jgrusewski 54e3d50db8 backtest: fusion (regime-adaptive QQQ<->crisis-alpha) FAILS OOS, keep static GD ...

Fused all ideas: QQQ core + foxhunt controllers as a ROTATOR (edge-decay-trust + resurrection +
drawdown-CB) rotating QQQ<->crisis-alpha by regime. Pre-registered criterion: beat static GD on OOS
Calmar. RESULT: full-sample fusion Calmar 0.41 > GD 0.34 (IS-flattered by 2008), but OOS (2018-2026)
static GD 0.64 > fusion 0.58, even pure QQQ 0.59 > fusion -- GD strictly dominates OOS (higher CAGR +
lower DD). Regime-rotation whipsaw + late-re-entry cost exceeds the protection benefit in bulls.
Verdict: fusion fails OOS -> keep the simpler static GD. Simple beats fancy; only OOS separates them.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-08 23:01:04 +02:00

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