EXP-000212
RINA — 70/30 split stability of the monthly profile
假设
The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
受控更改
No change to the system. Deterministic analysis over the extracted monthly series; decision rule fixed before computation.
数据集与条件
Extracted monthly returns, chronological 70/30 split at month 75 of 108.
更改前 / 更改后
更改前
- 期间
- 2006-05 → 2022-04
- 月数
- 75
- 盈利月占比
- 93.33%
- 平均月收益
- 5.01%
- 最差月份
- -5.13%
更改后
- 期间
- 2022-06 → 2026-01
- 月数
- 33
- 盈利月占比
- 78.79%
- 平均月收益
- 0.8%
- 最差月份
- -3.6%
差异
验证
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。
决定
Positive-month share fell by 14.54pp — inside the rejection bound but outside the acceptance bound.
AI 参与
- 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。
备注
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.
回测的改进不代表未来的改进。实验越多，碰巧成功的概率越高——本日志的存在部分正是为了让多重检验风险保持可见。