Validated Combos (T2 v3)

▶ Минимально-достаточные ограничения

Период: IS = 2025-01-01 → 2025-09-30 (train, 9 мес), OOS = 2025-10-01 → 2026-04-07 (test, 6+ мес) — forward-looking split.
N на период: ≥ 30 в IS и OOS (защита от overfit).
Ratio: симметрия — TP=SL ≥ 2.5:2.5; асимметрия — TP ≥ 2.5.
WR: симметрия — WR ≥ 50% (психологический минимум); асимметрия — WR ≥ 1/(1+ratio) + 10pp (статистический edge над breakeven).
E[R]: ≥ +0.05R на обоих периодах.
EXPIRED%: ≤ 50% на обоих периодах (иначе edge лежит на close-at-N, шумно).
Consistency: min(IS,OOS)/max(IS,OOS) ≥ 0.5 — edge не должен схлопываться между периодами.
Window: подбирается максимизацией E[R] на IS; OOS оценивается на этом окне как clean test.
Strength: не используется в этой версии (все триггеры включены, эквивалентно strength ≥ 0.0).
Direction: вариант сохраняется для того направления (original/inverted), где выше E[R]; второе направление приводится как contra.

CLEAN_BOUNCE 3 combo, 3 variant(s)

× Consumer ORIGINAL 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	25 bars	+0.601R	66.7%	41	48.8%	+0.545R	60.0%	59	49.1%	-0.573

× Financial ORIGINAL 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	25 bars	+0.237R	53.9%	46	43.5%	+0.420R	54.8%	45	31.1%	-0.329

× Utility ORIGINAL 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.407R	55.6%	55	34.5%	+0.230R	56.6%	80	33.8%	-0.318

VWAP_REVERSION 4 combo, 10 variant(s)

× Financial INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	10 bars	+0.139R	53.5%	2782	34.0%	+0.146R	52.7%	2118	35.5%	-0.143
symmetric	TP=3.00R / SL=3.00R	10 bars	+0.153R	52.7%	2782	46.2%	+0.189R	53.4%	2118	46.1%	-0.171

× Growth&Tech INVERTED 3 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	10 bars	+0.109R	52.8%	2295	36.4%	+0.197R	54.4%	1975	34.3%	-0.153
symmetric	TP=3.00R / SL=3.00R	15 bars	+0.121R	52.8%	2295	39.8%	+0.179R	52.7%	1975	39.9%	-0.150
symmetric	TP=3.50R / SL=3.50R	15 bars	+0.135R	52.0%	2295	49.6%	+0.175R	51.5%	1975	49.6%	-0.155

× Industrial INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.163R	53.5%	1920	11.5%	+0.124R	52.8%	1606	12.0%	-0.144
symmetric	TP=3.00R / SL=3.00R	25 bars	+0.158R	52.7%	1920	23.0%	+0.114R	52.4%	1606	24.5%	-0.136

× Utility INVERTED 3 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	+0.111R	52.4%	3589	25.9%	+0.175R	54.0%	3010	29.7%	-0.143
symmetric	TP=3.00R / SL=3.00R	15 bars	+0.138R	52.5%	3589	37.2%	+0.175R	53.2%	3010	41.1%	-0.157
symmetric	TP=3.50R / SL=3.50R	15 bars	+0.118R	51.6%	3589	47.4%	+0.179R	53.0%	3010	49.8%	-0.149

COMPRESSION 5 combo, 9 variant(s)

× Consumer INVERTED 3 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	10 bars	+0.276R	53.9%	102	49.0%	+0.551R	62.2%	87	48.3%	-0.414
symmetric	TP=3.50R / SL=3.50R	15 bars	+0.310R	53.9%	102	49.0%	+0.414R	56.8%	87	49.4%	-0.362
asymmetric	TP=2.50R / SL=1.50R	25 bars	+0.469R	47.8%	102	9.8%	+0.471R	49.4%	87	6.9%	-0.369

× Financial INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	10 bars	+0.165R	52.8%	94	43.6%	+0.256R	52.5%	72	44.4%	-0.210

× Growth&Tech INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	10 bars	+0.256R	54.5%	67	34.3%	+0.505R	60.4%	77	31.2%	-0.380
symmetric	TP=3.00R / SL=3.00R	10 bars	+0.255R	51.4%	67	44.8%	+0.326R	53.5%	77	44.2%	-0.290

× Growth&Tech ORIGINAL 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	25 bars	+0.112R	55.4%	67	16.4%	+0.079R	52.5%	77	20.8%	-0.096

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	25 bars	+0.359R	54.8%	98	25.5%	+0.547R	58.0%	74	32.4%	-0.453
symmetric	TP=4.00R / SL=4.00R	25 bars	+0.362R	54.5%	98	32.6%	+0.586R	58.7%	74	37.8%	-0.474

BOS 3 combo, 5 variant(s)

