanNetPct":0.001694,"exitMix":{"STOP":0,"TARGET":0,"TIME":104,"NO_DATA":0},"distinctDays":10,"perDayMeanR":0.0498,"perDayCI90":[-0.033,0.1335],"enoughDays":false,"perDay":[{"d":"2026-10-22","n":17,"meanR":0.0854},{"d":"2026-10-23","n":10,"meanR":-0.1322},{"d":"2026-10-26","n":5,"meanR":0.2948},{"d":"2026-10-27","n":5,"meanR":0.1687},{"d":"2026-10-29","n":5,"meanR":-0.0689},{"d":"2026-10-30","n":17,"meanR":-0.0072},{"d":"2026-11-02","n":14,"meanR":-0.1154},{"d":"2026-11-03","n":2,"meanR":-0.0623},{"d":"2026-11-04","n":21,"meanR":0.3358},{"d":"2026-11-05","n":8,"meanR":-0.0002}]},"mean_reversion_long":{"title":"Mean reversion — fade-long leg","n":48,"scored":48,"noData":0,"coverage":1,"hitRate":0.5417,"meanR":0.0204,"medianR":0.0263,"meanNetPct":0.000645,"exitMix":{"STOP":0,"TARGET":0,"TIME":48,"NO_DATA":0},"distinctDays":9,"perDayMeanR":0.125,"perDayCI90":[-0.0439,0.3734],"enoughDays":false,"perDay":[{"d":"2026-10-22","n":9,"meanR":0.0508},{"d":"2026-10-23","n":5,"meanR":-0.1527},{"d":"2026-10-26","n":1,"meanR":1.1927},{"d":"2026-10-27","n":2,"meanR":0.1835},{"d":"2026-10-29","n":1,"meanR":-0.1387},{"d":"2026-10-30","n":17,"meanR":-0.0072},{"d":"2026-11-02","n":3,"meanR":-0.0089},{"d":"2026-11-04","n":2,"meanR":0.0061},{"d":"2026-11-05","n":8,"meanR":-0.0002}]},"mean_reversion_short":{"title":"Mean reversion — fade-short leg","n":56,"scored":56,"noData":0,"coverage":1,"hitRate":0.5357,"meanR":0.1128,"medianR":0.0672,"meanNetPct":0.002593,"exitMix":{"STOP":0,"TARGET":0,"TIME":56,"NO_DATA":0},"distinctDays":8,"perDayMeanR":0.0443,"perDayCI90":[-0.0425,0.1381],"enoughDays":false,"perDay":[{"d":"2026-10-22","n":8,"meanR":0.1244},{"d":"2026-10-23","n":5,"meanR":-0.1117},{"d":"2026-10-26","n":4,"meanR":0.0704},{"d":"2026-10-27","n":3,"meanR":0.1589},{"d":"2026-10-29","n":4,"meanR":-0.0514},{"d":"2026-11-02","n":11,"meanR":-0.1445},{"d":"2026-11-03","n":2,"meanR":-0.0623},{"d":"2026-11-04","n":19,"meanR":0.3705}]}}},"dataSource":"Yahoo Finance public chart API (daily, 2y; 5-minute 60d for the live-rule column) + TRAI stored runs in Vercel Blob.","disclaimer":"Screening/research, not investment advice. Past performance of a screen does not predict future results.","lite":true}