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E-06. Sealed test opened 1 time — final vol_breakout verdict (2026-07-09)

Opening the sealed test a single time: Sharpe -1.417 and -7.45% against a preregistered pass line, so the volatility breakout strategy failed.

Original record: 2026-07-09 · Migrated: 2026-10-27 · Translated from Korean: 2026-10-27
A historical record, not rerun in this migration.

The figures, hypotheses and verdicts of the time are preserved. A past positive result or candidate mention does not mean validated profitability today or a live-trading recommendation. Validation periods that were already used are not treated as new independent validation.

This is an English translation of a preserved Korean original. It describes conditions at the time of writing, not current provider specifications, costs or regulations. Phrases in the original about blocking or avoiding losses interpret simulated experiments and are not realized account results. Statistical trial counts differ from the number of independent strategies or CSV rows.

E-06. Sealed test opened 1 time — final vol_breakout verdict (2026-07-09)

  • Pass line (preregistered, D-008): Sharpe ≥0.5, MDD >-15%, trades ≥8
  • Result: Sharpe -1.417 / -7.45% / MDD -13.2% / 27 trades → fail
  • Analysis: a drop from wf 1.20 to test -1.42. Candidate causes: a regime change (trend following bleeding in a sideways market) or grid selection bias materializing (residual D-005 risk) — cannot be confirmed, and reanalysis of the test is forbidden. Risk controls worked (MDD within limit). This gate blocked a -7.5% loss on a real account in advance — the largest realized value of the project so far.

Source and migration evidence

Source: backtest/docs/experiment-log.md#E-06

Original SHA-256: 069c4aaaf53a20930ca8d94ba6365b4ce2b6bc560171d662a4c179ea55a6857c

Raw data and account information are not part of the public package. The original results do not replace statistical or scientific revalidation. The English text is a translation; numbers, tables and charts are carried over unchanged.

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E-05. Sizing A/B + Monte Carlo (2026-07-09)

Six sizing options on the same breakout signals: Sharpe barely moved, drawdown scaled, and option F was adopted.

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E-07. Funding feasibility check — BTC (2026-07-13)

3,522 funding intervals: 7.94% annualized, but short holds rarely beat a 0.5% round-trip cost, so timing variants were dropped.

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