Evidence Review
Backtest Ledger
Historical run posture.
Active runner
Momentum Continuation
365-day ETH validation is running with slower-regime tagging and benchmark deltas enabled.
Queue posture
3 scheduled / 1 blocked
The queue is bounded and comparison-first so each run has a clear decision payload attached.
Best delta
+0.10 PF vs baseline
Momentum Continuation remains the closest challenger to earning a paper slot.
Evidence history
Trend continuation
BB + RSI Cluster
v1.0 benchmark
PnL
+12.8%
PF
1.41
Breakout / expansion
Momentum Continuation
shadow-b tagged
PnL
--
PF
--
Trend continuation
HTF Bias / LTF Trigger
btc-directional split
PnL
+8.1%
PF
1.28
Mean reversion
Mean Reversion
degradation check
PnL
-4.2%
PF
0.88
Verification
Momentum Continuation
"Validate challenger behavior on slow ETH and mixed expansion slices."
HTF Bias / LTF Trigger
"Add turnover-normalized comparisons for quieter BTC sessions."
Mean Reversion
"Decide whether the strategy should be rebuilt or lose its slot entirely."
Breakout / Volatility Expansion
"Define the first benchmark suite after persistence-backed candles ship."
Verdict Board
Momentum Continuation
+0.10 PF vs BB + RSI Cluster on expansion weeks
HTF Bias / LTF Trigger
-0.13 PF vs baseline
Mean Reversion
-0.47 PF vs retention threshold