Daily Report / 2026-09-24

Report · 2026-09-24

Generation 34 · deltas vs 2026-09-23

Evolution Summary

Tested Today
66
Survived
60
Rejected
6
New Elites
48
Total Ever
753
Total Elites
37

Market Regime

DOWNTRENDMEDIUM VOLATILITYNORMAL
since 2026-09-24 · confidence 75%
Transitions
2026-09-24DOWNTRENDMEDIUM 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_V0690hybrid · gen 32fitness 0.7507+0.0122 vs prev

entry = PriceMomentum_V0671 OR PriceMomentum_V0640

MetricValidationHidden Test
CAGR118.0%10.6%
Sharpe2.310.50
Sortino2.870.44
Max Drawdown-19.9%-28.3%
Win Rate62.5%30.0%
Profit Factor10.001.81
Expectancy18.8%2.4%
Turnover10.2710.73
CAGR -6.1pp vs prevSharpe -0.15 vs prevMax DD +8.6pp vs prevWin rate -11.7pp 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