Research Lab - StonksAI

Saturday Research Pipeline: PARTIAL Last Run: 2026-09-12

Scheduled: Every Saturday 09:30 IST (04:00 UTC) • Next run triggers automatically • Idempotency protected

Active Research Pipeline

4 Evaluating Strategies • 0 Hypotheses

Backtest Validations

103

77 Simulations (1 Passed) • 26 Walk-Forward

Shadow Validations

0 In Shadow • Awaiting 6-Gate Graduation

Production Strategies

3 Approved • 4 Evaluating • 5 Sandbox

Unified Research Activity

Aggregated state of candidate hypotheses, simulation runs, shadow validations, and strategy lifecycles.

Parameter Lab

Quick Filter: All (77) Trend Mean Reversion Breakout Passed Failed Proposed

ID	Strategy / Hypothesis	Category	Target Regime	Status	Last Sharpe	Last Return	Runs
hyp_Momentum_Bre...	Momentum_Breakout Momentum Breakout with wider ATR stop — reduced noise exits, slower-moving trend capture profile.	TREND	ALL	FAILED	0.06	12.2%	1
hyp_EMA_Crossove...	EMA_Crossover EMA Crossover with tighter RSI + ADX filters — effectively acts as an EMA+RSI+ADX triple-confluence strategy.	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for BEAR market conditions.	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for SIDEWAYS market conditions.	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_overbought=70.0 → 71.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 29.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 31.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: rsi_min=50.0 → 51.0 (±1.0 step)	TREND	ALL	FAILED	0.06	12.2%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 19 (±1 step)	TREND	ALL	FAILED	0.06	12.2%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 21 (±1 step)	TREND	ALL	FAILED	0.06	12.2%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_slow=50 → 55 (±5 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 19 (±1 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 21 (±1 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_Momentum_Bre...	Momentum_Breakout Momentum Breakout with wider ATR stop — reduced noise exits, slower-moving trend capture profile.	TREND	ALL	FAILED	0.06	12.2%	1
hyp_EMA_Crossove...	EMA_Crossover EMA Crossover with tighter RSI + ADX filters — effectively acts as an EMA+RSI+ADX triple-confluence strategy.	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for BEAR market conditions.	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for SIDEWAYS market conditions.	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_overbought=70.0 → 71.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 29.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 31.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: rsi_min=50.0 → 51.0 (±1.0 step)	TREND	ALL	FAILED	0.06	12.2%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 19 (±1 step)	TREND	ALL	FAILED	0.06	12.2%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 21 (±1 step)	TREND	ALL	FAILED	0.06	12.2%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_slow=50 → 55 (±5 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 19 (±1 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 21 (±1 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_Momentum_Bre...	Momentum_Breakout Momentum Breakout with wider ATR stop — reduced noise exits, slower-moving trend capture profile.	TREND	ALL	FAILED	-0.01	9.7%	1
hyp_EMA_Crossove...	EMA_Crossover EMA Crossover with tighter RSI + ADX filters — effectively acts as an EMA+RSI+ADX triple-confluence strategy.	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for BEAR market conditions.	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for SIDEWAYS market conditions.	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_overbought=70.0 → 71.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 29.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 31.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-0.64	6.4%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: rsi_min=50.0 → 51.0 (±1.0 step)	TREND	ALL	FAILED	-0.01	9.3%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 19 (±1 step)	TREND	ALL	FAILED	-0.24	1.2%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 21 (±1 step)	TREND	ALL	FAILED	0.19	17.3%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_slow=50 → 55 (±5 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 19 (±1 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 21 (±1 step)	TREND	ALL	FAILED	-0.28	3.1%	1
hyp_Momentum_Bre...	Momentum_Breakout Momentum Breakout with wider ATR stop — reduced noise exits, slower-moving trend capture profile.	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_EMA_Crossove...	EMA_Crossover EMA Crossover with tighter RSI + ADX filters — effectively acts as an EMA+RSI+ADX triple-confluence strategy.	TREND	ALL	FAILED	-0.97	-4.5%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for BEAR market conditions.	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for SIDEWAYS market conditions.	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_overbought=70.0 → 71.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 29.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 31.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: rsi_min=50.0 → 51.0 (±1.0 step)	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 19 (±1 step)	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 21 (±1 step)	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_slow=50 → 55 (±5 step)	TREND	ALL	FAILED	-0.97	-4.5%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 19 (±1 step)	TREND	ALL	FAILED	-0.97	-4.5%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 21 (±1 step)	TREND	ALL	FAILED	-0.97	-4.5%	1
hyp_EMA_Crossove...	EMA_Crossover Classic EMA 20/50 crossover trend-following strategy. Buys when fast EMA crosses above slow EMA, exits on reversal.	TREND	ALL	FAILED	-0.97	-4.5%	1
hyp_Momentum_Bre...	Momentum_Breakout Momentum breakout: enters when price breaks above recent high with above-average volume. Trend-following.	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_RSI_MeanReve...	RSI_MeanReversion RSI mean-reversion: buys oversold conditions (RSI < 30), exits when RSI recovers to neutral. Counter-trend.	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_Donchian_Bre...	Donchian_Breakout Donchian channel breakout: trades new 20-day highs/lows. Classic trend-following with defined channel exits.	TREND	ALL	FAILED	-0.72	-4.6%	1
hyp_EMA10_30_Cro...	EMA10_30_Crossover Shorter-term EMA 10/30 crossover. Faster signals than EMA 20/50, better suited for volatile regimes.	TREND	ALL	FAILED	-0.18	7.0%	1
hyp_EMA20_BOUNCE...	EMA20_BOUNCE EMA 20 bounce strategy: buys pullbacks to the 20 EMA in uptrends. Trend-continuation, requires momentum confirmation.	TREND	ALL	PASSED	0.34	21.7%	1
hyp_STOCHASTIC_R...	STOCHASTIC_REBOUND Stochastic oscillator rebound: enters on oversold stochastic with price near support. Mean-reversion.	MEAN_REVERSION	ALL	FAILED	0.28	18.1%	1
hyp_VWAP_Reversi...	VWAP_Reversion VWAP mean-reversion: fades extreme deviations from VWAP. Intraday/short-term, works best in range-bound markets.	MEAN_REVERSION	ALL	FAILED	-0.28	1.7%	1
hyp_VCB_Breakout...	VCB_Breakout Volatility Contraction Breakout: enters when ATR percentile < 20 AND Bollinger Band width is near its 126-session minimum. Breakout trigger: close > yesterday's high (BUY) or < yesterday's low (SELL). Rare but high-conviction setups. NOT volume-based.	TREND	ALL	FAILED	0.77	44.9%	1
hyp_RSRS_Rotatio...	RSRS_Rotation RSRS (Resistance Support Relative Strength) rotation: uses slope of support/resistance for regime detection + entry.	TREND	ALL	FAILED	-0.42	-1.4%	1
hyp_MTF_Confluen...	MTF_Confluence Multi-timeframe confluence: requires alignment of trend signals across daily and weekly timeframes before entering.	TREND	ALL	FAILED	0.17	16.5%	1
hyp_Expiry_MR...	Expiry_MR Expiry-week mean-reversion: exploits options expiry-driven price distortions in the final week of the month.	MEAN_REVERSION	ALL	FAILED	0.60	28.8%	1
hyp_Momentum_Bre...	Momentum_Breakout Momentum Breakout with wider ATR stop — reduced noise exits, slower-moving trend capture profile.	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_EMA_Crossove...	EMA_Crossover EMA Crossover with tighter RSI + ADX filters — effectively acts as an EMA+RSI+ADX triple-confluence strategy.	TREND	ALL	FAILED	-0.97	-4.5%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for BEAR market conditions.	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Regime-specialised RSI_MeanReversion variant tuned for SIDEWAYS market conditions.	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_overbought=70.0 → 71.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 29.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_RSI_MeanReve...	RSI_MeanReversion Parameter mutation of RSI_MeanReversion: rsi_oversold=30.0 → 31.0 (±1.0 step)	MEAN_REVERSION	ALL	FAILED	-1.12	6.8%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: rsi_min=50.0 → 51.0 (±1.0 step)	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 19 (±1 step)	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_Momentum_Bre...	Momentum_Breakout Parameter mutation of Momentum_Breakout: breakout_period=20 → 21 (±1 step)	TREND	ALL	FAILED	-1.01	-4.0%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_slow=50 → 55 (±5 step)	TREND	ALL	FAILED	-0.97	-4.5%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 19 (±1 step)	TREND	ALL	FAILED	-0.97	-4.5%	1
hyp_EMA_Crossove...	EMA_Crossover Parameter mutation of EMA_Crossover: ema_fast=20 → 21 (±1 step)	TREND	ALL	FAILED	-0.97	-4.5%	1

Quick Filter: All Runs (77) Passed Gate Rejected

Run ID	Strategy	Period	Trades	Win Rate	Sharpe	Max DD	Gate Result	Gate Reason
rrun_e5902f068	Momentum_Breakout	2023-01-01 → 2024-12-31	88	46.6%	0.06	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.061 (need >=0.300)
rrun_31bcab6a1	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_b8c70d216	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_510db138f	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_861ac42c8	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_a88d4269e	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_a27c90c7e	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_4d29e9cef	Momentum_Breakout	2023-01-01 → 2024-12-31	88	46.6%	0.06	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.061 (need >=0.300)
rrun_782087122	Momentum_Breakout	2023-01-01 → 2024-12-31	88	46.6%	0.06	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.061 (need >=0.300)
rrun_5fc6663a5	Momentum_Breakout	2023-01-01 → 2024-12-31	88	46.6%	0.06	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.061 (need >=0.300)
rrun_bf5e1bdd3	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_1ff76d427	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_c03faf658	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_cfa8f48c5	Momentum_Breakout	2023-01-01 → 2024-12-31	88	46.6%	0.06	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.061 (need >=0.300)
rrun_4f6ba8541	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_35613c4df	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_930c041b2	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_73825fea8	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_81cca612c	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_d347e334c	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_bb8b775ed	Momentum_Breakout	2023-01-01 → 2024-12-31	88	46.6%	0.06	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.061 (need >=0.300)
rrun_fe068f946	Momentum_Breakout	2023-01-01 → 2024-12-31	88	46.6%	0.06	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.061 (need >=0.300)
rrun_0cd6af91a	Momentum_Breakout	2023-01-01 → 2024-12-31	88	46.6%	0.06	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.061 (need >=0.300)
rrun_5b67fa738	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_40eb0bb63	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_f6fc9cf6f	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_b7ecf8e91	Momentum_Breakout	2023-01-01 → 2024-12-31	89	46.1%	-0.01	-16.5%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.005 (need >=0.300)
rrun_34b067f13	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_8d894fefd	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_68c4a04ee	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_8ac745d45	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_e4e1df3a5	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_c14b5341b	RSI_MeanReversion	2023-01-01 → 2024-12-31	4	75.0%	-0.64	-3.7%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=4 (need >=15); sharpe=-0.639 (need >=0.300)
rrun_9c1d637cb	Momentum_Breakout	2023-01-01 → 2024-12-31	89	46.1%	-0.01	-18.2%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.014 (need >=0.300)
rrun_246e95e81	Momentum_Breakout	2023-01-01 → 2024-12-31	88	44.3%	-0.24	-19.5%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.243 (need >=0.300)
rrun_03a2df868	Momentum_Breakout	2023-01-01 → 2024-12-31	82	47.6%	0.19	-15.3%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.193 (need >=0.300)
rrun_2365e6f3e	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_d3e1ef8a0	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_eed69d141	EMA_Crossover	2023-01-01 → 2024-12-31	47	42.6%	-0.28	-16.9%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.276 (need >=0.300)
rrun_186b82e3c	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_cfe8b7357	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)
rrun_f752228af	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_7c4b143d6	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_844a30e17	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_72c1fa1e4	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_38305155e	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_380825e53	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_02f555805	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_e6031ff89	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_3adfd4c1a	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)
rrun_5cb0561d6	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)
rrun_f697a666e	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)
rrun_73e666291	Expiry_MR	2023-01-01 → 2024-12-31	3	66.7%	0.60	-6.5%	FAIL	Failed 1 gate(s): min_trades. n_trades=3 (need >=15)
rrun_a7f3c0808	MTF_Confluence	2023-01-01 → 2024-12-31	2	100.0%	0.17	-11.3%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=0.174 (need >=0.300)
rrun_9d4f9d4b3	RSRS_Rotation	2023-01-01 → 2024-12-31	63	46.0%	-0.42	-18.8%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-22.19 INR (need >0.00); sharpe=-0.425 (need >=0.300)
rrun_c5f133b85	VCB_Breakout	2023-01-01 → 2024-12-31	2	100.0%	0.77	-18.0%	FAIL	Failed 1 gate(s): min_trades. n_trades=2 (need >=15)
rrun_e4b3545b0	VWAP_Reversion	2023-01-01 → 2024-12-31	9	55.6%	-0.28	-19.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=9 (need >=15); sharpe=-0.281 (need >=0.300)
rrun_1ab30f0dd	STOCHASTIC_REBOUND	2023-01-01 → 2024-12-31	31	54.8%	0.28	-8.6%	FAIL	Failed 1 gate(s): sharpe. sharpe=0.279 (need >=0.300)
rrun_0d21ac825	EMA20_BOUNCE	2023-01-01 → 2024-12-31	53	52.8%	0.34	-10.0%	PASS	All 6 validation gates passed. Strategy qualifies for sandbox promotion.
rrun_96ede65f0	EMA10_30_Crossover	2023-01-01 → 2024-12-31	45	46.7%	-0.18	-14.8%	FAIL	Failed 1 gate(s): sharpe. sharpe=-0.180 (need >=0.300)
rrun_bfc0f7f7d	Donchian_Breakout	2023-01-01 → 2024-12-31	45	40.0%	-0.72	-11.2%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-103.74 INR (need >0.00); sharpe=-0.716 (need >=0.300)
rrun_20de9e511	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_221f75ced	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_9b128f933	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)
rrun_778596bea	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_0843c5f0f	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)
rrun_d5dfa966d	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_d503ce983	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_7917062e3	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_e65b6a05e	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_61d553b3c	RSI_MeanReversion	2023-01-01 → 2024-12-31	2	100.0%	-1.12	-1.6%	FAIL	Failed 2 gate(s): min_trades, sharpe. n_trades=2 (need >=15); sharpe=-1.121 (need >=0.300)
rrun_96529f9e1	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_3b1fb9ec9	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_8f08f922e	Momentum_Breakout	2023-01-01 → 2024-12-31	24	41.7%	-1.01	-11.6%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-164.42 INR (need >0.00); sharpe=-1.007 (need >=0.300)
rrun_d11396329	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)
rrun_3c464ec8d	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)
rrun_2d63ca979	EMA_Crossover	2023-01-01 → 2024-12-31	17	35.3%	-0.97	-10.3%	FAIL	Failed 2 gate(s): expectancy, sharpe. expectancy=-266.45 INR (need >0.00); sharpe=-0.972 (need >=0.300)

Quick Filter: All (0) Active Passed Failed

No Active Shadow Validation Cycles

Candidate strategies reaching PROMOTION_CANDIDATE are routed to Phase 8 Shadow Validation for live forward reality testing without risking capital.

Quick Filter: All (12) Approved Evaluating Not Ready Trend Breakout Mean Reversion

Strategy Name	Active Portfolio	Status	Category	Health Score	Live Paper Trading	Research Validation Edge
EMA_Crossover Regime: momentum	production_main	APPROVED	TREND	22.1	1 trade 0.0% WR • Max Drop: -4.3%	717 simulated trades 39.4% WR • Sharpe: -0.57 • Max DD: 14.1%
Momentum_Breakout Regime: momentum	production_main	APPROVED	BREAKOUT	24.3	1 trade 0.0% WR • Max Drop: -1.2%	1268 simulated trades 44.4% WR • Sharpe: -0.41 • Max DD: 14.1%
RSI_MeanReversion Regime: mean_reversion	production_main	APPROVED	MEAN_REVERSION	20.6	0 live trades yet	82 simulated trades 85.6% WR • Sharpe: -0.84 • Max DD: 2.8%
Donchian_Breakout Regime: breakout	sandbox_donchian_breakout	EVALUATING	BREAKOUT	20.6	3 trades 0.0% WR • Max Drop: -4.3%	45 simulated trades 40.0% WR • Sharpe: -0.72 • Max DD: 11.2%
EMA10_30_Crossover Regime: momentum	sandbox_ema10_30_crossover	EVALUATING	TREND	22.7	0 live trades yet	45 simulated trades 46.7% WR • Sharpe: -0.18 • Max DD: 14.8%
EMA20_BOUNCE Regime: momentum	sandbox_ema20_bounce	EVALUATING	TREND	48.3	0 live trades yet	53 simulated trades 52.8% WR • Sharpe: 0.34 • Max DD: 10.0%
STOCHASTIC_REBOUND Regime: mean_reversion	sandbox_stochastic_rebound	EVALUATING	MEAN_REVERSION	25.8	0 live trades yet	31 simulated trades 54.8% WR • Sharpe: 0.28 • Max DD: 8.6%
Expiry_MR Regime: mean_reversion	sandbox_expiry_mr	NOT_READY	MEAN_REVERSION	28.0	0 live trades yet	3 simulated trades 66.7% WR • Sharpe: 0.60 • Max DD: 6.5%
MTF_Confluence Regime: momentum	sandbox_mtf_confluence	NOT_READY	TREND	25.1	3 trades 0.0% WR • Max Drop: -4.3%	2 simulated trades 100.0% WR • Sharpe: 0.17 • Max DD: 11.3%
RSRS_Rotation Regime: momentum	sandbox_rsrs_rotation	NOT_READY	TREND	21.1	8 trades 12.5% WR • Max Drop: -6.9%	63 simulated trades 46.0% WR • Sharpe: -0.42 • Max DD: 18.8%
VCB_Breakout Regime: breakout	sandbox_vcb_breakout	NOT_READY	BREAKOUT	29.1	0 live trades yet	2 simulated trades 100.0% WR • Sharpe: 0.77 • Max DD: 18.0%
VWAP_Reversion Regime: mean_reversion	sandbox_vwap_reversion	NOT_READY	MEAN_REVERSION	22.0	0 live trades yet	9 simulated trades 55.6% WR • Sharpe: -0.28 • Max DD: 19.6%

Simulation Run: Momentum_Breakout RESEARCH_FAIL

Sharpe: 0.06 | Win Rate: 46.6% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:39 AM IST

Simulation Run: EMA_Crossover RESEARCH_FAIL

Sharpe: -0.28 | Win Rate: 42.6% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:38 AM IST

Simulation Run: RSI_MeanReversion RESEARCH_FAIL

Sharpe: -0.64 | Win Rate: 75.0% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:37 AM IST

Simulation Run: RSI_MeanReversion RESEARCH_FAIL

Sharpe: -0.64 | Win Rate: 75.0% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:35 AM IST

Simulation Run: RSI_MeanReversion RESEARCH_FAIL

Sharpe: -0.64 | Win Rate: 75.0% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:35 AM IST

Simulation Run: RSI_MeanReversion RESEARCH_FAIL

Sharpe: -0.64 | Win Rate: 75.0% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:34 AM IST

Simulation Run: RSI_MeanReversion RESEARCH_FAIL

Sharpe: -0.64 | Win Rate: 75.0% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:33 AM IST

Simulation Run: Momentum_Breakout RESEARCH_FAIL

Sharpe: 0.06 | Win Rate: 46.6% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:33 AM IST

Simulation Run: Momentum_Breakout RESEARCH_FAIL

Sharpe: 0.06 | Win Rate: 46.6% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:32 AM IST

Simulation Run: Momentum_Breakout RESEARCH_FAIL

Sharpe: 0.06 | Win Rate: 46.6% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:32 AM IST

Simulation Run: EMA_Crossover RESEARCH_FAIL

Sharpe: -0.28 | Win Rate: 42.6% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:31 AM IST

Simulation Run: EMA_Crossover RESEARCH_FAIL

Sharpe: -0.28 | Win Rate: 42.6% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:30 AM IST

Simulation Run: EMA_Crossover RESEARCH_FAIL

Sharpe: -0.28 | Win Rate: 42.6% | Gate: RESEARCH_FAIL

12 Sep 2026, 09:30 AM IST

Strategy Hypothesis: Momentum_Breakout FAILED

Status: FAILED | ID: hyp_Momentum_Breakout_combo_wide_stop_aab6ae

12 Sep 2026, 09:30 AM IST

Strategy Hypothesis: EMA_Crossover FAILED

Status: FAILED | ID: hyp_EMA_Crossover_combo_rsi_adx_5790ae

12 Sep 2026, 09:30 AM IST