EXP-006 — Connors RSI(2) 5-minute 1st review
- Generated: 2026-08-31
- Review date: 2026-08-31
- Review model:
gpt-5.6-luna / high - Status: 1st results recorded · further review needed
- Capital: initial 3,000,000 KRW per symbol and track, reinvesting 95% of current cash, no leverage
Data audit
| Symbol | Input | Bars | Sessions | Start | End | SHA-256 |
|---|---|---|---|---|---|---|
A005930 | [original local path withheld] | 96,142 | 1,250 | 2021-07-16T09:05:00+09:00 | 2026-08-26T15:30:00+09:00 | 671f67506d52a6fd77da5b8a5ce7506bb81b83bcb08407c192eaf32966c62fbe |
A069500 | [original local path withheld] | 96,134 | 1,250 | 2021-07-16T09:05:00+09:00 | 2026-08-26T15:30:00+09:00 | 1c910ee52d9e19a3113833ff33cc1e8d93de7ed650f732cfc74108cfe3e73032 |
- The A005930 daily original has 2 OHLC violations on 1984-06-22 and 1984-12-14, so it was not used directly as a filter.
- Track B's daily trend values were computed by aggregating auditable 5-minute bars into per-session closes and using the prior day's confirmed values.
1st baseline review of existing experiments
| Experiment | Result | 1st interpretation |
|---|---|---|
| EXP-001 | CREON long-range and intraday data secured, server history exhausted | 5-minute bars allow a pilot of about 5 years; a 16-year validation is impossible |
| EXP-002 | 58 trades, -48.09%, MDD -51.86%, PF 0.496 | BNF C4-only baseline negative; structure and implementation need checking |
| EXP-003 | 590 trades, -94.70%, MDD -94.91%, PF 0.645 | Blocked by the 3R target vs 3-day exit mismatch and cost/expectancy problems |
| EXP-004 | 54 trades, +15.39%, MDD -22.42%, PF 1.459 | Yahoo single-ETF reference result; insufficient grounds for adoption |
| EXP-005 | 87 trades, +32.33%, MDD -20.83% | Positive on CREON daily, but a single ETF and a single rule |
The benchmark is not 'positive return' but passing data, execution and accounting checks, after-cost OOS expectancy, symbol and year concentration, and survivability of the equity curve.
Locked OOS results
Period returns are computed relative to the NAV just before the period. Full-experiment MDD and full ending NAV are based on NAV from train to the end.
| Symbol | Variant | Cost | Trades | OOS starting NAV | OOS ending NAV | Period return | Full ending NAV | Full return | Win rate | PF | Full MDD |
|---|---|---|---|---|---|---|---|---|---|---|---|
A005930 | A0-baseline | zero | 416 | 3,476,500 KRW | 3,928,000 KRW | 12.99% | 3,928,000 KRW | 30.93% | 62.3% | 1.139 | -10.86% |
A005930 | A0-baseline | reference | 242 | 280,846 KRW | 147,432 KRW | -47.50% | 147,432 KRW | -95.09% | 12.8% | 0.081 | -95.10% |
A005930 | A0-baseline | double | 2 | 56,630 KRW | 55,484 KRW | -2.02% | 55,484 KRW | -98.15% | 0.0% | 0.000 | -98.16% |
A005930 | A1-stop7 | zero | 416 | 3,476,500 KRW | 3,915,285 KRW | 12.62% | 3,915,285 KRW | 30.51% | 62.3% | 1.134 | -11.19% |
