Faster confidence without waiting forward: long-history (2006-2026, 20y incl all crises) on
SPY/IEF/GLD/DBC+trend (conservative, no DBMF/crypto). Full Sharpe +0.96, maxDD -9.9%; survived
EVERY crisis (2008 +1.1, 2020 +1.4, 2022 -0.2), shallow DDs; 16/21 yrs positive. Block-bootstrap
CI: Sharpe p5 +0.62 / median +0.99 / p95 +1.34, P(>0.5)=99%. 2006-2018 quasi-OOS held +1-2/yr.
This is the weaker version (full book +1.20/+1.41 OOS). Robust across 20y + every crisis with
positive CI floor -- strongest/fastest-confirmed deliverable. Faster-confidence levers: longer
history, bootstrap, micro-live.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
