 0 BASELINE live v4.1                             tr A n 55 pf 4.15 B n 55 pf 1.83 | ALL   +511% dd -33 | A cagr +112 dd -24 | B cagr  +19 dd -33 | in 23% | 23:+107 24:+119 25:-1 26:+37
-- state books (daily re-rank, not BUY-day only)
57 hold 3 strongest risk on (v4 states) daily           book ALL   +416% dd -60 | A cagr +170 dd -36 | B cagr  -18 dd -60 | in 35% | yrs {'2023': 112, '2024': 250, '2025': -36, '2026': 11}
58 ensemble Donchian 10..100: weight = share of windows book ALL   +360% dd -53 | A cagr +139 dd -33 | B cagr  -12 dd -49 | in 31% | yrs {'2023': 91, '2024': 204, '2025': -29, '2026': 13}
59 ensemble, only when 3+ of 5 windows on               book ALL   +410% dd -55 | A cagr +155 dd -34 | B cagr  -13 dd -55 | in 35% | yrs {'2023': 108, '2024': 216, '2025': -30, '2026': 12}
60 dual momentum: top 3 by 30d, r30>0 and beat BTC, wee book ALL   +184% dd -59 | A cagr +114 dd -48 | B cagr  -25 dd -59 | in 36% | yrs {'2023': 78, '2024': 158, '2025': -50, '2026': 22}
61 dual momentum daily                                  book ALL   +192% dd -76 | A cagr +179 dd -39 | B cagr  -44 dd -72 | in 43% | yrs {'2023': 94, '2024': 303, '2025': -70, '2026': 20}
62 EMA 10 over 30 trend, gated, top 3 by 30d            book ALL   +209% dd -73 | A cagr +169 dd -40 | B cagr  -39 dd -67 | in 33% | yrs {'2023': 127, '2024': 228, '2025': -55, '2026': -6}
-- trade rule variants
63 pullback entry: first 5% dip within 10 days    tr A n 53 pf 2.53 B n 54 pf 0.95 | ALL   +202% dd -31 | A cagr  +85 dd -31 | B cagr   -8 dd -30 | in 23% | 23:+63 24:+111 25:-22 26:+11
64 pullback entry: first 10% dip within 10 days   tr A n 40 pf 1.25 B n 43 pf 0.48 | ALL     +1% dd -48 | A cagr  +20 dd -40 | B cagr  -19 dd -48 | in 16% | 23:+25 24:+16 25:-8 26:-25
65 re-add to full on a new 30d high when calm (z< tr A n 55 pf 3.51 B n 55 pf 1.63 | ALL   +385% dd -33 | A cagr  +94 dd -30 | B cagr  +16 dd -33 | in 25% | 23:+118 24:+74 25:-1 26:+31
66 cooldown: no re-entry within 10 days of a sell tr A n 53 pf 3.62 B n 54 pf 1.56 | ALL   +397% dd -36 | A cagr  +95 dd -25 | B cagr  +16 dd -36 | in 23% | 23:+113 24:+79 25:-5 26:+37
67 memes out at 10d low, others 15d               tr A n 57 pf 4.32 B n 62 pf 1.90 | ALL   +426% dd -30 | A cagr  +87 dd -22 | B cagr  +26 dd -30 | in 22% | 23:+55 24:+128 25:-2 26:+54
68 regime: 20d window when breadth >= 50%, else 3 tr A n 57 pf 5.24 B n 56 pf 2.02 | ALL   +864% dd -33 | A cagr +164 dd -23 | B cagr  +20 dd -33 | in 24% | 23:+152 24:+180 25:-1 26:+39
69 HOT = z >= 2.5 (later profit taking)           tr A n 55 pf 4.98 B n 55 pf 1.34 | ALL   +622% dd -32 | A cagr +129 dd -32 | B cagr  +20 dd -31 | in 29% | 23:+100 24:+166 25:-3 26:+41
70 HOT = z >= 1.5 (earlier profit taking)         tr A n 55 pf 4.04 B n 55 pf 1.66 | ALL   +437% dd -29 | A cagr +115 dd -24 | B cagr   +8 dd -29 | in 21% | 23:+84 24:+154 25:-5 26:+20
71 leaders only: top half by 90d move at the brea tr A n 42 pf 3.51 B n 42 pf 1.12 | ALL   +204% dd -29 | A cagr  +52 dd -23 | B cagr  +17 dd -29 | in 22% | 23:+11 24:+107 25:+4 26:+27
72 basket/majors ratio at a 30d high too          tr A n 44 pf 3.93 B n 38 pf 1.63 | ALL   +398% dd -27 | A cagr  +95 dd -27 | B cagr  +16 dd -17 | in 22% | 23:+45 24:+163 25:+6 26:+22
-- neighbours of the round 1 winners
15n breadth 30%                                    tr A n 55 pf 3.99 B n 54 pf 1.94 | ALL   +521% dd -35 | A cagr +116 dd -26 | B cagr  +17 dd -35 | in 23% | 23:+113 24:+120 25:-4 26:+37
15n breadth 35%                                    tr A n 55 pf 3.83 B n 53 pf 1.98 | ALL   +588% dd -28 | A cagr +113 dd -26 | B cagr  +27 dd -28 | in 23% | 23:+100 24:+127 25:+11 26:+37
15n breadth 45%                                    tr A n 53 pf 3.42 B n 49 pf 2.50 | ALL   +280% dd -31 | A cagr  +67 dd -31 | B cagr  +20 dd -16 | in 21% | 23:+100 24:+39 25:+21 26:+14
15n breadth 50%                                    tr A n 53 pf 3.42 B n 49 pf 2.50 | ALL   +280% dd -31 | A cagr  +67 dd -31 | B cagr  +20 dd -16 | in 21% | 23:+100 24:+39 25:+21 26:+14
33n trailing stop 15%                              tr A n 60 pf 3.61 B n 59 pf 2.31 | ALL   +619% dd -31 | A cagr +112 dd -19 | B cagr  +31 dd -31 | in 21% | 23:+89 24:+141 25:+2 26:+56
33n trailing stop 25%                              tr A n 57 pf 3.70 B n 56 pf 1.99 | ALL   +533% dd -31 | A cagr +112 dd -26 | B cagr  +21 dd -31 | in 23% | 23:+86 24:+143 25:-4 26:+45
24n window 15/8                                    tr A n 78 pf 3.08 B n 98 pf 1.36 | ALL   +342% dd -50 | A cagr  +97 dd -22 | B cagr   +7 dd -49 | in 23% | 23:+82 24:+116 25:-35 26:+74
24n window 20/15                                   tr A n 58 pf 5.35 B n 61 pf 1.75 | ALL  +1019% dd -37 | A cagr +193 dd -21 | B cagr  +16 dd -37 | in 25% | 23:+159 24:+234 25:-7 26:+39
24n window 25/12                                   tr A n 58 pf 4.54 B n 67 pf 2.06 | ALL   +732% dd -32 | A cagr +145 dd -21 | B cagr  +21 dd -32 | in 22% | 23:+115 24:+180 25:-3 26:+43
