{"@context":"https://schema.org","@type":"Dataset","name":"Monte Carlo Facts","description":"MC protocol snapshot","url":"https://strategyarena.io/facts/monte-carlo.json","license":"https://creativecommons.org/licenses/by/4.0/","creator":{"@type":"Organization","name":"Strategy Arena","url":"https://strategyarena.io"},"dateModified":"2026-05-28T05:42:07.456142+00:00","isAccessibleForFree":true,"inLanguage":["en","fr"],"stats":{"fact_count":15,"last_update_iso":"2026-05-28T05:42:07.456142+00:00"},"facts":[{"question":"How many strategies does the live Monte Carlo tracker follow?","answer":"7 configured MC strategies (2026-05-28)."},{"question":"How many strategy×asset cells are MC-validated?","answer":"36 validated cells in live_mc_results_snapshot.json."},{"question":"What temporal embargo between MC windows?","answer":"48-bar embargo between OOS windows (smart_money_evolved_v2_params.json, May 2026)."},{"question":"What temporal holdout split discipline?","answer":"Phase 1: top candidates on 70% train; phase 2: 30 MC OOS splits between 20% and 70% of bars."},{"question":"Sharpe_p5 threshold for robust validation?","answer":"Batch5 filter: Sharpe_p5 > 0.5; 8 cells exceed Sharpe_p5 > 1.0 (best: SNX 1.526)."},{"question":"How many Monte Carlo splits per asset?","answer":"30 MC splits by default, minimum 10 valid splits (generic_strategy_optimizer.py)."},{"question":"Minimum simulated trades threshold?","answer":"n_trades_mean ≥ 20 trades per validated cell (batch5_mc_optimizer.py)."},{"question":"How many live vs MC aligned cells?","answer":"0 aligned cell, 12 major drift (2026-05-28)."},{"question":"How many cells with insufficient live data?","answer":"22 cells (< 5 closed live trades)."},{"question":"Flagship MC-validated example?","answer":"Smart Money Evolved: 15 validated assets, best Sharpe_p5 1.526 on SNX."},{"question":"Bootstrap resampling method?","answer":"Random OOS anchors + GPU replay of top-train combos on each window (temporal bootstrap, not i.i.d.)."},{"question":"Cyclic cross-temporal validation?","answer":"30 independent OOS windows; robustness = Sharpe distribution across splits, p5 percentile."},{"question":"Fee model in batch5 MC?","answer":"0.10% entry + 0.10% exit (0.20% round-trip) — batch5_mc_optimizer.py."},{"question":"How many MC params files on the VPS?","answer":"16 *_mc_params.json / *_v2_params.json files in /data/."},{"question":"Does Monte Carlo guarantee real profits?","answer":"No — public paper trading; MC filters historical robustness, not a return promise."}],"not_claimed":["Not investment advice.","Paper trading only.","No guaranteed returns."],"see_also":["https://strategyarena.io/facts/monte-carlo","https://strategyarena.io/methodology"]}