A005930 | A1-stop7 | reference | 242 | 280,846 KRW | 147,432 KRW | -47.50% | 147,432 KRW | -95.09% | 12.8% | 0.081 | -95.10% |
A005930 | A1-stop7 | double | 2 | 56,630 KRW | 55,484 KRW | -2.02% | 55,484 KRW | -98.15% | 0.0% | 0.000 | -98.16% |
A005930 | A2-time5bars | zero | 483 | 3,299,800 KRW | 3,623,850 KRW | 9.82% | 3,623,850 KRW | 20.80% | 58.0% | 1.108 | -11.05% |
A005930 | A2-time5bars | reference | 223 | 188,454 KRW | 104,443 KRW | -44.58% | 104,443 KRW | -96.52% | 9.9% | 0.057 | -96.53% |
A005930 | A2-time5bars | double | 2 | 56,450 KRW | 55,702 KRW | -1.32% | 55,702 KRW | -98.14% | 0.0% | 0.000 | -98.14% |
A005930 | A3-stop7-time5bars | zero | 483 | 3,299,800 KRW | 3,623,850 KRW | 9.82% | 3,623,850 KRW | 20.80% | 58.0% | 1.108 | -11.05% |
A005930 | A3-stop7-time5bars | reference | 223 | 188,454 KRW | 104,443 KRW | -44.58% | 104,443 KRW | -96.52% | 9.9% | 0.057 | -96.53% |
A005930 | A3-stop7-time5bars | double | 2 | 56,450 KRW | 55,702 KRW | -1.32% | 55,702 KRW | -98.14% | 0.0% | 0.000 | -98.14% |
A005930 | B0-daily-regime | zero | 652 | 3,020,700 KRW | 4,601,350 KRW | 52.33% | 4,601,350 KRW | 53.38% | 60.0% | 1.246 | -16.30% |
A005930 | B0-daily-regime | reference | 194 | 155,778 KRW | 100,893 KRW | -35.23% | 100,893 KRW | -96.64% | 12.4% | 0.081 | -96.65% |
A005930 | B0-daily-regime | double | 31 | 76,539 KRW | 63,025 KRW | -17.66% | 63,025 KRW | -97.90% | 0.0% | 0.000 | -97.90% |
A005930 | B1-daily-regime-day-only | zero | 673 | 3,055,800 KRW | 3,991,400 KRW | 30.62% | 3,991,400 KRW | 33.05% | 57.2% | 1.157 | -20.08% |
A005930 | B1-daily-regime-day-only | reference | 185 | 154,362 KRW | 100,053 KRW | -35.18% | 100,053 KRW | -96.66% | 9.2% | 0.056 | -96.67% |
A005930 | B1-daily-regime-day-only | double | 31 | 76,361 KRW | 63,048 KRW | -17.43% | 63,048 KRW | -97.90% | 0.0% | 0.000 | -97.90% |
A005930 | B2-daily-regime-five-sessions | zero | 652 | 3,020,700 KRW | 4,601,350 KRW | 52.33% | 4,601,350 KRW | 53.38% | 60.0% | 1.246 | -16.30% |
A005930 | B2-daily-regime-five-sessions | reference | 194 | 155,778 KRW | 100,893 KRW | -35.23% | 100,893 KRW | -96.64% | 12.4% | 0.081 | -96.65% |
A005930 | B2-daily-regime-five-sessions | double | 31 | 76,539 KRW | 63,025 KRW | -17.66% | 63,025 KRW | -97.90% | 0.0% | 0.000 | -97.90% |
A069500 | A0-baseline | zero | 484 | 2,852,634 KRW | 2,895,068 KRW | 1.49% | 2,895,068 KRW | -3.50% | 63.0% | 1.018 | -12.05% |
A069500 | A0-baseline | reference | 302 | 184,053 KRW | 71,728 KRW | -61.03% | 71,728 KRW | -97.61% | 4.0% | 0.021 | -97.61% |
A069500 | A0-baseline | double | 0 | 33,077 KRW | 33,077 KRW | 0.00% | 33,077 KRW | -98.90% | 0.0% | 0.000 | -98.90% |
A069500 | A1-stop7 | zero | 484 | 2,852,634 KRW | 2,895,068 KRW | 1.49% | 2,895,068 KRW | -3.50% | 63.0% | 1.018 | -12.05% |
A069500 | A1-stop7 | reference | 302 | 184,053 KRW | 71,728 KRW | -61.03% | 71,728 KRW | -97.61% | 4.0% | 0.021 | -97.61% |
A069500 | A1-stop7 | double | 0 | 33,077 KRW | 33,077 KRW | 0.00% | 33,077 KRW | -98.90% | 0.0% | 0.000 | -98.90% |
A069500 | A2-time5bars | zero | 562 | 2,877,636 KRW | 2,855,182 KRW | -0.78% | 2,855,182 KRW | -4.83% | 55.0% | 0.990 | -17.21% |
A069500 | A2-time5bars | reference | 277 | 131,398 KRW | 57,907 KRW | -55.93% | 57,907 KRW | -98.07% | 1.8% | 0.011 | -98.07% |
A069500 | A2-time5bars | double | 0 | 32,972 KRW | 32,972 KRW | 0.00% | 32,972 KRW | -98.90% | 0.0% | 0.000 | -98.90% |
A069500 | A3-stop7-time5bars | zero | 562 | 2,877,636 KRW | 2,855,182 KRW | -0.78% | 2,855,182 KRW | -4.83% | 55.0% | 0.990 | -17.21% |
A069500 | A3-stop7-time5bars | reference | 277 | 131,398 KRW | 57,907 KRW | -55.93% | 57,907 KRW | -98.07% | 1.8% | 0.011 | -98.07% |
A069500 | A3-stop7-time5bars | double | 0 | 32,972 KRW | 32,972 KRW | 0.00% | 32,972 KRW | -98.90% | 0.0% | 0.000 | -98.90% |
A069500 | B0-daily-regime | zero | 703 | 2,686,069 KRW | 2,957,874 KRW | 10.12% | 2,957,874 KRW | -1.40% | 61.3% | 1.059 | -18.71% |
A069500 | B0-daily-regime | reference | 303 | 141,134 KRW | 56,816 KRW | -59.74% | 56,816 KRW | -98.11% | 6.3% | 0.041 | -98.11% |
A069500 | B0-daily-regime | double | 0 | 34,334 KRW | 34,334 KRW | 0.00% | 34,334 KRW | -98.86% | 0.0% | 0.000 | -98.88% |
A069500 | B1-daily-regime-day-only | zero | 726 | 2,643,270 KRW | 2,555,558 KRW | -3.32% | 2,555,558 KRW | -14.81% | 59.9% | 0.978 | -21.91% |
A069500 | B1-daily-regime-day-only | reference | 277 | 125,079 KRW | 56,812 KRW | -54.58% | 56,812 KRW | -98.11% | 2.9% | 0.012 | -98.11% |
A069500 | B1-daily-regime-day-only | double | 0 | 34,265 KRW | 34,265 KRW | 0.00% | 34,265 KRW | -98.86% | 0.0% | 0.000 | -98.88% |
A069500 | B2-daily-regime-five-sessions | zero | 703 | 2,686,069 KRW | 2,957,874 KRW | 10.12% | 2,957,874 KRW | -1.40% | 61.3% | 1.059 | -18.71% |
A069500 | B2-daily-regime-five-sessions | reference | 303 | 141,134 KRW | 56,816 KRW | -59.74% | 56,816 KRW | -98.11% | 6.3% | 0.041 | -98.11% |
A069500 | B2-daily-regime-five-sessions | double | 0 | 34,334 KRW | 34,334 KRW | 0.00% | 34,334 KRW | -98.86% | 0.0% | 0.000 | -98.88% |
1st review insights
- 11 of 42 results had a positive locked OOS period return.
- With costs, integer quantities and compounding on 95% of current cash applied, the best OOS period was
EXP-006-A005930-B0-daily-regime-zero(52.33%). - The worst OOS period was
EXP-006-A069500-A0-baseline-reference(-61.03%); nothing is adopted on a single best value. - Per-trade P&L and costs were recorded separately, so follow-up analysis can check whether profits are eroded by costs.
- The conclusion of this 1st review is not strategy promotion but checking reproducibility and failure concentration across two symbols, three costs and two trend interpretations.
