Daily Report / 2026-10-05

Report · 2026-10-05

Generation 55 · deltas vs 2026-10-02

Evolution Summary

Tested Today
61
Survived
54
Rejected
7
New Elites
39
Total Ever
1,211
Total Elites
40

Market Regime

DOWNTRENDLOW VOLATILITYNORMAL
since 2026-09-29 · confidence 97%
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 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 ±0 vs prevSharpe ±0 vs prevMax DD ±0 vs prevWin rate ±0 vs prev
Population Consensus
LONG 15%
CASH 85%
Long 15.0% · Cash 85.0% · Short 0.0%40 active strategies polled
Decision Support
Active strategies 40Regime-compatible 33Top families: hybrid, momentum
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert