Evolution Summary
Tested Today
65
Survived
60
Rejected
5
New Elites
46
Total Ever
1,468
Total Elites
40
Market Regime
SIDEWAYSLOW VOLATILITYNORMAL
since 2026-10-06 · confidence 81%
Transitions
2026-10-06SIDEWAYSLOW VOLATILITYNORMAL
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
Best Strategy
removed entry condition: (((close > sma_200 and sma_200_slope > -0.0012) or ret_20d > 0.0257) and ret_20d > 0.05 and cumret_252d > -0.1997)
| Metric | Validation | Hidden Test |
|---|---|---|
| CAGR | 119.7% | 9.8% |
| Sharpe | 1.94 | 0.59 |
| Sortino | 1.69 | 0.36 |
| Max Drawdown | -33.7% | -21.2% |
| Win Rate | 100.0% | 50.0% |
| Profit Factor | 5.00 | 5.96 |
| Expectancy | 128.3% | 10.8% |
| Turnover | 2.00 | 2.13 |
CAGR -18.6pp vs prevSharpe -0.35 vs prevMax DD +12.0pp vs prevWin rate +13.0pp vs prev
Population Consensus
LONG 28%
CASH 73%
Long 27.5% · Cash 72.5% · Short 0.0%40 active strategies polled
Decision Support
Active strategies 40Regime-compatible 38Top families: hybrid
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert