Immutable research result
Range-Pin Call Butterfly
Point-in-time option chains produced too few frozen-signal lifecycles to reach the sample gate. Exact execution P&L was therefore left sealed.
Stage evidence
| Stage | ROI | Adverse ROI | Win rate | Profit factor | Sharpe | Max drawdown |
|---|---|---|---|---|---|---|
| Training0 completed, 0 skipped | Not measured | Not measured | Not measured | Not measured | — | Not measured |
| Validation0 completed, 2 skipped | Not measured | Not measured | Not measured | Not measured | — | Not measured |
RESEARCH RECORD ID
fb038c993598…
The strategy, protocol, data snapshots, costs and deterministic assumptions are fingerprinted together.
PAPER-OBSERVATION DECISION
Not measurable
The live rule requires a complete liquid near/far option pair. Historical evidence could not supply it reliably, so neither ROI nor win rate exists. Paper observation cannot repair a signal that is usually unavailable at decision time.