← All model books
oiA · OI-only direction · Model diagnostics
CANDIDATE · 2024-09-26 → 2026-07-16 · 244 trades
One observation is one model trade; 244 trades feed 451 active daily marks and 149 entry-date cohorts. Metrics use 252 daily observations/year. MC3S chartered 2026-07-19 with bars frozen pre-result; historical replay is prior evidence, forward paper is the judge. Returns and observation rankings include the model's existing execution costs.
Total return-13.3%Span-true compounded return · not annualized
Annualized CAGR-7.6%Annualized at 252 periods/year · span is 658 calendar days
QuantStats Sharpe (i.i.d.)-0.55Annualized at 252 daily periods/year
QuantStats Sortino-0.77Same 252-period annualization
Entry-cohort t-stat-0.88Entry-date-cohort bootstrap · 10,000 draws · 149 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 trades
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 |
|---|
| HOOD | 2024-11-01 | +60.98% |
| CVS | 2025-01-08 | +54.17% |
| NIO | 2025-07-14 | +44.02% |
| PLNT | 2026-01-12 | +43.50% |
| AMZN | 2026-03-30 | +39.88% |
| GOOGL | 2025-07-25 | +39.28% |
| JMIA | 2025-07-02 | +37.98% |
| AEO | 2025-07-28 | +37.95% |
| BB | 2026-04-22 | +36.58% |
| TSLA | 2024-10-28 | +34.74% |
Top 10 worst
| Ticker | Entry date | Return |
|---|
| BA | 2025-11-26 | -45.64% |
| ZIM | 2025-10-15 | -44.45% |
| SPOT | 2024-10-01 | -42.43% |
| CAR | 2025-03-17 | -41.22% |
| SOC | 2025-09-16 | -39.87% |
| SOC | 2025-09-12 | -36.38% |
| SOC | 2025-09-11 | -35.79% |
| V | 2024-12-26 | -35.35% |
| IOT | 2025-12-08 | -32.21% |
| SYM | 2025-09-25 | -31.02% |
Exposure profile
| Measure | Mean | Median | Peak |
|---|
| Daily gross $ | $19 | $18 | $41 |
| Concurrent position count | 23.8 | 22 | 54 |
| Single-name share | — | — | 100.0% · BABA · 2024-09-26 |
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 (451 marks)
| Date | Gross $ | Positions | Top name | Top-name share |
|---|
| 2024-09-26 | $1 | 1 | BABA | 100.0% |
| 2024-09-27 | $1 | 1 | BABA | 100.0% |
| 2024-09-30 | $2 | 2 | BABA | 100.0% |
| 2024-10-01 | $3 | 3 | BABA | 56.1% |
| 2024-10-02 | $4 | 4 | BABA | 49.6% |
| 2024-10-03 | $4 | 4 | BABA | 49.6% |
| 2024-10-04 | $4 | 4 | BABA | 49.6% |
| 2024-10-07 | $4 | 4 | BABA | 49.6% |
| 2024-10-08 | $4 | 4 | BABA | 49.6% |
| 2024-10-09 | $4 | 4 | BABA | 49.6% |
| 2024-10-10 | $4 | 4 | BABA | 49.6% |
| 2024-10-11 | $4 | 4 | BABA | 49.6% |
| 2024-10-14 | $5 | 5 | BABA | 33.2% |
| 2024-10-15 | $5 | 5 | BABA | 33.2% |
| 2024-10-16 | $5 | 5 | BABA | 33.2% |
| 2024-10-17 | $6 | 6 | BABA | 28.7% |
