# Recent Strategy Backtest Snapshot

Data end: `2026-05-17T06:45:00+00:00`.

## 7d/14d/30d/90d Results

| name | kind | 7d | 14d | 30d | 90d | trades_30d | mdd_30d | calmar_30d | trades_90d | mdd_90d | calmar_90d |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| BB squeeze long_only l48-bw960-q25 vc006 | bb_squeeze | -2.50% | -6.01% | 3.61% | 48.81% | 15 | 6.41% | 8.43 | 42 | 15.25% | 26.75 |
| BB squeeze live l48-bw960-q25 both vc006 | live_bb_squeeze | -2.65% | -8.73% | 2.49% | 69.08% | 21 | 13.09% | 2.87 | 68 | 18.22% | 41.04 |
| BTC risk ETH short overlay 5pct | short_overlay | 0.00% | 0.00% | 0.00% | 0.01% | 0 | 0.00% | 0.00 | 19 | 0.64% | 0.08 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25 | relative_momentum | 0.00% | 0.00% | 0.00% | 0.66% | 0 | 0.00% | 0.00 | 2 | 0.44% | 6.09 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25 | relative_momentum | 0.00% | 0.00% | 0.00% | 0.00% | 0 | 0.00% | 0.00 | 0 | 0.00% | 0.00 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25 | relative_momentum | 0.00% | 0.00% | 0.00% | 1.06% | 0 | 0.00% | 0.00 | 2 | 0.36% | 12.25 |
| ETH buy_hold_unlevered | benchmark | -6.21% | -5.17% | -6.26% | 11.08% | 1 | 11.88% | -4.58 | 1 | 17.26% | 3.08 |
| ETH buy_hold_3x_continuous | benchmark | -18.09% | -16.07% | -20.85% | 7.51% | 1 | 34.11% | -2.76 | 1 | 45.73% | 0.75 |

## Calendar Fusion Focused Pool

Focused fusion search produced no candidate passing the strict positive 1y/6m/3m selection filter. The populated total file is still useful for diagnostics; top rows by 3m are below.

| name | total_return | annualized_return | max_drawdown | calmar | h1y_return | h6m_return | h3m_return |
| --- | --- | --- | --- | --- | --- | --- | --- |
| fusion-cal-lr_riskoff00-l1.08-brs0.12-eth4hs0.00-btc4hs0.00-eg0.08-bg0.04-cal0.125 | 358.18% | 27.30% | 9.36% | 2.92 | 20.32% | 7.75% | -0.53% |
| fusion-cal-lr_riskoff00-l1.08-brs0.12-eth4hs0.00-btc4hs0.00-eg0.08-bg0.03-cal0.125 | 349.95% | 26.93% | 9.27% | 2.90 | 20.04% | 7.54% | -0.53% |
| fusion-cal-lr_riskoff00-l1.08-brs0.12-eth4hs0.00-btc4hs0.00-eg0.10-bg0.03-cal0.125 | 369.25% | 27.78% | 9.52% | 2.92 | 21.05% | 8.50% | -0.53% |
| fusion-cal-lr_riskoff00-l1.08-brs0.12-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00-cal0.125 | 413.25% | 29.61% | 9.80% | 3.02 | 22.76% | 9.82% | -0.53% |
| fusion-cal-lr_riskoff00-l1.08-brs0.12-eth4hs0.00-btc4hs0.04-eg0.10-bg0.00-cal0.125 | 376.03% | 28.07% | 9.46% | 2.97 | 21.23% | 8.53% | -0.53% |
| fusion-cal-lr_riskoff00-l1.08-brs0.12-eth4hs0.00-btc4hs0.06-eg0.08-bg0.00-cal0.125 | 372.35% | 27.91% | 9.32% | 3.00 | 20.72% | 7.90% | -0.53% |
| fusion-cal-lr_riskoff00-l1.08-brs0.12-eth4hs0.00-btc4hs0.00-eg0.08-bg0.00-cal0.125 | 325.92% | 25.83% | 9.01% | 2.87 | 19.19% | 6.92% | -0.53% |
| fusion-cal-lr_riskoff00-l1.08-brs0.12-eth4hs0.00-btc4hs0.02-eg0.06-bg0.00-cal0.125 | 322.69% | 25.68% | 8.87% | 2.90 | 18.70% | 6.29% | -0.53% |

## Readout

- Current live BB squeeze remains the only active high-frequency live candidate: 30d +2.49%, 90d +69.08%, but 7d -2.65% and 14d -8.73% show recent degradation.
- BB squeeze long-only is less volatile than both-side over the last 30d: 30d +3.61%, 30d MDD 6.41%, but it also lost money in the last 7d/14d.
- Short overlay and relative-momentum candidates are mostly inactive in the last 30d, so they are not solving the current no-trade problem.
- Calendar fusion remains strong over full/1y/6m in the focused pool, but its best 3m rows are still about -0.53%; this is not an immediate replacement for the live 15m strategy.

## Data Caveats

- `reports/eth-exploration/eth-btc-nextgen-equity.csv` ends at `2026-04-29`, so eth-nextgen-micro outputs based on it are excluded from this 2026-05-17 recent snapshot.
- `scripts/search_eth_btc_nextgen_variants.py` reached the end of the search loop in the previous run but timed out before writing refreshed output files.
- A failed focused calendar-fusion report generation previously wrote empty `fusion-calendar-horizons.csv` and `fusion-calendar-monthly.csv`; `fusion-calendar-total.csv` is populated, and the script now handles empty selected sets explicitly.