merged_cs_ra_steve_live_v1 Strategy Eval

Professional strategy-eval export for the Steve live merged cross-sectional momentum + regime-adaptive ETF strategy.

P0 Gate

Fail

Net Sharpe

0.714

Net CAGR

9.59%

Net Max DD

-34.13%

OOS Sharpe since 2023

1.334

SPY Corr

0.759

Artifacts

Internal performance report
Bias report
Markdown summary
Machine-readable summary JSON

Review Notes

Evaluation window is 2007-01-03 to 2026-05-26. The exported input set contains no credentials, account identifiers, or secrets.

The P0 gate fails because the generic shift-lookahead test flags the position/return timing. Treat this as a hard review blocker until the T close signal and T+1 open execution path is validated with a truncate-and-rerun bias test tailored to this execution model.