Daily Report / 2026-09-21

Report · 2026-09-21

Generation 25 · deltas vs 2026-09-18

Evolution Summary

Tested Today
68
Survived
59
Rejected
9
New Elites
48
Total Ever
560
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

LongTermTrend_V0519hybrid · gen 24fitness 0.7293+0.0117 vs prev

entry from LongTermTrend_V0323, exit from PriceMomentum_V0449

MetricValidationHidden Test
CAGR129.8%12.9%
Sharpe1.910.53
Sortino2.080.48
Max Drawdown-33.7%-33.1%
Win Rate66.7%31.6%
Profit Factor9.481.94
Expectancy23.4%3.4%
Turnover10.0010.55
CAGR -11.4pp vs prevSharpe -0.34 vs prevMax DD -3.7pp vs prevWin rate -21.8pp 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 40Top families: breakout, momentum, hybrid
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert