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Benched Old-Generation Seat v9 · Current-Corpus Session Replay · Model diagnostics
BENCHED · 2026-04-27 → 2026-07-16 · 56 days
One observation is one active replay day (one daily basket); the hub's 56 observations are 56 days. Metrics use 252 daily observations/year. benched 2026-06-30; replayed on current corpus — corpus-drift caveat applies; July continuation shown for seat-review comparison Returns and observation rankings are gross, before execution costs.
Total return+113.1%Span-true compounded return · not annualized
Annualized CAGR—Suppressed because the observed span is under 180 calendar days
QuantStats Sharpe (i.i.d.)6.23Annualized at 252 daily periods/year
QuantStats Sortino12.86Same 252-period annualization
Entry-cohort t-stat2.95Entry-date-cohort bootstrap · 10,000 draws · 56 entry-date cohorts
Sortino convention: QuantStats Sortino is mean return divided by downside deviation, multiplied by √(periods/year). This differs from plain-downside conventions.
Inference note: overlapping holding periods can make an i.i.d. Sharpe optimistic. The t-stat bootstraps entry-date cohorts and preserves every cohort's full marked path.
Best and worst days
Observation return follows the verified construction; a paired trade is the sum of its equal-notional short and synthetic-control legs.
Top 10 best
| Ticker | Entry date | Return |
|---|
| BASKET | 2026-05-26 | +11.00% |
| BASKET | 2026-05-11 | +9.98% |
| BASKET | 2026-06-29 | +9.44% |
| BASKET | 2026-06-09 | +6.66% |
| BASKET | 2026-05-28 | +6.37% |
| BASKET | 2026-06-01 | +6.10% |
| BASKET | 2026-05-01 | +5.66% |
| BASKET | 2026-07-14 | +4.81% |
| BASKET | 2026-07-06 | +4.58% |
| BASKET | 2026-06-16 | +4.44% |
Top 10 worst
| Ticker | Entry date | Return |
|---|
| BASKET | 2026-06-11 | -7.72% |
| BASKET | 2026-06-04 | -5.79% |
| BASKET | 2026-05-14 | -4.87% |
| BASKET | 2026-07-13 | -4.11% |
| BASKET | 2026-04-28 | -2.60% |
| BASKET | 2026-06-12 | -2.34% |
| BASKET | 2026-05-07 | -2.23% |
| BASKET | 2026-07-02 | -2.13% |
| BASKET | 2026-05-19 | -1.94% |
| BASKET | 2026-05-20 | -1.91% |
Exposure profile
| Measure | Mean | Median | Peak |
|---|
| Daily gross $ | $50,000 | $50,000 | $50,000 |
| Concurrent position count | 5.0 | 5 | 5 |
| Single-name share | — | — | 20.0% · CAR · 2026-04-27 |
Position count is the number of model trades at each daily mark; one matched-control basket counts as one paired position. Single-name share aggregates repeated ticker exposure before dividing by daily gross.
Daily exposure (56 marks)
| Date | Gross $ | Positions | Top name | Top-name share |
|---|
| 2026-04-27 | $50,000 | 5 | CAR | 20.0% |
| 2026-04-28 | $50,000 | 5 | POET | 20.0% |
| 2026-04-29 | $50,000 | 5 | BE | 20.0% |
| 2026-04-30 | $50,000 | 5 | INTC | 20.0% |
| 2026-05-01 | $50,000 | 5 | SNDK | 20.0% |
| 2026-05-04 | $50,000 | 5 | NBIS | 20.0% |
| 2026-05-05 | $50,000 | 5 | NBIS | 20.0% |
| 2026-05-06 | $50,000 | 5 | AMD | 20.0% |
| 2026-05-07 | $50,000 | 5 | OSS | 20.0% |
| 2026-05-08 | $50,000 | 5 | IREN | 20.0% |
| 2026-05-11 | $50,000 | 5 | RKLB | 20.0% |
| 2026-05-12 | $50,000 | 5 | SNDK | 20.0% |
| 2026-05-13 | $50,000 | 5 | MRAM | 20.0% |
| 2026-05-14 | $50,000 | 5 | RKLB | 20.0% |
| 2026-05-15 | $50,000 | 5 | RKLB | 20.0% |
| 2026-05-18 | $50,000 | 5 | ASTS | 20.0% |
| 2026-05-19 | $50,000 | 5 | RKLB | 20.0% |
| 2026-05-20 | $50,000 | 5 | RKLB | 20.0% |
| 2026-05-21 | $50,000 | 5 | ARM | 20.0% |
| 2026-05-22 | $50,000 | 5 | FCEL | 20.0% |
| 2026-05-26 | $50,000 | 5 | ASTS | 20.0% |
| 2026-05-27 | $50,000 | 5 | MU | 20.0% |
| 2026-05-28 | $50,000 | 5 | ONDS | 20.0% |
| 2026-05-29 | $50,000 | 5 | DELL | 20.0% |
| 2026-06-01 | $50,000 | 5 | NBIS | 20.0% |
| 2026-06-02 | $50,000 | 5 | ASTS | 20.0% |
| 2026-06-03 | $50,000 | 5 | MRVL | 20.0% |
| 2026-06-04 | $50,000 | 5 | ASTS | 20.0% |
| 2026-06-05 | $50,000 | 5 | MU | 20.0% |
| 2026-06-08 | $50,000 | 5 | MRVL | 20.0% |
| 2026-06-09 | $50,000 | 5 | MRVL | 20.0% |
| 2026-06-10 | $50,000 | 5 | AAOI | 20.0% |
| 2026-06-11 | $50,000 | 5 | MRVL | 20.0% |
| 2026-06-12 | $50,000 | 5 | AAOI | 20.0% |
| 2026-06-15 | $50,000 | 5 | ASTS | 20.0% |
| 2026-06-16 | $50,000 | 5 | AAOI | 20.0% |
| 2026-06-17 | $50,000 | 5 | AAOI | 20.0% |
| 2026-06-18 | $50,000 | 5 | AAOI | 20.0% |
| 2026-06-22 | $50,000 | 5 | MU | 20.0% |
| 2026-06-23 | $50,000 | 5 | SNDK | 20.0% |
| 2026-06-24 | $50,000 | 5 | ASTS | 20.0% |
| 2026-06-25 | $50,000 | 5 | MU | 20.0% |
| 2026-06-26 | $50,000 | 5 | SNDK | 20.0% |
| 2026-06-29 | $50,000 | 5 | RKLB | 20.0% |
| 2026-06-30 | $50,000 | 5 | MU | 20.0% |
| 2026-07-01 | $50,000 | 5 | MU | 20.0% |
| 2026-07-02 | $50,000 | 5 | NBIS | 20.0% |
| 2026-07-06 | $50,000 | 5 | NBIS | 20.0% |
| 2026-07-07 | $50,000 | 5 | MU | 20.0% |
| 2026-07-08 | $50,000 | 5 | NBIS | 20.0% |
| 2026-07-09 | $50,000 | 5 | PENG | 20.0% |
| 2026-07-10 | $50,000 | 5 | META | 20.0% |
| 2026-07-13 | $50,000 | 5 | WYFI | 20.0% |
| 2026-07-14 | $50,000 | 5 | NBIS | 20.0% |
| 2026-07-15 | $50,000 | 5 | AEHR | 20.0% |
| 2026-07-16 | $50,000 | 5 | WYFI | 20.0% |
SPY weekly regime split
SPY direction is local, read-only daily_ohlc close-to-close by Friday week. The final partial week uses its last available close.
| Regime | Weeks | Model total | Avg model week | Hit rate | Ann. Sharpe | Avg SPY week |
|---|
| SPY-up weeks | 9 | +83.5% | +7.14% | 88.9% | 8.08 | +1.18% |
| SPY-down weeks | 3 | +16.2% | +5.14% | 100.0% | 17.84 | -1.81% |