| 2024-10-18 | $6 | 6 | BABA | 28.7% |
| 2024-10-21 | $6 | 6 | BABA | 28.7% |
| 2024-10-22 | $6 | 6 | BABA | 28.7% |
| 2024-10-23 | $6 | 6 | BABA | 28.7% |
| 2024-10-24 | $6 | 6 | BABA | 28.7% |
| 2024-10-25 | $6 | 6 | BABA | 28.7% |
| 2024-10-28 | $8 | 8 | BABA | 23.3% |
| 2024-10-29 | $8 | 8 | BABA | 23.3% |
| 2024-10-30 | $9 | 10 | BABA | 19.2% |
| 2024-10-31 | $13 | 12 | PFE | 15.4% |
| 2024-11-01 | $19 | 18 | CLX | 10.3% |
| 2024-11-04 | $21 | 19 | CLX | 9.5% |
| 2024-11-05 | $21 | 19 | CLX | 9.5% |
| 2024-11-06 | $21 | 19 | CLX | 9.5% |
| 2024-11-07 | $22 | 21 | CLX | 9.0% |
| 2024-11-08 | $24 | 23 | CLX | 8.3% |
| 2024-11-11 | $28 | 27 | CLX | 7.2% |
| 2024-11-12 | $28 | 27 | CLX | 7.2% |
| 2024-11-13 | $28 | 27 | CLX | 7.2% |
| 2024-11-14 | $30 | 29 | SPOT | 8.3% |
| 2024-11-15 | $30 | 29 | SPOT | 8.3% |
| 2024-11-18 | $30 | 29 | SPOT | 8.3% |
| 2024-11-19 | $30 | 29 | SPOT | 8.3% |
| 2024-11-20 | $30 | 29 | SPOT | 8.3% |
| 2024-11-21 | $30 | 29 | SPOT | 8.3% |
| 2024-11-22 | $30 | 30 | SPOT | 8.2% |
| 2024-11-25 | $30 | 30 | SPOT | 8.2% |
| 2024-11-26 | $31 | 31 | SPOT | 7.9% |
| 2024-11-27 | $32 | 31 | ZM | 9.6% |
| 2024-11-29 | $32 | 31 | ZM | 9.6% |
| 2024-12-02 | $31 | 30 | ZM | 9.9% |
| 2024-12-03 | $29 | 29 | ZM | 10.4% |
| 2024-12-04 | $30 | 29 | ZM | 10.2% |
| 2024-12-05 | $31 | 30 | ZM | 9.9% |
| 2024-12-06 | $31 | 30 | ZM | 9.9% |
| 2024-12-09 | $32 | 31 | ZM | 9.6% |
| 2024-12-10 | $32 | 31 | ZM | 9.6% |
| 2024-12-11 | $35 | 34 | ZM | 8.7% |
| 2024-12-12 | $35 | 35 | ZM | 8.6% |
| 2024-12-13 | $40 | 38 | ZM | 7.6% |
| 2024-12-16 | $39 | 38 | WMT | 5.3% |
| 2024-12-17 | $39 | 38 | WMT | 5.3% |
| 2024-12-18 | $39 | 38 | WMT | 5.3% |
| 2024-12-19 | $38 | 37 | WMT | 5.4% |
| 2024-12-20 | $38 | 37 | WMT | 5.4% |
| 2024-12-23 | $38 | 37 | WMT | 5.4% |
| 2024-12-24 | $38 | 37 | WMT | 5.4% |
| 2024-12-26 | $41 | 38 | V | 6.4% |
| 2024-12-27 | $41 | 38 | V | 6.4% |
| 2024-12-30 | $41 | 39 | V | 6.4% |
| 2024-12-31 | $40 | 38 | V | 6.5% |
| 2025-01-02 | $40 | 38 | V | 6.5% |
| 2025-01-03 | $38 | 36 | V | 6.8% |
| 2025-01-06 | $35 | 34 | V | 7.5% |
| 2025-01-07 | $28 | 28 | V | 9.2% |
| 2025-01-08 | $28 | 29 | V | 9.3% |
| 2025-01-10 | $29 | 30 | V | 9.1% |
| 2025-01-13 | $29 | 30 | V | 9.1% |
| 2025-01-14 | $27 | 28 | V | 9.5% |
| 2025-01-15 | $26 | 26 | V | 10.1% |
| 2025-01-16 | $22 | 22 | V | 11.8% |
| 2025-01-17 | $22 | 22 | V | 11.8% |
| 2025-01-21 | $22 | 22 | V | 11.8% |
| 2025-01-22 | $20 | 20 | V | 12.9% |
| 2025-01-23 | $20 | 20 | V | 12.9% |
| 2025-01-24 | $20 | 20 | V | 12.9% |
| 2025-01-27 | $20 | 20 | V | 12.9% |
| 2025-01-28 | $20 | 20 | V | 12.9% |
| 2025-01-29 | $20 | 20 | V | 12.9% |
| 2025-01-30 | $20 | 19 | V | 13.3% |
| 2025-01-31 | $20 | 19 | V | 13.3% |
| 2025-02-03 | $21 | 20 | V | 12.5% |
| 2025-02-04 | $20 | 20 | V | 12.8% |
| 2025-02-05 | $22 | 21 | V | 12.1% |
| 2025-02-06 | $25 | 25 | V | 10.5% |
| 2025-02-07 | $28 | 28 | GOOG | 9.3% |
| 2025-02-10 | $28 | 28 | GOOG | 9.5% |
| 2025-02-11 | $27 | 27 | GOOG | 9.8% |
| 2025-02-12 | $28 | 28 | GOOG | 9.4% |
| 2025-02-13 | $28 | 28 | GOOG | 9.3% |
| 2025-02-14 | $28 | 28 | GOOG | 9.3% |
| 2025-02-18 | $25 | 26 | GOOG | 10.3% |
| 2025-02-19 | $25 | 25 | GOOG | 10.6% |
| 2025-02-20 | $20 | 22 | V | 12.8% |
| 2025-02-21 | $20 | 21 | V | 13.4% |
| 2025-02-24 | $20 | 21 | V | 13.4% |
| 2025-02-25 | $20 | 21 | V | 13.4% |
| 2025-02-26 | $20 | 21 | V | 13.4% |
| 2025-02-27 | $20 | 21 | V | 13.4% |
| 2025-02-28 | $20 | 21 | V | 13.4% |
| 2025-03-03 | $20 | 21 | V | 13.4% |
| 2025-03-04 | $17 | 20 | GOOGL | 12.9% |
| 2025-03-05 | $17 | 20 | GOOGL | 12.9% |
| 2025-03-06 | $17 | 19 | GOOGL | 13.1% |
| 2025-03-07 | $17 | 19 | GOOGL | 13.0% |
| 2025-03-10 | $17 | 21 | GOOGL | 12.4% |
| 2025-03-11 | $17 | 21 | GOOGL | 12.4% |
| 2025-03-12 | $17 | 21 | GOOGL | 12.4% |
| 2025-03-13 | $17 | 21 | GOOGL | 12.4% |
| 2025-03-14 | $16 | 19 | GOOGL | 13.7% |
| 2025-03-17 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-18 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-19 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-20 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-21 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-24 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-25 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-26 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-27 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-28 | $17 | 20 | GOOGL | 13.0% |
| 2025-03-31 | $18 | 22 | GOOGL | 12.3% |
| 2025-04-01 | $18 | 22 | GOOGL | 12.3% |
| 2025-04-02 | $18 | 22 | GOOGL | 12.3% |
| 2025-04-03 | $18 | 22 | GOOGL | 12.3% |
| 2025-04-04 | $18 | 22 | GOOGL | 12.3% |
| 2025-04-07 | $16 | 22 | GOOGL | 13.2% |
| 2025-04-08 | $16 | 21 | GOOGL | 13.9% |
| 2025-04-09 | $14 | 20 | GOOGL | 15.0% |
| 2025-04-10 | $11 | 16 | DASH | 11.7% |
| 2025-04-11 | $8 | 13 | DASH | 17.0% |
| 2025-04-14 | $7 | 12 | DASH | 18.1% |
| 2025-04-15 | $7 | 12 | DASH | 18.1% |
| 2025-04-16 | $6 | 11 | DASH | 21.1% |
| 2025-04-17 | $5 | 10 | CAR | 21.2% |
| 2025-04-21 | $5 | 10 | CAR | 21.2% |
| 2025-04-22 | $5 | 9 | CAR | 22.9% |
| 2025-04-23 | $5 | 9 | CAR | 22.9% |
| 2025-04-24 | $5 | 9 | CAR | 22.9% |
| 2025-04-25 | $5 | 9 | CAR | 22.9% |
| 2025-04-28 | $6 | 11 | CAR | 17.4% |
| 2025-04-29 | $6 | 11 | CAR | 17.4% |
| 2025-04-30 | $6 | 11 | CAR | 17.4% |
| 2025-05-01 | $6 | 12 | CAR | 16.1% |
| 2025-05-02 | $6 | 12 | CAR | 16.1% |
| 2025-05-05 | $7 | 13 | CAR | 14.7% |
| 2025-05-06 | $7 | 13 | CAR | 14.7% |
| 2025-05-07 | $7 | 13 | CAR | 14.7% |
| 2025-05-08 | $7 | 13 | CAR | 14.7% |
| 2025-05-09 | $8 | 14 | GOOGL | 21.2% |
| 2025-05-12 | $8 | 12 | GOOGL | 23.3% |
| 2025-05-13 | $8 | 13 | GOOGL | 22.2% |
| 2025-05-14 | $8 | 13 | GOOGL | 22.2% |
| 2025-05-15 | $9 | 16 | GOOGL | 18.6% |
| 2025-05-16 | $9 | 16 | GOOGL | 18.6% |
| 2025-05-19 | $8 | 14 | GOOGL | 21.9% |
| 2025-05-20 | $8 | 14 | GOOGL | 21.9% |
| 2025-05-21 | $8 | 14 | GOOGL | 21.9% |
| 2025-05-22 | $8 | 15 | GOOGL | 20.8% |
| 2025-05-23 | $9 | 16 | GOOGL | 18.8% |
| 2025-05-27 | $10 | 17 | GOOGL | 18.0% |
| 2025-05-28 | $10 | 17 | GOOGL | 18.0% |
| 2025-05-29 | $11 | 19 | GOOGL | 16.2% |
| 2025-05-30 | $12 | 20 | GOOGL | 15.2% |
| 2025-06-02 | $12 | 21 | GOOGL | 14.2% |
| 2025-06-03 | $11 | 19 | GOOGL | 15.4% |
| 2025-06-04 | $11 | 19 | GOOGL | 15.4% |
| 2025-06-05 | $12 | 20 | GOOGL | 14.3% |
| 2025-06-06 | $12 | 20 | GOOGL | 14.3% |
| 2025-06-09 | $12 | 20 | GOOGL | 14.3% |
| 2025-06-10 | $12 | 19 | GOOGL | 14.6% |
| 2025-06-11 | $12 | 19 | GOOGL | 14.6% |
| 2025-06-12 | $12 | 19 | GOOGL | 14.6% |
| 2025-06-13 | $12 | 19 | GOOGL | 14.6% |
| 2025-06-16 | $17 | 24 | GOOGL | 10.5% |
| 2025-06-17 | $17 | 24 | GOOGL | 10.5% |
| 2025-06-18 | $17 | 24 | GOOGL | 10.5% |
| 2025-06-20 | $17 | 25 | GOOGL | 10.3% |
| 2025-06-23 | $17 | 25 | GOOGL | 10.3% |
| 2025-06-24 | $17 | 25 | GOOGL | 10.3% |
| 2025-06-25 | $17 | 26 | GOOGL | 10.1% |
| 2025-06-26 | $20 | 28 | GOOGL | 8.9% |
| 2025-06-27 | $21 | 29 | GOOGL | 8.5% |
| 2025-06-30 | $21 | 29 | GOOGL | 8.5% |
| 2025-07-01 | $20 | 28 | FDX | 7.6% |
| 2025-07-02 | $21 | 30 | CAR | 10.3% |
| 2025-07-03 | $23 | 32 | CAR | 12.5% |
| 2025-07-07 | $23 | 31 | CAR | 12.7% |
| 2025-07-08 | $23 | 31 | CAR | 12.7% |
| 2025-07-09 | $22 | 30 | CAR | 13.1% |
| 2025-07-10 | $23 | 31 | CAR | 12.9% |
| 2025-07-11 | $23 | 31 | CAR | 12.9% |
| 2025-07-14 | $23 | 32 | CAR | 12.4% |
| 2025-07-15 | $22 | 30 | CAR | 13.4% |
| 2025-07-16 | $22 | 30 | CAR | 13.4% |
| 2025-07-17 | $21 | 29 | CAR | 13.6% |
| 2025-07-18 | $21 | 29 | CAR | 13.6% |
| 2025-07-21 | $20 | 26 | CAR | 14.6% |
| 2025-07-22 | $20 | 26 | CAR | 14.6% |
| 2025-07-23 | $20 | 26 | CAR | 14.6% |
| 2025-07-24 | $20 | 26 | CAR | 14.6% |
| 2025-07-25 | $21 | 27 | CAR | 13.7% |
| 2025-07-28 | $22 | 27 | CAR | 13.5% |
| 2025-07-29 | $21 | 26 | CAR | 14.0% |
| 2025-07-30 | $21 | 26 | CAR | 13.6% |
| 2025-07-31 | $21 | 26 | CAR | 13.6% |
| 2025-08-01 | $20 | 24 | CAR | 14.3% |
| 2025-08-04 | $21 | 24 | CAR | 13.9% |
| 2025-08-05 | $20 | 23 | CAR | 14.5% |
| 2025-08-06 | $21 | 24 | CAR | 13.6% |
| 2025-08-07 | $22 | 25 | CAR | 13.3% |
| 2025-08-08 | $21 | 25 | CAR | 13.5% |
| 2025-08-11 | $24 | 28 | CAR | 12.0% |
| 2025-08-12 | $25 | 29 | CAR | 11.8% |
| 2025-08-13 | $24 | 28 | CAR | 12.2% |
| 2025-08-14 | $24 | 28 | CAR | 12.2% |
| 2025-08-15 | $24 | 28 | CAR | 12.2% |
| 2025-08-18 | $24 | 28 | CAR | 12.2% |
| 2025-08-19 | $19 | 23 | CAR | 15.2% |
| 2025-08-20 | $19 | 24 | CAR | 15.0% |
| 2025-08-21 | $19 | 24 | CAR | 15.0% |
| 2025-08-22 | $19 | 23 | CAR | 15.3% |
| 2025-08-25 | $19 | 23 | CAR | 15.3% |
| 2025-08-26 | $19 | 23 | CAR | 15.3% |
| 2025-08-27 | $19 | 24 | CAR | 15.1% |
| 2025-08-28 | $17 | 22 | CAR | 12.7% |
| 2025-08-29 | $18 | 24 | CAR | 11.9% |
| 2025-09-02 | $20 | 26 | CAR | 10.6% |
| 2025-09-03 | $20 | 25 | CAR | 7.3% |
| 2025-09-04 | $20 | 24 | GOOGL | 7.3% |
| 2025-09-05 | $18 | 23 | GOOGL | 7.9% |
| 2025-09-08 | $19 | 24 | GOOGL | 7.5% |
| 2025-09-09 | $19 | 24 | GOOGL | 7.5% |
| 2025-09-10 | $22 | 27 | CASY | 8.0% |
| 2025-09-11 | $23 | 28 | CASY | 7.5% |
| 2025-09-12 | $25 | 33 | CASY | 6.9% |
| 2025-09-15 | $27 | 37 | CASY | 6.4% |
| 2025-09-16 | $29 | 41 | CASY | 5.9% |
| 2025-09-17 | $29 | 41 | CASY | 5.9% |
| 2025-09-18 | $29 | 41 | CASY | 5.9% |
| 2025-09-19 | $29 | 41 | CASY | 5.9% |
| 2025-09-22 | $29 | 41 | CASY | 5.9% |
| 2025-09-23 | $29 | 41 | CASY | 5.9% |
| 2025-09-24 | $30 | 43 | CASY | 5.8% |
| 2025-09-25 | $31 | 46 | CASY | 5.5% |
| 2025-09-26 | $30 | 45 | CASY | 5.8% |
| 2025-09-29 | $32 | 46 | COST | 7.8% |
| 2025-09-30 | $33 | 47 | COST | 7.6% |
| 2025-10-01 | $33 | 48 | COST | 7.7% |
| 2025-10-02 | $37 | 51 | COST | 6.9% |
| 2025-10-03 | $38 | 53 | COST | 6.7% |
| 2025-10-06 | $36 | 52 | COST | 7.0% |
| 2025-10-07 | $36 | 52 | COST | 7.0% |
| 2025-10-08 | $35 | 52 | COST | 7.2% |
| 2025-10-09 | $36 | 53 | COST | 7.1% |
| 2025-10-10 | $36 | 54 | COST | 7.0% |
| 2025-10-13 | $33 | 51 | COST | 7.6% |
| 2025-10-14 | $34 | 51 | COST | 7.3% |
| 2025-10-15 | $35 | 52 | COST | 7.1% |
| 2025-10-16 | $35 | 52 | COST | 7.1% |
| 2025-10-17 | $35 | 52 | COST | 7.1% |
| 2025-10-20 | $35 | 52 | COST | 7.1% |
| 2025-10-21 | $35 | 52 | COST | 7.1% |
| 2025-10-22 | $35 | 51 | COST | 7.2% |
| 2025-10-23 | $35 | 51 | COST | 7.2% |
| 2025-10-24 | $35 | 51 | COST | 7.2% |
| 2025-10-27 | $35 | 51 | COST | 7.2% |
| 2025-10-28 | $35 | 51 | COST | 7.2% |
| 2025-10-29 | $35 | 49 | COST | 7.3% |
| 2025-10-30 | $35 | 50 | COST | 7.1% |
| 2025-10-31 | $36 | 49 | COST | 7.0% |
| 2025-11-03 | $35 | 49 | COST | 7.2% |
| 2025-11-04 | $35 | 49 | COST | 7.2% |
| 2025-11-05 | $34 | 48 | COST | 7.4% |
| 2025-11-06 | $34 | 47 | COST | 7.5% |
| 2025-11-07 | $33 | 46 | COST | 7.7% |
| 2025-11-10 | $33 | 47 | COST | 7.6% |
| 2025-11-11 | $31 | 45 | COST | 8.2% |
| 2025-11-12 | $30 | 44 | COST | 8.4% |
| 2025-11-13 | $28 | 39 | COST | 9.1% |
| 2025-11-14 | $25 | 34 | COST | 10.0% |
| 2025-11-17 | $23 | 31 | COST | 10.9% |
| 2025-11-18 | $23 | 31 | COST | 10.9% |
| 2025-11-19 | $23 | 31 | COST | 10.9% |
| 2025-11-20 | $23 | 31 | COST | 10.9% |
| 2025-11-21 | $23 | 31 | COST | 10.9% |
| 2025-11-24 | $23 | 31 | COST | 10.9% |
| 2025-11-25 | $22 | 29 | COST | 11.2% |
| 2025-11-26 | $23 | 27 | COST | 11.0% |
| 2025-11-28 | $23 | 27 | COST | 11.0% |
| 2025-12-01 | $20 | 25 | MSFT | 9.4% |
| 2025-12-02 | $19 | 24 | MSFT | 10.0% |
| 2025-12-03 | $18 | 23 | MSFT | 10.2% |
| 2025-12-04 | $16 | 22 | MSFT | 11.6% |
| 2025-12-05 | $15 | 20 | MSFT | 12.2% |
| 2025-12-08 | $18 | 24 | MSFT | 10.1% |
| 2025-12-09 | $18 | 24 | MSFT | 10.1% |
| 2025-12-10 | $18 | 23 | MSFT | 10.2% |
| 2025-12-11 | $17 | 21 | MSFT | 10.8% |
| 2025-12-12 | $17 | 20 | MSFT | 11.1% |
| 2025-12-15 | $19 | 23 | MSFT | 9.8% |
| 2025-12-16 | $18 | 22 | MSFT | 10.6% |
| 2025-12-17 | $18 | 22 | MSFT | 10.6% |
| 2025-12-18 | $18 | 22 | MSFT | 10.6% |
| 2025-12-19 | $18 | 22 | MSFT | 10.6% |
| 2025-12-22 | $18 | 22 | MSFT | 10.6% |
| 2025-12-23 | $18 | 22 | MSFT | 10.6% |
| 2025-12-24 | $18 | 22 | MSFT | 10.6% |
| 2025-12-26 | $18 | 22 | MSFT | 10.6% |
| 2025-12-29 | $18 | 22 | MSFT | 10.6% |
| 2025-12-30 | $18 | 22 | MSFT | 10.6% |
| 2025-12-31 | $18 | 22 | MSFT | 10.6% |
| 2026-01-02 | $18 | 22 | MSFT | 10.6% |
| 2026-01-05 | $18 | 22 | MSFT | 10.4% |
| 2026-01-06 | $15 | 20 | BA | 10.9% |
| 2026-01-07 | $15 | 20 | BA | 11.0% |
| 2026-01-08 | $16 | 21 | BA | 10.5% |
| 2026-01-09 | $16 | 21 | BA | 10.5% |
| 2026-01-12 | $17 | 22 | BA | 9.6% |
| 2026-01-13 | $17 | 22 | BA | 9.6% |
| 2026-01-14 | $18 | 22 | HTZ | 12.8% |
| 2026-01-15 | $17 | 21 | HTZ | 13.2% |
| 2026-01-16 | $16 | 20 | HTZ | 14.0% |
| 2026-01-20 | $16 | 20 | HTZ | 14.0% |
