What was tested
Regime Router v0.1 on SPY
- Strategy
- UnderlyingSPDR S&P 500 ETF Trust (SPY)
- Structures tested, and
- Period04-03-18 through 08-17-26
- PurposeHistorical research only; no paper or live orders
Test result
The broad historical test rejected Strategy v0.1.
The unchanged strategy did not pass the broad untouched holdout and must not advance. The result spans 04-03-18 through 08-17-26 and preserves the earlier short-slice failure as separate evidence.
Broad holdout+0.14%
Holdout SPY+67.27%
Approved for paper tradingNo
What this means
01 · EVIDENCE
Eight years tested
Training, validation and untouched holdout periods are reported separately.
02 · ROBUSTNESS
Costs were stressed
The same trades were rerun under multiple slippage and sizing assumptions.
03 · SAFETY
No orders are enabled
Historical evidence alone cannot activate paper or live execution.