What was tested
Bullish Call Diagonal on SPY
- Strategy
- UnderlyingSPDR S&P 500 ETF Trust (SPY)
- Structures tested
- Cadencemonthly
- ProtocolSPY Strategy Tournament v1
Evidence and readiness
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.
Validation ROI−1.24%
Adverse-cost ROI−1.26%
Win rate+50.00%
Completed trades2
Sharpe ratio-1.14
Max drawdown−1.42%
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.
SAFETY
No paper-order eligibility
This version cannot create a paper order because it did not meet the experimental queue rule. The deployment contains no live-order URL.