Immutable research result
Long Straddle
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 |
|---|---|---|---|---|---|---|
| Training4 completed, 1 skipped | −1.16% | −1.19% | +25.00% | 0.19 | -0.67 | −1.33% |
| Validation0 completed, 1 skipped | Not measured | Not measured | Not measured | Not measured | — | Not measured |
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.