Immutable research result
Bear-Trend Put Debit Vertical — 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 |
|---|---|---|---|---|---|---|
| Training5 completed, 0 skipped | −2.84% | −2.95% | +20.00% | 0.23 | -0.91 | −4.10% |
| Validation11 completed, 0 skipped | −1.02% | −1.19% | +45.45% | 0.80 | -0.24 | −4.96% |
RESEARCH RECORD ID
fba0847769ce…
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.