strategy,oos_n_trades,oos_win_rate_pct,oos_avg_gross,oos_avg_net,oos_total_gross,oos_total_net,oos_pf_gross,oos_pf_net,oos_max_dd_net,oos_avg_cost,oos_t_stat_net,oos_p_value_net,oos_pct_profitable_years,oos_fold_prof_pct,oos_chosen_summary,flags
ORB,596,46.31,4.01,-3.37,2389.7,-2008.415,1.123,0.907,-3070.783,7.379,-0.956,0.3393,50.0,50.0,OOS_2023:gap_dir_only=False|max_range_atr=None|n_min=30|stop_mode=opposite|target_r=None || OOS_2024:gap_dir_only=False|max_range_atr=0.3|n_min=30|stop_mode=opposite|target_r=1.5 || OOS_2025:gap_dir_only=False|max_range_atr=None|n_min=30|stop_mode=opposite|target_r=None || OOS_2026:gap_dir_only=False|max_range_atr=0.3|n_min=30|stop_mode=opposite|target_r=1.5,OOS_2023: strong IS (1306) but negative OOS (-1451) — overfitting risk. | OOS_2025: strong IS (1271) but negative OOS (-912) — overfitting risk.
GAP_FILL,222,29.73,-0.791,-8.731,-175.6,-1938.273,0.959,0.646,-2074.181,7.94,-2.475,0.0133,25.0,25.0,OOS_2023:gap_hi_pct=0.5|gap_lo_pct=0.2|hold_min=15|mode=fill|target_frac=1.0 || OOS_2024:gap_hi_pct=0.7|gap_lo_pct=0.3|hold_min=15|mode=fill|target_frac=1.0 || OOS_2025:gap_hi_pct=0.7|gap_lo_pct=0.3|hold_min=15|mode=fill|target_frac=1.0 || OOS_2026:gap_hi_pct=0.7|gap_lo_pct=0.3|hold_min=15|mode=fill|target_frac=1.0,OOS_2023: strong IS (119) but negative OOS (-571) — overfitting risk. | OOS_2025: strong IS (200) but negative OOS (-808) — overfitting risk. | Edge vanishes or reverses in 2026 OOS when STT/costs are highest — cost sensitivity.
GAP_GO,15,33.33,-20.687,-30.199,-310.3,-452.982,0.68,0.576,-578.016,9.512,-0.916,0.3598,50.0,50.0,OOS_2023:gap_hi_pct=99.0|gap_lo_pct=0.8|hold_min=15|mode=go|target_frac=1.0 || OOS_2024:gap_hi_pct=99.0|gap_lo_pct=0.8|hold_min=15|mode=go|target_frac=0.5 || OOS_2025:gap_hi_pct=99.0|gap_lo_pct=1.0|hold_min=15|mode=go|target_frac=1.0 || OOS_2026:gap_hi_pct=99.0|gap_lo_pct=1.0|hold_min=15|mode=go|target_frac=1.0,Low OOS sample (15 trades) — results fragile. | OOS_2026: strong IS (320) but negative OOS (-443) — overfitting risk. | Edge vanishes or reverses in 2026 OOS when STT/costs are highest — cost sensitivity.
STOPHUNT,518,47.1,7.767,-0.581,4023.05,-301.115,1.392,0.976,-1823.717,8.348,-0.236,0.8137,50.0,50.0,OOS_2023:k_pts=15.0|level=prior|m_min=10|max_trades=2|target_r=2.0 || OOS_2024:k_pts=15.0|level=prior|m_min=10|max_trades=2|target_r=2.0 || OOS_2025:k_pts=15.0|level=prior|m_min=10|max_trades=2|target_r=2.0 || OOS_2026:k_pts=15.0|level=prior|m_min=10|max_trades=2|target_r=2.0,OOS_2025: strong IS (1319) but negative OOS (-741) — overfitting risk. | OOS_2026: strong IS (578) but negative OOS (-894) — overfitting risk. | Edge vanishes or reverses in 2026 OOS when STT/costs are highest — cost sensitivity.
POWER,509,36.15,1.127,-6.008,573.6,-3058.174,1.095,0.632,-3172.074,7.135,-3.899,0.0001,0.0,0.0,OOS_2023:expiry_only=None|style=momentum || OOS_2024:expiry_only=None|style=momentum || OOS_2025:expiry_only=True|style=fade || OOS_2026:expiry_only=True|style=momentum,OOS_2023: strong IS (791) but negative OOS (-147) — overfitting risk. | OOS_2024: strong IS (644) but negative OOS (-1826) — overfitting risk.
REGIME_STOPHUNT_breakout_after_compression,266,45.86,4.751,-3.94,1263.85,-1047.931,1.26,0.828,-1753.614,8.691,-1.305,0.1918,50.0,50.0,,OOS_2025: strong IS (347) but negative OOS (-601) — overfitting risk. | Edge vanishes or reverses in 2026 OOS when STT/costs are highest — cost sensitivity. | vs unfiltered STOPHUNT OOS total -301.1 → filtered -1047.9 (NOT improved).
REGIME_STOPHUNT_fade_high_vol,177,49.15,12.016,4.405,2126.8,779.613,1.62,1.189,-485.593,7.611,0.973,0.3306,50.0,50.0,,OOS_2025: strong IS (1435) but negative OOS (-33) — overfitting risk. | OOS_2026: strong IS (1402) but negative OOS (-173) — overfitting risk. | Edge vanishes or reverses in 2026 OOS when STT/costs are highest — cost sensitivity. | Check whether a few outliers drive OOS gains (see trade CSV). | vs unfiltered STOPHUNT OOS total -301.1 → filtered 779.6 (IMPROVED).