§ 2022-01-03 → 2025-12-31 EQUITIES
SMA Crossover · SPY
Dual moving-average crossover (5 / 40) on US equities.
Overall grade
B B
- CAGR
- +11.26%
- Sharpe
- 1.04
- Max DD
- -11.7%
- Trades
- 13
- Benchmark · Engine divergence
- SPY B&H +10.84% Bar ≈ Event
Profit factor 4.17, Kelly 40.9%. GBM noise and GAN crash grades both C — suspicious profit on GBM hints at mild overfitting.
§ 4 pages Full scorecard