× Consumer INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
asymmetric	TP=2.50R / SL=0.75R	10 bars	+0.461R	35.4%	70	7.1%	+0.341R	33.3%	55	7.3%	-0.017

× Energy&Resources INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	+0.598R	66.0%	63	25.4%	+0.426R	57.6%	75	21.3%	-0.512
symmetric	TP=3.00R / SL=3.00R	15 bars	+0.758R	67.5%	63	36.5%	+0.460R	56.9%	75	32.0%	-0.609

× Growth&Tech INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.384R	58.5%	55	3.6%	+0.278R	56.1%	65	12.3%	-0.331
symmetric	TP=3.00R / SL=3.00R	15 bars	+0.386R	57.1%	55	36.4%	+0.345R	54.0%	65	43.1%	-0.365

STOP_HUNT 3 combo, 4 variant(s)

× Energy&Resources INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	10 bars	+0.064R	51.4%	278	48.2%	+0.059R	52.2%	292	46.2%	-0.062	⚠ fragile: E[R] на грани порога +0.05R

× Financial INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	10 bars	+0.239R	55.9%	303	38.6%	+0.141R	53.4%	299	36.1%	-0.190
symmetric	TP=3.00R / SL=3.00R	15 bars	+0.239R	56.8%	303	41.9%	+0.128R	52.1%	299	43.5%	-0.184

× Growth&Tech ORIGINAL 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	+0.050R	50.4%	296	23.0%	+0.052R	51.6%	342	26.3%	-0.051	⚠ fragile: E[R] ровно на пороге +0.05R

CLEAN_BOUNCE 2 combo, 3 variant(s)

× Growth&Tech INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.171R	55.8%	129	26.4%	+0.190R	54.7%	119	20.2%	-0.181

× Industrial ORIGINAL 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	+0.368R	59.5%	128	30.5%	+0.192R	55.2%	87	33.3%	-0.280
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.307R	57.5%	128	32.0%	+0.177R	52.9%	87	41.4%	-0.242

VWAP_REVERSION 6 combo, 13 variant(s)

× Consumer INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.091R	51.9%	4963	17.0%	+0.066R	51.6%	3420	20.7%	-0.078	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.123R	52.4%	4963	26.3%	+0.070R	51.5%	3420	30.5%	-0.096	⚠ fragile: OOS WR ~51%, edge marginal

× Energy&Resources INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=4.00R / SL=4.00R	30 bars	+0.073R	50.9%	4948	41.2%	+0.126R	51.4%	3579	43.9%	-0.100

× Growth&Tech INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.057R	51.0%	3555	24.5%	+0.100R	52.0%	2461	28.8%	-0.078	⚠ fragile: IS E[R] близко к порогу +0.05R
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.115R	52.0%	3555	34.8%	+0.075R	51.1%	2461	37.8%	-0.095	⚠ fragile: OOS WR ~51%, edge marginal

× Industrial INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	+0.145R	53.9%	3547	35.1%	+0.091R	52.0%	2192	38.1%	-0.118

× Metals&Materials INVERTED 3 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.091R	51.9%	4080	12.2%	+0.055R	51.0%	2701	14.5%	-0.073	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.099R	51.7%	4080	20.8%	+0.069R	50.9%	2701	22.7%	-0.084	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.116R	51.7%	4080	28.8%	+0.084R	51.0%	2701	31.5%	-0.100	⚠ fragile: OOS WR ~51%, edge marginal

× Utility INVERTED 4 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.085R	51.8%	6480	14.9%	+0.068R	51.4%	4133	17.9%	-0.076	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.084R	51.5%	6480	23.6%	+0.073R	51.4%	4133	26.6%	-0.078	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.113R	51.8%	6480	33.1%	+0.071R	51.2%	4133	34.7%	-0.092	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=4.00R / SL=4.00R	30 bars	+0.121R	51.6%	6480	41.2%	+0.076R	50.9%	4133	42.9%	-0.099	⚠ fragile: OOS WR ~51%, edge marginal

COMPRESSION 1 combo, 1 variant(s)

× Financial INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.159R	51.1%	123	26.8%	+0.140R	52.3%	66	33.3%	-0.149

BOS 1 combo, 2 variant(s)

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.173R	51.0%	191	24.1%	+0.118R	51.2%	122	29.5%	-0.146	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.194R	51.1%	191	30.4%	+0.098R	50.7%	122	38.5%	-0.146	⚠ fragile: OOS WR ~51%, edge marginal

STOP_HUNT 3 combo, 4 variant(s)

× Consumer INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.090R	51.9%	1437	28.2%	+0.077R	52.9%	1158	35.1%	-0.084

× Growth&Tech INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.090R	52.0%	959	15.9%	+0.076R	51.7%	796	23.2%	-0.083	⚠ fragile: OOS WR ~52%, edge marginal

