Daily Report / 2026-09-23

Report · 2026-09-23

Generation 31 · deltas vs 2026-09-22

Evolution Summary

Tested Today
66
Survived
58
Rejected
8
New Elites
42
Total Ever
687
Total Elites
38

Market Regime

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

Best Strategy

PriceMomentum_V0640hybrid · gen 29fitness 0.7385+0.0092 vs prev

changed ret_20d threshold 0.05 -> 0.184

MetricValidationHidden Test
CAGR101.2%16.7%
Sharpe1.730.65
Sortino1.550.51
Max Drawdown-33.7%-37.0%
Win Rate70.0%41.7%
Profit Factor10.002.65
Expectancy29.0%6.2%
Turnover6.676.48
CAGR +3.9pp vs prevSharpe +0.12 vs prevMax DD -3.9pp vs prevWin rate +10.1pp 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 37Top families: hybrid, momentum, breakout
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert