Research laboratory

Continuous backtesting · out-of-sample validation · parameter discovery

Lifetime Backtests

187,432

8,201 this month

IS → OOS Retention

71%

target >60%

Best Live Sharpe (30d)

2.91

FDS-01 v1.3

Sweeps Running

3 / 4

LAB · TRADER · vast.ai

Parameter Sensitivity — FDS-01

Swing length × Reduction length

Reduction length ↑

0.41

0.82

1.12

1.38

1.51

1.49

1.28

1.04

1.62

2.04

2.41

2.48

2.18

1.71

1.32

2.04

2.71

2.91

2.88

2.42

1.96

1.18

1.92

2.37

2.65

2.51

2.12

1.66

0.84

1.34

1.86

2.08

1.99

1.62

1.24

0.71

1.04

1.51

1.78

1.62

1.27

0.81

0.42

0.78

1.08

1.34

1.12

0.78

0.44

Swing length →

Low Sharpe

High Sharpe

IS vs OOS Validation

412 candidates · latest sweep

● robust candidates ● mid-tier ● overfit (high IS, low OOS)

Active Sweeps

3 running · 1 queued

Sweep	Host	Strategy	Progress	ETA
SW-2026-0527-A	LAB	FDS-01 universe expansion	73%	2h 14m
SW-2026-0527-B	TRADER	Bot-C parameter grid	41%	5h 08m
SW-2026-0526-C	vast.ai	BB-Scalp regime study	88%	42m
SW-2026-0528-D	queued	News-bot threshold scan	queued	—

Top Candidates — SW-2026-0526-A

Ranked by OOS Sharpe

#	Strategy	IS	OOS	Decay	DD
1	FDS-01 v1.3	3.42	2.91	15%	2.2%
2	FDS-01 v1.3-RC2	3.31	2.84	14%	2.4%
3	FDS-01 v1.4-exp	3.58	2.62	27%	3.1%
4	VRO-Vol2-tier3	2.84	2.18	23%	2.8%
5	VWAP-PB-MES	2.71	1.92	29%	3.4%
6	BB-Scalp-LowVol	2.42	1.84	24%	2.6%
7	OvernightCarry-Q	2.18	1.62	26%	3.1%

Promotion Gates — What a strategy must pass before going live

8 gates · FDS-01 passing 8/8

In-sample Sharpe

3.42 / >1.5 ✓

OOS Sharpe

2.91 / >1.2 ✓

IS→OOS decay

15% / <40% ✓

Max drawdown

2.2% / <8% ✓

Trade count (OOS)

187 / >100 ✓

Regime robustness

4 / 4 ✓

Latency-safe features

100% ✓

Paper-pilot weeks

3 / ≥2 ✓