Immutable research result
Cash-Secured Put
Training and validation use consecutive frozen historical stages. Missing or incomplete option lifecycles were skipped rather than priced by proxy.
Stage evidence
| Stage | ROI | Adverse ROI | Win rate | Profit factor | Sharpe | Max drawdown |
|---|---|---|---|---|---|---|
| Training24 completed, 0 skipped | +10.25% | +10.00% | +87.50% | 7.84 | 0.95 | −3.30% |
| Validation4 completed, 0 skipped | −0.16% | −0.19% | +50.00% | 0.78 | -0.05 | −1.30% |
RESEARCH RECORD ID
e828a6c1ea31…
The strategy, protocol, data snapshots, costs and deterministic assumptions are fingerprinted together.
PAPER-OBSERVATION DECISION
Historical evidence unfavorable
Validation ROI, adverse-cost ROI, or Sharpe was not positive. The blocker is observed performance, not merely data volume, so this version is not approved for paper observation.