Immutable research result
Covered Call — Weekly
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 |
|---|---|---|---|---|---|---|
| Training33 completed, 3 skipped | +13.63% | +13.28% | +75.76% | 1.86 | 0.65 | −8.37% |
| Validation8 completed, 0 skipped | +2.75% | +2.68% | +50.00% | 1.52 | 0.46 | −3.18% |
RESEARCH RECORD ID
fba0847769ce…
The strategy, protocol, data snapshots, costs and deterministic assumptions are fingerprinted together.
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.