SPY Historical Replay
2026-01-02 · Modeled retrospective OOS
- Session modeled P&L · USD
- 15.9
- Modeled equity · USD
- 10,015.9
- Drawdown
- 0%
- Fee / completed spread · USD
- 2.6
- Entry basis
- simultaneous gate midpoint
Frozen Credit Lab run
Credit Lab
SPY · Retrospective OOS · Modeled- Sample sessions
- 50
- Modeled trades
- 64
- Modeled return
- 9.43%
- Maximum drawdown
- 1.94%
- Session modeled P&L · USD
- 15.9
- Modeled equity · USD
- 10,015.9
- Session drawdown
- 0%
- Entry basis
- simultaneous gate midpoint
- Fee per completed spread · USD
- 2.6
- Contracts per trade
- 1
- Policy frozen
- 2026-08-29T19:50:19.255472+00:00
- Scored
- 2026-08-29T19:52:02.735505+00:00
- Selection limitation
- The settings are overfit to the three selection cohorts. The named OOS50 membership and dates after this freeze may not alter the policy.
- Test classification
- Policy and membership were frozen before this single score. Dates were locally available but excluded from all three policy-selection cohorts; this is retrospective OOS, distinct from Monday-forward prospective evidence.
Frozen setup rules
- calls
- Agents: expected_move, flow_regime, trend · Minimum credit: 0.25 · Maximum width: 7 · Gates: 15, 60, 180, 300, 360
- puts
- Agents: news, ols, trend · Minimum credit: 0.1 · Maximum width: 10 · Gates: 15, 60, 180, 300, 360
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