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.

差异

样本外、步进、蒙特卡洛与前向结果仅在数据存在时显示。本条目不存在这些数据。

模型

Claude (Anthropic)

AI 做了什么

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

人工审核

✓ 已经人工审核并批准

AI 辅助的条目仅在人工审核后发布；未经审核的 AI 生成条目会被构建流程扣留。AI 不预测市场，也没有任何条目作此宣称。

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.