Immutable research result
Cash-Secured Put — 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 |
|---|---|---|---|---|---|---|
| Training36 completed, 0 skipped | +6.34% | +5.96% | +80.56% | 2.42 | 0.65 | −3.14% |
| Validation8 completed, 0 skipped | +0.62% | +0.55% | +62.50% | 1.48 | 0.34 | −0.84% |
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.