Daily Report
2026-10-15 · generation 79 · deltas vs 2026-10-14
Evolution Summary
Tested Today
63
Survived
59
Rejected
4
New Elites
37
Total Ever
1,720
Total Elites
40
Market Regime
DOWNTRENDMEDIUM VOLATILITYNORMAL
since 2026-10-15 · confidence 75%
Transitions
2026-10-15DOWNTRENDMEDIUM VOLATILITYNORMAL
2026-10-06SIDEWAYSLOW VOLATILITYNORMAL
2026-09-29DOWNTRENDLOW VOLATILITYNORMAL
2026-09-28DOWNTRENDMEDIUM VOLATILITYNORMAL
2026-09-22DOWNTRENDLOW VOLATILITYNORMAL
2026-09-04DOWNTRENDMEDIUM VOLATILITYNORMAL
2026-08-20DOWNTRENDLOW VOLATILITYNORMAL
2026-08-07DOWNTRENDHIGH VOLATILITYNORMAL
Best Strategy
changed cumret_252d threshold -0.1997 -> 0.0852
| Metric | Validation | Hidden Test |
|---|---|---|
| CAGR | 113.9% | 3.6% |
| Sharpe | 2.25 | 0.27 |
| Sortino | 2.81 | 0.23 |
| Max Drawdown | -19.8% | -33.0% |
| Win Rate | 71.4% | 30.0% |
| Profit Factor | 10.00 | 1.43 |
| Expectancy | 21.1% | 1.4% |
| Turnover | 10.12 | 10.32 |
CAGR ±0 vs prevSharpe ±0 vs prevMax DD ±0 vs prevWin rate ±0 vs prev
Population Consensus
CASH 100%
Long 0.0% · Cash 100.0% · Short 0.0%40 active strategies polled
Decision Support
Active strategies 40Regime-compatible 30Top families: hybrid
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert
Report Archive
| Date | Gen | Tested | Survived | Rejected | New Elites | Best Fitness |
|---|---|---|---|---|---|---|
| 2026-10-15 | 79 | 63 | 59 | 4 | 37 | 0.7782 |
| 2026-10-14 | 76 | 63 | 60 | 3 | 44 | 0.7782 |
| 2026-10-13 | 73 | 62 | 58 | 4 | 45 | 0.7782 |
| 2026-10-12 | 70 | 64 | 59 | 5 | 33 | 0.7732 |
| 2026-10-09 | 67 | 65 | 60 | 5 | 46 | 0.7555 |
| 2026-10-08 | 64 | 62 | 56 | 6 | 39 | 0.7534 |
| 2026-10-07 | 61 | 67 | 64 | 3 | 48 | 0.7534 |
| 2026-10-06 | 58 | 63 | 59 | 4 | 40 | 0.7534 |
| 2026-10-05 | 55 | 61 | 54 | 7 | 39 | 0.7534 |
| 2026-10-02 | 52 | 66 | 63 | 3 | 45 | 0.7534 |
| 2026-10-01 | 49 | 66 | 62 | 4 | 47 | 0.7534 |
| 2026-09-30 | 46 | 65 | 59 | 6 | 48 | 0.7507 |
| 2026-09-29 | 43 | 65 | 57 | 8 | 46 | 0.7507 |
| 2026-09-28 | 40 | 67 | 62 | 5 | 50 | 0.7507 |
| 2026-09-25 | 37 | 68 | 65 | 3 | 46 | 0.7507 |
| 2026-09-24 | 34 | 66 | 60 | 6 | 48 | 0.7507 |
| 2026-09-23 | 31 | 66 | 58 | 8 | 42 | 0.7385 |
| 2026-09-22 | 28 | 61 | 57 | 4 | 41 | 0.7293 |
| 2026-09-21 | 25 | 68 | 59 | 9 | 48 | 0.7293 |
| 2026-09-18 | 22 | 66 | 60 | 6 | 48 | 0.7176 |