What was tested
Volatility-Expansion Long Strangle on MU
- Strategy
- UnderlyingMicron Technology, Inc. (MU)
- Structures tested
- Cadenceweekly / up to 5 sessions
- ProtocolSingle-Stock Options Tournament v4
Evidence and readiness
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.
Validation ROI−0.05%
Adverse-cost ROI−0.26%
Win rate+40.00%
Completed trades5
Sharpe ratio-0.03
Max drawdown−0.58%
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.
SAFETY
No paper-order eligibility
This version cannot create a paper order because it did not meet the experimental queue rule. The deployment contains no live-order URL.