Portfolio of MC cells
Composing validated edges, without miracle claims
25 Monte Carlo catalog cells are assembled into four portfolios. The final 90-day replay shows a Sharpe of ... for the best mix, and ... for the vol-targeted risk-parity portfolio.
Anti-2CV note: available parquets end around May 14-15, 2026. This page therefore publishes a reconstructed final holdout, not yet a 90-day post-deployment live record.
Holdout Equity Curve
Fast Read
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Portfolio Comparison
| Portfolio | Return | Sharpe | Max DD | Sortino | Calmar | Gross |
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Portfolio D Composition
| Cell | Weight | Cell Sharpe | Return | Trades | MC p5 |
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Methodology
Honest Limits
24 of 25 cells are executable in the replay. Bear Hunter Evolved x SNX now has a runtime evolved class; remaining low-data rows stay visible instead of being hidden.
Several catalog cells have fewer than 25 valid MC splits. The table exposes p5 and live status instead of hiding that heterogeneity.
Cell Inventory
| Cell | p5 | Status | Replay | Params |
|---|