Daily Report / 2026-10-15

Report · 2026-10-15

Generation 79 · deltas vs 2026-10-14

Evolution Summary

Tested Today
63
Survived
59
Rejected
4
New Elites
37
Total Ever
1,720
Total Elites
40

Market Regime

DOWNTRENDMEDIUM VOLATILITYNORMAL
since 2026-10-15 · confidence 75%
Transitions
2026-10-15DOWNTRENDMEDIUM VOLATILITYNORMAL
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

Best Strategy

PriceMomentum_V1553hybrid · gen 71fitness 0.7782±0 vs prev

changed cumret_252d threshold -0.1997 -> 0.0852

MetricValidationHidden Test
CAGR113.9%3.6%
Sharpe2.250.27
Sortino2.810.23
Max Drawdown-19.8%-33.0%
Win Rate71.4%30.0%
Profit Factor10.001.43
Expectancy21.1%1.4%
Turnover10.1210.32
CAGR ±0 vs prevSharpe ±0 vs prevMax DD ±0 vs prevWin rate ±0 vs prev
Population Consensus
CASH 100%
Long 0.0% · Cash 100.0% · Short 0.0%40 active strategies polled
Decision Support
Active strategies 40Regime-compatible 30Top families: hybrid
System Status
Evolution running
Market data updated
Backtests completed
No overfitting alert