Daily Report / 2026-09-28

Report · 2026-09-28

Generation 40 · deltas vs 2026-09-25

Evolution Summary

Tested Today
67
Survived
62
Rejected
5
New Elites
50
Total Ever
888
Total Elites
39

Market Regime

DOWNTRENDMEDIUM VOLATILITYNORMAL
since 2026-09-28 · confidence 66%
Transitions
2026-09-28DOWNTRENDMEDIUM 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 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 ±0 vs prevSharpe ±0 vs prevMax DD ±0 vs prevWin rate ±0 vs prev
Population Consensus
LONG 63%
CASH 38%
Long 62.5% · Cash 37.5% · Short 0.0%40 active strategies polled
Decision Support
Active strategies 40Regime-compatible 38Top families: hybrid, momentum
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert