| HK v0 (paper) |
HSI gap-continuation 0.55–1.50% (gap read at 09:31) + HSTECH ORB.
No pyramid, no SL-reversal. Yuan-weak sizing tilt ×1.5 on
headroom days. Honest backtest benchmark: PF 3.14, MaxDD −2.2%
(2024-06→2026-06, post accounting-bug fix). |
| US SDS/QID (paper) |
SPY/QQQ opening-range breakdown via inverse-2× ETFs, VIX≥17
& VIX>MA20, gap-up sizing tilt ×1.5, hard 15:50 ET exit.
Backtest benchmark: PF 14.5, MaxDD −2.0% (2024-05→2026-05). |
| Record notes |
Aggregate stats include resim backfill rows (tagged in DB); drift
analysis excludes them. Rows tagged “R-010” mark trades
that would not enter under current rules. |