Full-period run summary
Returns are relative to the NAV just before each period. Contribution to initial capital is the change in that period's NAV relative to 3,000,000 KRW, not a compounded return summed across different periods.
| Symbol | Variant | Cost | Period | Trades | Net P&L | Period return | Contribution to initial capital |
|---|---|---|---|---|---|---|---|
A005930 | A0-baseline | zero | train | 490 | 150,300 KRW | 5.01% | 5.01% |
A005930 | A0-baseline | zero | validation | 211 | 326,200 KRW | 10.35% | 10.87% |
A005930 | A0-baseline | zero | locked_oos | 416 | 451,500 KRW | 12.99% | 15.05% |
A005930 | A0-baseline | reference | train | 490 | -2,479,534 KRW | -82.65% | -82.65% |
A005930 | A0-baseline | reference | validation | 211 | -239,620 KRW | -46.04% | -7.99% |
A005930 | A0-baseline | reference | locked_oos | 242 | -133,413 KRW | -47.50% | -4.45% |
A005930 | A0-baseline | double | train | 490 | -2,885,679 KRW | -96.19% | -96.19% |
A005930 | A0-baseline | double | validation | 115 | -57,691 KRW | -50.46% | -1.92% |
A005930 | A0-baseline | double | locked_oos | 2 | -1,146 KRW | -2.02% | -0.04% |
A005930 | A1-stop7 | zero | train | 490 | 150,300 KRW | 5.01% | 5.01% |
A005930 | A1-stop7 | zero | validation | 211 | 326,200 KRW | 10.35% | 10.87% |
A005930 | A1-stop7 | zero | locked_oos | 416 | 438,785 KRW | 12.62% | 14.63% |
A005930 | A1-stop7 | reference | train | 490 | -2,479,534 KRW | -82.65% | -82.65% |
A005930 | A1-stop7 | reference | validation | 211 | -239,620 KRW | -46.04% | -7.99% |
A005930 | A1-stop7 | reference | locked_oos | 242 | -133,413 KRW | -47.50% | -4.45% |
A005930 | A1-stop7 | double | train | 490 | -2,885,679 KRW | -96.19% | -96.19% |
A005930 | A1-stop7 | double | validation | 115 | -57,691 KRW | -50.46% | -1.92% |
A005930 | A1-stop7 | double | locked_oos | 2 | -1,146 KRW | -2.02% | -0.04% |
A005930 | A2-time5bars | zero | train | 574 | 131,400 KRW | 4.38% | 4.38% |
A005930 | A2-time5bars | zero | validation | 238 | 168,400 KRW | 5.38% | 5.61% |
A005930 | A2-time5bars | zero | locked_oos | 483 | 324,050 KRW | 9.82% | 10.80% |
A005930 | A2-time5bars | reference | train | 574 | -2,612,586 KRW | -87.09% | -87.09% |
A005930 | A2-time5bars | reference | validation | 238 | -198,960 KRW | -51.36% | -6.63% |
A005930 | A2-time5bars | reference | locked_oos | 223 | -84,010 KRW | -44.58% | -2.80% |
A005930 | A2-time5bars | double | train | 556 | -2,922,801 KRW | -97.43% | -97.43% |
A005930 | A2-time5bars | double | validation | 45 | -20,750 KRW | -26.88% | -0.69% |
A005930 | A2-time5bars | double | locked_oos | 2 | -748 KRW | -1.32% | -0.02% |
A005930 | A3-stop7-time5bars | zero | train | 574 | 131,400 KRW | 4.38% | 4.38% |
A005930 | A3-stop7-time5bars | zero | validation | 238 | 168,400 KRW | 5.38% | 5.61% |
A005930 | A3-stop7-time5bars | zero | locked_oos | 483 | 324,050 KRW | 9.82% | 10.80% |
A005930 | A3-stop7-time5bars | reference | train | 574 | -2,612,586 KRW | -87.09% | -87.09% |
A005930 | A3-stop7-time5bars | reference | validation | 238 | -198,960 KRW | -51.36% | -6.63% |