| 2026-01-21 | $16 | 20 | HTZ | 14.0% |
| 2026-01-22 | $16 | 19 | HTZ | 14.4% |
| 2026-01-23 | $16 | 19 | HTZ | 14.4% |
| 2026-01-26 | $16 | 19 | HTZ | 14.4% |
| 2026-01-27 | $16 | 19 | HTZ | 14.4% |
| 2026-01-28 | $16 | 19 | HTZ | 14.4% |
| 2026-01-29 | $17 | 20 | HTZ | 13.8% |
| 2026-01-30 | $17 | 20 | HTZ | 13.8% |
| 2026-02-02 | $16 | 20 | HTZ | 14.2% |
| 2026-02-03 | $16 | 20 | HTZ | 14.2% |
| 2026-02-04 | $16 | 20 | HTZ | 14.2% |
| 2026-02-05 | $16 | 20 | HTZ | 14.2% |
| 2026-02-06 | $17 | 20 | HTZ | 13.5% |
| 2026-02-09 | $16 | 19 | HTZ | 14.3% |
| 2026-02-10 | $16 | 19 | HTZ | 14.3% |
| 2026-02-11 | $13 | 15 | HTZ | 17.8% |
| 2026-02-12 | $13 | 16 | HTZ | 16.9% |
| 2026-02-13 | $13 | 16 | HTZ | 16.9% |
| 2026-02-17 | $14 | 17 | HTZ | 16.3% |
| 2026-02-18 | $14 | 18 | HTZ | 15.8% |
| 2026-02-19 | $12 | 15 | HTZ | 18.6% |
| 2026-02-20 | $12 | 15 | HTZ | 18.6% |
| 2026-02-23 | $11 | 14 | HTZ | 20.1% |
| 2026-02-24 | $11 | 14 | HTZ | 20.1% |
| 2026-02-25 | $11 | 14 | HTZ | 20.1% |
| 2026-02-26 | $12 | 15 | HTZ | 18.6% |
| 2026-02-27 | $12 | 15 | HTZ | 18.6% |
| 2026-03-02 | $12 | 15 | HTZ | 18.6% |
| 2026-03-03 | $12 | 15 | HTZ | 18.6% |
| 2026-03-04 | $13 | 16 | HTZ | 17.9% |
| 2026-03-05 | $14 | 18 | HTZ | 15.8% |
| 2026-03-06 | $14 | 18 | HTZ | 15.8% |
| 2026-03-09 | $15 | 19 | HTZ | 15.2% |
| 2026-03-10 | $14 | 18 | HTZ | 16.3% |
| 2026-03-11 | $15 | 19 | HTZ | 15.6% |
| 2026-03-12 | $14 | 19 | MSFT | 14.9% |
| 2026-03-13 | $15 | 20 | MSFT | 14.5% |
| 2026-03-16 | $15 | 21 | MSFT | 14.0% |
| 2026-03-17 | $14 | 20 | MSFT | 15.5% |
| 2026-03-18 | $14 | 20 | MSFT | 15.5% |
| 2026-03-19 | $15 | 21 | MSFT | 14.8% |
| 2026-03-20 | $15 | 21 | MSFT | 14.8% |
| 2026-03-23 | $15 | 21 | MSFT | 14.8% |
| 2026-03-24 | $15 | 21 | MSFT | 14.8% |
| 2026-03-25 | $15 | 21 | MSFT | 14.8% |
| 2026-03-26 | $15 | 21 | MSFT | 14.8% |
| 2026-03-27 | $15 | 21 | MSFT | 14.8% |
| 2026-03-30 | $18 | 24 | AMZN | 13.4% |
| 2026-03-31 | $18 | 24 | AMZN | 13.4% |
| 2026-04-01 | $18 | 24 | AMZN | 13.4% |
| 2026-04-02 | $17 | 24 | AMZN | 13.5% |
| 2026-04-06 | $20 | 28 | AMZN | 11.7% |
| 2026-04-07 | $19 | 27 | AMZN | 12.4% |
| 2026-04-08 | $19 | 27 | AMZN | 12.4% |
| 2026-04-09 | $19 | 27 | AMZN | 12.4% |
| 2026-04-10 | $19 | 27 | AMZN | 12.4% |
| 2026-04-13 | $18 | 27 | AMZN | 12.7% |
| 2026-04-14 | $18 | 26 | AMZN | 7.8% |
| 2026-04-15 | $18 | 26 | AMZN | 7.8% |
| 2026-04-16 | $18 | 26 | AMZN | 7.8% |
| 2026-04-17 | $17 | 25 | AMZN | 8.1% |
| 2026-04-20 | $17 | 25 | AMZN | 8.1% |
| 2026-04-21 | $16 | 24 | AMZN | 8.3% |
| 2026-04-22 | $16 | 23 | AMZN | 8.5% |
| 2026-04-23 | $16 | 23 | AMZN | 8.5% |
| 2026-04-24 | $16 | 23 | AMZN | 8.5% |
| 2026-04-27 | $17 | 24 | AMZN | 8.2% |
| 2026-04-28 | $17 | 24 | AMZN | 8.2% |
| 2026-04-29 | $17 | 24 | AMZN | 8.2% |
| 2026-04-30 | $16 | 23 | AMZN | 8.7% |
| 2026-05-01 | $16 | 24 | AMZN | 8.4% |
| 2026-05-04 | $18 | 26 | META | 11.8% |
| 2026-05-05 | $18 | 27 | META | 11.4% |
| 2026-05-06 | $19 | 28 | META | 10.9% |
| 2026-05-07 | $18 | 27 | META | 11.6% |
| 2026-05-08 | $20 | 30 | META | 10.6% |
| 2026-05-11 | $19 | 29 | META | 10.9% |
| 2026-05-12 | $19 | 29 | META | 10.9% |
| 2026-05-13 | $20 | 30 | NOK | 12.4% |
| 2026-05-14 | $19 | 28 | NOK | 13.2% |
| 2026-05-15 | $18 | 26 | NOK | 14.0% |
| 2026-05-18 | $17 | 25 | NOK | 14.5% |
| 2026-05-19 | $17 | 25 | NOK | 14.5% |
| 2026-05-20 | $17 | 25 | NOK | 14.5% |
| 2026-05-21 | $16 | 23 | NOK | 15.8% |
| 2026-05-22 | $16 | 23 | NOK | 15.8% |
| 2026-05-26 | $16 | 23 | NOK | 15.8% |
| 2026-05-27 | $16 | 23 | NOK | 15.8% |
| 2026-05-28 | $16 | 23 | NOK | 15.8% |
| 2026-05-29 | $16 | 23 | NOK | 15.8% |
| 2026-06-01 | $16 | 23 | NOK | 15.8% |
| 2026-06-02 | $13 | 20 | NOK | 19.5% |
| 2026-06-03 | $13 | 20 | NOK | 19.5% |
| 2026-06-04 | $13 | 20 | NOK | 19.5% |
| 2026-06-05 | $12 | 19 | NOK | 20.3% |
| 2026-06-08 | $10 | 15 | NOK | 25.8% |
| 2026-06-09 | $10 | 15 | NOK | 25.8% |
| 2026-06-10 | $10 | 15 | NOK | 25.8% |
| 2026-06-11 | $10 | 15 | NOK | 25.8% |
| 2026-06-12 | $10 | 15 | NOK | 25.8% |
| 2026-06-15 | $9 | 14 | NOK | 27.1% |
| 2026-06-16 | $9 | 14 | NOK | 27.1% |
| 2026-06-17 | $9 | 14 | NOK | 27.1% |
| 2026-06-18 | $9 | 14 | NOK | 27.1% |
| 2026-06-22 | $9 | 14 | NOK | 27.1% |
| 2026-06-23 | $9 | 14 | NOK | 27.1% |
| 2026-06-24 | $9 | 14 | NOK | 27.1% |
| 2026-06-25 | $9 | 13 | NOK | 29.3% |
| 2026-06-26 | $9 | 13 | NOK | 29.3% |
| 2026-06-29 | $9 | 13 | NOK | 29.3% |
| 2026-06-30 | $8 | 12 | NOK | 31.3% |
| 2026-07-01 | $8 | 12 | NOK | 31.3% |
| 2026-07-02 | $8 | 12 | NOK | 31.3% |
| 2026-07-06 | $8 | 12 | NOK | 31.3% |
| 2026-07-07 | $7 | 11 | NOK | 33.9% |
| 2026-07-08 | $6 | 9 | NOK | 31.8% |
| 2026-07-09 | $5 | 8 | DUOL | 23.8% |
| 2026-07-10 | $4 | 6 | SONY | 27.5% |
| 2026-07-13 | $3 | 5 | SONY | 32.6% |
| 2026-07-14 | $2 | 2 | SONY | 64.9% |
| 2026-07-15 | $2 | 2 | SONY | 64.9% |
| 2026-07-16 | $2 | 2 | SONY | 64.9% |
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 | 53 | +3.6% | +0.08% | 50.9% | 0.32 | +1.72% |
| SPY-down weeks | 42 | -16.2% | -0.41% | 35.7% | -2.23 | -1.45% |