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.070R	51.4%	1108	34.5%	+0.090R	53.0%	706	41.5%	-0.080
symmetric	TP=4.00R / SL=4.00R	30 bars	+0.100R	52.3%	1108	41.5%	+0.128R	55.3%	706	49.0%	-0.114

FALSE_BREAKOUT 2 combo, 4 variant(s)

× Consumer INVERTED 3 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.098R	52.5%	6413	20.2%	+0.064R	51.7%	5279	25.0%	-0.081	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.104R	52.3%	6413	29.8%	+0.069R	51.8%	5279	35.1%	-0.087	⚠ fragile: OOS WR ~51%, edge marginal
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.115R	52.4%	6413	39.0%	+0.067R	51.4%	5279	45.4%	-0.091	⚠ fragile: OOS WR ~51%, edge marginal

× Growth&Tech INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.058R	51.4%	4322	18.7%	+0.077R	51.8%	3551	24.0%	-0.068	⚠ fragile: IS E[R] близко к порогу +0.05R

CLEAN_BOUNCE 4 combo, 5 variant(s)

× Consumer INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.498R	60.0%	41	26.8%	+0.451R	63.6%	44	50.0%	-0.474

× Energy&Resources INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
asymmetric	TP=3.00R / SL=0.75R	30 bars	+0.459R	31.0%	31	6.5%	+0.450R	32.4%	39	5.1%	-0.300	ℹ small N: IS=31 / OOS=39 — на минимальном пороге, требует повторной проверки при росте выборки
asymmetric	TP=3.50R / SL=1.00R	30 bars	+0.524R	33.3%	31	12.9%	+0.539R	33.3%	39	15.4%	-0.409	ℹ small N: IS=31 / OOS=39 — на минимальном пороге, требует повторной проверки при росте выборки

× Financial INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.261R	58.3%	47	23.4%	+0.242R	55.6%	31	12.9%	-0.252	ℹ small N: IS=47 / OOS=31 — близко к минимальному порогу, требует повторной проверки при росте выборки

× Utility INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.382R	59.3%	44	38.6%	+0.575R	63.2%	56	32.1%	-0.478

VWAP_REVERSION 2 combo, 5 variant(s)

× Consumer INVERTED 3 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.189R	54.9%	708	21.5%	+0.336R	57.8%	715	23.5%	-0.263
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.232R	56.0%	708	32.6%	+0.412R	59.5%	715	35.1%	-0.322
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.257R	56.2%	708	43.5%	+0.376R	57.2%	715	43.8%	-0.316

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	+0.172R	54.5%	944	34.5%	+0.240R	55.8%	968	32.2%	-0.206
symmetric	TP=3.00R / SL=3.00R	20 bars	+0.198R	54.5%	944	45.3%	+0.309R	57.2%	968	44.0%	-0.253

STOP_HUNT 1 combo, 1 variant(s)

× Financial INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	+0.156R	57.1%	299	43.8%	+0.284R	59.0%	179	46.9%	-0.220

FALSE_BREAKOUT 7 combo, 13 variant(s)

× Consumer INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.279R	56.9%	1411	48.8%	+0.246R	55.0%	1482	47.6%	-0.262

× Energy&Resources INVERTED 3 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.142R	53.4%	1546	20.6%	+0.125R	53.5%	1255	23.4%	-0.134
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.165R	53.8%	1546	31.9%	+0.126R	53.4%	1255	33.7%	-0.146
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.190R	55.1%	1546	43.0%	+0.147R	53.5%	1255	44.3%	-0.169

× Financial INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.126R	53.4%	1595	23.8%	+0.162R	53.9%	1035	21.2%	-0.144
symmetric	TP=3.00R / SL=3.00R	25 bars	+0.191R	54.6%	1595	43.0%	+0.243R	55.7%	1035	40.7%	-0.217

× Growth&Tech INVERTED 1 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra	Notes
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	+0.154R	54.1%	1118	40.3%	+0.186R	55.1%	944	46.7%	-0.170

× Industrial INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	+0.179R	54.7%	1157	25.8%	+0.099R	52.4%	886	23.4%	-0.136
symmetric	TP=3.00R / SL=3.00R	30 bars	+0.195R	54.5%	1157	36.4%	+0.147R	53.1%	886	34.1%	-0.171

× Metals&Materials INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	25 bars	+0.189R	54.0%	1170	40.5%	+0.144R	52.5%	848	44.3%	-0.167
symmetric	TP=3.50R / SL=3.50R	30 bars	+0.220R	54.5%	1170	43.4%	+0.199R	53.5%	848	45.8%	-0.209

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	IS (train)				OOS (test)				Contra
			E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	+0.097R	52.5%	1197	30.7%	+0.134R	53.4%	1089	27.5%	-0.116
symmetric	TP=3.00R / SL=3.00R	25 bars	+0.116R	52.6%	1197	42.4%	+0.186R	54.7%	1089	38.8%	-0.151