Regime Router v0.1 · Validation status
Rejected after the broad historical holdout.
This page shows whether this specific strategy version is ready to advance. It does not describe the health of the overall TradeMight platform.
Historical resultRejected
Paper-trading approvalNo
Live-trading approvalNo
Strategy definition
BROAD BACKTEST COMPLETE · REJECTED
Tests whether the market environment should change how the same SPY opportunity is expressed.
- Bull trendCall debit spread
- Bear trendPut debit spread
- Range + rich IVDefined-risk iron condor
- UncertainHold cash; no forced trade
NEXT MILESTONE
Design v0.2 separately
v0.1 is immutable and rejected. Any new rules must become a separately versioned hypothesis before another backtest is run.
Broad holdout: +0.14% versus SPY +67.27%; 3¢ slippage: −0.23%.
Contract-selection readiness
DEBIT VERTICALS · MECHANICAL RULES READY
The engine selected call and put spreads without hindsight
Every eligible leg passed the frozen DTE, delta, bid, spread, open-interest, IV and model-error checks. This implementation readiness did not make the strategy profitable or eligible to advance.