GRANDSLAM — 70/30 split stability of the monthly profile

The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.

No change to the system. Deterministic analysis over the extracted monthly series; decision rule fixed before computation.

Extracted monthly returns, chronological 70/30 split at month 18 of 27.

Selisih

Hasil OOS, walk-forward, Monte Carlo dan forward hanya ditampilkan bila datanya ada. Entri ini tidak memilikinya.

Model

Claude (Anthropic)

Yang dikerjakan AI

Authored the split-analysis tooling. The 70/30 split and the decision rule were fixed by a human before any run.

Tinjauan manusia

✓ Ditinjau dan disetujui oleh manusia

Entri berbantuan AI hanya dipublikasikan setelah tinjauan manusia; entri buatan AI tanpa tinjauan itu ditahan oleh pipeline build. AI tidak memprediksi pasar, dan tidak ada entri yang mengklaim demikian.

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.