PARALLEL PROSPECTIVE VALIDATION
FROZEN_SEPA_V1 / FROZEN_SEPA_V2
Historical optimization: ENDED · Replacement: PARALLEL_VALIDATE
HISTORICAL_RESEARCH_COMPLETE · FORWARD_VALIDATION_ACTIVE
THIS PERIOD HAS NOT BEEN USED FOR PARAMETER SELECTION
THIS PERIOD HAS NOT BEEN USED FOR PARAMETER SELECTION
Strategy Comparison
| Track | OOS Start | Data End | Return | DD | PF | R Exp. | Payoff | Trades | Open | Exposure | Turnover |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FROZEN_SEPA_V1_EPOCH_2 | 2026-08-19 | 2026-09-10 | 0.0% | -1.4% | — | — | — | 0 | 4 | 39.4% | 0.39 |
| FROZEN_SEPA_V2_EPOCH_1 | 2026-08-31 | 2026-09-10 | 0.0% | 0.0% | — | — | — | 0 | 0 | 0.0% | 0.00 |
SPY / QQQ / IWM Benchmarks
| Track / Index | Buy & Hold | Regime Matched | Exposure Matched | Strategy − Exposure |
|---|---|---|---|---|
| FROZEN_SEPA_V1_EPOCH_2 / SPY | -1.5% | 0.0% | -0.4% | 0.4% |
| FROZEN_SEPA_V2_EPOCH_1 / SPY | -1.2% | 0.0% | 0.0% | 0.0% |
V2 Long-Hold Monitor
| Ticker | Days | Unrealized | R | MFE | Trailing Distance | Actions | Integrity |
|---|---|---|---|---|---|---|---|
| Open positionsなし | |||||||
Data Integrity Status
Survivorship bias: unresolved · Explicit Corporate Action ledger: schema ready / data absent · Security lineage: unresolved · Delisting return: unknown · Dividend cash bookkeeping: architecture ready / source data absent
V1: Max10 / Risk1% / Max100日。V2: Max20 / Risk0.5% / Max Holdingなし。Entry/Setup条件同一。Parameter変更UIなし。