Daily Report / 2026-10-12

Report · 2026-10-12

Generation 70 · deltas vs 2026-10-09

Evolution Summary

Tested Today
64
Survived
59
Rejected
5
New Elites
33
Total Ever
1,532
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

LongTermTrend_V1516hybrid · gen 70fitness 0.7732+0.0177 vs prev

logic of LongTermTrend_V1249 with risk overlay of PriceMomentum_V1133

MetricValidationHidden Test
CAGR113.0%-4.3%
Sharpe2.24-0.05
Sortino2.79-0.04
Max Drawdown-19.9%-29.0%
Win Rate58.8%23.5%
Profit Factor10.000.84
Expectancy17.3%-0.5%
Turnover10.948.11
CAGR -14.1pp vs prevSharpe -0.64 vs prevMax DD -7.9pp vs prevWin rate -26.5pp 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