Immutable research result
Long Straddle — 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 |
|---|---|---|---|---|---|---|
| Training14 completed, 1 skipped | −0.36% | −0.48% | +28.57% | 0.84 | -0.15 | −1.33% |
| Validation1 completed, 6 skipped | +0.32% | +0.31% | +100.00% | Not measured | 0.52 | −0.14% |
RESEARCH RECORD ID
fba0847769ce…
The strategy, protocol, data snapshots, costs and deterministic assumptions are fingerprinted together.
PAPER-OBSERVATION DECISION
Too little evidence
Only 1 completed historical trade exist. That is too little to call the result promising; paper-observing every one-trade idea would create an uncontrolled second search.