A005930 | A3-stop7-time5bars | reference | locked_oos | 223 | -84,010 KRW | -44.58% | -2.80% |
A005930 | A3-stop7-time5bars | double | train | 556 | -2,922,801 KRW | -97.43% | -97.43% |
A005930 | A3-stop7-time5bars | double | validation | 45 | -20,750 KRW | -26.88% | -0.69% |
A005930 | A3-stop7-time5bars | double | locked_oos | 2 | -748 KRW | -1.32% | -0.02% |
A005930 | B0-daily-regime | zero | train | 484 | 114,400 KRW | 3.81% | 3.81% |
A005930 | B0-daily-regime | zero | validation | 359 | -93,700 KRW | -3.01% | -3.12% |
A005930 | B0-daily-regime | zero | locked_oos | 652 | 1,580,650 KRW | 52.33% | 52.69% |
A005930 | B0-daily-regime | reference | train | 484 | -2,477,915 KRW | -82.60% | -82.60% |
A005930 | B0-daily-regime | reference | validation | 359 | -366,307 KRW | -70.16% | -12.21% |
A005930 | B0-daily-regime | reference | locked_oos | 194 | -54,885 KRW | -35.23% | -1.83% |
A005930 | B0-daily-regime | double | train | 484 | -2,878,769 KRW | -95.96% | -95.96% |
A005930 | B0-daily-regime | double | validation | 74 | -44,692 KRW | -36.86% | -1.49% |
A005930 | B0-daily-regime | double | locked_oos | 31 | -13,514 KRW | -17.66% | -0.45% |
A005930 | B1-daily-regime-day-only | zero | train | 497 | 32,500 KRW | 1.08% | 1.08% |
A005930 | B1-daily-regime-day-only | zero | validation | 368 | 23,300 KRW | 0.77% | 0.78% |
A005930 | B1-daily-regime-day-only | zero | locked_oos | 673 | 935,600 KRW | 30.62% | 31.19% |
A005930 | B1-daily-regime-day-only | reference | train | 497 | -2,506,328 KRW | -83.54% | -83.54% |
A005930 | B1-daily-regime-day-only | reference | validation | 368 | -339,310 KRW | -68.73% | -11.31% |
A005930 | B1-daily-regime-day-only | reference | locked_oos | 185 | -54,309 KRW | -35.18% | -1.81% |
A005930 | B1-daily-regime-day-only | double | train | 497 | -2,891,290 KRW | -96.38% | -96.38% |
A005930 | B1-daily-regime-day-only | double | validation | 54 | -32,349 KRW | -29.76% | -1.08% |
A005930 | B1-daily-regime-day-only | double | locked_oos | 31 | -13,313 KRW | -17.43% | -0.44% |
A005930 | B2-daily-regime-five-sessions | zero | train | 484 | 114,400 KRW | 3.81% | 3.81% |
A005930 | B2-daily-regime-five-sessions | zero | validation | 359 | -93,700 KRW | -3.01% | -3.12% |
A005930 | B2-daily-regime-five-sessions | zero | locked_oos | 652 | 1,580,650 KRW | 52.33% | 52.69% |
A005930 | B2-daily-regime-five-sessions | reference | train | 484 | -2,477,915 KRW | -82.60% | -82.60% |
A005930 | B2-daily-regime-five-sessions | reference | validation | 359 | -366,307 KRW | -70.16% | -12.21% |
A005930 | B2-daily-regime-five-sessions | reference | locked_oos | 194 | -54,885 KRW | -35.23% | -1.83% |
A005930 | B2-daily-regime-five-sessions | double | train | 484 | -2,878,769 KRW | -95.96% | -95.96% |
A005930 | B2-daily-regime-five-sessions | double | validation | 74 | -44,692 KRW | -36.86% | -1.49% |
A005930 | B2-daily-regime-five-sessions | double | locked_oos | 31 | -13,514 KRW | -17.66% | -0.45% |
A069500 | A0-baseline | zero | train | 519 | -95,949 KRW | -3.20% | -3.20% |
A069500 | A0-baseline | zero | validation | 229 | -51,417 KRW | -1.77% | -1.71% |
