Immutable research result
Bullish Call Diagonal
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 |
|---|---|---|---|---|---|---|
| Training7 completed, 0 skipped | +0.63% | +0.57% | +71.43% | 2.00 | 0.25 | −0.91% |
| Validation2 completed, 0 skipped | −1.24% | −1.26% | +50.00% | 0.02 | -1.14 | −1.42% |
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.