Daily Report / 2026-09-18

Report · 2026-09-18

Generation 22

Evolution Summary

Tested Today
66
Survived
60
Rejected
6
New Elites
48
Total Ever
492
Total Elites
40

Market Regime

DOWNTRENDMEDIUM VOLATILITYNORMAL
since 2026-09-04 · confidence 75%
Transitions
2026-09-04DOWNTRENDMEDIUM VOLATILITYNORMAL
2026-08-20DOWNTRENDLOW VOLATILITYNORMAL
2026-08-07DOWNTRENDHIGH VOLATILITYNORMAL
2026-08-06DOWNTRENDMEDIUM VOLATILITYNORMAL
2026-07-23DOWNTRENDHIGH VOLATILITYNORMAL
2026-07-22DOWNTRENDMEDIUM VOLATILITYNORMAL
2026-07-20SIDEWAYSHIGH VOLATILITYNORMAL
2026-07-13SIDEWAYSMEDIUM VOLATILITYNORMAL

Best Strategy

PriceMomentum_V0267momentum · gen 12fitness 0.7176

changed ret_20d threshold 0.05 -> 0.1146

MetricValidationHidden Test
CAGR80.1%24.3%
Sharpe1.530.87
Sortino1.460.72
Max Drawdown-37.7%-29.3%
Win Rate58.3%53.3%
Profit Factor6.413.98
Expectancy21.0%6.7%
Turnover9.7110.38
Population Consensus
CASH 100%
Long 0.0% · Cash 100.0% · Short 0.0%40 active strategies polled
Decision Support
Active strategies 40Regime-compatible 40Top families: momentum, hybrid, breakout
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert