Daily Report / 2026-10-01

Report · 2026-10-01

Generation 49 · deltas vs 2026-09-30

Evolution Summary

Tested Today
66
Survived
62
Rejected
4
New Elites
47
Total Ever
1,084
Total Elites
40

Market Regime

DOWNTRENDLOW VOLATILITYNORMAL
since 2026-09-29 · confidence 80%
Transitions
2026-09-29DOWNTRENDLOW VOLATILITYNORMAL
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

Best Strategy

LongTermTrend_V1083hybrid · gen 49fitness 0.7534+0.0027 vs prev

swapped indicator ret_20d -> cumret_252d; removed entry condition: rsi_14 > 34.4934

MetricValidationHidden Test
CAGR104.8%28.5%
Sharpe1.790.94
Sortino2.090.99
Max Drawdown-24.5%-33.1%
Win Rate56.4%37.0%
Profit Factor4.632.63
Expectancy4.8%4.3%
Turnover36.6714.48
CAGR +17.8pp vs prevSharpe +0.44 vs prevMax DD -4.8pp vs prevWin rate +7.0pp vs prev
Population Consensus
LONG 23%
CASH 78%
Long 22.5% · Cash 77.5% · Short 0.0%40 active strategies polled
Decision Support
Active strategies 40Regime-compatible 35Top families: hybrid, momentum
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert