What was tested
Bull-Trend Long Call on SPY
- Strategy
- UnderlyingSPDR S&P 500 ETF Trust (SPY)
- Structures tested
- Cadencemonthly
- ProtocolSPY Strategy Tournament v1
Evidence and readiness
Paper observation candidate.
ROI, adverse-cost ROI, and Sharpe were positive, and modeled risk is bounded or fully collateralized. The failed historical gate was sample size, so prospective paper observation is appropriate; this is not validation or live approval.
Validation ROI+1.90%
Adverse-cost ROI+1.87%
Win rate+50.00%
Completed trades6
Sharpe ratio0.52
Max drawdown−3.02%
PAPER-OBSERVATION DECISION
Paper observation candidate
ROI, adverse-cost ROI, and Sharpe were positive, and modeled risk is bounded or fully collateralized. The failed historical gate was sample size, so prospective paper observation is appropriate; this is not validation or live approval.
SAFETY
Isolated Alpaca paper observation
A separate worker may submit only a newly qualified frozen signal to Alpaca paper after execution-quality and central-risk approval. The public page has no order controls, and no live-order URL exists.