Immutable research result
Bull-Trend Long 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 |
|---|---|---|---|---|---|---|
| Training47 completed, 7 skipped | +4.43% | +2.93% | +65.96% | 1.42 | 0.48 | −4.63% |
| Validation10 completed, 1 skipped | +1.01% | +0.96% | +70.00% | 1.36 | 0.31 | −2.69% |
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.