Legacy NFIV5 free sample
This schema v1.0 artifact is retained only as a limited historical sample. It does not include the v1.1 date-range and trading-cost evidence required for current database reports.
Strategy research report: NFIV5 across market regimes
The catalog contains 315 source-code analyses. Its historical record contains 215 backtest runs, including 126 runs that completed without a runner error across 65 distinct strategies. Completion means the backtest executed; it does not mean the strategy was profitable. A separate 71-strategy community research batch advanced one candidate to a 49-asset, five-window historical validation.
Research date:
Review model: gpt-5.6-sol
01 · Research coverage
Research coverage
A compact view of the completed analysis and backtest records behind this report.
Source-analyzed strategies
315
code-analysis coverage, not empirical passes
Backtest runs
215
Completed runs
126
65 independent strategies with a completed backtest · 58.60% run completion rate; completion is not profitability
Failed runs
89
Lead research candidate
NostalgiaForInfinityV5
The batch research record identifies this as the one candidate that met its predefined cross-regime, out-of-sample, specified-risk-control, and per-asset coverage checks. That record supports only paper-trading observation and further validation, not real-capital deployment.
Selected for follow-up validation across market regimes; this is not a recommendation to trade with real funds.
02 · Cross-regime evidence
Cross-regime evidence
Results are shown window by window so a single favorable period cannot hide weaker conditions.
Performance by window
Strategy return
The center line is zero. Market change is context, not a claim of benchmark outperformance.
Bull market
Market +124.0%
+20.79%
Sideways market
Market -2.0%
+3.3%
Bear market
Market -32.0%
+2.34%
Out-of-sample recovery
Market —
+5.92%
Out-of-sample extreme altcoin bear market
Market -59.0%
-6.4%
Return quality and risk
Profit factor / max drawdown
Each metric has its own scale across this report. Read the labels for exact values.
Bull market
Bull
Sideways market
Sideways
Bear market
Bear
Out-of-sample recovery
Recovery
Out-of-sample extreme altcoin bear market
Extreme altcoin bear
Backtest window details
| Window | Regime | Market | Strategy | Profit factor | Max drawdown | Sharpe | Pair coverage |
|---|---|---|---|---|---|---|---|
| Bull market | Bull | +124.0% | +20.79% | 3.26 | 2.40% | 9.14 | 41 positive / 6 negative · Very broad |
| Sideways market | Sideways | -2.0% | +3.3% | 1.79 | 1.30% | 1.98 | 34 positive / 9 negative · Broad |
| Bear market | Bear | -32.0% | +2.34% | 1.35 | 2.00% | 1.51 | 29 positive / 15 negative · Broad |
| Out-of-sample recovery | Recovery | — | +5.92% | 2.47 | 0.95% | 3.61 | 33 positive / 8 negative · Broad |
| Out-of-sample extreme altcoin bear market | Extreme altcoin bear | -59.0% | -6.4% | 0.61 | 10.40% | -2.30 | 16 positive / 26 negative · Failed breadth test |
03 · Methodology
Methodology
- 1
Catalog coverage and empirical coverage are different: 315 strategies received source-code analysis, while 126 of the 215 historical runs completed without a runner error and covered 65 distinct strategies. A completed run is not the same as a profitable result. A separate 71-strategy community batch had 39 completed and 32 incomplete initial backtests.
- 2
The candidate was tested across bull, sideways, bear, and two out-of-sample windows to reduce the risk of a false positive from one favorable period.
- 3
The final historical test scenario covered 49 assets with available data across the windows, assumed full allocation and a -12% hard stop-loss, and decomposed results by asset.
- 4
The assessment considered return, profit factor, Sharpe ratio, maximum drawdown, and positive-versus-negative asset coverage. An isolated win rate or relative performance against buy-and-hold was not treated as proof of positive expectancy.
04 · What the evidence says
What the evidence says
- The candidate produced a positive return in four of five windows. Maximum drawdown was no more than 2.4% in each positive-return window.
- The bull-market window reported a 20.79% simulated return and a profit factor of 3.26; the per-asset summary counted 41 positive and 6 negative assets. This shows breadth within that historical window, but does not establish future breadth or rule out concentration in individual trades.
- In the bear-market window, the market-change context was -32% and the strategy simulation returned 2.34%. The figures use different series and do not by themselves establish benchmark outperformance; this was not a live result.
- The extreme altcoin bear-market window exposed the primary weakness: a -6.4% strategy return, 0.61 profit factor, and 10.4% maximum drawdown.
- An earlier eight-asset test concealed the extreme-bear weakness. Expanding to 49 assets and decomposing results by asset revealed the fuller risk profile.
05 · Limitations to keep in view
Limitations to keep in view
- All figures are historical backtests, not live-trading performance, and do not establish that future results will be similar.
- The report tests specified assumptions for data, fees, slippage, fills, and strategy configuration. Real trading conditions may differ materially.
- Thirty-two strategies did not complete the initial backtest, so the comparison across all 71 strategies was not based on equally complete evidence.
- Positive and negative asset counts are not trade counts. The source report did not provide per-window trade counts for the final 49-asset test, so this page does not infer them.
- A prolonged extreme altcoin decline still produced a material loss and drawdown. Longer samples, broader validation, and live execution observation are required before any real-capital decision.
This report only documents a research process and historical simulations. It is not investment advice, a trading recommendation, a return forecast, or a guarantee. Any real-capital decision requires independent assessment and remains entirely at the decision-maker's risk.
06 · Publication audit
Publication audit
The exact public report payload shown on this page passed automated privacy, provenance, financial-claims, and caveat checks before publication.
- Status
- Approved
- Review model
- gpt-5.6-sol
- Reviewed at
- Personal information
- No findings in the approved public payload
- Integrity binding
- The reviewed payload matches the published payload.