EXP-000212
RINA — 70/30 split stability of the monthly profile
Hypothesis
The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
Controlled change
No change to the system. Deterministic analysis over the extracted monthly series; decision rule fixed before computation.
Dataset & conditions
Extracted monthly returns, chronological 70/30 split at month 75 of 108.
Before / After
Before
- Period
- 2006-05 → 2022-04
- Months
- 75
- Positive months
- 93.33%
- Mean monthly return
- 5.01%
- Worst month
- -5.13%
After
- Period
- 2022-06 → 2026-01
- Months
- 33
- Positive months
- 78.79%
- Mean monthly return
- 0.8%
- Worst month
- -3.6%
Difference
Validation
Out-of-sample, walk-forward, Monte Carlo and forward results are shown only where they exist as data. None exist for this entry.
Decision
Positive-month share fell by 14.54pp — inside the rejection bound but outside the acceptance bound.
AI involvement
- Model
- Claude (Anthropic)
- What AI did
- Authored the split-analysis tooling. The 70/30 split and the decision rule were fixed by a human before any run.
- Human review
- ✓ Reviewed and approved by a human
AI-assisted entries are published only after human review; entries generated by AI without that review are withheld by the build pipeline. AI does not predict markets, and no entry claims otherwise.
Notes
Not out-of-sample validation: the optimisation window of this system is undocumented, so the late 30% may have been seen during tuning. This is a stability check on the recorded equity path.
Backtest improvement does not imply future improvement. The more experiments run, the more likely some succeed by chance — this log exists partly so that multiple-testing risk stays visible instead of hidden.