EXP-000213
SENA — 70/30 split stability of the monthly profile
Hipotesis
The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
Perubahan terkontrol
No change to the system. Deterministic analysis over the extracted monthly series; decision rule fixed before computation.
Dataset & kondisi
Extracted monthly returns, chronological 70/30 split at month 88 of 127.
Sebelum / Sesudah
Sebelum
- Periode
- 2006-05 → 2022-05
- Bulan
- 88
- Bulan positif
- 93.18%
- Rerata bulanan
- 2.05%
- Bulan terburuk
- -5.21%
Sesudah
- Periode
- 2022-06 → 2026-01
- Bulan
- 39
- Bulan positif
- 87.18%
- Rerata bulanan
- 0.73%
- Bulan terburuk
- -9.76%
Selisih
Validasi
Hasil OOS, walk-forward, Monte Carlo dan forward hanya ditampilkan bila datanya ada. Entri ini tidak memilikinya.
Keputusan
Late window kept a positive mean month (0.73%) and its positive-month share (87.18%) stayed within 10pp of the early window (93.18%).
Keterlibatan AI
- 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.
Catatan
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.
Perbaikan backtest tidak berarti perbaikan masa depan. Makin banyak eksperimen, makin besar peluang sebagian berhasil kebetulan — log ini ada sebagian agar risiko multiple-testing tetap terlihat.