A069500 | A0-baseline | zero | locked_oos | 484 | 42,434 KRW | 1.49% | 1.41% |
A069500 | A0-baseline | reference | train | 519 | -2,581,786 KRW | -86.06% | -86.06% |
A069500 | A0-baseline | reference | validation | 229 | -234,161 KRW | -55.99% | -7.81% |
A069500 | A0-baseline | reference | locked_oos | 302 | -112,325 KRW | -61.03% | -3.74% |
A069500 | A0-baseline | double | train | 519 | -2,927,872 KRW | -97.60% | -97.60% |
A069500 | A0-baseline | double | validation | 133 | -39,052 KRW | -54.14% | -1.30% |
A069500 | A0-baseline | double | locked_oos | 0 | 0 KRW | 0.00% | 0.00% |
A069500 | A1-stop7 | zero | train | 519 | -95,949 KRW | -3.20% | -3.20% |
A069500 | A1-stop7 | zero | validation | 229 | -51,417 KRW | -1.77% | -1.71% |
A069500 | A1-stop7 | zero | locked_oos | 484 | 42,434 KRW | 1.49% | 1.41% |
A069500 | A1-stop7 | reference | train | 519 | -2,581,786 KRW | -86.06% | -86.06% |
A069500 | A1-stop7 | reference | validation | 229 | -234,161 KRW | -55.99% | -7.81% |
A069500 | A1-stop7 | reference | locked_oos | 302 | -112,325 KRW | -61.03% | -3.74% |
A069500 | A1-stop7 | double | train | 519 | -2,927,872 KRW | -97.60% | -97.60% |
A069500 | A1-stop7 | double | validation | 133 | -39,052 KRW | -54.14% | -1.30% |
A069500 | A1-stop7 | double | locked_oos | 0 | 0 KRW | 0.00% | 0.00% |
A069500 | A2-time5bars | zero | train | 593 | -111,168 KRW | -3.71% | -3.71% |
A069500 | A2-time5bars | zero | validation | 257 | -11,196 KRW | -0.39% | -0.37% |
A069500 | A2-time5bars | zero | locked_oos | 562 | -22,454 KRW | -0.78% | -0.75% |
A069500 | A2-time5bars | reference | train | 593 | -2,681,166 KRW | -89.37% | -89.37% |
A069500 | A2-time5bars | reference | validation | 257 | -187,437 KRW | -58.79% | -6.25% |
A069500 | A2-time5bars | reference | locked_oos | 277 | -73,491 KRW | -55.93% | -2.45% |
A069500 | A2-time5bars | double | train | 593 | -2,950,983 KRW | -98.37% | -98.37% |
A069500 | A2-time5bars | double | validation | 62 | -16,046 KRW | -32.73% | -0.53% |
A069500 | A2-time5bars | double | locked_oos | 0 | 0 KRW | 0.00% | 0.00% |
A069500 | A3-stop7-time5bars | zero | train | 593 | -111,168 KRW | -3.71% | -3.71% |
A069500 | A3-stop7-time5bars | zero | validation | 257 | -11,196 KRW | -0.39% | -0.37% |
A069500 | A3-stop7-time5bars | zero | locked_oos | 562 | -22,454 KRW | -0.78% | -0.75% |
A069500 | A3-stop7-time5bars | reference | train | 593 | -2,681,166 KRW | -89.37% | -89.37% |
A069500 | A3-stop7-time5bars | reference | validation | 257 | -187,437 KRW | -58.79% | -6.25% |
A069500 | A3-stop7-time5bars | reference | locked_oos | 277 | -73,491 KRW | -55.93% | -2.45% |
A069500 | A3-stop7-time5bars | double | train | 593 | -2,950,983 KRW | -98.37% | -98.37% |
A069500 | A3-stop7-time5bars | double | validation | 62 | -16,046 KRW | -32.73% | -0.53% |
A069500 | A3-stop7-time5bars | double | locked_oos | 0 | 0 KRW | 0.00% | 0.00% |
A069500 | B0-daily-regime | zero | train | 444 | -59,464 KRW | -1.98% | -1.98% |
A069500 | B0-daily-regime | zero | validation | 369 | -254,467 KRW | -8.65% | -8.48% |
