Portfolio MC | 25 Monte Carlo validated cells composed Skip to main content
Portfolio of MC cells

Composer les edges, sans inventer de miracle

25 cellules du catalogue Monte Carlo sont assemblees en quatre portefeuilles. Le replay final 90 jours montre un Sharpe ... pour le meilleur mix, et ... pour le risk-parity vol-targeted.

Note anti-2CV: les parquets disponibles s'arretent autour du 14-15 mai 2026. Cette page publie donc un holdout final reconstruit, pas encore 90 jours live post-deploiement.

Courbe equity holdout

Lecture rapide

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Portefeuilles compares

PortfolioReturnSharpeMax DDSortinoCalmarGross

Composition Portfolio D

CellWeightCell SharpeReturnTradesMC p5

Methodologie

Limites honnetes

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.

Inventaire des cellules

Cellp5StatusReplayParams
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