A069500 | B0-daily-regime | zero | locked_oos | 703 | 271,805 KRW | 10.12% | 9.06% |
A069500 | B0-daily-regime | reference | train | 444 | -2,441,536 KRW | -81.38% | -81.38% |
A069500 | B0-daily-regime | reference | validation | 369 | -417,330 KRW | -74.73% | -13.91% |
A069500 | B0-daily-regime | reference | locked_oos | 303 | -84,317 KRW | -59.74% | -2.81% |
A069500 | B0-daily-regime | double | train | 444 | -2,883,072 KRW | -96.10% | -96.10% |
A069500 | B0-daily-regime | double | validation | 201 | -82,594 KRW | -70.64% | -2.75% |
A069500 | B0-daily-regime | double | locked_oos | 0 | 0 KRW | 0.00% | 0.00% |
A069500 | B1-daily-regime-day-only | zero | train | 458 | -151,146 KRW | -5.04% | -5.04% |
A069500 | B1-daily-regime-day-only | zero | validation | 385 | -205,584 KRW | -7.22% | -6.85% |
A069500 | B1-daily-regime-day-only | zero | locked_oos | 726 | -87,712 KRW | -3.32% | -2.92% |
A069500 | B1-daily-regime-day-only | reference | train | 458 | -2,485,992 KRW | -82.87% | -82.87% |
A069500 | B1-daily-regime-day-only | reference | validation | 385 | -388,929 KRW | -75.67% | -12.96% |
A069500 | B1-daily-regime-day-only | reference | locked_oos | 277 | -68,267 KRW | -54.58% | -2.28% |
A069500 | B1-daily-regime-day-only | double | train | 458 | -2,895,569 KRW | -96.52% | -96.52% |
A069500 | B1-daily-regime-day-only | double | validation | 184 | -70,166 KRW | -67.19% | -2.34% |
A069500 | B1-daily-regime-day-only | double | locked_oos | 0 | 0 KRW | 0.00% | 0.00% |
A069500 | B2-daily-regime-five-sessions | zero | train | 444 | -59,464 KRW | -1.98% | -1.98% |
A069500 | B2-daily-regime-five-sessions | zero | validation | 369 | -254,467 KRW | -8.65% | -8.48% |
A069500 | B2-daily-regime-five-sessions | zero | locked_oos | 703 | 271,805 KRW | 10.12% | 9.06% |
A069500 | B2-daily-regime-five-sessions | reference | train | 444 | -2,441,536 KRW | -81.38% | -81.38% |
A069500 | B2-daily-regime-five-sessions | reference | validation | 369 | -417,330 KRW | -74.73% | -13.91% |
A069500 | B2-daily-regime-five-sessions | reference | locked_oos | 303 | -84,317 KRW | -59.74% | -2.81% |
A069500 | B2-daily-regime-five-sessions | double | train | 444 | -2,883,072 KRW | -96.10% | -96.10% |
A069500 | B2-daily-regime-five-sessions | double | validation | 201 | -82,594 KRW | -70.64% | -2.75% |
A069500 | B2-daily-regime-five-sessions | double | locked_oos | 0 | 0 KRW | 0.00% | 0.00% |
Charts
The HTML report includes a locked OOS return comparison and baseline-cost equity curves as inline SVG.
Reproducibility
- Run date: 2026-08-31
- Model:
gpt-5.6-luna / high - The existing EXP-005 and daily ledgers were not modified
- Original CSVs are not included in Git; each trade ledger CSV and data SHA-256 is recorded
- The verdict is decided not as
advancebut after the next stage's independent ledger review and concentration analysis
Source and migration evidence
Source: reports/experiments/EXP-006-connors-rsi2-m5-review.md
Original SHA-256: 606dca030d48a808d75ba37dc13dd15bef5a5a19c3aafc7d767021bdc4bf3684
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.